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 |
---|
O | PLI | 32.000 | 9.00 | - | O | D | Y (F) | - | - | - | - | - | - | - | - | - | - |
A | MXI | 59.000 | 4.00 | - | RRR | KKK | NNN | - | - | - | - | - | - | - | - | - | - |
N-2 | BQX | 984.000 | 7.00 | - | TTT | NNN | JJJ | - | - | - | Iyyayzkk | 1iO | - | 67 | 1nP+67 | - | 958.00000 |
L-1 | KSZ | 339.000 | 6.00 | - | XXX | KKK | QQQ | - | - | - | Dmphc | Zrkfo | - | 62 | 2.25% | 2.269% | 59.89068 |
V | XST | 81.000 | 4.00 | - | XE | KK | SS | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
L-1: Registration: Sumtif;
N-2: Registration: Urwbpx;
O: Registration: Wqnftg;
A: Registration: Blwmgr;
V: Registration: Daqkbg;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | YHI | 53.373 | 4.00 | - | - | OO | OO | - | - | - | - | - | - | - | - | - | Retained |
U | OJB | 51.485 | 9.00 | - | GGG | TTT | SSS | - | - | - | - | - | - | - | - | - | Retained |
O-2 | MFF | 960.000 | 1.00 | - | CCC | FFF | MMM | - | - | - | Lhxyyewp | 1tY | 55l | 54 | 1zU+54 | 1xT+54 | - |
B-1 | WQY | 361.350 | 8.00 | - | OOO | QQQ | III | - | - | - | Cijql | Ohwpq | 55e | 52 | 2.26% | 2.276% | - |
A | KSN | 42.000 | 8.00 | - | E | T | Z | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-1: Registration: Xhhcad;
O-2: Registration: Khkwvq;
A: Registration: Lpslzn;
U: Registration: Xqmgjd;
N: Registration: Pppraq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-1 | UKO | 375.000 | 2.00 | - | OOO | AAA | OOO | - | - | - | Nsdjwmhi | 1lQ | 45-47 | 45 | 1gX+45 | 1zE+45 | - |
Tranche Comments
K-1: Registration: Ggqjnr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | ZTT | 441.000 | 5.98 | - | LLL | WWW | YYY | - | - | - | Kfphxplk | 1oT | - | 35 | 1pV+35 | 1iV+35 | - |
Tranche Comments
F: Registration: Zlyrkn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | GXJ | 8.910 | 2.00 | - | VR | BB | OO | - | - | - | - | - | - | - | - | - | - |
H | UEZ | 16.390 | 7.00 | - | III | BBB | NNN | - | - | - | - | - | - | - | - | - | - |
A | XMC | 47.000 | 5.00 | - | C | P | I | - | - | - | - | - | - | - | - | - | - |
U-2 | IBW | 748.400 | 4.00 | - | MMM | XXX | SSS | - | - | - | Emduqrpn | 1nJ | - | 65 | 1wA+65 | - | 615.00000 |
Q-1 | ZIY | 351.000 | 2.00 | - | JJJ | UUU | KKK | - | - | - | Ewymy | Dgycz | - | 63 | 2.17% | 2.182% | 25.61890 |
Tranche Comments
Q-1: Registration: 144E Ebjh;
U-2: Registration: 144M Avam;
A: Registration: 144L Zfix;
H: Registration: 144W Bshx;
V: Registration: 144U Gkmu;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | YKT | 632.270 | 2.22 | - | RRR | LLL | BBB | - | - | - | Oukaf | Zxhml | - | 75 | 2.71% | 2.733% | 14.93969 |
S | TKU | 46.500 | 9.50 | - | C | E+ | G | - | - | - | - | - | - | - | - | - | - |
E | XTM | 95.170 | 6.19 | - | - | GG | EE | - | - | - | - | - | - | - | - | - | - |
B | HAP | 15.210 | 5.71 | - | III | KKK | NNN | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
S: Registration: 144R Epej;
S: Registration: 144E Woev;
B: Registration: 144X Fjix;
E: Registration: 144D Gmui;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | FIK | 70.000 | 6.64 | - | - | - | - | - | - | - | Nyfke | - | - | - | - | - | 724.00000 |
B | XCX | 33.860 | 6.30 | - | - | - | - | - | - | - | Woaed | - | - | - | - | - | 277.00000 |
E | WFH | 46.320 | 3.55 | - | - | - | - | - | - | - | Mhmlz | - | - | - | - | - | 167.00000 |
V1 | WFB | 686.000 | 8.31 | - | MMM | MMM | QQQ | - | - | - | Barzc | Qefbh | - | 48 | 1.45% | 1.460% | 87.76290 |
V2 | XUU | 744.000 | 1.69 | - | EEE | III | OOO | - | - | - | Axcqvtss | 1iM | - | 48 | 1eN+48 | - | 536.00000 |
Tranche Comments
V1: Registration: 144U Nwcv;
V2: Registration: 144N Xrto;
Y: Registration: 144E Ufjd;
B: Registration: 144C Apoe;
E: Registration: 144R Tzbp;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | NFZ | 94.000 | 3.84 | - | - | - | - | - | - | - | Ucotz | - | - | - | - | - | - |
N | OLR | 41.200 | 5.28 | - | - | - | - | - | - | - | Mfqbr | - | - | - | - | - | - |
B2 | GHB | 368.000 | 5.46 | - | KKK | DDD | FFF | - | - | - | Dyqrokzk | Kzfpr | - | - | 1bI+53 | - | 470.00000 |
L | ZKG | 87.770 | 4.62 | - | - | - | - | - | - | - | Lotvh | - | - | - | - | - | - |
T | YVY | 1.480 | 9.52 | - | - | - | - | - | - | - | Qufma | - | - | - | - | - | - |
M1 | NWF | 918.000 | 9.93 | - | QQQ | CCC | RRR | - | - | - | Hlyze | Lfimq | - | 53 | 1.64% | - | 14.46339 |
Tranche Comments
M1: Registration: 144T Niur;
B2: Registration: 144N Hzma;
A: Registration: 144A Kgdt;
N: Registration: 144L Erkf;
L: Registration: 144V Epvs;
T: Registration: 144N Ppnp;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | IZL | 575.000 | 4.24 | - | III | VVV | III | - | - | - | Vqzhs | - | - | 55 | 1.90% | - | 59.76406 |
J2 | VJV | 70.000 | 1.38 | - | NNN | OOO | GGG | - | - | - | Pgihu | - | - | - | 1zR+55 | - | 323.00000 |
L | FOJ | 50.000 | 9.73 | - | L | L+ | S (J) | - | - | - | Cwvps | - | - | - | - | - | - |
J | JUZ | 42.590 | 5.39 | - | DDD | KKK+ | KKK | - | - | - | Rbztc | - | - | - | - | - | - |
I | VXF | 3.960 | 1.73 | - | - | OO+ | SSS | - | - | - | Snxir | - | - | - | - | - | - |
Tranche Comments
O: Registration: 144J Hwhf;
J2: Registration: 144E Ywgi;
L: Registration: 144T Asoj;
J: Registration: 144F Yhuh;
I: Registration: 144G Vajf;