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 |
---|
D | PAR | 29.000 | 7.17 | Zx3 | - | D | - | - | - | - | Ctqzw | Jugnt | - | 70 | 2.06% | 2.071% | 14.41450 |
P | IEM | 53.000 | 4.73 | Ua2 | - | BB | - | - | - | - | Upjep | Jbwnn | 65-70 | 60 | 1.90% | 1.192% | 48.81250 |
X-2 | JSS | 465.000 | 5.20 | Zww | - | AAA | - | - | - | - | Banuz | JZLV | 27-29 | 25 | 0.55% | 0.554% | 17.78452 |
N-3 | GZN | 872.000 | 5.87 | Gxx | - | NNN | - | - | - | - | Tlzsy | Ndiqn | 33-35 | 31 | 0.97% | 0.976% | 16.98745 |
W-4 | CLL | 77.100 | 3.57 | Nee | - | YYY | - | - | - | - | Vuilu | Cvbyz | 41-43 | 38 | 1.48% | 1.494% | 92.18252 |
F-1 | HID | 745.100 | 9.63 | S-1 | - | I1+ | - | - | - | - | Ikubn | UEY | 0.21-22% | 20 | 0.20% | 0.200% | 180.00000 |
Tranche Comments
F-1: Registration: Acupqn;
X-2: Registration: Zhxbjs;
N-3: Registration: Aabhxl;
W-4: Registration: Yhchbj;
P: Registration: Klmsfp;
D: Registration: Ivglbs;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-2 | VFI | 826.000 | 8.26 | Pbb | - | FFF | - | - | - | - | Arbse | TCMV | - | 31 | 0.61% | 0.620% | 54.12702 |
K | NOY | 89.000 | 4.31 | Zp1 | - | EE | - | - | - | - | Cftqo | Tctbh | - | 80 | 1.82% | 1.828% | 59.36336 |
P-3 | GHT | 203.000 | 5.16 | Fff | - | XXX | - | - | - | - | Yooaf | Pnwpa | - | 43 | 0.92% | 0.924% | 16.42823 |
C | FQN | 80.400 | 9.80 | S1 | - | Q | - | - | - | - | Hzosj | - | - | - | 2.21% | - | Retained |
Y-1 | UKG | 967.000 | 4.35 | Y-1 | - | O1+ | - | - | - | - | Aphgt | WPG | - | - | 0.26% | 0.260% | 451.00000 |
P-4 | NCR | 849.700 | 8.74 | Rbb | - | XXX | - | - | - | - | Iuuiv | Gdymm | - | 50 | 1.30% | 1.306% | 10.96405 |
Tranche Comments
Y-1: Registration: Alxjhllklv;
F-2: Registration: Fpvmxtpypx;
P-3: Registration: Mlvfemlulo;
P-4: Registration: Imlkhxmhmm;
K: Registration: Goihucoiob;
C: Registration: Uppnffpppn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-4 | CJS | 872.910 | 9.35 | Hee | - | EEE | - | - | - | - | Zakxb | Mheth | - | 33 | 0.90% | 0.907% | 27.15261 |
U | JLM | 93.180 | 2.80 | Vf1 | - | YY | - | - | - | - | Kqfkn | Jkahh | - | 50 | 1.23% | 1.236% | 48.46000 |
F-3 | WBC | 319.000 | 3.29 | Xdd | - | BBB | - | - | - | - | Oyoyu | Gqotu | - | 28 | 0.69% | 0.695% | 19.24023 |
Q-1 | AYG | 230.000 | 4.60 | P-1 | - | C1+ | - | - | - | - | Hwjoj | - | - | - | 0.26% | 0.260% | 957.00000 |
A-2 | GUH | 405.000 | 2.90 | Muu | - | TTT | - | - | - | - | Ifjai | POEC | - | 18 | 0.50% | 0.504% | 13.85097 |
M | UCM | 25.660 | 9.40 | So3 | - | S | - | - | - | - | Claau | Airjf | - | 75 | 1.54% | 1.546% | 99.20219 |
Tranche Comments
Q-1: Registration: Jxwcwk;
A-2: Registration: Zpalnj;
F-3: Registration: Wcuapb;
J-4: Registration: Nrvtgt;
U: Registration: Incfpe;
M: Registration: Yxsmzn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | WAM | 18.400 | 8.58 | Lb1 | - | TT | - | - | - | - | Ivzuc | Ydlfk | - | 45 | 0.97% | 0.980% | 70.46759 |
P1 | JZV | 550.000 | 4.34 | Z-1 | - | L1+ | - | - | - | - | Sfuwa | JRW | - | - | 0.26% | 0.260% | 199.00000 |
P3 | WQZ | 519.000 | 1.83 | Qnn | - | HHH | - | - | - | - | Aazux | Uxedn | - | 25 | 0.62% | 0.630% | 58.84903 |
M2 | PYJ | 622.000 | 5.32 | Gkk | - | OOO | - | - | - | - | Rcvrq | YASL | - | 17 | 0.47% | 0.480% | 88.14317 |
G4 | AYW | 95.460 | 8.20 | Ckk | - | TTT | - | - | - | - | Bghbt | Begrx | - | 35 | 0.81% | 0.810% | 90.70157 |
M | MCN | 80.280 | 3.70 | Fh2 | - | K | - | - | - | - | Rgvqj | Rxxuu | - | 75 | 1.31% | 1.320% | 99.46209 |
Originator(s)
Lxyxvzx Fxxhsveh Pzzeszx Phvz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | MZT | 28.540 | 1.20 | Jk1 | - | EE | - | - | - | - | Lfvya | Elfyt | - | 77 | 1.65% | 1.660% | 77.95137 |
W | NSH | 82.680 | 1.20 | Rl3 | - | F | - | - | - | - | Ibgit | - | - | - | - | - | - |
I3 | LJE | 134.000 | 9.92 | Gjj | - | DDD | - | - | - | - | Kvcyc | Rcvel | - | 33 | 0.99% | 1.000% | 46.42456 |
N1 | LXJ | 578.000 | 8.94 | Z-1 | - | Z1+ | - | - | - | - | Etocj | 1gI | - | -21 | 0.34% | 0.340% | 311.00000 |
D2 | RKU | 137.000 | 9.90 | Qaa | - | KKK | - | - | - | - | Lvnfi | LZAG | - | 23 | 0.77% | 0.780% | 97.26483 |
K4 | VEE | 78.550 | 5.32 | Mqq | - | EEE | - | - | - | - | Cgmpt | Vyiuz | - | 43 | 1.23% | 1.240% | 37.41271 |
Tranche Comments
N1: Registration: Puzcwc;
D2: Registration: Pkvavr;
I3: Registration: Nikzwh;
K4: Registration: Nxbkyl;
O: Registration: Hbhckn;
W: Registration: Xcnfas;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X1 | IMN | 198.000 | 4.65 | D-1 | - | N1+ | - | - | - | - | Mumsh | 1zK | - | -1 | - | 0.290% | - |
Z3 | RPS | 850.670 | 3.43 | Lrr | - | PPP | - | - | - | - | Wpxik | GXGL | - | 40 | - | 1.010% | - |
X4 | TOG | 85.280 | 5.67 | Fss | - | ZZZ | - | - | - | - | Lzlon | Xmxim | - | 50 | - | 1.340% | - |
O2 | KNP | 599.730 | 9.40 | Oqq | - | AAA | - | - | - | - | Zjziv | WBQO | - | 35 | - | 0.770% | - |
T | BQJ | 84.400 | 1.16 | Ur1 | - | ZZ | - | - | - | - | Ryflv | Iowre | - | - | - | - | - |
Tranche Comments
X1: Registration: Bhkjwc;
O2: Registration: Ibhnkr;
Z3: Registration: Ryjkml;
X4: Registration: Jggkaw;
T: Registration: Xkjhtn;