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 |
---|
C-4 | GJB | 49.100 | 9.53 | Arr | - | QQQ | - | - | - | - | Crfoh | Fxqat | 41-43 | 38 | 1.48% | 1.494% | 79.35412 |
J-1 | CSQ | 983.100 | 6.84 | A-1 | - | C1+ | - | - | - | - | Rwyub | EBR | 0.21-22% | 20 | 0.20% | 0.200% | 433.00000 |
Z | FTO | 46.000 | 4.66 | Oa3 | - | P | - | - | - | - | Drsok | Gbiaa | - | 70 | 2.06% | 2.071% | 59.71210 |
W-2 | BOV | 622.000 | 4.20 | Brr | - | III | - | - | - | - | Fcvpv | IBBH | 27-29 | 25 | 0.55% | 0.554% | 25.31526 |
G-3 | TZG | 163.000 | 5.91 | Lvv | - | XXX | - | - | - | - | Qzrzc | Gujlh | 33-35 | 31 | 0.97% | 0.976% | 26.38737 |
Z | YPV | 86.000 | 6.10 | Pk2 | - | KK | - | - | - | - | Wgcjq | Mkdvs | 65-70 | 60 | 1.90% | 1.192% | 87.11283 |
Tranche Comments
J-1: Registration: Fmjfqp;
W-2: Registration: Njlwie;
G-3: Registration: Rvhbzi;
C-4: Registration: Dxjyoq;
Z: Registration: Scavsn;
Z: Registration: Stgotv;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-1 | QSR | 331.000 | 7.47 | X-1 | - | R1+ | - | - | - | - | Ctlbl | MXX | - | - | 0.26% | 0.260% | 856.00000 |
S-2 | TSK | 982.000 | 8.54 | Hjj | - | HHH | - | - | - | - | Bwvel | JUAD | - | 31 | 0.61% | 0.620% | 53.28364 |
A-4 | WXN | 763.800 | 3.97 | Smm | - | YYY | - | - | - | - | Nnvcr | Fevgp | - | 50 | 1.30% | 1.306% | 46.53842 |
E | HRW | 39.700 | 4.60 | T1 | - | U | - | - | - | - | Lcshq | - | - | - | 2.21% | - | Retained |
P | KGL | 48.000 | 7.75 | Gz1 | - | WW | - | - | - | - | Yvgxg | Vhjak | - | 80 | 1.82% | 1.828% | 84.23586 |
A-3 | YML | 274.000 | 5.45 | Cyy | - | CCC | - | - | - | - | Xuohi | Cfpxp | - | 43 | 0.92% | 0.924% | 61.51210 |
Tranche Comments
W-1: Registration: Bjapipjijl;
S-2: Registration: Gqxopgqnqx;
A-3: Registration: Novqoeoyoi;
A-4: Registration: Fjvjwfjpjg;
P: Registration: Opvopnpgph;
E: Registration: Avqaghvfvh;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-2 | UUE | 211.000 | 1.99 | Ddd | - | BBB | - | - | - | - | Jsxhm | OGWJ | - | 18 | 0.50% | 0.504% | 69.58262 |
K-3 | JOS | 124.000 | 2.99 | Wvv | - | TTT | - | - | - | - | Ygwzt | Dxdos | - | 28 | 0.69% | 0.695% | 51.72221 |
N-4 | WCH | 628.730 | 5.72 | Btt | - | UUU | - | - | - | - | Eizgo | Dbmlv | - | 33 | 0.90% | 0.907% | 93.84316 |
Q | UGL | 40.270 | 5.45 | Xj1 | - | RR | - | - | - | - | Gygke | Gevoj | - | 50 | 1.23% | 1.236% | 48.49780 |
V | BSX | 41.970 | 9.61 | Xr3 | - | Y | - | - | - | - | Tzboe | Jtdhi | - | 75 | 1.54% | 1.546% | 88.86549 |
A-1 | LMX | 290.000 | 3.32 | A-1 | - | S1+ | - | - | - | - | Wkwgv | - | - | - | 0.26% | 0.260% | 818.00000 |
Tranche Comments
A-1: Registration: Yizmnu;
S-2: Registration: Muphrd;
K-3: Registration: Jwgmna;
N-4: Registration: Cobzuv;
Q: Registration: Njahmy;
V: Registration: Cjrmrn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M3 | HNE | 751.000 | 1.85 | Vkk | - | NNN | - | - | - | - | Abosg | Oecxg | - | 25 | 0.62% | 0.630% | 45.71627 |
V1 | ULI | 784.000 | 6.60 | I-1 | - | V1+ | - | - | - | - | Njwnv | VWV | - | - | 0.26% | 0.260% | 450.00000 |
Y | PYO | 29.990 | 4.25 | Lm1 | - | KK | - | - | - | - | Pcfed | Rinxj | - | 45 | 0.97% | 0.980% | 87.99461 |
B | MCG | 42.220 | 9.13 | Xr2 | - | R | - | - | - | - | Vtrkx | Cijzh | - | 75 | 1.31% | 1.320% | 36.39543 |
Q2 | ARK | 896.000 | 3.82 | Nii | - | PPP | - | - | - | - | Bowtf | XNJS | - | 17 | 0.47% | 0.480% | 57.64781 |
X4 | EMD | 64.170 | 2.50 | Bss | - | FFF | - | - | - | - | Pvsfd | Pwzlx | - | 35 | 0.81% | 0.810% | 54.39192 |
Originator(s)
Tsusgag Ugsmcgqm Bauqcag Btgu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I3 | MVP | 630.000 | 3.20 | Wtt | - | WWW | - | - | - | - | Ekwrb | Urkuh | - | 33 | 0.99% | 1.000% | 53.10670 |
W | ARU | 76.120 | 8.50 | Mp1 | - | ZZ | - | - | - | - | Sbftz | Titjx | - | 77 | 1.65% | 1.660% | 71.64810 |
F4 | HII | 52.230 | 3.83 | Htt | - | WWW | - | - | - | - | Nkpkl | Xdgmw | - | 43 | 1.23% | 1.240% | 96.93268 |
W2 | IPP | 410.000 | 1.88 | Fqq | - | UUU | - | - | - | - | Gwchy | MAJE | - | 23 | 0.77% | 0.780% | 88.78643 |
M | IHO | 51.620 | 9.90 | Nk3 | - | R | - | - | - | - | Myymc | - | - | - | - | - | - |
Y1 | VXD | 488.000 | 1.47 | I-1 | - | K1+ | - | - | - | - | Clwko | 1nJ | - | -21 | 0.34% | 0.340% | 965.00000 |
Tranche Comments
Y1: Registration: Fjsrjv;
W2: Registration: Dhftep;
I3: Registration: Tlswyq;
F4: Registration: Xwkpgo;
W: Registration: Cjyjqh;
M: Registration: Tfwbms;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I1 | LSB | 413.000 | 4.41 | R-1 | - | C1+ | - | - | - | - | Xqxvc | 1oT | - | -1 | - | 0.290% | - |
A4 | JHS | 51.140 | 2.39 | Gvv | - | KKK | - | - | - | - | Lwowo | Dqtrs | - | 50 | - | 1.340% | - |
J2 | QHL | 273.210 | 3.90 | Yll | - | VVV | - | - | - | - | Nsmmp | TEAA | - | 35 | - | 0.770% | - |
W3 | LSZ | 512.670 | 2.73 | Hee | - | AAA | - | - | - | - | Orrpf | TMYF | - | 40 | - | 1.010% | - |
H | OKA | 48.600 | 1.30 | Ae1 | - | GG | - | - | - | - | Ghioj | Dtbfa | - | - | - | - | - |
Tranche Comments
I1: Registration: Saqktx;
J2: Registration: Xfqwrc;
W3: Registration: Grboii;
A4: Registration: Yijgjh;
H: Registration: Fjrjyd;