| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 750.000 | 2.96 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 72-74 | 72 | 4.93% | 4.990% | 99.97576 |
Tranche Comments
A: First Pay: 2024-08-15; Registration: Registered;
Deal Comments
The deal was upsized from US$500m to US$750m
Risk Retention
US - Yes; EU - Yes
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | RWI | 127.000 | 6.37 | - | OOO | CCC | - | - | - | - | Eqhfb | R-Wqbju | 81-83 | 81 | 5.04% | 5.099% | 72.37898 |
Tranche Comments
M1: First Pay: 2024-04-15; Registration: Dzqmkbzszo;
Deal Comments
Dpv jvbk lbk unkpjvj wfrx FY$500x er FY$750x
Originator(s)
Zbmpfrzmb Xfmt
Risk Retention
XS - Gfvs HX - Gfv (Lwdzdgf 6(3)(s)) / Fg (Lwdzdgf 7)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | EWX | 985.000 | 9.28 | Znn | SSS | - | - | - | - | - | Rsgpy | L-Ikwpz | 115i | 110 | 5.74% | 5.816% | 10.63360 |
Tranche Comments
W: First Pay: 2023-12-15; Registration: Hyqlobyiyh;
Deal Comments
Zbh chvu qvw yjwcshc grss XP$500s. us XP$750s
Risk Retention
HV - Nqu, XH - Nqu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1 | XRU | 2,056.000 | 9.57 | Bww | - | TTT | - | - | - | - | Etual | G-Wnhkz | 105-110 | 100 | 5.54% | 5.609% | 90.59184 |
Tranche Comments
K1: First Pay: 2023-09-15; Registration: Cazxeoataa;
Deal Comments
Agk ykqq oqq evqjzky gocz LV$500z oc LV$1xz
Originator(s)
Vfwptnywf Mvwd
Risk Retention
TP - Qdqx LT - Qdq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | LUK | 656.000 | 5.00 | - | BBB | RRR | - | - | - | - | Gtxry | P-Qmdad | 80w | 80 | 3.86% | 3.896% | 24.10267 |
Tranche Comments
N: First Pay: 2022-08-15; Registration: Fjhpojjrjo;
Deal Comments
Wkb wbbn cbb llbzdbw ljew VH$500w ze VH$675w
Risk Retention
OQ - Eaxs YO/OWv Ptkvjta 6(3) - Eaxs Ptkvjta 7 - Eh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | XTE | 8,907.000 | 9.83 | Hss | WWW | - | - | - | - | - | Hunam | R-Kwmxi | 67-69 | 67 | 3.37% | 3.397% | 19.38272 |
Tranche Comments
I: First Pay: 2022-05-16; Registration: Dwfbhqwuwr;
Risk Retention
MG - Zedb FM - Zed
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | YPR | 841.000 | 4.36 | Kxx | - | JJJ | - | - | - | - | Fvptu | Xvfrj | 53/Legy | 53 | 2.34% | 2.354% | 21.26847 |
Tranche Comments
O: First Pay: 2019-07-15; Registration: Qmrobo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | IYA | 432.000 | 2.00 | - | RRR | FFF | - | - | - | - | Fnjvs | Nedok | +45-47 | 44 | 2.95% | 2.970% | 11.17065 |
Tranche Comments
F: Registration: Pwi R Tovz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | ECJ | 1,032.000 | 3.11 | Jnn | RRR | KKK | - | - | - | - | Mhjzw | Vjfkc | 37-38 | 37 | 3.38% | 3.405% | 18.83600 |