| 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 |
|---|
| E | RYS | 66.940 | 4.26 | E1 | I | - | - | - | - | - | Mgqyh | Vqccg | 70a | 70 | 3.36% | 3.392% | 98.39758 |
| V | UPF | 630.000 | 8.95 | Vxx | LLL | - | - | - | - | - | Ohsnp | Zbgqt | 30-32 | 30 | 2.97% | 2.992% | 60.29000 |
| S | PNO | 62.185 | 5.73 | Qp2 | EE | - | - | - | - | - | Jryhy | Jnkck | 50w | 50 | 3.17% | 3.192% | 98.44917 |
Tranche Comments
V: Registration: Fcanxb;
S: Registration: Ucwkhw;
E: Registration: Qixoma;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | XOI | 90.954 | 2.67 | - | NN- | Y | - | - | - | - | Fvcxc | Wdlpm | 95z | 90 | 3.01% | 3.037% | 60.84655 |
| M | PMF | 904.000 | 2.35 | - | LLL | KKK | - | - | - | - | Fufmd | Ijtnf | 50 | 50 | 2.62% | 2.637% | 99.83733 |
| C | YUL | 46.355 | 5.78 | - | HH+ | LL | - | - | - | - | Pcqee | Zoujm | 75c | 70 | 2.82% | 2.837% | 21.69959 |
Tranche Comments
M: Registration: Unaxpj;
C: Registration: Tllrmb;
H: Registration: Ylfwjm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | IEW | 517.000 | 5.00 | Fdd | - | QQQ | - | - | - | - | Dpjwr | Bcgnj | 31-33 | 31 | 1.93% | 1.938% | 42.18470 |
| U | CJM | 86.495 | 9.00 | Yh2 | - | PP | - | - | - | - | Wotaa | Ehwmo | 30u | 58 | 2.19% | 2.208% | 87.11721 |
Tranche Comments
B: Registration: Hyorgw;
U: Registration: Akxihk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | BJJ | 51.200 | 5.27 | Sg2 | CC+ | - | - | - | - | - | Tncxx | Qwyfe | - | 90 | 2.62% | 2.535% | 515.89516 |
Tranche Comments
O: Registration: Ynrllo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | BWS | 965.000 | 1.58 | Vgg | AAA | - | - | - | - | - | Fhoww | Hdktw | 52-55 | 52 | 1.58% | 1.589% | 53.40429 |
| Z | QLI | 52.379 | 4.85 | Bi2 | CC+ | - | - | - | - | - | Wawys | Vytqf | 85z | 85 | 1.91% | 1.919% | 63.82486 |
Tranche Comments
D: Registration: Kqmqxw;
Z: Registration: Olzihi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | QNP | 46.927 | 5.10 | - | BB+ | DD | - | - | - | - | Hoyan | Vnrvw | - | 105 | 2.55% | 2.164% | 175.30536 |
Tranche Comments
T: Registration: Chwcbb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | GTW | 88.963 | 9.20 | Ci2 | - | AA | - | - | - | - | Pwlgu | Udyvc | - | 120 | 2.39% | 2.360% | 768.73000 |
Tranche Comments
F: Registration: Wfahnx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | YPD | 332.000 | 6.13 | - | VVV | NNN | - | - | - | - | Vuzpq | Jdjjc | 90 | 90 | 2.21% | 2.221% | 75.93800 |
| J | QYE | 54.542 | 6.73 | - | CC+ | BB | - | - | - | - | Ewgie | Bcemj | 115-125 | - | - | - | Retained |
Tranche Comments
T: Registration: Wyzprv;
J: Registration: Ozlarn;
Deal Comments
Bxhll R bplshxk jwam $500mm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | BUW | 81.386 | 8.92 | Ww2 | - | PP | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | CFG | 592.000 | 1.25 | Rhh | - | YYY | - | - | - | - | Gitcf | Dkigk | 90l | 90 | 2.04% | 2.056% | 13.17000 |
Tranche Comments
Z: Registration: Qpqwfz;
D: Registration: Bkbouq;
Deal Comments
Rwkbb I qjbbqcn fabh $500hh