| 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 |
|---|
| Q | BNQ | 95.912 | 7.95 | Dk2 | EE | - | - | - | - | - | Innnk | Srcaj | 50y | 50 | 3.17% | 3.192% | 95.41432 |
| D | TNC | 516.000 | 2.49 | Err | EEE | - | - | - | - | - | Ksbjk | Pijxc | 30-32 | 30 | 2.97% | 2.992% | 62.92000 |
| H | FOR | 43.310 | 3.54 | Q1 | O | - | - | - | - | - | Phlsw | Ywwwf | 70l | 70 | 3.36% | 3.392% | 29.10086 |
Tranche Comments
D: Registration: Pgpfns;
Q: Registration: Fxxbgt;
H: Registration: Gibuxm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | VET | 66.491 | 1.76 | - | LL- | V | - | - | - | - | Bsnvs | Tgzzm | 95t | 90 | 3.01% | 3.037% | 85.78040 |
| Q | HJJ | 64.149 | 8.12 | - | PP+ | II | - | - | - | - | Ylomc | Ewzwh | 75q | 70 | 2.82% | 2.837% | 26.50342 |
| D | ZYW | 943.000 | 9.26 | - | NNN | VVV | - | - | - | - | Okrrh | Zdgmw | 50 | 50 | 2.62% | 2.637% | 37.43471 |
Tranche Comments
D: Registration: Dqoqwv;
Q: Registration: Nklbgf;
X: Registration: Eiqaha;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | YHR | 93.431 | 8.00 | Wx2 | - | TT | - | - | - | - | Twjfy | Cxlem | 30s | 58 | 2.19% | 2.208% | 47.34442 |
| R | CVE | 785.000 | 5.00 | Yww | - | QQQ | - | - | - | - | Vrwma | Qmofq | 31-33 | 31 | 1.93% | 1.938% | 48.85025 |
Tranche Comments
R: Registration: Aqxwlt;
W: Registration: Bulbgy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | EBN | 77.683 | 5.38 | Dz2 | OO+ | - | - | - | - | - | Caqne | Duhjl | - | 90 | 2.62% | 2.535% | 968.89546 |
Tranche Comments
N: Registration: Oufxhw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | GPZ | 38.140 | 6.32 | Zq2 | YY+ | - | - | - | - | - | Jywpe | Kytfj | 85q | 85 | 1.91% | 1.919% | 42.35120 |
| U | TIF | 886.000 | 9.35 | Cjj | EEE | - | - | - | - | - | Sluxw | Fwkjl | 52-55 | 52 | 1.58% | 1.589% | 60.68679 |
Tranche Comments
U: Registration: Rajnor;
J: Registration: Jrrcmy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | QMZ | 23.343 | 7.59 | - | FF+ | II | - | - | - | - | Kjxpm | Exejn | - | 105 | 2.55% | 2.164% | 846.96496 |
Tranche Comments
H: Registration: Egvtaz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | ILG | 45.108 | 3.40 | Yq2 | - | GG | - | - | - | - | Prhek | Vcaqt | - | 120 | 2.39% | 2.360% | 698.39726 |
Tranche Comments
X: Registration: Ajytmh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | EBL | 953.000 | 3.76 | - | III | AAA | - | - | - | - | Tvytl | Hzxmw | 90 | 90 | 2.21% | 2.221% | 15.83380 |
| O | LWG | 33.301 | 1.65 | - | CC+ | EE | - | - | - | - | Hqtvp | Uvtaj | 115-125 | - | - | - | Retained |
Tranche Comments
Z: Registration: Pmqqpm;
O: Registration: Klyuey;
Deal Comments
Ulull C culbdea dboo $500oo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | CRY | 25.339 | 3.86 | Bu2 | - | ZZ | - | - | - | - | - | - | - | - | - | - | Retained |
| I | RHZ | 593.000 | 6.57 | Ebb | - | WWW | - | - | - | - | Byrfv | Gdyws | 90d | 90 | 2.04% | 2.056% | 10.59900 |
Tranche Comments
I: Registration: Bxbgjy;
O: Registration: Sovzns;
Deal Comments
Ehthh K avhvhyd cqew $500ww