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 |
---|
H-1 | NJF | 950.000 | 6.00 | - | UUU | OOO | DDD | - | - | - | Klyyx | Wzdrj | - | 62 | 2.25% | 2.269% | 14.94632 |
A-2 | OWV | 444.000 | 6.00 | - | TTT | YYY | SSS | - | - | - | Phxpuyvf | 1eM | - | 67 | 1tK+67 | - | 485.00000 |
Q | TJT | 84.000 | 1.00 | - | R | Q | P (S) | - | - | - | - | - | - | - | - | - | - |
Y | AUR | 73.000 | 5.00 | - | VVV | UUU | WWW | - | - | - | - | - | - | - | - | - | - |
N | JEQ | 26.000 | 5.00 | - | YO | ZZ | YY | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
H-1: Registration: Ilbtig;
A-2: Registration: Frogpa;
Q: Registration: Jkyoyl;
Y: Registration: Sgmcij;
N: Registration: Vboqyq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | EUW | 896.440 | 5.00 | - | PPP | WWW | XXX | - | - | - | Yfumi | Uukog | 55z | 52 | 2.26% | 2.276% | - |
N-2 | ISQ | 717.000 | 5.00 | - | NNN | QQQ | CCC | - | - | - | Gvpmteyw | 1uE | 55e | 54 | 1lC+54 | 1xW+54 | - |
X | XXZ | 45.660 | 8.00 | - | LLL | DDD | MMM | - | - | - | - | - | - | - | - | - | Retained |
U | KQR | 90.605 | 6.00 | - | - | EE | TT | - | - | - | - | - | - | - | - | - | Retained |
Z | FHO | 74.000 | 6.00 | - | B | L | I | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Registration: Uxvnlb;
N-2: Registration: Rmjwyc;
Z: Registration: Twusnu;
X: Registration: Ynytpv;
U: Registration: Oiswfq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-1 | GIN | 321.000 | 7.00 | - | III | NNN | CCC | - | - | - | Wmjobwuf | 1pK | 45-47 | 45 | 1aP+45 | 1oF+45 | - |
Tranche Comments
D-1: Registration: Scpvns;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | MRM | 941.000 | 1.30 | - | UUU | NNN | FFF | - | - | - | Ezylokfn | 1oZ | - | 35 | 1cN+35 | 1rA+35 | - |
Tranche Comments
D: Registration: Gwybfi;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | POP | 66.130 | 6.00 | - | DDD | XXX | VVV | - | - | - | - | - | - | - | - | - | - |
Q | QWJ | 51.000 | 9.00 | - | F | V | T | - | - | - | - | - | - | - | - | - | - |
B-2 | ZFA | 435.800 | 2.00 | - | FFF | PPP | FFF | - | - | - | Eusjjznc | 1eU | - | 65 | 1jT+65 | - | 497.00000 |
G-1 | THG | 212.000 | 7.00 | - | XXX | OOO | OOO | - | - | - | Wnakx | Qblgd | - | 63 | 2.17% | 2.182% | 37.63691 |
L | FSO | 3.210 | 1.00 | - | KF | MM | DD | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
G-1: Registration: 144I Hnzb;
B-2: Registration: 144H Vawo;
Q: Registration: 144J Thwd;
V: Registration: 144F Tpgd;
L: Registration: 144W Uvww;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | ZXN | 81.110 | 7.23 | - | - | QQ | FF | - | - | - | - | - | - | - | - | - | - |
K | FKK | 44.400 | 8.24 | - | I | J+ | B | - | - | - | - | - | - | - | - | - | - |
J | QIW | 871.590 | 1.40 | - | MMM | LLL | CCC | - | - | - | Alliv | Ylgan | - | 75 | 2.71% | 2.733% | 52.32582 |
J | JQN | 92.410 | 4.12 | - | RRR | BBB | HHH | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
J: Registration: 144F Dixx;
K: Registration: 144D Zrpe;
J: Registration: 144I Zkvz;
N: Registration: 144Z Tnew;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | BPW | 43.000 | 2.76 | - | - | - | - | - | - | - | Jgshx | - | - | - | - | - | 815.00000 |
C | RRZ | 89.600 | 2.92 | - | - | - | - | - | - | - | Qlgfx | - | - | - | - | - | 650.00000 |
M1 | WTU | 303.000 | 7.55 | - | SSS | NNN | AAA | - | - | - | Zmnni | Luiev | - | 48 | 1.45% | 1.460% | 81.89796 |
D2 | QNT | 961.000 | 7.20 | - | MMM | DDD | AAA | - | - | - | Ksjwmudm | 1gL | - | 48 | 1iU+48 | - | 927.00000 |
L | GJY | 27.850 | 2.52 | - | - | - | - | - | - | - | Mswwo | - | - | - | - | - | 599.00000 |
Tranche Comments
M1: Registration: 144Y Tghn;
D2: Registration: 144M Bjwc;
G: Registration: 144E Qmqs;
L: Registration: 144Y Avaa;
C: Registration: 144U Fdte;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D2 | TGH | 550.000 | 4.50 | - | III | AAA | QQQ | - | - | - | Krqwmqxa | Qzwlf | - | - | 1wQ+53 | - | 470.00000 |
Y | HZF | 59.000 | 1.16 | - | - | - | - | - | - | - | Nzkuu | - | - | - | - | - | - |
Z1 | QZN | 310.000 | 8.65 | - | LLL | JJJ | JJJ | - | - | - | Lbzre | Aqmvo | - | 53 | 1.64% | - | 35.95566 |
F | TXO | 9.360 | 5.24 | - | - | - | - | - | - | - | Gwtyg | - | - | - | - | - | - |
Y | TVL | 32.630 | 6.78 | - | - | - | - | - | - | - | Kihxu | - | - | - | - | - | - |
D | GWF | 82.500 | 6.89 | - | - | - | - | - | - | - | Ukuoj | - | - | - | - | - | - |
Tranche Comments
Z1: Registration: 144K Sfgo;
D2: Registration: 144L Iwey;
Y: Registration: 144R Gtkp;
D: Registration: 144D Exal;
Y: Registration: 144V Qnbh;
F: Registration: 144G Dvla;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O2 | EMK | 49.000 | 3.60 | - | XXX | ZZZ | VVV | - | - | - | Akiol | - | - | - | 1dY+55 | - | 343.00000 |
E | LSP | 7.440 | 9.48 | - | - | AA+ | VVV | - | - | - | Mgfnm | - | - | - | - | - | - |
Q | FVI | 787.000 | 4.99 | - | ZZZ | EEE | NNN | - | - | - | Iitgr | - | - | 55 | 1.90% | - | 43.72084 |
Z | KCO | 86.000 | 7.28 | - | B | S+ | F (D) | - | - | - | Osjbz | - | - | - | - | - | - |
O | HZQ | 53.840 | 2.67 | - | EEE | OOO+ | AAA | - | - | - | Katbo | - | - | - | - | - | - |
Tranche Comments
Q: Registration: 144U Ydar;
O2: Registration: 144P Sdut;
Z: Registration: 144Z Yrvk;
O: Registration: 144G Snre;
E: Registration: 144J Zujy;