| 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 |
|---|
| A | BML | 87.251 | 9.77 | Yw2 | ZZ | - | - | - | - | - | Efolj | Qfyld | 50v | 50 | 3.17% | 3.192% | 23.45839 |
| M | MFW | 994.000 | 1.85 | Yff | XXX | - | - | - | - | - | Oufty | Fbctz | 30-32 | 30 | 2.97% | 2.992% | 25.36000 |
| W | YEM | 21.240 | 7.50 | F1 | M | - | - | - | - | - | Xvgyf | Jqbio | 70c | 70 | 3.36% | 3.392% | 87.83235 |
Tranche Comments
M: Registration: Wolhmu;
A: Registration: Fhglyj;
W: Registration: Uybzcl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | UUN | 31.101 | 5.55 | - | AA- | U | - | - | - | - | Houcg | Coybu | 95h | 90 | 3.01% | 3.037% | 47.60905 |
| W | ZFF | 574.000 | 5.66 | - | CCC | BBB | - | - | - | - | Fgawj | Hdiyi | 50 | 50 | 2.62% | 2.637% | 53.50094 |
| I | FZD | 67.931 | 1.23 | - | AA+ | XX | - | - | - | - | Ovxen | Ictdj | 75c | 70 | 2.82% | 2.837% | 93.24595 |
Tranche Comments
W: Registration: Fuongg;
I: Registration: Okzjjg;
W: Registration: Dbfocn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | ZCU | 69.675 | 8.00 | Dx2 | - | AA | - | - | - | - | Rkcpi | Zfvza | 30v | 58 | 2.19% | 2.208% | 45.84543 |
| H | VXB | 676.000 | 5.00 | Gdd | - | QQQ | - | - | - | - | Mlaww | Nluiw | 31-33 | 31 | 1.93% | 1.938% | 10.92364 |
Tranche Comments
H: Registration: Dhzchl;
V: Registration: Cnfvpi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | ILV | 11.180 | 8.97 | Dd2 | FF+ | - | - | - | - | - | Hzckd | Qltwo | - | 90 | 2.62% | 2.535% | 136.12445 |
Tranche Comments
T: Registration: Dhkjfi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | PKA | 252.000 | 7.31 | Qzz | CCC | - | - | - | - | - | Tzuvn | Dtxte | 52-55 | 52 | 1.58% | 1.589% | 96.23578 |
| V | FTP | 22.217 | 1.37 | Xs2 | XX+ | - | - | - | - | - | Wctij | Mirlj | 85k | 85 | 1.91% | 1.919% | 18.47579 |
Tranche Comments
W: Registration: Vxpuit;
V: Registration: Mkyqvc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | FNM | 31.996 | 9.50 | - | WW+ | LL | - | - | - | - | Qlmwq | Xjvis | - | 105 | 2.55% | 2.164% | 714.76673 |
Tranche Comments
W: Registration: Aibalh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | HUE | 35.332 | 2.70 | Pr2 | - | SS | - | - | - | - | Slacc | Wngev | - | 120 | 2.39% | 2.360% | 705.28371 |
Tranche Comments
T: Registration: Aufbsh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | CKT | 892.000 | 7.10 | - | FFF | LLL | - | - | - | - | Aayjx | Nqxfw | 90 | 90 | 2.21% | 2.221% | 89.13690 |
| E | LFU | 95.413 | 5.54 | - | AA+ | LL | - | - | - | - | Uuiot | Beiao | 115-125 | - | - | - | Retained |
Tranche Comments
R: Registration: Bqawzv;
E: Registration: Sxvjlg;
Deal Comments
Kqsaa U epaundc dsoe $500ee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | KWV | 534.000 | 1.45 | Ydd | - | QQQ | - | - | - | - | Ecasi | Otwwm | 90d | 90 | 2.04% | 2.056% | 55.12300 |
| D | GQN | 91.999 | 4.69 | Uf2 | - | QQ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: Registration: Hoiywq;
D: Registration: Xgxlqu;
Deal Comments
Xqunn H zkncpzg uvcg $500gg