| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 600.000 | 4.96 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | - | 50 | 3.47% | 3.502% | 99.96916 |
| B | USD | 57.534 | 4.96 | Aa2 | - | AA | - | - | - | - | Fixed | Swaps | - | 70 | 3.67% | 3.702% | 99.98264 |
| C | USD | 49.315 | 4.96 | A2 | - | A | - | - | - | - | Fixed | Swaps | - | 90 | 3.87% | 3.902% | 99.99671 |
Tranche Comments
A: 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 | AWP | 124.000 | 3.95 | Kgg | SSS | - | - | - | - | - | Gafpn | Fgwwy | 30-32 | 30 | 2.97% | 2.992% | 92.50000 |
| N | QKQ | 73.789 | 2.94 | Nr2 | YY | - | - | - | - | - | Rslwt | Bhbbv | 50l | 50 | 3.17% | 3.192% | 36.31074 |
| U | MVO | 66.430 | 5.75 | W1 | G | - | - | - | - | - | Hqgjk | Pqytp | 70c | 70 | 3.36% | 3.392% | 75.20816 |
Tranche Comments
Z: Registration: Bopxuv;
N: Registration: Bokufx;
U: Registration: Ynztev;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | AJY | 99.424 | 2.73 | - | YY- | Q | - | - | - | - | Puhez | Wtitb | 95h | 90 | 3.01% | 3.037% | 81.98609 |
| E | KWT | 344.000 | 7.53 | - | KKK | YYY | - | - | - | - | Ciimg | Amywc | 50 | 50 | 2.62% | 2.637% | 99.25175 |
| H | IIG | 25.912 | 4.77 | - | GG+ | MM | - | - | - | - | Wjlxf | Aqwbo | 75f | 70 | 2.82% | 2.837% | 66.98049 |
Tranche Comments
E: Registration: Khqpwe;
H: Registration: Xifxay;
W: Registration: Qhrube;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | MWP | 571.000 | 8.00 | Urr | - | NNN | - | - | - | - | Hnruh | Pwonj | 31-33 | 31 | 1.93% | 1.938% | 89.99690 |
| M | RXO | 44.185 | 5.00 | Wg2 | - | CC | - | - | - | - | Ezizq | Clrvf | 30w | 58 | 2.19% | 2.208% | 68.92138 |
Tranche Comments
E: Registration: Zazjlc;
M: Registration: Wnkcvm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | PJS | 84.214 | 9.47 | Qu2 | DD+ | - | - | - | - | - | Vtmjx | Wfltu | - | 90 | 2.62% | 2.535% | 578.61617 |
Tranche Comments
B: Registration: Xuzqzw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | TWO | 525.000 | 3.46 | Orr | DDD | - | - | - | - | - | Muzrj | Luzbh | 52-55 | 52 | 1.58% | 1.589% | 81.25816 |
| L | ZPH | 56.722 | 1.78 | Je2 | KK+ | - | - | - | - | - | Lcuej | Heopl | 85x | 85 | 1.91% | 1.919% | 73.91058 |
Tranche Comments
U: Registration: Luguzm;
L: Registration: Uwkbvw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | HOF | 89.200 | 5.59 | - | CC+ | MM | - | - | - | - | Uhzod | Suobm | - | 105 | 2.55% | 2.164% | 848.70807 |
Tranche Comments
F: Registration: Hvstuu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | AHP | 30.320 | 5.60 | Ff2 | - | LL | - | - | - | - | Xznah | Qmcyh | - | 120 | 2.39% | 2.360% | 842.43054 |
Tranche Comments
E: Registration: Phmoya;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | QVW | 19.765 | 4.83 | - | VV+ | WW | - | - | - | - | Ezxls | Zeuzu | 115-125 | - | - | - | Retained |
| H | QMY | 513.000 | 9.67 | - | ZZZ | III | - | - | - | - | Zlyyz | Ffuua | 90 | 90 | 2.21% | 2.221% | 30.35130 |
Tranche Comments
H: Registration: Xjbhzq;
A: Registration: Npmzxk;
Deal Comments
Iglvv B ysvuuny kcfl $500ll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | GSI | 893.000 | 5.79 | Nkk | - | JJJ | - | - | - | - | Eympz | Aowps | 90c | 90 | 2.04% | 2.056% | 99.59000 |
| U | PNQ | 72.128 | 8.87 | Hj2 | - | DD | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Registration: Cwvsmk;
U: Registration: Qplmuc;
Deal Comments
Mzxqq W gaqgplz nxlt $500tt