Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | MYV | 77.000 | 9.90 | - | R | SV | 7.56% | - | Buymrffq | 1wAABM | - | - | - | - | - |
N | XEM | 7.980 | 7.90 | - | ZZZ | VU | 8.17% | - | Ebkxjvel | 1kJJHA | - | - | - | - | - |
I | RGR | 3.000 | 7.40 | - | XX | IW | 1.30% | - | Zkppqvpv | 1fNNZM | - | - | - | - | - |
B | SRT | 4.000 | 3.60 | - | HK | IP | - | - | - | - | - | - | - | - | - |
D2 | CMU | 328.000 | 3.70 | - | AAA | BBB | 48.00% | - | Xwhatlpg | 1fDDKG | - | 110 | 1cAASQ+110 | - | - |
VZ | VRT | 52.000 | 7.80 | - | UUU | CCC | 4.40% | - | Dqdjpuuz | 1cYYHO | - | - | - | - | - |
T | COT | 88.300 | 7.70 | - | SS | NH | 7.47% | - | Kuqytqpu | 1lNNMB | - | - | - | - | - |
L | TVC | 5.910 | 6.60 | - | E | VW | 4.50% | - | - | - | - | - | - | - | - |
O1 | EAA | 726.000 | 2.40 | - | AAA | GGG | 43.00% | - | Wdqobehc | 1pVVEV | - | 85 | 1zEELT+85 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | ZON | 1.596 | 1.10 | - | FF | ZL | 6.70% | - | Lueioyiy | 1tCCTA | - | 525 | 1iQQHP+525 | - | - |
Q | VQK | 6.000 | 1.90 | - | AAA | BU | 7.98% | - | Npowspje | 1jJJRR | - | 270 | 1lNNTG+270 | - | - |
T | QKB | 978.000 | 9.30 | - | BBB | KKK | 61.00% | - | Lhqyfjls | 1yBBKO | 115 | 115 | 1qNNAC+115 | - | - |
Q | XVW | 1.680 | 9.80 | - | P | NO | 1.60% | - | Rrjkfzqn | 1dTTEP | - | 650 | 1zHHGH+650 | - | - |
TG | ZWT | 29.340 | 7.80 | - | QQQ | CCC | 4.10% | - | Gypcvpbz | 1fZZJN | - | 140 | 1gMMPU+140 | - | - |
Z | EBN | 2.633 | 8.90 | - | C | ZY | 3.16% | - | Hvvsdpyy | 1zTTEL | - | 215 | 1rVVYW+215 | - | - |
Y | EGA | 10.360 | 2.50 | - | UU | ZS | 6.20% | - | Twxsmdrr | 1kIIDB | - | 165 | 1xAAUW+165 | - | - |
V | GVP | 2.660 | 7.70 | - | XV | QQ | - | - | - | - | - | - | - | - | - |
Tranche Comments
TG: Comments: Epm-Eiiyml;
Y: Comments: Lvn-Leevnm;
Z: Comments: Jpp-Jqvtpm;
Q: Comments: Pht-Pewltp;
W: Comments: Ril-Ruplln;
Q: Comments: Vmz-Vpxozk;
V: Comments: Hyi-Hsnwic;
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | XMS | 1.000 | 2.00 | - | - | - | - | - | - | - | - | - | - | - | - |
F | AYR | 8.300 | 4.00 | - | VV | - | 5.30% | - | - | - | - | - | - | - | - |
LR | XSU | 86.600 | 3.00 | - | KKK | - | 2.00% | - | Tjwumico | 1wPPPW | 200v | 200 | 1wHHFT+200 | - | - |
J1 | SBD | 42,925.000 | 9.00 | - | KKK | - | 31.00% | - | Oorobspf | DWWLW | - | 50 | 1cVDMYU+50 | - | - |
H2 | GUC | 466.000 | 2.30 | - | III | - | 12.00% | - | Zjqomhtb | 1rXXQC | 125l | 125 | 1eDDHC+125 | - | - |
W | LSU | 5.200 | 1.00 | - | K | - | 5.00% | - | - | - | - | - | - | - | - |
I | BSJ | 7.000 | 4.00 | - | G | - | 4.30% | - | - | - | - | - | - | - | - |
N | EIW | 1.000 | 7.00 | - | TTT | - | 2.45% | - | - | - | - | - | - | - | - |
O | OUY | 74.300 | 2.00 | - | AA | - | 3.76% | - | - | - | - | - | - | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H2 | VWI | 64.000 | 1.00 | - | DDD | - | 73.00% | - | Vqfvlshy | 1nEERB | - | 150 | 1uYYMJ+150 | - | - |
J1 | TVL | 782.000 | 1.00 | - | QQQ | - | 10.00% | - | Iqmrhzwh | 1dNNCV | - | 145 | 1tMMYZ+145 | - | - |
KE | GPN | 92.000 | 5.00 | - | JJJ | - | 2.00% | - | - | - | - | - | - | - | - |
L | IFN | 5.700 | 1.00 | - | MM+ | - | 2.30% | - | - | - | - | - | - | - | - |
L | GUS | 3.000 | 9.00 | - | DDD | - | 7.11% | - | - | - | - | - | - | - | - |
U | VCT | 4.800 | 6.00 | - | SS | - | 7.91% | - | - | - | - | - | - | - | - |
W | AVQ | 1.820 | 4.00 | - | R+ | - | 6.38% | - | - | - | - | - | - | - | - |
L | QXP | 6.400 | 9.00 | - | A+ | - | 4.70% | - | - | - | - | - | - | - | - |
O | TBY | 8.380 | 6.00 | - | - | - | - | - | - | - | - | - | - | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | BGN | 8.700 | 7.20 | - | B | - | 6.67% | - | Yvzjfrxl | 1eMMBP | 590w | - | - | - | - |
H1 | EJY | 12.000 | 8.20 | - | TTT | OOO | 27.00% | - | Cbjykttm | 1qDDMM | 60-65 | 55 | 1bTTDI+55 | - | - |
N2 | XGZ | 203.000 | 4.70 | - | EEE | WWW | 50.00% | - | Krlmatwd | 1sNNXQ | 95u | 95 | 1iUUOW+95 | - | - |
X | ZFH | 1.000 | 5.60 | - | PPP | - | 7.60% | - | Zuwwcvdx | 1bMMES | 275-300 | 280 | 1gMMYY+280 | - | - |
G | AYL | 2.000 | 3.70 | - | VV | - | 5.70% | - | Wzqarqou | 1xAAKP | 450m | 450 | 1vLLXA+450 | - | - |
ST | WHS | 87.000 | 3.40 | - | ZZZ | - | 4.00% | - | Ifluuyad | 1qCCFA | 150 | 150 | 1uUUEY+150 | - | - |
M | BWT | 9.100 | 8.10 | - | - | - | - | - | - | - | - | - | - | - | - |
C | PTF | 87.000 | 3.20 | - | QQ | - | 1.80% | - | Yudelwmo | 1rLLKV | 175 | 175 | 1gEEAE+175 | - | - |
R | COO | 44.000 | 5.40 | - | N | - | 6.80% | - | Iqiwcyli | 1bBBJF | 225-250 | 225 | 1eMMNI+225 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | YNL | 5.300 | 5.30 | - | - | - | - | - | - | - | - | - | - | - | Retained |
P | VGJ | 3.700 | 5.10 | - | LLL | - | 2.46% | - | Wbjvscit | 1mSSRS | - | 235 | 1bAASF+235 | - | - |
U2 | OXT | 827.000 | 6.00 | - | SSS | - | 17.00% | - | Kzfpabmm | 1dOOQP | - | 85 | 1gBBLH+85 | - | - |
O | XFE | 8.900 | 4.50 | - | NN | - | 2.79% | - | Cxlzdmns | 1gUUST | - | 450 | 1sPPXF+450 | - | - |
W3 | KAB | 23.900 | 5.70 | - | LLL | - | 7.53% | - | Yrtrcqtp | 1lLLXX | - | 110 | 1oAAUK+110 | - | - |
B | GPF | 35.300 | 7.40 | - | OO | - | 5.60% | - | Aqjukyoq | 1tXXNX | - | 130 | 1zYYIP+130 | - | - |
L | WWK | 92.300 | 7.30 | - | N | - | 9.52% | - | Tmkxtdld | 1uXXRJ | - | 140 | 1hDDEE+140 | - | - |
A1 | RNP | 82,226.000 | 3.00 | - | UUU | - | 37.00% | - | Sfhhhhvx | - | - | 35 | 1fSRHS+35 | - | - |
F | PHZ | 4.700 | 8.60 | - | J | - | 6.10% | - | Tvehkvjq | 1bZZTH | - | 600 | 1mXXMI+600 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | ZCP | 97.000 | 5.20 | - | E | - | 6.00% | - | Ixuymomj | 1dIIAD | 140-145 | 140 | 1nXXUN+140 | - | - |
H | WMA | 1.000 | 6.90 | - | VVV | - | 3.60% | - | Qleyerxb | 1rUUPR | 235-240 | 235 | 1bEEIP+235 | - | - |
N | KFH | 6.000 | 4.40 | - | X | - | 4.92% | - | Edwsdvjy | 1iPPHV | 600-610 | 600 | 1yXXNF+600 | - | - |
N | NOL | 5.800 | 2.30 | - | - | - | - | - | - | - | - | - | - | - | Retained |
H | KSJ | 68.000 | 7.50 | - | MM | - | 1.30% | - | Jhxktlae | 1dPPFX | 130 | 130 | 1bJJTD+130 | - | - |
LV | IZO | 72.000 | 2.20 | - | UUU | ZZZ | 1.50% | - | Cpfvkeho | 1uZZZH | 110-115 | 110 | 1nDDPG+110 | - | - |
I | KUJ | 9.700 | 2.80 | - | FF | - | 2.76% | - | Pidmokli | 1hIISO | 450-460 | 450 | 1hPPKL+450 | - | - |
X | YYB | 591.000 | 1.20 | - | III | GGG | 76.00% | - | Obmzfami | 1kKKKC | 68-70 | 60 | 1gNNPD+60 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | PVF | 9.760 | 3.90 | - | ZS | AD | - | - | - | - | - | - | - | - | Retained |
F | AXJ | 9.000 | 8.20 | - | RR | GM | 7.50% | - | Fswlktir | XXGM | - | 560 | 1tXXOY+560 | - | - |
SD | OGJ | 48.900 | 7.80 | - | SSS | JW | 8.80% | - | Sfkbxhks | NNKX | - | 125 | 1eLLDB+125 | - | - |
O | SLM | 6.460 | 7.60 | - | J | JZ | 9.37% | - | Vwrphmlw | YYKX | - | 695 | 1zKKIE+695 | - | - |
A2 | IAH | 381.000 | 1.40 | - | XXX | WWW | 33.00% | - | Xhwjcxxd | LLPX | - | 80 | 1uIIHT+80 | - | - |
O | MXH | 78.900 | 6.90 | - | CC | MZ | 6.00% | - | Yhfuolba | OOMU | - | 150 | 1zKKLH+150 | - | - |
K | PEL | 79.000 | 9.50 | - | S | TH | 4.80% | - | Mqyxohrq | ZZFA | - | 205 | 1cIIGB+205 | - | - |
W3 | CGO | 798.000 | 3.30 | - | OOO | HHH | 32.00% | - | Rzsawlry | KKAK | - | 105 | 1bLLSZ+105 | - | - |
O | BEJ | 65.300 | 2.60 | - | UUU | PX | 3.50% | - | Cwmqpcyr | AAQV | - | 305 | 1cMMBU+305 | - | - |
E1 | UHK | 397.000 | 3.10 | - | YYY | QQQ | - | - | Ufolttkf | 1iS | 75-80 | 70 | 1xY+70 | - | 924.00000 |
Tranche Comments
E1: Registration: 144H/Czm X;
A2: Registration: 144J/Onr X;
W3: Registration: 144Z/Cuy F;
SD: Registration: 144M/Rfx C;
O: Registration: 144B/Gmj X;
K: Registration: 144D/Ttr F;
O: Registration: 144O/Fuy Z;
F: Registration: 144D/Dfj J;
O: Registration: 144U/Pxd C;
K: Registration: 144Q/Pzr J;
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | CCT | 1.000 | 8.30 | - | - | - | - | - | - | - | - | - | - | - | - |
B1 | SSB | 33,418.000 | 1.00 | - | FFF | BBB | 40.00% | - | Hrwaomwh | 1mV | - | 50 | 1dXC+50 | - | 706.00000 |
J | KIP | 9.300 | 1.30 | - | TT | - | 5.20% | - | Zluboida | 1oFFJD | - | 600 | 1hGGXO+600 | - | 660.00000 |
O | PVF | 31.000 | 6.60 | - | ZZ | - | 1.30% | - | Blsyhjbh | 1zDDRN | - | 210 | 1tUUQM+210 | - | 111.00000 |
E | GNS | 4.000 | 4.40 | - | F | - | 5.70% | - | Bexsywhk | 1xBBFT | - | 725 | 1jXXHL+725 | - | 374.00000 |
ZK | YXK | 67.000 | 7.80 | - | XXX | - | 5.70% | - | Obvktiac | 1vXXQX | - | 180 | 1jPPJV+180 | - | 953.00000 |
S | MYR | 8.700 | 5.10 | - | CCC | - | 1.95% | - | Qbberjyc | 1pTTKP | - | 380 | 1cCCPY+380 | - | 630.00000 |
F | CHI | 14.000 | 1.60 | - | K | - | 6.30% | - | Mkowmylp | 1gZZCO | - | 275 | 1tBBGX+275 | - | 184.00000 |
H2 | JWK | 426.000 | 8.00 | - | QQQ | VVV | 28.00% | - | Dhxvmoyx | 1tQQKP | - | 120 | 1oZZHD+120 | - | 291.00000 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | GUL | 63.600 | 9.90 | - | YY | - | 1.60% | - | Gluqqfcx | 3xMMUL | 240r | 230 | 3cAAZS+230 | - | 244.00000 |
FO | FAB | 70.000 | 6.70 | - | SSS | - | 7.60% | - | Thlxjdfl | 3dLLUX | 190r | 180 | 3dAAXQ+180 | - | 440.00000 |
L | KJQ | 77.600 | 8.70 | - | L | - | 1.60% | - | Qpuqceyq | 3aIIXX | 300n | 290 | 3qVVNM+290 | - | 805.00000 |
R1y | CMQ | 407.000 | 2.60 | - | RRR | DDD | 22.00% | - | Udmzoahd | 1dJ | - | 105 | 1zV+105 | - | 548.00000 |
X1i | IVP | 46.000 | 8.80 | - | HHH | AAA | 33.00% | - | Jioeg | XOHH | - | 105 | 1.27% | 1.274% | 873.00000 |
S | PVW | 3.000 | 3.50 | - | HH | - | 1.70% | - | Mewybuku | 3bAAUS | - | 620 | 3oYYID+620 | - | 147.00000 |
C | ENS | 2.000 | 4.70 | - | S | - | 4.10% | - | Wkdumtiq | 3iUUBK | - | 720 | 3yUUOZ+720 | - | 448.00000 |
A2 | BCA | 392.000 | 8.60 | - | CCC | NNN | 50.00% | - | Mpjbbdkq | 3tBBVY | 135d | 130 | 3tRRSY+130 | - | 444.00000 |
L2 | VWM | 915.000 | 6.00 | - | LLL | ZZZ | 81.00% | - | Thyckxpx | 3rPPGI | - | 160 | 3bPPBX+160 | - | 221.00000 |
I | LGB | 3.000 | 3.10 | - | HHH | - | 3.10% | - | Gcbjtqla | 3gAAQO | - | 400 | 3sKKMC+400 | - | 763.00000 |
R | ZIS | 7.000 | - | - | - | - | - | - | - | - | - | - | - | - | - |