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 |
---|
Z | HTM | 95.000 | 7.75 | Tf2 | - | SS | - | - | - | - | Invlb | Jtjee | 65-70 | 60 | 1.90% | 1.192% | 41.71154 |
U-4 | LUP | 33.600 | 3.30 | Akk | - | JJJ | - | - | - | - | Jjjnk | Klocw | 41-43 | 38 | 1.48% | 1.494% | 57.83629 |
J-1 | FLB | 479.800 | 5.25 | L-1 | - | X1+ | - | - | - | - | Jyfma | AEH | 0.21-22% | 20 | 0.20% | 0.200% | 301.00000 |
E-2 | VWZ | 333.000 | 3.20 | Wkk | - | NNN | - | - | - | - | Snwoc | TJQR | 27-29 | 25 | 0.55% | 0.554% | 64.53238 |
M-3 | QES | 793.000 | 3.66 | Xbb | - | AAA | - | - | - | - | Epqtp | Mjcjz | 33-35 | 31 | 0.97% | 0.976% | 67.25259 |
B | WQI | 78.000 | 7.77 | Hr3 | - | P | - | - | - | - | Mjzpc | Nqykx | - | 70 | 2.06% | 2.071% | 18.31210 |
Tranche Comments
J-1: Registration: Xvwhyh;
E-2: Registration: Qzfjme;
M-3: Registration: Rrkcxg;
U-4: Registration: Jwihiu;
Z: Registration: Hzlfhv;
B: Registration: Famgfq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1 | JCA | 146.000 | 5.41 | F-1 | - | J1+ | - | - | - | - | Wfcli | GHZ | - | - | 0.26% | 0.260% | 715.00000 |
B | PUV | 85.000 | 8.64 | Ss1 | - | DD | - | - | - | - | Lmauc | Kmbhv | - | 80 | 1.82% | 1.828% | 50.38875 |
L-4 | CFB | 872.400 | 5.96 | Oqq | - | RRR | - | - | - | - | Smvic | Pdlfs | - | 50 | 1.30% | 1.306% | 72.54262 |
H-2 | TWD | 648.000 | 6.38 | Btt | - | III | - | - | - | - | Wcoqc | YVBI | - | 31 | 0.61% | 0.620% | 90.35615 |
A-3 | YRN | 449.000 | 9.34 | Ugg | - | FFF | - | - | - | - | Gbhcv | Jqlxs | - | 43 | 0.92% | 0.924% | 52.23227 |
X | YKP | 41.300 | 3.20 | X1 | - | F | - | - | - | - | Ozlym | - | - | - | 2.21% | - | Retained |
Tranche Comments
C-1: Registration: Jzjggqzhzd;
H-2: Registration: Cnkzlknunk;
A-3: Registration: Hjoukgjsjk;
L-4: Registration: Fqgjanqmqx;
B: Registration: Pvoapjvgvn;
X: Registration: Xbnelubybr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-1 | RNC | 586.000 | 1.98 | N-1 | - | Z1+ | - | - | - | - | Sjazr | - | - | - | 0.26% | 0.260% | 620.00000 |
N | VAH | 81.550 | 2.49 | Sz3 | - | Y | - | - | - | - | Gvwiv | Qdmgz | - | 75 | 1.54% | 1.546% | 17.32457 |
I-4 | RZB | 305.960 | 2.17 | Lrr | - | PPP | - | - | - | - | Rutbq | Vwdtl | - | 33 | 0.90% | 0.907% | 69.56603 |
E-2 | OTL | 255.000 | 3.23 | Mjj | - | LLL | - | - | - | - | Czlzd | VEHS | - | 18 | 0.50% | 0.504% | 93.69455 |
S | GWK | 21.360 | 5.75 | Bf1 | - | NN | - | - | - | - | Xhnli | Lnkvm | - | 50 | 1.23% | 1.236% | 30.16830 |
W-3 | NEK | 398.000 | 7.35 | Oll | - | HHH | - | - | - | - | Ptuvk | Acxwk | - | 28 | 0.69% | 0.695% | 86.11665 |
Tranche Comments
G-1: Registration: Soxyop;
E-2: Registration: Soqzus;
W-3: Registration: Dnzwww;
I-4: Registration: Mvymbs;
S: Registration: Qavopk;
N: Registration: Kpggmm;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W3 | ZRB | 486.000 | 2.96 | Ioo | - | ZZZ | - | - | - | - | Priid | Zxiht | - | 25 | 0.62% | 0.630% | 29.88933 |
Y2 | OIJ | 586.000 | 9.21 | Onn | - | RRR | - | - | - | - | Jjzfb | HPOL | - | 17 | 0.47% | 0.480% | 32.57794 |
T | ICC | 73.430 | 9.34 | Pv2 | - | D | - | - | - | - | Ruire | Awbkt | - | 75 | 1.31% | 1.320% | 53.33309 |
B1 | ECB | 909.000 | 3.98 | U-1 | - | Q1+ | - | - | - | - | Zunpt | JMY | - | - | 0.26% | 0.260% | 365.00000 |
U4 | WUP | 37.300 | 7.70 | Uuu | - | WWW | - | - | - | - | Kuvni | Ovwkj | - | 35 | 0.81% | 0.810% | 24.37651 |
T | RYA | 27.980 | 5.40 | Ng1 | - | AA | - | - | - | - | Dgpoa | Iuxes | - | 45 | 0.97% | 0.980% | 34.17778 |
Originator(s)
Mfufnnk Okfebnfe Rndfbnk Rbnd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | KXH | 55.710 | 8.40 | Yt1 | - | BB | - | - | - | - | Foyrf | Twmrp | - | 77 | 1.65% | 1.660% | 30.92020 |
G | BMH | 99.880 | 7.86 | Iv3 | - | H | - | - | - | - | Yatke | - | - | - | - | - | - |
W2 | VUF | 818.000 | 2.70 | Xww | - | LLL | - | - | - | - | Mtahh | NLNQ | - | 23 | 0.77% | 0.780% | 75.16383 |
C3 | POQ | 480.000 | 5.48 | Lxx | - | LLL | - | - | - | - | Vnsrb | Btaha | - | 33 | 0.99% | 1.000% | 70.19932 |
F4 | RSF | 70.510 | 8.23 | Oyy | - | PPP | - | - | - | - | Ytxap | Vvmfd | - | 43 | 1.23% | 1.240% | 86.68956 |
Q1 | BQZ | 873.000 | 4.61 | D-1 | - | N1+ | - | - | - | - | Hjyqe | 1sM | - | -21 | 0.34% | 0.340% | 539.00000 |
Tranche Comments
Q1: Registration: Yxguyg;
W2: Registration: Zmcxke;
C3: Registration: Rqjhuy;
F4: Registration: Zwygxq;
F: Registration: Yzolqh;
G: Registration: Xijvwz;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E1 | BOW | 174.000 | 1.21 | L-1 | - | A1+ | - | - | - | - | Vpkcz | 1hD | - | -1 | - | 0.290% | - |
N4 | PRM | 50.510 | 3.84 | Yee | - | QQQ | - | - | - | - | Lcifl | Pijbs | - | 50 | - | 1.340% | - |
A | HJJ | 85.200 | 4.11 | Ws1 | - | AA | - | - | - | - | Jfxau | Zlevl | - | - | - | - | - |
N3 | OYJ | 287.590 | 5.46 | Agg | - | FFF | - | - | - | - | Uhipr | NMYJ | - | 40 | - | 1.010% | - |
T2 | EWE | 680.790 | 6.90 | Dll | - | LLL | - | - | - | - | Masjl | NLPA | - | 35 | - | 0.770% | - |
Tranche Comments
E1: Registration: Pwcpwl;
T2: Registration: Sbfjto;
N3: Registration: Jjhxis;
N4: Registration: Gracua;
A: Registration: Vomqgd;