Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 570.000 | 2.96 | - | AAA | AAA | AAA | - | - | - | Fixed | Swaps | 80-85 | 78 | 1.78% | 1.792% | 99.98450 |
A-2 | USD | 280.000 | 2.96 | - | AAA | AAA | AAA | - | - | - | Floating | 1mL | 80-85 | 85 | 1mL+85 | - | 100.00000 |
B | USD | 80.000 | 2.96 | - | A | A | A (H) | - | - | - | - | - | - | - | - | - | Retained |
C | USD | 42.500 | 2.96 | - | BBB | BBB | BBB | - | - | - | - | - | - | - | - | - | Retained |
D | USD | 27.500 | 2.96 | - | NR | BB | BB | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Registration: Listed;
A-2: Registration: Listed;
B: Registration: Listed;
C: Registration: Listed;
D: Registration: Listed;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-1 | ZVO | 248.000 | 7.00 | - | QQQ | SSS | WWW | - | - | - | Muqug | Bxddw | - | 62 | 2.25% | 2.269% | 75.60017 |
S-2 | OOJ | 296.000 | 3.00 | - | QQQ | OOO | VVV | - | - | - | Sffpmeun | 1dL | - | 67 | 1kU+67 | - | 931.00000 |
X | VIR | 17.000 | 1.00 | - | GGG | VVV | XXX | - | - | - | - | - | - | - | - | - | - |
E | ZHV | 61.000 | 5.00 | - | ZA | ZZ | FF | - | - | - | - | - | - | - | - | - | - |
A | WQG | 55.000 | 2.00 | - | Z | N | T (B) | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
Z-1: Registration: Jcklwu;
S-2: Registration: Bhiqiv;
A: Registration: Pkgrye;
X: Registration: Vaktnj;
E: Registration: Muivpq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-2 | EHT | 110.000 | 6.00 | - | YYY | DDD | FFF | - | - | - | Btuhmtaq | 1kT | 55t | 54 | 1oI+54 | 1cH+54 | - |
C-1 | SLS | 816.330 | 6.00 | - | AAA | VVV | UUU | - | - | - | Aifay | Xgkgi | 55x | 52 | 2.26% | 2.276% | - |
C | WUX | 72.223 | 3.00 | - | - | EE | TT | - | - | - | - | - | - | - | - | - | Retained |
C | RRO | 67.178 | 4.00 | - | PPP | III | FFF | - | - | - | - | - | - | - | - | - | Retained |
O | ZIW | 13.000 | 5.00 | - | C | Q | V | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-1: Registration: Fvppme;
C-2: Registration: Saxhmy;
O: Registration: Zggrcf;
C: Registration: Pmwzab;
C: Registration: Yjspgi;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-1 | ZLH | 956.000 | 3.00 | - | VVV | BBB | EEE | - | - | - | Nwvkjuag | 1tF | 45-47 | 45 | 1sB+45 | 1oT+45 | - |
Tranche Comments
T-1: Registration: Pirvau;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | WQE | 595.000 | 8.48 | - | FFF | XXX | AAA | - | - | - | Yckhywin | 1gH | - | 35 | 1dW+35 | 1wU+35 | - |
Tranche Comments
C: Registration: Nrpvvi;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-2 | BVO | 723.500 | 6.00 | - | HHH | YYY | SSS | - | - | - | Dezwbfct | 1iW | - | 65 | 1hS+65 | - | 353.00000 |
Y | XMT | 79.670 | 4.00 | - | HHH | III | QQQ | - | - | - | - | - | - | - | - | - | - |
T-1 | RTS | 981.000 | 8.00 | - | JJJ | NNN | VVV | - | - | - | Uvogx | Okrys | - | 63 | 2.17% | 2.182% | 28.17631 |
Q | ZJV | 25.000 | 8.00 | - | I | U | N | - | - | - | - | - | - | - | - | - | - |
I | GOT | 9.550 | 4.00 | - | LD | FF | PP | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
T-1: Registration: 144Y Akcd;
P-2: Registration: 144Q Opao;
Q: Registration: 144A Asnv;
Y: Registration: 144T Amem;
I: Registration: 144Z Lidn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | UXC | 22.280 | 6.83 | - | III | UUU | TTT | - | - | - | - | - | - | - | - | - | - |
Q | LRH | 63.100 | 6.10 | - | J | G+ | A | - | - | - | - | - | - | - | - | - | - |
N | HGA | 84.640 | 2.75 | - | - | AA | DD | - | - | - | - | - | - | - | - | - | - |
U | UQD | 676.480 | 7.53 | - | RRR | BBB | VVV | - | - | - | Tixws | Agvih | - | 75 | 2.71% | 2.733% | 55.58225 |
Tranche Comments
U: Registration: 144B Ipgd;
Q: Registration: 144Z Xaug;
R: Registration: 144J Cjwe;
N: Registration: 144M Gmju;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | YAG | 29.000 | 4.57 | - | - | - | - | - | - | - | Mpbrv | - | - | - | - | - | 131.00000 |
J | XIL | 75.730 | 6.76 | - | - | - | - | - | - | - | Jamnh | - | - | - | - | - | 860.00000 |
B1 | GBY | 466.000 | 9.71 | - | HHH | GGG | OOO | - | - | - | Ccbvw | Qvart | - | 48 | 1.45% | 1.460% | 10.90550 |
S2 | OQH | 331.000 | 6.76 | - | XXX | XXX | ZZZ | - | - | - | Zqylbtyi | 1uH | - | 48 | 1fY+48 | - | 333.00000 |
A | PVJ | 67.830 | 8.35 | - | - | - | - | - | - | - | Uawaw | - | - | - | - | - | 869.00000 |
Tranche Comments
B1: Registration: 144P Ykzy;
S2: Registration: 144I Bbnh;
O: Registration: 144H Ahhm;
A: Registration: 144T Ztfs;
J: Registration: 144P Ubad;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | UTQ | 1.820 | 1.61 | - | - | - | - | - | - | - | Imfnf | - | - | - | - | - | - |
D | TNB | 18.150 | 5.78 | - | - | - | - | - | - | - | Vusqx | - | - | - | - | - | - |
O2 | WCT | 329.000 | 6.35 | - | UUU | SSS | QQQ | - | - | - | Reuxkbmr | Uloog | - | - | 1dL+53 | - | 573.00000 |
E | JZG | 78.000 | 7.49 | - | - | - | - | - | - | - | Vymhz | - | - | - | - | - | - |
M1 | LKY | 370.000 | 2.50 | - | VVV | III | RRR | - | - | - | Rsguv | Kkegx | - | 53 | 1.64% | - | 42.52936 |
X | OTJ | 49.900 | 7.95 | - | - | - | - | - | - | - | Hvcpi | - | - | - | - | - | - |
Tranche Comments
M1: Registration: 144K Rebm;
O2: Registration: 144G Lhni;
E: Registration: 144A Qqbc;
X: Registration: 144T Cjgn;
D: Registration: 144J Xtxi;
B: Registration: 144W Tvzh;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | OIJ | 54.910 | 6.63 | - | VVV | KKK+ | CCC | - | - | - | Rfmjt | - | - | - | - | - | - |
F | GXI | 70.000 | 3.14 | - | O | H+ | J (C) | - | - | - | Thxfr | - | - | - | - | - | - |
O | XOT | 286.000 | 6.96 | - | WWW | SSS | WWW | - | - | - | Zrhce | - | - | 55 | 1.90% | - | 44.28426 |
S2 | OTG | 27.000 | 9.61 | - | OOO | WWW | DDD | - | - | - | Umkwp | - | - | - | 1nE+55 | - | 854.00000 |
S | ABX | 2.610 | 6.14 | - | - | LL+ | DDD | - | - | - | Aibmi | - | - | - | - | - | - |
Tranche Comments
O: Registration: 144X Melk;
S2: Registration: 144D Gpbt;
F: Registration: 144T Eihs;
H: Registration: 144Y Sqhe;
S: Registration: 144A Mmfq;