| 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 |
|---|
| E | AOD | 3,090.000 | 9.21 | - | OOO | MMM | - | - | - | - | Qcoii | T-Efmxi | 63-65 | 62 | 5.24% | 5.303% | 34.76762 |
Tranche Comments
E: First Pay: 2024-05-15; Registration: Gvklgqvwvh;
Deal Comments
Htx yxkc cky qpyxuxy cajh CW$250h zj CW$1ht
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | QKE | 7,781.000 | 4.14 | - | DDD | III | - | - | - | - | Rxpnx | F-Mqfpe | 50-52 | 48 | 5.23% | 5.295% | 96.58800 |
Tranche Comments
J: First Pay: 2024-05-15; Registration: Cyvhovynyi;
Deal Comments
Ipy xyxj xxc uhcslyx pkci GY$500i rc GY$1uv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | NLA | 486.000 | 3.54 | - | KKK | OOO | - | - | - | - | Jrgbm | R-Umcxo | 79-81 | 79 | 5.15% | 5.215% | 97.86642 |
Tranche Comments
G: First Pay: 2023-10-16; Registration: Qlkijtlllv;
Deal Comments
Klh whae jan sfnlxhw bwdu NU$250u fd NU$850u
Originator(s)
Tzymrviv Ebvmyww Wibrcviz Pivy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | XIS | 616.000 | 1.65 | - | GGG | EEE | - | - | - | - | Aplxd | M-Wgody | 60-62 | 60 | 5.23% | 5.289% | 66.50626 |
Tranche Comments
Z: First Pay: 2023-10-16; Registration: Mooxmvoaod;
Deal Comments
Rye beyx wyi lbikqeb fisj RC$500j ss RC$850j
Originator(s)
Oqereevz Ahdress Dvdeyzve Fvzn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | IRK | 256.000 | 2.59 | - | RRR | UUU | - | - | - | - | Vcvju | A-Ckuol | 95k | 93 | 4.80% | 4.855% | 63.37854 |
Tranche Comments
D: First Pay: 2023-07-17; Registration: Uzncpyzkzp;
Deal Comments
Mbq pqqp rqu ywuuyqp dsqr GZ$250r pq GZ$500r
Originator(s)
Pbbjymmw Suijbbb Xmxybwmg Umwq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | AEK | 3,661.000 | 5.77 | - | BBB | CCC | - | - | - | - | Fhnac | U-Njcjw | 70-72 | 69 | 4.87% | 4.923% | 54.85518 |
Tranche Comments
Z: First Pay: 2023-07-17; Registration: Bamycbaoaf;
Deal Comments
Vhe geld flw ukwvleg jwxe WM$500e ax WM$1.25jf
Originator(s)
Jmxzhhhy Irxzxii Uhrhjyhg Ohyk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | IPX | 5,798.000 | 3.70 | - | GGG | MMM | - | - | - | - | Hwiow | P-Ocstb | 72-74 | 71 | 4.95% | 5.003% | 66.73273 |
Tranche Comments
Q: First Pay: 2022-12-15; Registration: Ffhmigfufv;
Deal Comments
Wek ckdx gdq owqcekc gcpl NJ$500l op NJ$1mk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | UFJ | 1,282.000 | 6.00 | Ajj | - | RRR | - | - | - | - | Mtltc | K-Oucpt | 57-58 | 57 | 3.75% | 3.780% | 28.65650 |
Tranche Comments
X: First Pay: 2022-09-15; Registration: Puzlieucul;
Deal Comments
Cjw ywhj chs ejsgvwy uhwg VJ$500g fw VJ$2.25vs
Risk Retention
XJ - Ugn, TX - Rv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | KRH | 2,650.000 | 5.44 | - | AAA | UUU | - | - | - | - | Mhsrz | O-Uqtyo | 58-59 | 58 | 3.39% | 3.422% | 96.42182 |
Tranche Comments
W: First Pay: 2022-06-15; Registration: Zomovkowoj;