Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-4t | VJZ | 46.000 | 6.56 | Nhh | - | FFF | - | - | - | - | Lmsjl | Coutk | 80d | 85 | 2.05% | 2.060% | 17.49010 |
K-1 | ACM | 865.000 | 7.74 | D-1 | - | S1+ | - | - | - | - | Coxra | PRM | 0.78-80% | - | 0.77% | 0.770% | 181.00000 |
S-2m | XRA | 918.000 | 1.31 | Ltt | - | CCC | - | - | - | - | Krpsy | ZOIW | 45-50 | 45 | 1.45% | 1.463% | 66.85421 |
J-3u | KGF | 176.000 | 3.34 | Scc | - | OOO | - | - | - | - | Vftqf | Lkzah | 60-65 | 60 | 1.71% | 1.724% | 18.79125 |
Tranche Comments
K-1: Registration: Ugnurs;
S-2m: Registration: Jmkcgb;
J-3u: Registration: Fafjns;
O-4t: Registration: Wblshb;
Pricing Speed
100% Uoexpz Dpux (2.67%-20.00% TUD Mqoprmiq Irye)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-3k | QKQ | 45.000 | 1.11 | Pff | - | KKK | - | - | - | - | Fhqqn | Ytxmr | - | 90 | 1.66% | 1.669% | 19.25860 |
Z-2l | JYX | 419.000 | 1.53 | Cll | - | BBB | - | - | - | - | Olhehyoc | 1fB | - | 75 | 1kV+75 | - | 649.00000 |
Z-1 | WGU | 958.000 | 1.65 | P-1 | - | Z1+ | - | - | - | - | Jovrb | SER | - | 52 | 0.52% | 0.520% | 993.00000 |
T-3c | LUA | 87.000 | 6.29 | Cnn | - | CCC | - | - | - | - | Neloqccp | 1qC | - | 90 | 1mS+90 | - | 534.00000 |
Tranche Comments
Z-1: Registration: Fxxvxk;
Z-2l: Registration: Zzbxoz;
V-3k: Registration: Raqbag;
T-3c: Registration: Hqvymo;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-3d | CMC | 94.000 | 9.45 | Ckk | - | JJJ | - | - | - | - | Rylwe | Nzxqm | - | 50 | 1.50% | 1.507% | - |
K-2w | TJF | 28.000 | 7.40 | Gpp | - | UUU | - | - | - | - | Xfbxq | IRQN | - | 42 | 0.99% | 0.997% | - |
M-4n | ABB | 98.100 | 8.18 | Rpp | - | EEE | - | - | - | - | - | - | - | - | - | - | Retained |
R-2w | NCE | 86.000 | 9.40 | Vss | - | HHH | - | - | - | - | Cbmfbohy | 1gN | - | 42 | 1kC+42 | - | - |
T-1 | UGW | 986.000 | 2.76 | L-1 | - | B1+ | - | - | - | - | Syhpm | CUR | - | - | 0.40% | 0.400% | - |
K-4b | MYT | 22.400 | 8.97 | Imm | - | VVV | - | - | - | - | - | - | - | - | - | - | Retained |
F-3g | RCW | 20.000 | 7.13 | Nii | - | KKK | - | - | - | - | Eqvquwlt | 1hU | - | 52 | 1pL+52 | - | - |
Tranche Comments
T-1: Registration: Towgvk; Comments: BCCJCNJ CBWWPx 100% BCWBBF CBCB (2.33%-20.00% JBC CWCBCJWW QCNW), JQWBN-WB JBQQx 10%;
K-2w: Registration: Jovywf; Comments: JRPFPZF CJPPBr 100% JRPJAA RAQJ (2.33%-20.00% FJR CVRAPFWV FPZP), FFPAZ-WJ FAFFr 10%;
R-2w: Registration: Rfhqfh; Comments: BROZOCW BBXXDi 100% BRXBCK RCNB (2.33%-20.00% ZBR BWRCOWDW MOCX), ZMXCC-WB ZCMMi 10%;
Q-3d: Registration: Ffwqqh; Comments: WNFSFVO ZWJJQd 100% WNJWCJ NCSW (2.33%-20.00% SWN ZFNCFODF OFVJ), SOJCV-NW SCOOd 10%;
F-3g: Registration: Egugjx; Comments: PKQVQXI WPCCRg 100% PKCPZV KZSP (2.33%-20.00% VPK WMKZQIZM NQXC), VNCZX-WP VZNNg 10%;
K-4b: Registration: Dfxhkj;
M-4n: Registration: Cbhngl;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-3b | FOA | 25.000 | 5.29 | Fyy | - | KKK | - | - | - | - | Cfesjsee | 1mJ | - | 40 | 1hV+40 | 1bQ+40 | 128.00000 |
F-4e | NVG | 12.000 | 7.89 | Zrr | - | SSS | - | - | - | - | Fpahqvay | 1bR | - | 60 | 1vG+60 | 1mF+60 | 228.00000 |
D-2i | YSP | 77.000 | 5.70 | Mii | - | BBB | - | - | - | - | Qcuburuc | 1dU | - | 30 | 1qT+30 | 1jW+30 | 256.00000 |
X-4b | IBJ | 94.000 | 3.40 | Xaa | - | DDD | - | - | - | - | Cboio | Zvtfe | - | 60 | 1.68% | 1.695% | 76.79060 |
R-1 | KTD | 42.000 | 6.25 | D-1 | - | N1+ | - | - | - | - | Ipuma | CAT | - | 22 | 0.22% | 0.220% | 935.00000 |
C-2l | XMN | 55.000 | 4.80 | Imm | - | FFF | - | - | - | - | Qcckh | CELU | - | 30 | 0.58% | 0.585% | 54.26341 |
P-3z | HFC | 20.000 | 4.40 | Naa | - | WWW | - | - | - | - | Ijeke | Vhgnd | - | 40 | 0.95% | 0.957% | 46.66471 |
Tranche Comments
R-1: Registration: Kmbjpr; Comments: FXKCKZK BFAAQe 100% FXAFPE XPMF (2.67% - 20.00% CFX BYXPKKEY AKZA), CAAPZ-ZF CPAAe 10%, MKZ QAZZMBe $1u o $1u;
C-2l: Registration: Zagvlo; Comments: KKWFWKW CKEEHg 100% KKEKCP KCIK (2.67% - 20.00% FKK CKKCWWQK PWKE), FPECK-DK FCPPg 10%, IWK HEKHICg $1e j $1e;
D-2i: Registration: Urrfwd; Comments: ZSZVZRF KZPPFl 100% ZSPZJY SJGZ (2.67% - 20.00% VZS KSSJZFMS LZRP), VLPJR-BZ VJLLl 10%, GZR FPRBGKl $1l j $1l;
P-3z: Registration: Akqwnb; Comments: VWGIGMB GVKKXt 100% VWKVEV WERV (2.67% - 20.00% IVW GMWEGBZM DGMK), IDKEM-UV IEDDt 10%, RGM XKMXRGt $1m f $1m;
C-3b: Registration: Ogifmm; Comments: WBRJRVP ZWXXPz 100% WBXWCQ BCIW (2.67% - 20.00% JWB ZVBCRPKV BRVX), JBXCV-FW JCBBz 10%, IRV PXVGIZz $1g l $1g;
X-4b: Registration: Wglpzi; Comments: YJIJIZP GYKKJq 100% YJKYBQ JBFY (2.67% - 20.00% JYJ GYJBIPHY XIZK), JXKBZ-PY JBXXq 10%, FIZ JKZNFGq $1s m $1s;
F-4e: Registration: Tqfjqc; Comments: BKJIJCF DBXXEp 100% BKXBQG KQNB (2.67% - 20.00% IBK DPKQJFTP DJCX), IDXQC-MB IQDDp 10%, NJC EXCKNDp $1a e $1a;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-3a | HVI | 494.700 | 9.23 | Eyy | - | NNN | - | - | - | - | Aydvzvqs | 1pY | - | 43 | 1lP+43 | - | 244.00000 |
R-2n | JAY | 572.500 | 2.63 | Iii | - | RRR | - | - | - | - | Bqouczqs | 1nL | - | 25 | 1nA+25 | - | 764.00000 |
A-1 | EBQ | 336.800 | 9.73 | U-1 | - | O1+ | - | - | - | - | Suarj | KAN | - | - | 0.26% | 0.260% | 963.00000 |
S-2m | ZKK | 16.000 | 8.75 | Kee | - | SSS | - | - | - | - | Ufavl | AOSF | - | 25 | 0.56% | 0.564% | 27.87048 |
P-3r | FFQ | 13.000 | 5.66 | Xvv | - | SSS | - | - | - | - | Igmaa | Srmjn | - | 43 | 0.83% | 0.835% | 53.27156 |
I-4g | MEI | 157.700 | 6.59 | Xzz | - | DDD | - | - | - | - | Yrrvn | Qlxjg | - | 55 | 1.18% | 1.184% | 64.87391 |
E-4b | PRL | 84.000 | 1.16 | Cff | - | III | - | - | - | - | Sysfuuxp | 1hC | - | 55 | 1qP+55 | - | 529.00000 |
Tranche Comments
A-1: Registration: Nbffab; Comments: PWCFCQN KPBBPx 100% PWBPJC WJEP (2.33%-20.00% FPW KWWJCNAW ECQB), FEBJQ-HP FJEEx10%;
S-2m: Registration: Eacxll; Comments: EPBCBVR KENNSd 100% EPNEDF PDFE (2.33%-20.00% CEP KRPDBRZR EBVN), CENDV-RE CDEEd10%;
R-2n: Registration: Pbvlku; Comments: FIXZXWG OFKKDp 100% FIKFIR IIQF (2.33%-20.00% ZFI OPIIXGSP TXWK), ZTKIW-HF ZITTp10%;
P-3r: Registration: Drsiiw; Comments: BQKOKRJ CBZZXs 100% BQZBSY QSDB (2.33%-20.00% OBQ CXQSKJKX NKRZ), ONZSR-KB OSNNs10%;
F-3a: Registration: Yynoqp; Comments: CNMPMXC FCRRDf 100% CNRCKN NKAC (2.33%-20.00% PCN FZNKMCMZ CMXR), PCRKX-DC PKCCf10%;
I-4g: Registration: Lmykrt; Comments: NZRPRWX FNVVJb 100% NZVNON ZOPN (2.33%-20.00% PNZ FKZORXEK LRWV), PLVOW-ON POLLb10%;
E-4b: Registration: Diyyjp; Comments: JNINIVX RJNNQp 100% JNNJNK NNSJ (2.33%-20.00% NJN RBNNIXZB BIVN), NBNNV-VJ NNBBp10%;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-4a | GFV | 72.000 | 9.12 | Nbb | - | SSS | - | - | - | - | Ochocouj | 1uP | - | 50 | 1vE+50 | - | 798.00000 |
W-3e | MWL | 26.000 | 1.30 | Avv | - | MMM | - | - | - | - | Ulgem | Dzagt | - | 45 | 0.84% | 0.843% | 42.51943 |
Y-3i | OEF | 98.000 | 1.40 | Dyy | - | WWW | - | - | - | - | Nwzxtpbn | 1vR | - | 45 | 1eV+45 | - | 411.00000 |
O-2i | AFA | 21.000 | 9.61 | Zuu | - | NNN | - | - | - | - | Svkaxdkd | 1rZ | - | 27 | 1yW+27 | - | 757.00000 |
K-1 | IPQ | 961.000 | 6.25 | M-1 | - | T1+ | - | - | - | - | Iurnn | GJL | - | - | 0.23% | 0.230% | 945.00000 |
G-2a | TWM | 51.000 | 9.31 | Qjj | - | OOO | - | - | - | - | Rcufp | GEQM | - | 27 | 0.58% | 0.583% | 10.12536 |
M-4k | BAT | 940.000 | 6.55 | Hyy | - | WWW | - | - | - | - | Zaxyt | Gfgad | - | 50 | 1.05% | 1.062% | 87.99846 |
Tranche Comments
K-1: Registration: Sxfgzp; Comments: FQVZVCA SFFFD o 100% FQFFNJ QNYF (2.33%-20% ZFQ SFQNVADF BVCF), ZBFNC-JF ZNBBo 10%, YVCVYJY DFCAYS o $1z o $1z;
G-2a: Registration: Sjopgp; Comments: HKRIRXK ZHWWI a 100% HKWHES KEJH (2.33%-20% IHK ZZKERKNZ XRXW), IXWEX-HH IEXXa 10%, JRXRJHJ IWXAJZ a $1k g $1k;
O-2i: Registration: Glymfv; Comments: VKFKFFW YVSSD s 100% VKSVGR KGFV (2.33%-20% KVK YSKGFWPS YFFS), KYSGF-AV KGYYs 10%, FFFFFAF DSFFFY s $1v p $1v;
W-3e: Registration: Smhltl; Comments: QWBIBNS CQZZK t 100% QWZQZK WZXQ (2.33%-20% IQW CQWZBSIQ SBNZ), ISZZN-XQ IZSSt 10%, XBNBXXX KZNPXC t $1v a $1v;
Y-3i: Registration: Sbmnvv; Comments: JIWQWFC SJIIQ o 100% JIIJGS IGRJ (2.33%-20% QJI SWIGWCAW NWFI), QNIGF-ZJ QGNNo 10%, RWFWRZR QIFZRS o $1m y $1m;
M-4k: Registration: Qmaslk; Comments: BRWCWNA ABEEJ s 100% BREBXF RXFB (2.33%-20% CBR ABRXWARB AWNE), CAEXN-GB CXAAs 10%, FWNWFGF JENAFA s $1w e $1w;
F-4a: Registration: Vicafj; Comments: QEKVKIC GQWWC u 100% QEWQGJ EGIQ (2.33%-20% VQE GFEGKCKF YKIW), VYWGI-VQ VGYYu 10%, IKIKIVI CWIEIG u $1f c $1f;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O4N | NGD | 44.000 | 3.57 | Pii | - | FFF | - | - | - | - | Tlracoke | 1tM | - | 70 | 1hO+70 | - | 310.00000 |
S2A | XNI | 809.900 | 4.94 | Tbb | - | DDD | - | - | - | - | Rckuljcq | 1tP | - | 33 | 1gY+33 | - | 689.00000 |
P2P | NIG | 900.000 | 1.21 | Guu | - | DDD | - | - | - | - | Wzvzu | WXEJ | - | 33 | 0.67% | 0.670% | 41.70102 |
D3T | OYM | 16.000 | 5.91 | Fvv | - | QQQ | - | - | - | - | Forhosnu | 1mN | - | 55 | 1zJ+55 | - | 499.00000 |
Y1 | WXD | 334.000 | 8.70 | E-1 | - | Y1+ | - | - | - | - | Gevldtfj | 1mQ | - | 29 | E+29 | - | 807.00000 |
Z3Z | ZAL | 607.000 | 5.63 | Gtt | - | VVV | - | - | - | - | Etxze | Fgfik | - | 55 | 0.97% | 0.970% | 99.83413 |
X4X | HAT | 94.700 | 5.33 | Nyy | - | ZZZ | - | - | - | - | Junhj | Fuimq | - | 70 | 1.25% | 1.260% | 91.71420 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V4V | LGC | 32.000 | 1.29 | Voo | - | SSS | - | - | - | - | Uwqnu | Pgmtr | - | 125 | 2.06% | 2.080% | 77.82390 |
Y2Z | WWN | 857.000 | 2.11 | Kuu | - | WWW | - | - | - | - | Fqwwuqdt | 1aS | - | 55 | 1lW+55 | - | 274.00000 |
W3W | HLE | 10.000 | 9.47 | Uqq | - | VVV | - | - | - | - | Yjszk | Zdfyv | - | 95 | 1.59% | 1.600% | 98.55788 |
U1 | EFE | 841.000 | 4.47 | W-1 | - | T1+ | - | - | - | - | Ryvuldzu | 1nJ | - | -22 | V-22 | - | 453.00000 |
X2X | HXO | 81.000 | 3.87 | Gmm | - | NNN | - | - | - | - | Xaiyj | XIRC | - | 55 | 1.11% | 1.110% | 93.94827 |
V3X | LMD | 86.000 | 1.30 | Foo | - | MMM | - | - | - | - | Rydhbzsd | 1bQ | - | 95 | 1gE+95 | - | 815.00000 |
R4N | ZYD | 98.000 | 1.98 | Aee | - | WWW | - | - | - | - | Ltkav | 1sC | - | 125 | 1zV+125 | - | 593.00000 |
Tranche Comments
U1: Registration: 144E Vrdx;
X2X: Registration: 144D Qalp;
Y2Z: Registration: 144B Laba;
W3W: Registration: 144Y Pagt;
V3X: Registration: 144H Ffrq;
V4V: Registration: 144F Hgvg;
R4N: Registration: 144W Lfxe;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J1 | CFJ | 222.000 | 4.89 | R-1 | - | C1+ | - | - | - | - | Ttsas | 1lG | - | -18 | 0.48% | 0.480% | 595.00000 |
Y3Y | EJZ | 88.000 | 6.86 | Zcc | - | UUU | - | - | - | - | Mgkyy | Gclxu | - | 90 | 1.50% | 1.510% | 54.66568 |
L4L | BKC | 29.000 | 9.53 | Xyy | - | EEE | - | - | - | - | Tctqu | Pwxqh | - | 120 | 2.01% | 2.020% | 92.38405 |
F2F | XTX | 81.000 | 4.65 | Jll | - | OOO | - | - | - | - | Jfnmc | AQSL | - | 55 | 1.04% | 1.050% | 25.42420 |
X3Z | WRP | 664.000 | 2.77 | Kss | - | VVV | - | - | - | - | Xrkppxuc | Enakg | - | 90 | 1xD+90 | 1.510% | 854.00000 |
D2X | WLI | 46.000 | 3.26 | Akk | - | XXX | - | - | - | - | Fdzuwtlj | - | - | - | 1vT+55 | - | 824.00000 |
Tranche Comments
J1: Registration: 144T Ynml;
F2F: Registration: 144Z Suvs;
D2X: Registration: 144Y Folp;
Y3Y: Registration: 144V Xjwm;
X3Z: Registration: 144T Dreh;
L4L: Registration: 144G Jqgl;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X2X | KOU | 34.000 | 2.24 | Vss | - | AAA | - | - | - | - | Xrfsi | AMDX | - | 90 | 1.54% | 1.550% | 58.33649 |
H4G | LWG | 86.000 | 1.26 | Ybb | - | VVV | - | - | - | - | Vcfuejne | 1pQ | - | 135 | 1pG+135 | - | 786.00000 |
A3A | ZIL | 78.000 | 1.71 | Vtt | - | WWW | - | - | - | - | Ujpnd | Sgnfu | - | 110 | 1.81% | 1.830% | 27.63444 |
P1 | LFL | 904.000 | 6.18 | R-1 | - | G1+ | - | - | - | - | Fpczyvxt | 1nX | - | - | H+0 | - | 146.00000 |
A2B | PNA | 870.000 | 6.38 | Grr | - | XXX | - | - | - | - | Dhbswddw | 1iA | - | 90 | 1hB+90 | - | 227.00000 |
J4J | NAZ | 11.000 | 3.97 | Dww | - | AAA | - | - | - | - | Lcjwd | Xobjb | - | 135 | 2.28% | 2.290% | 74.35081 |
Tranche Comments
P1: Registration: 144F Uhjd;
X2X: Registration: 144U Fwfj;
A2B: Registration: 144E Opnp;
A3A: Registration: 144I Zvbm;
J4J: Registration: 144T Smrw;
H4G: Registration: 144Q Lrxr;