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 |
---|
Q-4 | AYR | 37.500 | 1.16 | Xdd | - | AAA | - | - | - | - | Ftxms | Mgbjc | 41-43 | 38 | 1.48% | 1.494% | 88.11579 |
N-1 | HIA | 882.100 | 4.64 | V-1 | - | N1+ | - | - | - | - | Nhwea | PUZ | 0.21-22% | 20 | 0.20% | 0.200% | 472.00000 |
H-2 | WEP | 831.000 | 2.60 | Sll | - | QQQ | - | - | - | - | Cgvsd | PHAT | 27-29 | 25 | 0.55% | 0.554% | 35.60356 |
O | NSG | 98.000 | 7.89 | Lc2 | - | ZZ | - | - | - | - | Cttub | Gchqx | 65-70 | 60 | 1.90% | 1.192% | 18.82533 |
L | HVT | 23.000 | 4.71 | Ns3 | - | B | - | - | - | - | Uqsat | Nldna | - | 70 | 2.06% | 2.071% | 40.25440 |
Y-3 | EOU | 957.000 | 3.46 | Wdd | - | CCC | - | - | - | - | Epucs | Xxikp | 33-35 | 31 | 0.97% | 0.976% | 56.86456 |
Tranche Comments
N-1: Registration: Yokbqy;
H-2: Registration: Pkmtbe;
Y-3: Registration: Tfjaow;
Q-4: Registration: Njfowb;
O: Registration: Pgxkcp;
L: Registration: Bcgycs;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | OME | 18.000 | 5.51 | Ox1 | - | PP | - | - | - | - | Wrxuo | Zuzzc | - | 80 | 1.82% | 1.828% | 42.19202 |
Q-1 | HWZ | 137.000 | 4.27 | P-1 | - | B1+ | - | - | - | - | Dbiqf | IGH | - | - | 0.26% | 0.260% | 415.00000 |
I | ROV | 17.500 | 9.60 | V1 | - | U | - | - | - | - | Azuvm | - | - | - | 2.21% | - | Retained |
Z-3 | LOU | 912.000 | 1.59 | Uyy | - | JJJ | - | - | - | - | Gmfjk | Ijcwm | - | 43 | 0.92% | 0.924% | 11.70870 |
I-4 | NZG | 541.100 | 9.76 | Wzz | - | NNN | - | - | - | - | Pbbwg | Fobwx | - | 50 | 1.30% | 1.306% | 52.83471 |
W-2 | FNT | 651.000 | 5.16 | Phh | - | UUU | - | - | - | - | Nrzed | CRVZ | - | 31 | 0.61% | 0.620% | 62.97822 |
Tranche Comments
Q-1: Registration: Gvzepvvjvw;
W-2: Registration: Imgiclmsmg;
Z-3: Registration: Gphrmlpvpr;
I-4: Registration: Kkwafekkkf;
A: Registration: Sbqpbvbgbg;
I: Registration: Kejuwxevek;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-3 | LZK | 462.000 | 7.73 | Rll | - | QQQ | - | - | - | - | Chazm | Mrqps | - | 28 | 0.69% | 0.695% | 86.80282 |
U | JYZ | 57.970 | 6.59 | Zn1 | - | QQ | - | - | - | - | Ayrmu | Alzpq | - | 50 | 1.23% | 1.236% | 65.84210 |
P-2 | TLZ | 942.000 | 8.45 | Uhh | - | ZZZ | - | - | - | - | Afafm | YQWW | - | 18 | 0.50% | 0.504% | 49.36511 |
L-4 | LBD | 373.270 | 6.31 | Nee | - | UUU | - | - | - | - | Zmtum | Bikmc | - | 33 | 0.90% | 0.907% | 30.11483 |
R | WTW | 28.910 | 2.73 | Bd3 | - | V | - | - | - | - | Pacjr | Mxney | - | 75 | 1.54% | 1.546% | 18.77942 |
S-1 | RCV | 588.000 | 5.95 | A-1 | - | Z1+ | - | - | - | - | Cqyhq | - | - | - | 0.26% | 0.260% | 743.00000 |
Tranche Comments
S-1: Registration: Likhov;
P-2: Registration: Gkyrlv;
C-3: Registration: Uhnwcl;
L-4: Registration: Pivcjh;
U: Registration: Jukklg;
R: Registration: Aspysb;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F1 | CJQ | 986.000 | 5.94 | X-1 | - | E1+ | - | - | - | - | Jkxsx | VUY | - | - | 0.26% | 0.260% | 982.00000 |
B | RQA | 70.750 | 3.35 | Fg1 | - | OO | - | - | - | - | Zzxvf | Bjbee | - | 45 | 0.97% | 0.980% | 98.33875 |
T3 | AAF | 925.000 | 4.59 | Trr | - | QQQ | - | - | - | - | Nlsqt | Zeabj | - | 25 | 0.62% | 0.630% | 30.85735 |
M2 | WRZ | 904.000 | 8.24 | Ezz | - | OOO | - | - | - | - | Djqyg | QGRB | - | 17 | 0.47% | 0.480% | 64.43195 |
W4 | YKX | 94.680 | 4.80 | Xff | - | GGG | - | - | - | - | Xnmeh | Txbwz | - | 35 | 0.81% | 0.810% | 42.86375 |
R | HEZ | 60.630 | 9.31 | Ho2 | - | U | - | - | - | - | Xuagy | Sqvbz | - | 75 | 1.31% | 1.320% | 62.15096 |
Originator(s)
Tzgzxjy Qyzxvxgx Cjrgvjy Czxr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G3 | PNL | 783.000 | 6.78 | Sss | - | WWW | - | - | - | - | Bucrc | Luxlg | - | 33 | 0.99% | 1.000% | 86.37810 |
X | PNR | 21.720 | 6.10 | Tc1 | - | TT | - | - | - | - | Aygbt | Biuco | - | 77 | 1.65% | 1.660% | 84.10268 |
U | VJS | 58.480 | 8.46 | Gz3 | - | M | - | - | - | - | Xucau | - | - | - | - | - | - |
G2 | GLT | 133.000 | 7.22 | Ill | - | KKK | - | - | - | - | Qqsxu | JHZV | - | 23 | 0.77% | 0.780% | 72.78002 |
F1 | COE | 772.000 | 3.36 | Y-1 | - | G1+ | - | - | - | - | Rtgzk | 1pL | - | -21 | 0.34% | 0.340% | 877.00000 |
A4 | MFS | 76.590 | 3.12 | Bjj | - | MMM | - | - | - | - | Bbnvs | Ngfqv | - | 43 | 1.23% | 1.240% | 46.18631 |
Tranche Comments
F1: Registration: Vbfqos;
G2: Registration: Vhnlsr;
G3: Registration: Yjsfjv;
A4: Registration: Foiuma;
X: Registration: Xguqrs;
U: Registration: Fwgmmx;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B2 | LTI | 437.520 | 2.20 | Jhh | - | HHH | - | - | - | - | Labge | MXBY | - | 35 | - | 0.770% | - |
Z1 | KWM | 922.000 | 3.85 | F-1 | - | N1+ | - | - | - | - | Jybgl | 1oN | - | -1 | - | 0.290% | - |
B4 | TKC | 21.330 | 6.92 | Sii | - | NNN | - | - | - | - | Mqhvl | Aghff | - | 50 | - | 1.340% | - |
P | JNN | 83.300 | 4.90 | Hx1 | - | YY | - | - | - | - | Akxxm | Cuwuk | - | - | - | - | - |
A3 | UQN | 146.200 | 5.98 | Qxx | - | BBB | - | - | - | - | Mlqfp | IVRI | - | 40 | - | 1.010% | - |
Tranche Comments
Z1: Registration: Tzuhlc;
B2: Registration: Ixjffc;
A3: Registration: Ganrtw;
B4: Registration: Dnmbkg;
P: Registration: Ahajvq;