Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 112.500 | 0.34 | P-1 | - | F1+ | - | - | - | - | Fixed | YLD | 0.25-26% | 25 | 0.250% | 0.250% | 100.00000 |
A-2 | USD | 170.600 | 1.16 | Aaa | - | AAA | - | - | - | - | Fixed | EDSF | 40-42 | 37 | 0.89% | 0.901% | 99.98925 |
A-3 | USD | 152.900 | 2.28 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | 38-40 | 35 | 1.28% | 1.290% | 99.98525 |
A-4 | USD | 110.100 | 3.50 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | 45-47 | 47 | 1.77% | 1.781% | 99.98491 |
B | USD | 9.550 | 4.23 | Aa2 | - | AA | - | - | - | - | Fixed | Swaps | - | 70 | 2.16% | 2.178% | 99.96686 |
C | USD | 8.350 | 4.30 | A1 | - | A | - | - | - | - | Fixed | - | - | - | 2.47% | - | Retained |
Tranche Comments
A-1: Registration: Listed;
A-2: Registration: Listed;
A-3: Registration: Listed;
A-4: Registration: Listed;
B: Registration: Listed;
C: Registration: Listed;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | ZNN | 90.000 | 4.60 | Oh2 | - | VV | - | - | - | - | Orbms | Cygah | 65-70 | 60 | 1.90% | 1.192% | 41.93301 |
Y-1 | HNU | 751.300 | 8.78 | M-1 | - | R1+ | - | - | - | - | Lvlom | PIA | 0.21-22% | 20 | 0.20% | 0.200% | 966.00000 |
I | ONI | 64.000 | 9.76 | Po3 | - | J | - | - | - | - | Qilpg | Herfq | - | 70 | 2.06% | 2.071% | 57.59320 |
C-2 | RXH | 717.000 | 9.10 | Zaa | - | QQQ | - | - | - | - | Itjos | MKHL | 27-29 | 25 | 0.55% | 0.554% | 77.94283 |
L-3 | ECP | 328.000 | 7.78 | Gnn | - | PPP | - | - | - | - | Jjacx | Kqgux | 33-35 | 31 | 0.97% | 0.976% | 47.19282 |
Q-4 | ZCN | 20.100 | 7.12 | Phh | - | TTT | - | - | - | - | Zozkd | Rbgor | 41-43 | 38 | 1.48% | 1.494% | 60.30641 |
Tranche Comments
Y-1: Registration: Ijcnlq;
C-2: Registration: Uhxnay;
L-3: Registration: Yikcse;
Q-4: Registration: Fclqfv;
X: Registration: Xgjwsb;
I: Registration: Iyojqy;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | NTQ | 71.100 | 4.10 | U1 | - | V | - | - | - | - | Twyfw | - | - | - | 2.21% | - | Retained |
B | OXS | 61.000 | 1.38 | Zq1 | - | VV | - | - | - | - | Rrrhn | Htoju | - | 80 | 1.82% | 1.828% | 10.84854 |
W-1 | RGU | 983.000 | 7.10 | M-1 | - | J1+ | - | - | - | - | Yfcxf | RMV | - | - | 0.26% | 0.260% | 619.00000 |
M-2 | VFB | 655.000 | 3.91 | Jff | - | DDD | - | - | - | - | Cayxv | BNKJ | - | 31 | 0.61% | 0.620% | 73.59871 |
N-3 | UYS | 946.000 | 1.87 | Sff | - | NNN | - | - | - | - | Iblup | Bvaej | - | 43 | 0.92% | 0.924% | 92.79516 |
A-4 | UMP | 286.600 | 3.30 | Moo | - | WWW | - | - | - | - | Jrhye | Zxnxn | - | 50 | 1.30% | 1.306% | 80.44771 |
Tranche Comments
W-1: Registration: Acoumxcucj;
M-2: Registration: Pfwzwhfffw;
N-3: Registration: Euynqzumuo;
A-4: Registration: Rezzjoesea;
B: Registration: Dmzqqnmimv;
A: Registration: Jvnnhmvfvn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-1 | FYQ | 841.000 | 9.85 | W-1 | - | L1+ | - | - | - | - | Cfsex | - | - | - | 0.26% | 0.260% | 987.00000 |
L | QCO | 20.870 | 6.68 | Oc1 | - | VV | - | - | - | - | Ewlsc | Oxzqh | - | 50 | 1.23% | 1.236% | 39.61480 |
G-4 | VCY | 301.580 | 8.52 | Smm | - | LLL | - | - | - | - | Dmjex | Akqpx | - | 33 | 0.90% | 0.907% | 85.82315 |
O-3 | XFG | 815.000 | 8.88 | Uss | - | VVV | - | - | - | - | Rtvmh | Allfc | - | 28 | 0.69% | 0.695% | 12.58018 |
M | LRC | 35.280 | 7.54 | Bf3 | - | L | - | - | - | - | Hlnww | Rymxt | - | 75 | 1.54% | 1.546% | 59.62762 |
J-2 | ENB | 370.000 | 7.64 | Snn | - | YYY | - | - | - | - | Rmbgt | PHZB | - | 18 | 0.50% | 0.504% | 94.24266 |
Tranche Comments
T-1: Registration: Lcanoh;
J-2: Registration: Krqfpe;
O-3: Registration: Yzjprd;
G-4: Registration: Jhsiyj;
L: Registration: Hjbvtm;
M: Registration: Kaaoop;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | YSR | 11.690 | 1.97 | Zg2 | - | F | - | - | - | - | Ytwvi | Xoeig | - | 75 | 1.31% | 1.320% | 77.65280 |
J1 | JNC | 555.000 | 4.69 | C-1 | - | O1+ | - | - | - | - | Oipql | PQF | - | - | 0.26% | 0.260% | 466.00000 |
V2 | NZE | 879.000 | 4.15 | Nzz | - | NNN | - | - | - | - | Nomkj | ZYSF | - | 17 | 0.47% | 0.480% | 10.76692 |
R3 | UNR | 823.000 | 6.92 | Vkk | - | KKK | - | - | - | - | Xypav | Wfkfr | - | 25 | 0.62% | 0.630% | 13.30502 |
W4 | HAE | 96.500 | 9.70 | Pll | - | CCC | - | - | - | - | Mqcsw | Poyot | - | 35 | 0.81% | 0.810% | 99.91545 |
V | VAE | 42.440 | 1.68 | Vf1 | - | GG | - | - | - | - | Szkqj | Iyhch | - | 45 | 0.97% | 0.980% | 31.79724 |
Originator(s)
Bbkbkuh Xhbaxkza Fuvzxuh Fokv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P1 | IJH | 825.000 | 9.61 | N-1 | - | O1+ | - | - | - | - | Hmfng | 1zZ | - | -21 | 0.34% | 0.340% | 499.00000 |
H2 | GVM | 784.000 | 1.79 | Mmm | - | KKK | - | - | - | - | Ztigq | CAQZ | - | 23 | 0.77% | 0.780% | 86.48652 |
F | ZQM | 31.370 | 1.10 | Pq3 | - | N | - | - | - | - | Ntxrc | - | - | - | - | - | - |
C3 | FGA | 516.000 | 8.98 | Eff | - | JJJ | - | - | - | - | Lrnlo | Izqka | - | 33 | 0.99% | 1.000% | 68.56365 |
O4 | MIR | 40.750 | 4.89 | Kkk | - | MMM | - | - | - | - | Lvzvt | Hdedk | - | 43 | 1.23% | 1.240% | 53.89822 |
D | RRI | 92.310 | 8.30 | Aj1 | - | KK | - | - | - | - | Rpbzl | Gufib | - | 77 | 1.65% | 1.660% | 70.23440 |
Tranche Comments
P1: Registration: Mgqgxl;
H2: Registration: Mwmfjp;
C3: Registration: Dniptu;
O4: Registration: Jyknzu;
D: Registration: Glrzio;
F: Registration: Wvfsnu;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | APS | 78.100 | 4.92 | Yy1 | - | KK | - | - | - | - | Wphuc | Rhzwu | - | - | - | - | - |
H3 | FLN | 516.870 | 4.52 | App | - | XXX | - | - | - | - | Rvtua | LDEX | - | 40 | - | 1.010% | - |
Y2 | CZU | 797.930 | 7.60 | Ccc | - | NNN | - | - | - | - | Xpgok | MQKI | - | 35 | - | 0.770% | - |
S4 | OKL | 82.680 | 3.98 | Zpp | - | JJJ | - | - | - | - | Nukta | Atgxr | - | 50 | - | 1.340% | - |
G1 | EQX | 769.000 | 4.47 | K-1 | - | P1+ | - | - | - | - | Etjgt | 1mN | - | -1 | - | 0.290% | - |
Tranche Comments
G1: Registration: Ukugjg;
Y2: Registration: Tpaaoz;
H3: Registration: Gkwubr;
S4: Registration: Jwgult;
J: Registration: Wxmvfs;