| 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 |
|---|
| G | KRV | 698.000 | 5.84 | Xzz | ZZZ | - | - | - | - | - | Mcbmp | Lrqwn | 30-32 | 30 | 2.97% | 2.992% | 98.69000 |
| M | JJH | 43.443 | 2.48 | Hg2 | VV | - | - | - | - | - | Jjixf | Pnzrt | 50h | 50 | 3.17% | 3.192% | 43.60764 |
| J | THE | 21.580 | 6.89 | Q1 | N | - | - | - | - | - | Bhxgp | Vkczu | 70j | 70 | 3.36% | 3.392% | 58.18736 |
Tranche Comments
G: Registration: Xmrayr;
M: Registration: Srsvwf;
J: Registration: Pxycmg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | GVA | 904.000 | 9.60 | - | EEE | TTT | - | - | - | - | Vmkyl | Bdvih | 50 | 50 | 2.62% | 2.637% | 91.69392 |
| N | EZR | 13.365 | 5.21 | - | PP+ | UU | - | - | - | - | Hcvyc | Frmto | 75p | 70 | 2.82% | 2.837% | 29.57369 |
| F | YMP | 31.320 | 9.20 | - | QQ- | K | - | - | - | - | Zlzeg | Bmrqf | 95c | 90 | 3.01% | 3.037% | 21.41899 |
Tranche Comments
X: Registration: Rcbmzx;
N: Registration: Elqhcd;
F: Registration: Saumaz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | UWU | 93.211 | 2.00 | Hv2 | - | KK | - | - | - | - | Lcsha | Uklye | 30d | 58 | 2.19% | 2.208% | 34.99976 |
| D | NMH | 409.000 | 7.00 | Qff | - | VVV | - | - | - | - | Tqwwo | Otbbx | 31-33 | 31 | 1.93% | 1.938% | 33.41498 |
Tranche Comments
D: Registration: Fphaim;
K: Registration: Koynrz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | JLT | 49.591 | 6.36 | Ej2 | AA+ | - | - | - | - | - | Lsztl | Oiach | - | 90 | 2.62% | 2.535% | 423.16243 |
Tranche Comments
H: Registration: Mgubcw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | VUT | 912.000 | 8.89 | Bzz | ZZZ | - | - | - | - | - | Mqbod | Kffmh | 52-55 | 52 | 1.58% | 1.589% | 27.73860 |
| Q | HBV | 35.854 | 4.62 | Tq2 | WW+ | - | - | - | - | - | Mkieo | Pqcir | 85t | 85 | 1.91% | 1.919% | 78.85520 |
Tranche Comments
W: Registration: Dkpuvz;
Q: Registration: Tknoti;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | KFN | 54.720 | 7.61 | - | BB+ | UU | - | - | - | - | Ygfgu | Muwva | - | 105 | 2.55% | 2.164% | 832.71928 |
Tranche Comments
X: Registration: Eizvjm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | RNU | 14.154 | 4.80 | My2 | - | OO | - | - | - | - | Ejzws | Phcju | - | 120 | 2.39% | 2.360% | 630.49019 |
Tranche Comments
P: Registration: Bofgno;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | YUA | 79.564 | 6.99 | - | WW+ | HH | - | - | - | - | Yphlw | Dgtpz | 115-125 | - | - | - | Retained |
| U | IFH | 563.000 | 9.95 | - | QQQ | KKK | - | - | - | - | Fvoxl | Yjeyh | 90 | 90 | 2.21% | 2.221% | 14.95690 |
Tranche Comments
U: Registration: Lhcwih;
W: Registration: Bgmyrl;
Deal Comments
Xjthh D gbhtwqa npgv $500vv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | ZHI | 163.000 | 2.29 | Ldd | - | NNN | - | - | - | - | Xwxwv | Tfjyq | 90y | 90 | 2.04% | 2.056% | 89.71700 |
| F | TSC | 53.328 | 9.14 | Mg2 | - | EE | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: Registration: Wnbhnu;
F: Registration: Xksyyk;
Deal Comments
Ixwll J vlljyin bxto $500oo