Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
DZ | GQI | 57.000 | 4.70 | - | DDD | MMM | 8.50% | - | Ohqfvasu | 1wCCBR | - | - | - | - | - |
K | THP | 31.000 | 7.50 | - | L | NW | 9.95% | - | Gefsqxri | 1lUUBL | - | - | - | - | - |
T | KVW | 8.000 | 6.50 | - | DD | IY | 2.47% | - | Nxxsacab | 1pNNJC | - | - | - | - | - |
S | SVG | 84.100 | 1.40 | - | FF | UJ | 4.48% | - | Zzdwetsn | 1hZZTE | - | - | - | - | - |
P | AQW | 8.530 | 1.20 | - | GGG | VQ | 8.76% | - | Adcpztlx | 1sJJNW | - | - | - | - | - |
V1 | AYK | 759.000 | 6.70 | - | NNN | WWW | 49.00% | - | Zxspqyuz | 1uKKJT | - | 85 | 1qVVIM+85 | - | - |
O2 | ZQD | 679.000 | 6.90 | - | YYY | QQQ | 55.00% | - | Cuccjyuy | 1zLLYH | - | 110 | 1lFFDT+110 | - | - |
Q | BNP | 2.500 | 6.50 | - | W | NW | 2.80% | - | - | - | - | - | - | - | - |
I | CXC | 4.000 | 3.20 | - | JY | PE | - | - | - | - | - | - | - | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | TWI | 8.710 | 1.50 | - | C | AV | 9.24% | - | Ihclmqqp | 1iAAMQ | - | 215 | 1aUUKN+215 | - | - |
G | RST | 8.660 | 9.70 | - | NT | OI | - | - | - | - | - | - | - | - | - |
WV | PCL | 77.770 | 8.20 | - | DDD | HHH | 8.40% | - | Pjcdjcpm | 1mBBTF | - | 140 | 1qHHRN+140 | - | - |
H | EBW | 22.920 | 5.50 | - | BB | KG | 9.80% | - | Whfklaqh | 1uNNZY | - | 165 | 1zDDGE+165 | - | - |
O | FPU | 803.000 | 4.40 | - | EEE | SSS | 45.00% | - | Nmzzuylw | 1xIIOH | 115 | 115 | 1fVVRP+115 | - | - |
M | WNN | 4.590 | 4.60 | - | L | DF | 6.80% | - | Owdqrboj | 1hBBUX | - | 650 | 1rBBSJ+650 | - | - |
Q | NWU | 6.000 | 8.30 | - | VVV | XO | 3.19% | - | Nwvhkecl | 1fCCFS | - | 270 | 1zUUHZ+270 | - | - |
Q | MRD | 3.365 | 6.30 | - | VV | JL | 4.60% | - | Odpdzfmn | 1cBBFY | - | 525 | 1yXXTB+525 | - | - |
Tranche Comments
WV: Comments: Vpt-Vlrstj;
H: Comments: Bsv-Bvbjvk;
P: Comments: Jvh-Jsnhhm;
Q: Comments: Stj-Sxyvjv;
Q: Comments: Wmr-Wqtura;
M: Comments: Ivq-Iqbeqc;
G: Comments: Gbf-Gihnfu;
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S1 | LTA | 81,358.000 | 5.00 | - | TTT | - | 89.00% | - | Duflvxrn | KBKMW | - | 50 | 1gFDTBM+50 | - | - |
P | VPU | 6.600 | 9.00 | - | V | - | 7.00% | - | - | - | - | - | - | - | - |
U | WPI | 8.000 | 9.00 | - | T | - | 7.89% | - | - | - | - | - | - | - | - |
I | TAD | 9.900 | 3.00 | - | GG | - | 6.40% | - | - | - | - | - | - | - | - |
EG | YIL | 48.400 | 7.00 | - | QQQ | - | 5.00% | - | Dpcydlsa | 1pZZLK | 200d | 200 | 1wDDUU+200 | - | - |
E | BNW | 96.700 | 1.00 | - | EE | - | 1.34% | - | - | - | - | - | - | - | - |
L | BEK | 2.000 | 6.00 | - | GGG | - | 5.96% | - | - | - | - | - | - | - | - |
U2 | NOG | 353.000 | 5.60 | - | MMM | - | 68.00% | - | Bpxrwwqy | 1yEEPC | 125x | 125 | 1tMMLA+125 | - | - |
Z | CUF | 5.000 | 2.00 | - | - | - | - | - | - | - | - | - | - | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | SYN | 9.000 | 7.00 | - | RRR | - | 4.48% | - | - | - | - | - | - | - | - |
V | VET | 3.600 | 5.00 | - | NN | - | 3.35% | - | - | - | - | - | - | - | - |
V | SQY | 1.400 | 2.00 | - | KK+ | - | 9.80% | - | - | - | - | - | - | - | - |
Y | CXM | 8.600 | 5.00 | - | J+ | - | 5.70% | - | - | - | - | - | - | - | - |
WZ | BCJ | 22.000 | 7.00 | - | NNN | - | 1.00% | - | - | - | - | - | - | - | - |
E2 | CEV | 34.000 | 4.00 | - | AAA | - | 90.00% | - | Nquomwlt | 1jKKMF | - | 150 | 1jEEBM+150 | - | - |
V | BXD | 8.720 | 3.00 | - | - | - | - | - | - | - | - | - | - | - | - |
S1 | YHC | 924.000 | 7.00 | - | BBB | - | 35.00% | - | Jhrlqzjp | 1jPPNY | - | 145 | 1uYYYF+145 | - | - |
J | QAC | 9.840 | 9.00 | - | C+ | - | 6.30% | - | - | - | - | - | - | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | PLV | 33.000 | 2.90 | - | T | - | 5.60% | - | Qhfubmva | 1mXXXW | 225-250 | 225 | 1uZZKI+225 | - | - |
V2 | SKX | 478.000 | 6.90 | - | NNN | NNN | 57.00% | - | Mecxqhox | 1fIIDT | 95f | 95 | 1mEEUB+95 | - | - |
J | WUS | 30.000 | 7.10 | - | WW | - | 9.10% | - | Zmrrbctl | 1vDDKI | 175 | 175 | 1oYYZW+175 | - | - |
K | FKS | 1.000 | 2.40 | - | LL | - | 3.50% | - | Tsjhuzyo | 1xEEFA | 450g | 450 | 1hLLJM+450 | - | - |
Q | JGY | 5.300 | 1.30 | - | A | - | 8.16% | - | Uyuhbbfk | 1hIIKW | 590f | - | - | - | - |
R | SJV | 4.000 | 5.80 | - | EEE | - | 5.70% | - | Ycsjhzmr | 1wVVAK | 275-300 | 280 | 1dBBUE+280 | - | - |
S | THX | 9.300 | 1.60 | - | - | - | - | - | - | - | - | - | - | - | - |
IC | IUF | 76.000 | 4.10 | - | VVV | - | 4.00% | - | Czoxxwvh | 1yUUNP | 150 | 150 | 1aPPRX+150 | - | - |
E1 | JZS | 88.000 | 5.30 | - | III | XXX | 10.00% | - | Bkooclqz | 1fEEZN | 60-65 | 55 | 1hAANU+55 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G3 | BFO | 60.500 | 9.30 | - | ZZZ | - | 1.48% | - | Dhxavqyi | 1dKKBR | - | 110 | 1lQQAR+110 | - | - |
D1 | GSG | 86,095.000 | 4.00 | - | SSS | - | 28.00% | - | Ewylalrz | - | - | 35 | 1nCUTP+35 | - | - |
O | RBK | 8.900 | 8.30 | - | WWW | - | 1.65% | - | Phojjvlk | 1wCCKF | - | 235 | 1pYYGJ+235 | - | - |
L | KNI | 13.500 | 7.70 | - | JJ | - | 8.65% | - | Lrbwhrul | 1tJJKO | - | 130 | 1hAAAH+130 | - | - |
S | OEF | 1.900 | 8.90 | - | - | - | - | - | - | - | - | - | - | - | Retained |
U | WJA | 4.900 | 2.50 | - | BB | - | 4.94% | - | Neqmllpa | 1vQQMA | - | 450 | 1wXXDY+450 | - | - |
B | JEY | 5.600 | 7.80 | - | B | - | 4.50% | - | Dykwdwlp | 1fPPHF | - | 600 | 1dFFEZ+600 | - | - |
T2 | FXQ | 539.000 | 7.00 | - | WWW | - | 91.00% | - | Jhlmmuha | 1xJJVO | - | 85 | 1mUUTB+85 | - | - |
R | LQE | 72.600 | 7.20 | - | Z | - | 8.53% | - | Dqcbyzfq | 1xHHPM | - | 140 | 1wCCXC+140 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
XL | VNF | 20.000 | 6.10 | - | QQQ | TTT | 8.30% | - | Lrwfwuji | 1xRRJL | 110-115 | 110 | 1zZZBZ+110 | - | - |
Z | RLI | 755.000 | 1.20 | - | CCC | FFF | 65.00% | - | Thfdrqof | 1aNNLE | 68-70 | 60 | 1vXXKQ+60 | - | - |
S | MPG | 38.000 | 2.70 | - | WW | - | 5.20% | - | Msrdyeus | 1wJJNA | 130 | 130 | 1bIIDI+130 | - | - |
C | HVI | 4.000 | 2.30 | - | M | - | 3.62% | - | Uhlwhsdc | 1aOOBE | 600-610 | 600 | 1kDDXF+600 | - | - |
C | FPB | 65.000 | 4.60 | - | L | - | 4.00% | - | Njqszoix | 1aGGXD | 140-145 | 140 | 1pPPSH+140 | - | - |
D | FRW | 4.500 | 9.60 | - | PP | - | 8.54% | - | Xrrbhhxq | 1xKKOY | 450-460 | 450 | 1wXXHK+450 | - | - |
D | PCX | 8.200 | 1.70 | - | - | - | - | - | - | - | - | - | - | - | Retained |
L | ZQK | 1.000 | 5.40 | - | HHH | - | 5.90% | - | Jzyrlidw | 1sMMVP | 235-240 | 235 | 1mZZRM+235 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O1 | EBX | 514.000 | 4.70 | - | DDD | III | - | - | Whxdwrhh | 1vV | 75-80 | 70 | 1gW+70 | - | 853.00000 |
G3 | BLO | 595.000 | 4.60 | - | CCC | ZZZ | 10.00% | - | Yhduatod | RRJO | - | 105 | 1iUUSQ+105 | - | - |
H | YYV | 90.100 | 1.80 | - | JJ | FP | 3.00% | - | Xdbvutwy | EEEY | - | 150 | 1lAAAW+150 | - | - |
I2 | SBQ | 336.000 | 1.30 | - | AAA | AAA | 18.00% | - | Ifqefmeh | NNPI | - | 80 | 1dGGOQ+80 | - | - |
N | CIU | 7.690 | 7.30 | - | W | WQ | 3.20% | - | Qlhdyihy | KKYR | - | 695 | 1cOOXI+695 | - | - |
X | AQK | 31.800 | 6.10 | - | FFF | WF | 2.40% | - | Ncdscila | QQZD | - | 305 | 1eXXGE+305 | - | - |
G | SPK | 3.000 | 7.20 | - | BB | AN | 4.50% | - | Lhsojjsa | CCFM | - | 560 | 1wTTUG+560 | - | - |
O | LCN | 39.000 | 7.90 | - | B | LM | 7.10% | - | Qdsuedcc | XXKD | - | 205 | 1tJJIF+205 | - | - |
UJ | XNF | 14.100 | 1.90 | - | BBB | MD | 2.80% | - | Mvpydoan | BBAG | - | 125 | 1fFFUY+125 | - | - |
N | EMR | 5.260 | 1.20 | - | YT | FD | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O1: Registration: 144Q/Bzq F;
I2: Registration: 144D/Euy F;
G3: Registration: 144H/Epp F;
UJ: Registration: 144P/Zxo H;
H: Registration: 144L/Ydx Z;
O: Registration: 144W/Mwv R;
X: Registration: 144H/Xvz M;
G: Registration: 144U/Gxp Y;
N: Registration: 144E/Crs U;
N: Registration: 144W/Umk Z;
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | PMM | 12.000 | 3.40 | - | O | - | 4.80% | - | Acuksyog | 1qCCGK | - | 275 | 1iNNOC+275 | - | 753.00000 |
K | WIR | 8.000 | 2.40 | - | G | - | 2.80% | - | Szrkvkog | 1mFFFJ | - | 725 | 1jJJCY+725 | - | 629.00000 |
K | JRN | 9.000 | 9.90 | - | - | - | - | - | - | - | - | - | - | - | - |
U | MQI | 6.700 | 5.30 | - | JJJ | - | 3.82% | - | Spbyjcsl | 1gBBJS | - | 380 | 1kIIBI+380 | - | 586.00000 |
G1 | FIF | 65,210.000 | 3.00 | - | WWW | UUU | 18.00% | - | Hjfxauxg | 1cJ | - | 50 | 1mDF+50 | - | 918.00000 |
M | WZD | 23.000 | 2.90 | - | YY | - | 4.10% | - | Weiqpmhi | 1iVVZF | - | 210 | 1wXXYQ+210 | - | 352.00000 |
O | BJR | 8.100 | 3.10 | - | TT | - | 9.90% | - | Mvshjzpi | 1lIIZF | - | 600 | 1dHHJW+600 | - | 420.00000 |
O2 | WCN | 938.000 | 9.00 | - | CCC | GGG | 36.00% | - | Jdrqrkaw | 1aYYPF | - | 120 | 1lEEXF+120 | - | 411.00000 |
HY | TRQ | 95.000 | 4.60 | - | DDD | - | 3.50% | - | Yblpqdbf | 1hLLQJ | - | 180 | 1nZZTH+180 | - | 719.00000 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | YHO | 4.000 | 1.90 | - | T | - | 1.10% | - | Qzruvevv | 3tUUSL | - | 720 | 3wPPJR+720 | - | 600.00000 |
D2 | OZA | 417.000 | 8.20 | - | EEE | WWW | 98.00% | - | Rsrjrjau | 3gCCTU | 135u | 130 | 3oVVFA+130 | - | 579.00000 |
S | ZMW | 8.000 | 6.70 | - | AAA | - | 8.30% | - | Rxwrkywe | 3xQQPL | - | 400 | 3xKKVZ+400 | - | 710.00000 |
A2 | PEV | 984.000 | 5.00 | - | VVV | VVV | 51.00% | - | Ilocbeze | 3lAAEK | - | 160 | 3tDDVY+160 | - | 169.00000 |
L | TFC | 1.000 | 4.80 | - | TT | - | 2.40% | - | Ofcckbyb | 3rPPVF | - | 620 | 3mXXDD+620 | - | 477.00000 |
M | NGJ | 27.100 | 1.70 | - | UU | - | 2.97% | - | Kbzydusz | 3kBBKC | 240k | 230 | 3oNNCJ+230 | - | 434.00000 |
SB | ICO | 41.000 | 1.90 | - | PPP | - | 2.90% | - | Zwovrtdh | 3lTTJQ | 190m | 180 | 3qRRSD+180 | - | 486.00000 |
B | AJI | 22.800 | 4.10 | - | L | - | 6.40% | - | Nbhlmcif | 3lEEKO | 300v | 290 | 3sYYHX+290 | - | 276.00000 |
G1m | EPP | 563.000 | 7.50 | - | SSS | SSS | 44.00% | - | Uqozohxg | 1mG | - | 105 | 1lR+105 | - | 299.00000 |
M1n | IZZ | 41.000 | 4.50 | - | LLL | MMM | 89.00% | - | Voxfi | MUJW | - | 105 | 1.27% | 1.274% | 341.00000 |
W | ZYG | 7.000 | - | - | - | - | - | - | - | - | - | - | - | - | - |