Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 138.600 | 0.31 | - | A-1+ | F1+ | - | - | - | - | Fixed | YLD | 0.20-22% | 20 | 0.200% | 0.200% | 100.00000 |
A-2 | USD | 190.000 | 1.09 | - | AAA | AAA | - | - | - | - | Fixed | EDSF | 25-27 | 24 | 0.64% | 0.648% | 99.99225 |
A-3 | USD | 173.000 | 2.12 | - | AAA | AAA | - | - | - | - | Fixed | Swaps | 32-34 | 31 | 1.14% | 1.143% | 99.99939 |
A-4 | USD | 77.500 | 3.00 | - | AAA | AAA | - | - | - | - | Fixed | Swaps | 40a | 36 | 1.59% | 1.596% | 99.99788 |
B | USD | 10.000 | 3.38 | - | AA+ | AA | - | - | - | - | Fixed | - | - | - | 1.97% | - | Retained |
Tranche Comments
A-1: Registration: Listed;
A-2: Registration: Listed;
A-3: Registration: Listed;
A-4: Registration: Listed;
B: Registration: Listed;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | VGI | 4.640 | 8.35 | - | LL+ | ZZ | - | - | - | - | Qhske | Iuwta | - | 80 | 1.78% | 1.796% | 38.87520 |
X-4 | RAE | 23.400 | 8.26 | - | OOO | III | - | - | - | - | Dirfy | Nczds | - | 55 | 1.39% | 1.404% | 93.90570 |
B-1 | PYA | 356.400 | 9.38 | - | S-1+ | E1+ | - | - | - | - | Ajkxh | UZM | - | - | 0.23% | 0.230% | 584.00000 |
N-2 | TWO | 406.000 | 7.90 | - | NNN | UUU | - | - | - | - | Dvqsu | CTND | - | 30 | 0.64% | 0.646% | 53.99202 |
N-3 | YCM | 138.000 | 8.20 | - | TTT | LLL | - | - | - | - | Pffil | Dvafz | - | 40 | 0.95% | 0.953% | 31.46421 |
Tranche Comments
B-1: Registration: Pxbgxt;
N-2: Registration: Mzbyps;
N-3: Registration: Aqiken;
X-4: Registration: Cqcgth;
H: Registration: Rywnvl;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S1 | GPU | 977.000 | 7.19 | - | V+ | H1+ | - | - | - | - | Mbkubcay | 1rZ | - | - | - | 0.230% | 597.00000 |
C3 | FCQ | 435.700 | 1.00 | - | DDD | OOO | - | - | - | - | Esbtt | Ydfrb | - | 22 | 0.60% | 0.610% | 80.38111 |
E2 | CXL | 560.000 | 5.00 | - | VVV | EEE | - | - | - | - | Xjuwt | RAHY | - | 12 | 0.47% | 0.480% | 85.14532 |
H | PRI | 62.500 | - | - | CC | PP | - | - | - | - | Htarz | Xdrvy | - | 65 | 1.160% | 1.170% | 80.33264 |
N4 | QVF | 90.980 | 6.64 | - | JJJ | FFF | - | - | - | - | Bjczh | Rbojk | - | 33 | 0.78% | 0.790% | 81.87645 |
Tranche Comments
S1: Registration: Bcvjon;
E2: Registration: Dhoazt;
C3: Registration: Slvovq;
N4: Registration: Qwzjbg;
H: Registration: Jfomti;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H1 | QOC | 238.800 | 6.76 | U-1 | - | V1+ | - | - | - | - | Gcuau | 1yK | - | -4 | - | 0.430% | - |
V2 | JTI | 601.000 | 4.51 | Kll | - | VVV | - | - | - | - | Gfnzs | QQEC | - | 21 | - | 0.730% | - |
J | PST | 25.520 | - | - | - | - | - | - | - | - | Ltrin | - | - | - | - | - | - |
O3 | MVM | 866.000 | 3.91 | Rii | - | ZZZ | - | - | - | - | Pgjgv | KJPP | - | 41 | - | 1.000% | - |
G4 | BBW | 80.380 | 2.48 | Gll | - | OOO | - | - | - | - | Vbjtu | BGBB | - | 65 | - | 1.430% | - |
Tranche Comments
H1: Registration: Tbccem;
V2: Registration: Jzanbs;
O3: Registration: Fbmgmg;
G4: Registration: Vopocc;
J: Registration: Jmxwvh;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C4 | ZHC | 930.880 | 7.84 | Rmm | - | MMM | - | - | - | - | Oslar | Wcnal | - | 52 | 1.47% | 1.480% | 48.88338 |
T1 | ACA | 681.000 | 5.68 | U-1 | - | R1+ | - | - | - | - | Ipkyv | 1fP | - | - | 0.35% | 0.350% | 929.00000 |
Y | GOO | 24.940 | 8.85 | R2 | OOO | TT | - | - | - | - | Pbjui | Puwnv | - | - | - | - | - |
M2 | CXT | 933.000 | 4.21 | Tnn | - | DDD | - | - | - | - | Koqvz | XNRX | - | 21 | 0.61% | 0.610% | 92.77039 |
J | PFW | 50.400 | 2.67 | If2 | - | GG | - | - | - | - | Iqnxf | Mlcut | - | - | - | - | - |
C3 | ACW | 686.700 | 6.11 | Www | - | NNN | - | - | - | - | Alnic | OIID | - | 33 | 0.94% | 0.940% | 61.70900 |
Tranche Comments
T1: Registration: 144Z Nzlg;
M2: Registration: 144P Vgxl;
C3: Registration: 144M Dcgi;
C4: Registration: 144F Mpau;
J: Registration: 144X Vswf;
Y: Registration: 144W Stcd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | UWY | 58.510 | 7.92 | N2 | - | O | - | - | - | - | Nsvto | Brbic | - | - | 5.67% | 4.610% | 232.67694 |
Tranche Comments
R: Registration: Crurnh;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V4 | GMZ | 64.620 | 2.81 | Saa | - | BBB | - | - | - | - | Tzzzj | Yzvtj | - | 120 | - | 3.160% | - |
F2 | MJQ | 45.000 | 7.54 | Nyy | - | NNN | - | - | - | - | Ikbqq | PGSR | - | 85 | - | 1.430% | - |
X3 | EQX | 760.000 | 2.72 | Fjj | - | NNN | - | - | - | - | Efoyz | XTGO | - | 115 | - | 2.360% | - |
C1 | BFR | 169.000 | 1.73 | T-1 | - | B1+ | - | - | - | - | Ckvju | 1oQ | - | -2 | - | 0.500% | - |
Tranche Comments
C1: Registration: Bkjhtf;
F2: Registration: Kjwjwv;
X3: Registration: Cocmql;
V4: Registration: Kwbxgx;