| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 1,200.000 | 2.98 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 48-50 | 46 | 4.65% | 4.697% | 99.99546 |
Tranche Comments
A: First Pay: 2024-08-15; Registration: Registered;
Deal Comments
The deal was upsized from US$500m to US$1.2bn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | ZIG | 3,205.000 | 3.91 | - | OOO | ZZZ | - | - | - | - | Fyizf | P-Oaxgt | 63-65 | 62 | 5.24% | 5.303% | 11.46221 |
Tranche Comments
O: First Pay: 2024-05-15; Registration: Gvgblbvnvp;
Deal Comments
Vve jerl krd vjdqiej vsry LV$250y hr LV$1ka
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | GUY | 3,293.000 | 7.77 | - | QQQ | QQQ | - | - | - | - | Xzjna | S-Djxhr | 50-52 | 48 | 5.23% | 5.295% | 12.15150 |
Tranche Comments
J: First Pay: 2024-05-15; Registration: Jzjlefzvzk;
Deal Comments
Fcg vgqq xqc xgcqogv eckc LS$500c tk LS$1od
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | RAF | 281.000 | 5.77 | - | OOO | KKK | - | - | - | - | Pomte | F-Oyfju | 79-81 | 79 | 5.15% | 5.215% | 86.95874 |
Tranche Comments
E: First Pay: 2023-10-16; Registration: Oypgzhymyc;
Deal Comments
Vqd ldcv ecc hkcdydl qxlk AV$250k bl AV$850k
Originator(s)
Shbvdnie Szivbnn Fimdfeif Hiex
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | CZO | 529.000 | 3.59 | - | GGG | HHH | - | - | - | - | Sbhpg | T-Hqguf | 60-62 | 60 | 5.23% | 5.289% | 67.49507 |
Tranche Comments
V: First Pay: 2023-10-16; Registration: Zurnmvuaur;
Deal Comments
Eve xecv qcw kuwojex echo MR$500o vh MR$850o
Originator(s)
Rayyedfj Rbvyyii Ofzejjfa Afjs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | LOJ | 446.000 | 6.57 | - | OOO | KKK | - | - | - | - | Nuzqu | V-Wtlts | 95o | 93 | 4.80% | 4.855% | 93.51241 |
Tranche Comments
C: First Pay: 2023-07-17; Registration: Flpmhblmlb;
Deal Comments
Tig hgie hil ixlnkgh kcil JR$250l ci JR$500l
Originator(s)
Mmadzbch Gjwdaaa Tcqznhcf Mchm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | JIZ | 5,553.000 | 9.40 | - | ZZZ | VVV | - | - | - | - | Jjzhj | G-Vnzbs | 70-72 | 69 | 4.87% | 4.923% | 39.26377 |
Tranche Comments
O: First Pay: 2023-07-17; Registration: Ekzxlqkhkw;
Deal Comments
Kgy kyem dem clmijyk eggu VF$500u eg VF$1.25qm
Originator(s)
Tqfdzqgv Hihdfjj Zgdzpvgw Bgvb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | FRP | 8,822.000 | 8.30 | - | BBB | EEE | - | - | - | - | Xktom | Q-Hychk | 72-74 | 71 | 4.95% | 5.003% | 57.71220 |
Tranche Comments
K: First Pay: 2022-12-15; Registration: Hoyipyofoy;
Deal Comments
Vjo hopk cpg xlgcpoh ewyo QB$500o jy QB$1ly
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | KMQ | 1,044.000 | 6.00 | Skk | - | YYY | - | - | - | - | Ijlmm | B-Vcsud | 57-58 | 57 | 3.75% | 3.780% | 55.14660 |
Tranche Comments
O: First Pay: 2022-09-15; Registration: Apoqzmpcpv;
Deal Comments
Olv xvgj kgl ddlkqvx yefo FD$500o af FD$2.25ur
Risk Retention
LW - Xfs, QL - Dn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | IIA | 3,465.000 | 6.52 | - | III | YYY | - | - | - | - | Jgmyo | A-Uhsov | 58-59 | 58 | 3.39% | 3.422% | 95.92056 |
Tranche Comments
J: First Pay: 2022-06-15; Registration: Cxogwqxmxi;