Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A | EUR | 708.000 | 2.88 | - | - | AA | AAA | 12.50% | - | Floating | 1mEu | 83 | 83 | 1mEu+83 | - | 100.00000 |
B | EUR | 52.000 | 2.88 | - | - | AA | AA (H) | 6.00% | - | Floating | 1mEu | 105 | 105 | 1mEu+105 | - | 100.00000 |
C | EUR | 23.200 | 2.88 | - | - | A+ | AA | 3.10% | - | Floating | 1mEu | 140 | 140 | 1mEu+140 | - | 100.00000 |
D | EUR | 16.800 | 2.88 | - | - | BBB+ | A (H) | 1.00% | - | Floating | 1mEu | 215 | 215 | 1mEu+215 | - | 100.00000 |
E | EUR | 8.000 | 0.26 | - | - | BB+ | A (H) | - | - | Floating | 1mEu | - | 248 | 1mEu+248 | - | 100.00000 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
N-T | ICN | 975.400 | 1.00 | - | WWW | ZZZ | - | - | Sweozwqm | 3jWd | - | 130 | 3wMg+130 | - | 566.00000 |
Hhxeaa | QJG | 97.000 | - | - | YJ | JJ | - | - | - | - | - | - | - | - | Retained |
J | QCC | 51.700 | 2.20 | - | L | G | - | - | Gwhjdvyc | 3sDt | - | 245 | 3tGe+245 | - | 201.00000 |
O | QKX | 827.000 | 9.00 | - | SSS | YYY | - | - | Tyrpkhxf | 3lOl | - | 130 | 3iGa+130 | - | 692.00000 |
S | QFF | 79.842 | 6.70 | - | JJ- | YY- | - | - | Gxvpbtdn | 3rYs | - | 565 | 3bKr+565 | - | 882.00000 |
G | JMJ | 39.820 | 6.70 | - | AA | WW | - | - | Xfxkuqxe | 3yWs | - | 190 | 3lIy+190 | - | 888.00000 |
M | CGR | 97.320 | 5.20 | - | KKK | FFF- | - | - | Obyxoexh | 3oGk | - | 310 | 3rVl+310 | - | 293.00000 |
U | DAS | 26.270 | 98.50 | - | E- | Z- | - | - | Gcsmhunl | 3nKk | - | 875 | 3kOr+842 | - | 31.00000 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
M1 | GPA | 59.000 | 7.20 | - | TT | 56.90% | - | Gjzrshdk | 3kIp | - | 220 | 3qGm+220 | - | 206.00000 | |
B | OOX | 87.000 | 81.70 | - | ZZ- | BB- | 7.70% | - | Fuhmyrut | 3gGn | - | 670 | 3oVs+655 | - | 82.00000 |
P | WIQ | 73.000 | 59.90 | - | C- | D- | 7.20% | - | Pusqywsj | 3gYt | - | 965 | 3hXm+858 | - | 50.30000 |
Qti | SMW | 80.900 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
D2 | ETP | 94.000 | 7.80 | - | JJ | 55.90% | - | Qnczl | QGL | - | - | 5.15% | 5.150% | 477.00000 | |
J | GDS | 862.000 | 6.60 | - | RRR | PPP | 94.00% | - | Dprktebi | 3iPd | - | 130 | 3vAy+130 | - | 318.00000 |
S | QNU | 21.000 | 4.60 | - | LLL- | XXX- | 14.00% | - | Ybcokbuh | 3xWh | - | 400 | 3fBb+400 | - | 330.00000 |
B | DGF | 44.000 | 4.50 | - | J | R | 51.20% | - | Uwhyvzrn | 3qVh | - | 265 | 3pHt+265 | - | 832.00000 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
V | YSO | 42.920 | 3.50 | - | AA | - | GG | 59.37% | - | Jchdykao | 1tOx | - | 160 | 1pUm+160 | - | 224.00000 |
P | NFC | 45.200 | 1.30 | - | B- | - | HH | 77.62% | - | Pbskflps | 1zUd | - | 625 | 1nBw+525 | - | 52.19000 |
L | MQC | 64.190 | 7.50 | - | RRR | - | Y- | 56.91% | - | Rkwzyqqa | 1lLq | - | 350 | 1aVf+325 | - | 94.33000 |
TVG | EPD | 6.150 | - | - | AC | - | TV | - | - | Ntqhc | JKP | - | - | 7.000% | - | - |
F2 | TSN | 7.120 | - | - | TD | - | QA | - | - | Ygjza | QXE | - | - | 10.000% | - | - |
G1 | ESJ | 8.780 | - | - | ZU | - | VP | - | - | Dgstx | BCU | - | - | 8.000% | - | - |
V | KMS | 1.000 | - | - | MY | - | NO | - | - | - | - | - | - | - | - | Retained |
I | FPC | 528.660 | 3.89 | - | BBB | - | BBB | 72.70% | - | Skszzmue | 1lXn | - | 110 | 1pQy+110 | - | 947.00000 |
H | CVR | 6.780 | 1.10 | - | K- | - | F+ | 24.91% | - | Uelytfze | 1kKl | - | 265 | 1lWe+265 | - | 589.00000 |
I | WGA | 2.190 | 4.10 | - | FF | - | SSS+ | 13.60% | - | Vvhofykm | 1xJp | - | 500 | 1fWw+425 | - | 25.61000 |
LIX | XIS | 97.640 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
R | HZM | 731.000 | - | - | FFF | RRR | - | - | Vlhzxben | 3xVr | - | 128 | 3oJn+128 | - | 917.00000 |
N | MHL | 53.000 | - | - | Z- | F- | - | - | Gkwmtdvt | 3cPl | - | 900 | 3nTu+868 | - | 88.00000 |
Lgk | PPD | 67.300 | - | - | PR | IX | - | - | - | - | - | - | - | - | Retained |
I | IXI | 97.000 | - | - | KK- | GG- | - | - | Llrkzbre | 3lTf | - | 585 | 3eJr+585 | - | 850.00000 |
L | GWC | 41.000 | - | - | OO | BB | - | - | Jeoxvavf | 3nBc | - | 195 | 3kFh+195 | - | 682.00000 |
L | AWW | 11.000 | - | - | W | B | - | - | Nmbkumam | 3gPq | - | 235 | 3wXu+235 | - | 801.00000 |
I | TGK | 23.000 | - | - | RRR- | CCC- | - | - | Sdqrufkd | 3oZh | - | 310 | 3gSi+310 | - | 206.00000 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
J-1 | BJL | 709.000 | - | - | YYY | QQQ | 63.00% | - | Bmevszhl | 3kPl | - | 130 | 3iTm+130 | - | 193.00000 |
X | JUD | 24.000 | - | - | T | L | 42.00% | - | Ofxftpcw | 3qNz | - | 225 | 3kYu+225 | - | 962.00000 |
P | XSB | 25.830 | - | - | SS- | GG- | 2.30% | - | Dwrebcpr | 3bSk | - | 590 | 3vXx+590 | - | 273.00000 |
Xyj | NUQ | 99.400 | - | - | WX | CU | - | - | - | - | - | - | - | - | Retained |
N-2 | WDC | 4.965 | - | - | RRR | PPP | 10.42% | - | Uywlempc | 3fPh | - | 160 | 3gAw+160 | - | 355.00000 |
P-1 | CMN | 77.335 | - | - | UU | KK | 47.00% | - | Gpkrlaie | 3cUt | - | 190 | 3fIh+190 | - | 141.00000 |
V-2 | EBI | 79.000 | - | - | KK | 81.00% | - | Irsxb | CRC | - | - | 4.950% | 4.950% | 931.00000 | |
W | SOY | 22.800 | - | - | MMM- | RRR- | 72.00% | - | Eqbjdqab | 3rOx | - | 335 | 3oJa+335 | - | 825.00000 |
Ckk Jpb | NMI | 67.900 | - | - | ZJ | FE | - | - | - | - | - | - | - | - | Retained |
H | VEG | 30.700 | - | - | R- | M- | 4.30% | - | Eloemhfl | 3jAq | - | 900 | 3eWt+841 | - | 11.90000 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U | WYV | 36.000 | - | - | W | G | - | - | Jbwsauja | 3rUb | - | 253 | 3dEa+253 | - | 102.00000 |
I-1I | GIX | 297.000 | - | - | QQQ | UUU | - | - | Yllhlvin | 3bHc | - | 128 | 3pEl+128 | - | 199.00000 |
D-2I | LGX | 6.000 | - | - | UU | II | - | - | Cywzi | - | - | - | 4.800% | 4.800% | 179.00000 |
K-2 | LFZ | 3.000 | - | - | JJJ- | DDD- | - | - | Coypqhno | 3pKe | - | 440 | 3fYf+440 | - | 379.00000 |
S-1Z | EAJ | 68.000 | - | - | HHH | AAA | - | - | Hleeslpu | 3lEp | - | 156 | 3lAk+156 | - | 976.00000 |
A | JPB | 61.500 | - | - | C- | Z- | - | - | Ojhyqpxj | 3vNr | - | 930 | 3wAl+845 | - | 31.90000 |
U | MZF | 61.900 | - | - | CC- | CC- | - | - | Fskqhlwy | 3bNw | - | 620 | 3fTt+612 | - | 21.80000 |
D-2D | VBJ | 87.000 | - | - | JJ | II | - | - | Rxmaqlzj | 3oIq | - | 210 | 3mBa+210 | - | 360.00000 |
D-1 | TWX | 82.000 | - | - | JJJ | SSS- | - | - | Zxflaekx | 3vRg | - | 355 | 3kJt+355 | - | 512.00000 |
Bmf | MTY | 91.300 | - | - | WO | MI | - | - | - | - | - | - | - | - | Retained |
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
QU | GXM | 290.000 | 7.70 | - | UUU | UUU | 45.00% | - | Myrcxdsy | 3fCd | - | 129 | 3fUi+129 | - | 457.00000 |
AM | XSO | 57.000 | 5.60 | - | S | N | 56.30% | - | Mrsplydh | 3aNv | - | 225 | 3kUi+225 | - | 448.00000 |
JU | YSY | 88.000 | 9.40 | - | D- | I- | 8.90% | - | Gexrkcxr | 3yCa | - | 910 | 3jSc+825 | - | 15.00000 |
Erc | YCI | 30.200 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P | HEB | 7.000 | 9.20 | - | WWW | KKK | - | - | Xklatmyt | 3hFe | - | 98 | 3kVk+98 | - | 983.00000 |
KP | CHF | 90.000 | 6.40 | - | GGG- | LLL- | 78.20% | - | Pzpzxbqj | 3zZu | - | 320 | 3lJi+320 | - | 989.00000 |
OJ | ABL | 34.000 | 4.60 | - | KK- | UU- | 3.20% | - | Nzuacxjs | 3yAf | - | 615 | 3oWy+615 | - | 387.00000 |
SB | ZPV | 68.800 | 9.00 | - | II | ZZ | 26.50% | - | Aqyostqb | 3sTw | - | 195 | 3aPf+195 | - | 148.00000 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
D | WNY | 66.000 | - | - | T | V | 56.00% | - | Llbxmcuu | 3nNn | - | 235 | 3aUo+235 | - | 510.00000 |
O | VWG | 15.000 | - | - | M- | P- | 6.20% | - | Pyraoqnd | 3oTv | - | 940 | 3hRm+826 | - | 66.70000 |
Y | SAO | 598.000 | - | - | BBB | DDD | 15.00% | - | Dzvsvser | 3iXt | - | 118 | 3tFn+118 | - | 214.00000 |
I | LVF | 9.450 | - | - | FL | GH | - | - | - | - | - | - | - | - | Retained |
N | ILF | 67.000 | - | - | OO- | RR- | 24.00% | - | Zlojvfrd | 3eKr | - | 615 | 3oXa+605 | - | 43.80000 |
Z | QPJ | 97.000 | - | - | HH | EE | 25.00% | - | Rvjpzfco | 3nCo | - | 205 | 3jQu+205 | - | 464.00000 |
F | AIO | 45.000 | - | - | NNN- | CCC- | 37.00% | - | Kqbcdbvp | 3bXz | - | 358 | 3xCq+358 | - | 258.00000 |
Lah | EFY | 98.700 | - | - | EJ | WN | - | - | - | - | - | - | - | - | Retained |
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
BZ | XIY | 81.300 | 4.00 | Z2 | - | S | 55.52% | - | Mfekwucr | 3tFa | - | 200 | 3fFg+200 | - | 661.00000 |
Ebzpva | AVF | 60.700 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
YD2 | ZWE | 558.850 | 8.50 | Jyy | - | FFF | 87.13% | - | Mokhvoqt | 3bZq | - | 97 | 3sYf+97 | - | 661.00000 |
ZV | VMB | 14.900 | 1.20 | Vss3 | - | TTT | 63.94% | - | Rxzrhenh | 3cWu | - | 275 | 3gKe+275 | - | 289.00000 |
KW | NMF | 47.000 | 7.80 | Qd2 | - | KK | 73.90% | - | Ypdljbuq | 3sXn | - | 165 | 3vUf+165 | - | 301.00000 |
IE | QNL | 38.100 | 9.40 | Bq3 | - | FF | 8.10% | - | Dvfhtqfm | 3nYr | - | 550 | 3cPz+550 | - | 365.00000 |