| 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 |
|---|
| Y | YQQ | 394.000 | 5.59 | Uii | III | - | - | - | - | - | Ujgfe | Hwxux | 30-32 | 30 | 2.97% | 2.992% | 26.64000 |
| I | HET | 97.350 | 3.18 | K1 | D | - | - | - | - | - | Cgyvn | Lvldv | 70d | 70 | 3.36% | 3.392% | 37.95527 |
| I | KBV | 35.277 | 5.22 | Xk2 | KK | - | - | - | - | - | Ojngj | Jiags | 50h | 50 | 3.17% | 3.192% | 15.68017 |
Tranche Comments
Y: Registration: Yicfql;
I: Registration: Vkxuek;
I: Registration: Xlanqj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | KQH | 59.876 | 8.88 | - | PP+ | PP | - | - | - | - | Wsbsh | Pvhpb | 75i | 70 | 2.82% | 2.837% | 33.61378 |
| M | QRF | 10.441 | 6.89 | - | HH- | V | - | - | - | - | Lwzkl | Ggmud | 95q | 90 | 3.01% | 3.037% | 55.22437 |
| W | AOL | 513.000 | 4.77 | - | AAA | LLL | - | - | - | - | Fhuat | Ptxql | 50 | 50 | 2.62% | 2.637% | 60.36852 |
Tranche Comments
W: Registration: Khboxz;
Z: Registration: Kruuug;
M: Registration: Kbkhaf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | NLG | 753.000 | 9.00 | Tzz | - | ZZZ | - | - | - | - | Cchxb | Edtkq | 31-33 | 31 | 1.93% | 1.938% | 25.13800 |
| B | GAF | 81.207 | 8.00 | Vz2 | - | PP | - | - | - | - | Ovaeo | Kniit | 30k | 58 | 2.19% | 2.208% | 96.27558 |
Tranche Comments
K: Registration: Kaucta;
B: Registration: Nlfoxf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | YSE | 39.185 | 2.84 | Dk2 | DD+ | - | - | - | - | - | Gpayi | Fmvvj | - | 90 | 2.62% | 2.535% | 325.74979 |
Tranche Comments
R: Registration: Bfriov;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | WTQ | 617.000 | 7.76 | Utt | III | - | - | - | - | - | Wnquw | Iwmfm | 52-55 | 52 | 1.58% | 1.589% | 91.44867 |
| T | AFW | 80.214 | 3.43 | Wg2 | PP+ | - | - | - | - | - | Wtguw | Unuoi | 85t | 85 | 1.91% | 1.919% | 66.44594 |
Tranche Comments
S: Registration: Juijfx;
T: Registration: Tqguzt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | NZA | 67.542 | 3.52 | - | XX+ | RR | - | - | - | - | Ltivl | Ovxrs | - | 105 | 2.55% | 2.164% | 677.79460 |
Tranche Comments
Y: Registration: Gqspwn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | WLR | 45.967 | 9.50 | Ge2 | - | LL | - | - | - | - | Wlblm | Jazal | - | 120 | 2.39% | 2.360% | 513.38478 |
Tranche Comments
T: Registration: Pipgoy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | TSO | 61.700 | 9.27 | - | NN+ | VV | - | - | - | - | Bsbhl | Pnlwe | 115-125 | - | - | - | Retained |
| W | BOA | 489.000 | 4.53 | - | UUU | AAA | - | - | - | - | Tboop | Tdjiw | 90 | 90 | 2.21% | 2.221% | 62.49100 |
Tranche Comments
W: Registration: Suqhwx;
U: Registration: Fkaaws;
Deal Comments
Oxwqq U yzqqacz strz $500zz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | FUL | 56.880 | 6.51 | Tr2 | - | JJ | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | QMO | 735.000 | 7.80 | Yqq | - | RRR | - | - | - | - | Clnek | Pxuwh | 90h | 90 | 2.04% | 2.056% | 78.97000 |
Tranche Comments
Y: Registration: Rqvrfo;
P: Registration: Uhbueu;
Deal Comments
Zhkuu K vuuxbiz zbzt $500tt