| 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 |
|---|
| H | PLY | 55.310 | 8.56 | E1 | W | - | - | - | - | - | Plwqn | Cbuec | 70g | 70 | 3.36% | 3.392% | 15.86057 |
| P | CAL | 979.000 | 5.10 | Fee | VVV | - | - | - | - | - | Hozgt | Rmzrr | 30-32 | 30 | 2.97% | 2.992% | 15.32000 |
| F | UJF | 16.356 | 1.93 | Al2 | SS | - | - | - | - | - | Yanmr | Khoau | 50s | 50 | 3.17% | 3.192% | 20.55614 |
Tranche Comments
P: Registration: Wgxwtq;
F: Registration: Knixsy;
H: Registration: Vjqkgd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | OXG | 594.000 | 6.85 | - | TTT | BBB | - | - | - | - | Nubyy | Kummf | 50 | 50 | 2.62% | 2.637% | 82.59429 |
| B | AHS | 31.101 | 3.81 | - | BB- | S | - | - | - | - | Njkjt | Egjkn | 95g | 90 | 3.01% | 3.037% | 30.63827 |
| U | YPC | 49.118 | 3.78 | - | AA+ | BB | - | - | - | - | Wpfsx | Jretw | 75k | 70 | 2.82% | 2.837% | 57.61976 |
Tranche Comments
O: Registration: Cvutnc;
U: Registration: Wwuusr;
B: Registration: Qjnbfr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | APQ | 664.000 | 2.00 | Voo | - | EEE | - | - | - | - | Nkkap | Uwldv | 31-33 | 31 | 1.93% | 1.938% | 76.32282 |
| E | RLT | 61.669 | 8.00 | Rh2 | - | NN | - | - | - | - | Uymkp | Oriaq | 30m | 58 | 2.19% | 2.208% | 83.52529 |
Tranche Comments
C: Registration: Krymbu;
E: Registration: Tygblc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | YGJ | 15.195 | 7.49 | Tr2 | LL+ | - | - | - | - | - | Swgih | Pugbi | - | 90 | 2.62% | 2.535% | 268.96570 |
Tranche Comments
I: Registration: Oightt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | CGZ | 679.000 | 6.19 | Pzz | JJJ | - | - | - | - | - | Uzkzr | Ebhni | 52-55 | 52 | 1.58% | 1.589% | 95.86972 |
| E | IOA | 77.341 | 3.87 | Yh2 | OO+ | - | - | - | - | - | Ybvul | Ebxqi | 85w | 85 | 1.91% | 1.919% | 92.44613 |
Tranche Comments
U: Registration: Shoget;
E: Registration: Cksrlh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | QYK | 68.512 | 3.17 | - | YY+ | HH | - | - | - | - | Dzmyp | Mmqrv | - | 105 | 2.55% | 2.164% | 677.48298 |
Tranche Comments
Q: Registration: Lzlbxe;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | IZV | 63.118 | 8.10 | Wy2 | - | JJ | - | - | - | - | Ylcow | Twmll | - | 120 | 2.39% | 2.360% | 985.37894 |
Tranche Comments
G: Registration: Gxmona;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | JPS | 919.000 | 4.95 | - | LLL | TTT | - | - | - | - | Rhnnp | Anoys | 90 | 90 | 2.21% | 2.221% | 44.16560 |
| Y | FZO | 53.972 | 5.17 | - | CC+ | II | - | - | - | - | Bibty | Yfnwz | 115-125 | - | - | - | Retained |
Tranche Comments
W: Registration: Rionld;
Y: Registration: Sjkxkj;
Deal Comments
Zlcnn N vwnwytd evqm $500mm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | VBQ | 81.168 | 3.88 | Hq2 | - | CC | - | - | - | - | - | - | - | - | - | - | Retained |
| P | YVS | 927.000 | 3.29 | Jxx | - | QQQ | - | - | - | - | Spvty | Peakj | 90g | 90 | 2.04% | 2.056% | 93.60800 |
Tranche Comments
P: Registration: Nxgonw;
B: Registration: Mczyks;
Deal Comments
Mbskk G lbkqlsk hxco $500oo