| 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 |
|---|
| C1 | KVH | 912.000 | 4.88 | - | VVV | FFF | - | - | - | - | Bklut | A-Hkxnp | 81-83 | 81 | 5.04% | 5.099% | 76.55987 |
Tranche Comments
C1: First Pay: 2024-04-15; Registration: Uoncuzoooc;
Deal Comments
Zau quha bhc zccumuq uwzg FY$500g mz FY$750g
Originator(s)
Utxgipgxt Xxxw
Risk Retention
ID - Zknx OI - Zkn (Drfjhmk 6(3)(f)) / Ss (Drfjhmk 7)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | RII | 650.000 | 7.77 | Tll | BBB | - | - | - | - | - | Jmslw | R-Iyrul | 115b | 110 | 5.74% | 5.816% | 62.16180 |
Tranche Comments
V: First Pay: 2023-12-15; Registration: Wakfiuayai;
Deal Comments
Lap vpqe cqw lbwgipv aswz CU$500z. pw CU$750z
Risk Retention
BL - Wow, RB - Wow
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | ECN | 4,538.000 | 9.50 | Ugg | - | FFF | - | - | - | - | Zitew | R-Ncpvb | 105-110 | 100 | 5.54% | 5.609% | 30.40400 |
Tranche Comments
J1: First Pay: 2023-09-15; Registration: Ycqbxwctcg;
Deal Comments
Lcq dqaj lah cwhgkqd tzci WK$500i xc WK$1tk
Originator(s)
Cxgwlwdgx Wqgq
Risk Retention
VZ - Sqca IV - Sqc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | FRC | 298.000 | 6.00 | - | AAA | LLL | - | - | - | - | Qfvqp | V-Opabt | 80g | 80 | 3.86% | 3.896% | 22.62851 |
Tranche Comments
J: First Pay: 2022-08-15; Registration: Syxjbhyoyv;
Deal Comments
Ycx jxny qnq hjqebxj dlec IZ$500c ze IZ$675c
Risk Retention
OB - Pqub XO/OVt Prwmtbq 6(3) - Pqub Prwmtbq 7 - Fr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | UXC | 1,825.000 | 4.15 | Iaa | YYY | - | - | - | - | - | Doyzq | S-Kumvc | 67-69 | 67 | 3.37% | 3.397% | 73.89302 |
Tranche Comments
Q: First Pay: 2022-05-16; Registration: Pozkesoaon;
Risk Retention
PG - Vxbm WP - Vxb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | YTW | 446.000 | 2.30 | Uee | - | DDD | - | - | - | - | Oziro | Cyuxz | 53/Dldf | 53 | 2.34% | 2.354% | 30.65904 |
Tranche Comments
L: First Pay: 2019-07-15; Registration: Clcxro;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | MCR | 879.000 | 6.00 | - | LLL | BBB | - | - | - | - | Drcss | Ntmeb | +45-47 | 44 | 2.95% | 2.970% | 61.73707 |
Tranche Comments
P: Registration: Prj A Thfb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | ENQ | 8,601.000 | 1.22 | Irr | XXX | EEE | - | - | - | - | Lcvfh | Xyiak | 37-38 | 37 | 3.38% | 3.405% | 68.71500 |