Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z2 | KTX | 669.000 | 7.40 | - | XXX | GGG | 48.00% | - | Hzxlcwnu | 1xJJOA | - | 110 | 1eZZRV+110 | - | - |
T | XLY | 9.170 | 9.70 | - | CCC | FB | 1.66% | - | Gdypbmby | 1uLLAM | - | - | - | - | - |
X | VNS | 86.100 | 4.90 | - | WW | QB | 5.41% | - | Vbupchad | 1yAAPG | - | - | - | - | - |
R | WWZ | 8.000 | 3.20 | - | AJ | EP | - | - | - | - | - | - | - | - | - |
EV | YLV | 75.000 | 2.30 | - | CCC | BBB | 3.60% | - | Khmhbjvd | 1eCCSS | - | - | - | - | - |
P | OUR | 11.000 | 3.30 | - | I | GH | 4.32% | - | Tpkdqdkj | 1fHHCD | - | - | - | - | - |
Z | WOM | 9.790 | 7.60 | - | U | TP | 4.50% | - | - | - | - | - | - | - | - |
I1 | OQK | 722.000 | 2.50 | - | PPP | VVV | 63.00% | - | Xxtrztrs | 1aHHES | - | 85 | 1iPPQR+85 | - | - |
R | HPO | 9.000 | 6.90 | - | SS | II | 7.57% | - | Zvafxzpa | 1yUUAD | - | - | - | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | HNC | 52.390 | 3.10 | - | UU | GG | 1.90% | - | Clbcmpmr | 1nKKHE | - | 165 | 1iBBPM+165 | - | - |
L | FBM | 852.000 | 4.70 | - | III | EEE | 15.00% | - | Scpprzsr | 1cTTSP | 115 | 115 | 1iHHRZ+115 | - | - |
O | QRX | 3.000 | 1.90 | - | HHH | AE | 9.19% | - | Bfqxxypg | 1kRRMK | - | 270 | 1mHHSF+270 | - | - |
OH | NQV | 55.150 | 1.10 | - | RRR | AAA | 3.80% | - | Ctruztnp | 1sNNQI | - | 140 | 1vDDDQ+140 | - | - |
F | TLE | 7.750 | 6.90 | - | S | WE | 4.30% | - | Ljwfayzu | 1dTTBK | - | 650 | 1wEEIW+650 | - | - |
E | FRZ | 9.647 | 9.20 | - | V | GU | 7.16% | - | Bcudoaht | 1zFFUS | - | 215 | 1gZZND+215 | - | - |
D | IPQ | 3.420 | 2.50 | - | GN | FU | - | - | - | - | - | - | - | - | - |
J | NVE | 7.753 | 5.40 | - | DD | DC | 6.80% | - | Zqwxatkc | 1iKKMB | - | 525 | 1sYYLW+525 | - | - |
Tranche Comments
OH: Comments: Uyk-Umpako;
B: Comments: Ksj-Kpwkjx;
E: Comments: Xwk-Xszzkb;
O: Comments: Urn-Uuanng;
J: Comments: Xxb-Xuwrbl;
F: Comments: Mfi-Mmfoik;
D: Comments: Xvx-Xixnxb;
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
DU | JJV | 23.200 | 5.00 | - | DDD | - | 8.00% | - | Xumvtoyt | 1xXXBC | 200a | 200 | 1hFFFM+200 | - | - |
K | JWD | 1.000 | 2.00 | - | R | - | 9.10% | - | - | - | - | - | - | - | - |
G | IZM | 76.900 | 9.00 | - | FF | - | 8.32% | - | - | - | - | - | - | - | - |
H1 | AZU | 33,960.000 | 8.00 | - | KKK | - | 50.00% | - | Yurlkpdl | BBPMC | - | 50 | 1sHTNVO+50 | - | - |
D | BQM | 5.000 | 8.00 | - | - | - | - | - | - | - | - | - | - | - | - |
W2 | CLR | 395.000 | 5.10 | - | III | - | 60.00% | - | Dpkrlvvl | 1wBBFZ | 125h | 125 | 1lPPHR+125 | - | - |
H | QQL | 1.000 | 8.00 | - | DDD | - | 3.42% | - | - | - | - | - | - | - | - |
H | CHO | 5.500 | 7.00 | - | Q | - | 7.00% | - | - | - | - | - | - | - | - |
E | CEQ | 7.600 | 2.00 | - | GG | - | 3.90% | - | - | - | - | - | - | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | CCC | 9.690 | 9.00 | - | R+ | - | 9.49% | - | - | - | - | - | - | - | - |
J2 | SHG | 92.000 | 5.00 | - | UUU | - | 38.00% | - | Okpyxeov | 1mEEHT | - | 150 | 1tTTBU+150 | - | - |
WU | WLC | 18.000 | 1.00 | - | GGG | - | 9.00% | - | - | - | - | - | - | - | - |
V | CAP | 9.000 | 6.00 | - | XXX | - | 7.49% | - | - | - | - | - | - | - | - |
V | NPP | 7.300 | 7.00 | - | KK | - | 9.47% | - | - | - | - | - | - | - | - |
E | VBE | 4.100 | 1.00 | - | VV+ | - | 3.90% | - | - | - | - | - | - | - | - |
D | CFW | 7.100 | 3.00 | - | D+ | - | 4.10% | - | - | - | - | - | - | - | - |
T1 | NOE | 827.000 | 8.00 | - | YYY | - | 67.00% | - | Ewvhzltv | 1oJJDB | - | 145 | 1iBBPH+145 | - | - |
G | CEO | 7.810 | 9.00 | - | - | - | - | - | - | - | - | - | - | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | WYG | 19.000 | 9.20 | - | A | - | 1.30% | - | Fjhqoimz | 1oTTRG | 225-250 | 225 | 1uRRZX+225 | - | - |
U | JCB | 9.000 | 2.10 | - | MMM | - | 6.30% | - | Vpmwaqro | 1pDDUQ | 275-300 | 280 | 1zHHEQ+280 | - | - |
W1 | NNM | 30.000 | 3.20 | - | QQQ | ZZZ | 96.00% | - | Vudzpoji | 1lVVMQ | 60-65 | 55 | 1yPPLQ+55 | - | - |
F2 | SJX | 674.000 | 8.40 | - | WWW | DDD | 73.00% | - | Lbuvqznd | 1xFFCD | 95j | 95 | 1yEELX+95 | - | - |
N | QFG | 5.500 | 9.40 | - | - | - | - | - | - | - | - | - | - | - | - |
OE | TNR | 64.000 | 2.40 | - | UUU | - | 9.00% | - | Pkjvocvo | 1dHHBX | 150 | 150 | 1aVVQB+150 | - | - |
M | RWH | 36.000 | 7.80 | - | ZZ | - | 1.40% | - | Gxsqrmaj | 1fKKNO | 175 | 175 | 1jDDCF+175 | - | - |
S | FAJ | 7.000 | 4.80 | - | GG | - | 3.10% | - | Avboypbu | 1yXXEB | 450e | 450 | 1qUUFM+450 | - | - |
K | BQY | 8.100 | 3.20 | - | C | - | 6.64% | - | Owfkeake | 1nBBEZ | 590d | - | - | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | MHF | 8.300 | 6.90 | - | J | - | 6.60% | - | Tkdztkad | 1fDDQN | - | 600 | 1mPPYK+600 | - | - |
D1 | MLA | 25,570.000 | 7.00 | - | MMM | - | 70.00% | - | Zzbuwyty | - | - | 35 | 1vDUTV+35 | - | - |
L2 | PVH | 231.000 | 8.00 | - | WWW | - | 93.00% | - | Imsxskzx | 1zYYFV | - | 85 | 1gYYHW+85 | - | - |
K | ZIN | 3.200 | 7.20 | - | - | - | - | - | - | - | - | - | - | - | Retained |
X | XSR | 51.400 | 2.50 | - | LL | - | 7.99% | - | Hkbucrlz | 1sFFMC | - | 130 | 1iZZCM+130 | - | - |
R | TCY | 29.500 | 3.80 | - | L | - | 1.58% | - | Hqbutqjz | 1tMMMH | - | 140 | 1uRRUQ+140 | - | - |
G | QQM | 5.500 | 6.10 | - | JJJ | - | 7.26% | - | Vwpxwxfs | 1yNNIQ | - | 235 | 1fZZSY+235 | - | - |
L3 | PHT | 48.800 | 7.70 | - | BBB | - | 8.76% | - | Zzhptuoi | 1zFFNZ | - | 110 | 1vLLBL+110 | - | - |
I | ZNB | 3.400 | 6.50 | - | FF | - | 9.50% | - | Mqurwkal | 1nOOTQ | - | 450 | 1sKKCR+450 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
MC | KPX | 19.000 | 3.50 | - | BBB | BBB | 1.50% | - | Lduyzckk | 1eFFDZ | 110-115 | 110 | 1nLLUT+110 | - | - |
S | LXN | 1.000 | 5.20 | - | JJJ | - | 7.50% | - | Jpczpdpr | 1wPPFU | 235-240 | 235 | 1eOOJG+235 | - | - |
K | YYO | 131.000 | 1.40 | - | UUU | SSS | 42.00% | - | Quxqrdul | 1uTTEI | 68-70 | 60 | 1cGGNE+60 | - | - |
U | WFK | 5.000 | 9.70 | - | V | - | 7.75% | - | Rmujflfk | 1qPPKV | 600-610 | 600 | 1vUUCM+600 | - | - |
E | CRX | 65.000 | 2.40 | - | T | - | 4.00% | - | Huykjdmq | 1vYYVS | 140-145 | 140 | 1kVVMF+140 | - | - |
K | YWP | 9.400 | 4.40 | - | - | - | - | - | - | - | - | - | - | - | Retained |
F | CPS | 7.100 | 5.40 | - | BB | - | 4.63% | - | Awurpudl | 1bJJCG | 450-460 | 450 | 1fVVLF+450 | - | - |
M | MXO | 99.000 | 4.40 | - | OO | - | 2.40% | - | Nxpwtcwy | 1iHHJW | 130 | 130 | 1oJJZV+130 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O2 | FHP | 917.000 | 4.70 | - | DDD | QQQ | 91.00% | - | Qdcxqyrn | BBXT | - | 80 | 1lFFSL+80 | - | - |
J | YPC | 3.650 | 8.80 | - | BV | LQ | - | - | - | - | - | - | - | - | Retained |
S3 | JPX | 710.000 | 8.70 | - | GGG | YYY | 36.00% | - | Blrqkcan | OORH | - | 105 | 1kGGZF+105 | - | - |
G | BET | 3.000 | 1.70 | - | NN | OV | 7.70% | - | Yzddbpcz | CCVT | - | 560 | 1sXXLX+560 | - | - |
TF | HRL | 90.100 | 4.90 | - | RRR | CY | 5.60% | - | Escapppf | FFPI | - | 125 | 1hXXOO+125 | - | - |
J | LAM | 65.800 | 7.30 | - | SS | ZV | 4.00% | - | Zufsyjxm | MMVI | - | 150 | 1uPPNB+150 | - | - |
G | MBH | 51.600 | 4.30 | - | OOO | PA | 9.10% | - | Mkfaffzh | GGMF | - | 305 | 1dVVMY+305 | - | - |
E1 | VQZ | 742.000 | 7.10 | - | MMM | KKK | - | - | Pwryylcb | 1kM | 75-80 | 70 | 1nE+70 | - | 199.00000 |
O | YSX | 58.000 | 6.60 | - | H | PN | 9.70% | - | Xctxjtyc | RRPH | - | 205 | 1oTTQH+205 | - | - |
P | JMH | 4.180 | 1.60 | - | T | GR | 9.81% | - | Yajmzako | AAJM | - | 695 | 1dBBPT+695 | - | - |
Tranche Comments
E1: Registration: 144Q/Rrz W;
O2: Registration: 144E/Umt W;
S3: Registration: 144T/Ltx N;
TF: Registration: 144T/Fex X;
J: Registration: 144M/Rhj W;
O: Registration: 144B/Vja G;
G: Registration: 144L/Nfb Q;
G: Registration: 144W/Hhd D;
P: Registration: 144Y/Dtx T;
J: Registration: 144O/Pnf Y;
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | XYN | 4.200 | 6.90 | - | XXX | - | 7.22% | - | Lwyjtlqc | 1wYYFB | - | 380 | 1aUUAE+380 | - | 929.00000 |
N | HMX | 17.000 | 2.50 | - | X | - | 6.70% | - | Wjzupsat | 1eKKTK | - | 275 | 1hHHJF+275 | - | 137.00000 |
DV | ABT | 51.000 | 8.10 | - | DDD | - | 8.40% | - | Ibrhtthr | 1cYYDO | - | 180 | 1zYYQA+180 | - | 472.00000 |
H | ETZ | 5.000 | 9.60 | - | - | - | - | - | - | - | - | - | - | - | - |
W1 | XVJ | 54,357.000 | 1.00 | - | VVV | EEE | 29.00% | - | Ivezvcrj | 1cJ | - | 50 | 1lIM+50 | - | 718.00000 |
J | CQG | 73.000 | 9.90 | - | HH | - | 1.60% | - | Opvuuffi | 1sBBIY | - | 210 | 1hTTNG+210 | - | 303.00000 |
I | AUI | 5.900 | 2.80 | - | HH | - | 5.80% | - | Efydlkhs | 1vRRBU | - | 600 | 1cFFCW+600 | - | 447.00000 |
D2 | BPD | 413.000 | 2.00 | - | VVV | GGG | 65.00% | - | Lhvrmzvo | 1sKKZK | - | 120 | 1fYYBY+120 | - | 868.00000 |
J | IJH | 3.000 | 3.50 | - | U | - | 9.20% | - | Hmqlqauy | 1oBBCG | - | 725 | 1pFFSW+725 | - | 998.00000 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B1c | ZGM | 846.000 | 5.60 | - | UUU | BBB | 71.00% | - | Bfzuzzve | 1tY | - | 105 | 1lZ+105 | - | 236.00000 |
D1j | UUL | 63.000 | 9.50 | - | ZZZ | III | 79.00% | - | Ikrrn | BOVJ | - | 105 | 1.27% | 1.274% | 975.00000 |
A | OMQ | 35.300 | 4.50 | - | YY | - | 4.35% | - | Wbrrkqiy | 3tCCVN | 240f | 230 | 3oPPYN+230 | - | 922.00000 |
B | GKN | 9.000 | 3.10 | - | JJJ | - | 4.60% | - | Vmmybwvd | 3sQQOV | - | 400 | 3pAAQL+400 | - | 925.00000 |
W | ABR | 54.600 | 4.60 | - | B | - | 6.10% | - | Jrduaidw | 3fAAQX | 300s | 290 | 3gRRUR+290 | - | 835.00000 |
TV | KUG | 44.000 | 9.40 | - | III | - | 1.90% | - | Vhbvbjpq | 3zCCNJ | 190a | 180 | 3lZZLF+180 | - | 950.00000 |
S | YBA | 9.000 | 8.70 | - | ZZ | - | 2.80% | - | Ycuqmowb | 3xGGGI | - | 620 | 3yQQFP+620 | - | 199.00000 |
G | IMP | 9.000 | 8.10 | - | G | - | 6.90% | - | Rbvqeooo | 3oTTQN | - | 720 | 3nGGND+720 | - | 883.00000 |
C2 | PTR | 236.000 | 7.70 | - | III | MMM | 71.00% | - | Fxsvbwjo | 3gVVBA | 135w | 130 | 3pVVQX+130 | - | 803.00000 |
B2 | LHJ | 936.000 | 7.00 | - | PPP | NNN | 36.00% | - | Ppquelhf | 3aBBEN | - | 160 | 3bBBOV+160 | - | 531.00000 |
S | RSL | 5.000 | - | - | - | - | - | - | - | - | - | - | - | - | - |