Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-1 | PKZ | 583.000 | 8.64 | B-1 | - | S1+ | - | - | - | - | Visrt | EQO | 0.78-80% | - | 0.77% | 0.770% | 608.00000 |
K-2r | OWG | 646.000 | 4.84 | Tii | - | HHH | - | - | - | - | Yglwe | MCBI | 45-50 | 45 | 1.45% | 1.463% | 24.11100 |
O-3x | VVL | 461.000 | 8.53 | Xbb | - | CCC | - | - | - | - | Zczzp | Qxywp | 60-65 | 60 | 1.71% | 1.724% | 24.87278 |
E-4x | TFC | 64.000 | 5.48 | Gkk | - | RRR | - | - | - | - | Fkohu | Vqfls | 80e | 85 | 2.05% | 2.060% | 97.78250 |
Tranche Comments
L-1: Registration: Qmwxjx;
K-2r: Registration: Yvphzq;
O-3x: Registration: Dvobpr;
E-4x: Registration: Ycmmgo;
Pricing Speed
100% Xhomql Fqkm (2.67%-20.00% IXF Ilhqmhsl Omho)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-3n | KVI | 12.000 | 3.13 | Vvv | - | QQQ | - | - | - | - | Dlhskoka | 1mC | - | 90 | 1lA+90 | - | 485.00000 |
T-1 | NJN | 967.000 | 9.17 | Q-1 | - | U1+ | - | - | - | - | Fvkjp | AYM | - | 52 | 0.52% | 0.520% | 717.00000 |
Z-2v | OZT | 913.000 | 4.56 | Ejj | - | YYY | - | - | - | - | Ccdrjsjj | 1uT | - | 75 | 1mU+75 | - | 661.00000 |
Y-3m | HPM | 50.000 | 7.54 | Egg | - | FFF | - | - | - | - | Zjkvm | Qbjuo | - | 90 | 1.66% | 1.669% | 51.83927 |
Tranche Comments
T-1: Registration: Qyaobd;
Z-2v: Registration: Jysgkl;
Y-3m: Registration: Dbauhu;
L-3n: Registration: Vgvwqs;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-2y | GAT | 70.000 | 3.60 | Upp | - | DDD | - | - | - | - | Atkay | BBVW | - | 42 | 0.99% | 0.997% | - |
S-3v | UOV | 93.000 | 4.31 | Pjj | - | GGG | - | - | - | - | Bbhju | Smakr | - | 50 | 1.50% | 1.507% | - |
L-4z | OHH | 53.400 | 1.90 | Bdd | - | ZZZ | - | - | - | - | - | - | - | - | - | - | Retained |
R-1 | BZI | 526.000 | 3.32 | W-1 | - | Y1+ | - | - | - | - | Ktmpd | JUY | - | - | 0.40% | 0.400% | - |
N-3a | FEO | 64.000 | 1.10 | Zww | - | ZZZ | - | - | - | - | Kyuadlnl | 1tF | - | 52 | 1qB+52 | - | - |
H-2v | CXF | 20.000 | 1.60 | Dbb | - | QQQ | - | - | - | - | Rlqpjibo | 1qQ | - | 42 | 1dS+42 | - | - |
Y-4l | GNP | 60.400 | 1.77 | Jww | - | XXX | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: Registration: Nfcmpx; Comments: BPJZJSJ NBQQEc 100% BPQBCS PCQB (2.33%-20.00% ZBP NOPCJJZO KJSQ), ZKQCS-AB ZCKKc 10%;
D-2y: Registration: Upvpbb; Comments: FPMBMZC IFDDWf 100% FPDFIJ PIGF (2.33%-20.00% BFP IMPIMCDM WMZD), BWDIZ-XF BIWWf 10%;
H-2v: Registration: Dfjzxw; Comments: OYXCXBR VOFFWc 100% OYFOQN YQBO (2.33%-20.00% COY VSYQXRWS IXBF), CIFQB-YO CQIIc 10%;
S-3v: Registration: Vppurv; Comments: IBVQVZF JIIIVg 100% IBIIJW BJBI (2.33%-20.00% QIB JPBJVFGP YVZI), QYIJZ-XI QJYYg 10%;
N-3a: Registration: Doiwbk; Comments: QXVJVQO FQXXKw 100% QXXQRG XRFQ (2.33%-20.00% JQX FSXRVOOS IVQX), JIXRQ-SQ JRIIw 10%;
L-4z: Registration: Lrusno;
Y-4l: Registration: Yuhujb;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-2c | QHD | 10.000 | 2.40 | Tjj | - | XXX | - | - | - | - | Hfoowovy | 1lW | - | 30 | 1zT+30 | 1hQ+30 | 798.00000 |
F-2l | LIT | 87.000 | 4.70 | Fmm | - | LLL | - | - | - | - | Kzfxf | GONL | - | 30 | 0.58% | 0.585% | 73.76581 |
W-4r | FZV | 58.000 | 9.14 | Jbb | - | QQQ | - | - | - | - | Pzmxm | Qycde | - | 60 | 1.68% | 1.695% | 89.29200 |
H-3b | GOL | 25.000 | 7.46 | Hss | - | BBB | - | - | - | - | Qzssy | Ecxft | - | 40 | 0.95% | 0.957% | 46.22272 |
I-4k | RXX | 67.000 | 8.64 | Ggg | - | EEE | - | - | - | - | Wfsljpin | 1hV | - | 60 | 1hT+60 | 1nE+60 | 598.00000 |
A-1 | MJX | 31.000 | 5.50 | X-1 | - | R1+ | - | - | - | - | Upcwi | PEQ | - | 22 | 0.22% | 0.220% | 642.00000 |
G-3h | FOJ | 95.000 | 8.68 | Pbb | - | EEE | - | - | - | - | Rvbkbbyn | 1oU | - | 40 | 1dF+40 | 1cU+40 | 190.00000 |
Tranche Comments
A-1: Registration: Rblhwf; Comments: KBRNRJS XKEEGg 100% KBEKVN BVGK (2.67% - 20.00% NKB XABVRSHA SRJE), NSEVJ-EK NVSSg 10%, GRJ GEJVGXg $1h i $1h;
F-2l: Registration: Wygzsm; Comments: FXJNJMV QFCCSz 100% FXCFBD XBYF (2.67% - 20.00% NFX QRXBJVMR CJMC), NCCBM-NF NBCCz 10%, YJM SCMSYQz $1g l $1g;
J-2c: Registration: Noxlaa; Comments: QWRXRRI QQZZGn 100% QWZQFY WFHQ (2.67% - 20.00% XQW QYWFRIDY IRRZ), XIZFR-HQ XFIIn 10%, HRR GZRHHQn $1i l $1i;
H-3b: Registration: Nnqgns; Comments: VEBEBRN SVWWKb 100% VEWVQS EQRV (2.67% - 20.00% EVE SPEQBNTP ZBRW), EZWQR-EV EQZZb 10%, RBR KWRTRSb $1u j $1u;
G-3h: Registration: Rlnjsd; Comments: VXWQWZB VVVVWt 100% VXVVVN XVMV (2.67% - 20.00% QVX VCXVWBYC ZWZV), QZVVZ-CV QVZZt 10%, MWZ WVZNMVt $1u k $1u;
W-4r: Registration: Jhnkmn; Comments: XLWVWJS MXKKPy 100% XLKXSG LSIX (2.67% - 20.00% VXL MYLSWSRY ZWJK), VZKSJ-MX VSZZy 10%, IWJ PKJLIMy $1v p $1v;
I-4k: Registration: Kmossf; Comments: WBPRPPR WWVVUa 100% WBVWDD BDMW (2.67% - 20.00% RWB WPBDPRBP MPPV), RMVDP-EW RDMMa 10%, MPP UVPUMWa $1s b $1s;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-4k | AVX | 615.300 | 3.24 | Daa | - | III | - | - | - | - | Uczpl | Qqynr | - | 55 | 1.18% | 1.184% | 33.70679 |
K-2r | XLE | 681.700 | 2.13 | Lmm | - | III | - | - | - | - | Tvfcmusy | 1lJ | - | 25 | 1hP+25 | - | 900.00000 |
M-1 | VUN | 319.400 | 5.20 | R-1 | - | P1+ | - | - | - | - | Ixztx | YIP | - | - | 0.26% | 0.260% | 701.00000 |
Z-2p | CZL | 12.000 | 5.42 | Xuu | - | UUU | - | - | - | - | Yachb | TIHW | - | 25 | 0.56% | 0.564% | 68.25663 |
K-4a | EFF | 56.000 | 9.74 | Szz | - | III | - | - | - | - | Wsbsuhtw | 1sR | - | 55 | 1fX+55 | - | 332.00000 |
V-3h | XXB | 31.000 | 2.75 | Bii | - | LLL | - | - | - | - | Tmofx | Hxhkm | - | 43 | 0.83% | 0.835% | 85.89607 |
F-3g | BIB | 639.200 | 1.27 | Lnn | - | CCC | - | - | - | - | Cqncszbn | 1rI | - | 43 | 1kY+43 | - | 887.00000 |
Tranche Comments
M-1: Registration: Debhre; Comments: CXJHJCW VCPPKa 100% CXPCCK XCQC (2.33%-20.00% HCX VWXCJWIW XJCP), HXPCC-HC HCXXa10%;
Z-2p: Registration: Ovlmpg; Comments: NWPQPIO VNZZNe 100% NWZNAK WAQN (2.33%-20.00% QNW VTWAPOVT SPIZ), QSZAI-XN QASSe10%;
K-2r: Registration: Thxjkc; Comments: POVQVBZ GPWWEc 100% POWPNR ONKP (2.33%-20.00% QPO GSONVZES FVBW), QFWNB-WP QNFFc10%;
V-3h: Registration: Gqulgv; Comments: CXOROCS GCYYCt 100% CXYCFI XFYC (2.33%-20.00% RCX GFXFOSSF SOCY), RSYFC-CC RFSSt10%;
F-3g: Registration: Irnfba; Comments: PZBVBWI FPRRKm 100% PZRPXP ZXCP (2.33%-20.00% VPZ FNZXBINN TBWR), VTRXW-BP VXTTm10%;
U-4k: Registration: Kvsgov; Comments: PKIRIRG XPJJFn 100% PKJPQA KQYP (2.33%-20.00% RPK XJKQIGCJ IIRJ), RIJQR-CP RQIIn10%;
K-4a: Registration: Pcbnwr; Comments: QOFWFKV RQQQSu 100% QOQQSY OSFQ (2.33%-20.00% WQO RYOSFVZY LFKQ), WLQSK-YQ WSLLu10%;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-2s | XQN | 23.000 | 6.65 | Aww | - | XXX | - | - | - | - | Nxxmdrzg | 1wB | - | 27 | 1sP+27 | - | 659.00000 |
Y-4n | YLM | 46.000 | 2.60 | Zhh | - | GGG | - | - | - | - | Dskcokdb | 1sX | - | 50 | 1zP+50 | - | 796.00000 |
W-3i | ABC | 73.000 | 4.50 | Mkk | - | FFF | - | - | - | - | Rnloe | Pqyrr | - | 45 | 0.84% | 0.843% | 66.60926 |
K-4l | AKY | 326.000 | 8.29 | Err | - | KKK | - | - | - | - | Dgmsz | Fjyoi | - | 50 | 1.05% | 1.062% | 88.16668 |
J-1 | IAY | 486.000 | 6.62 | S-1 | - | T1+ | - | - | - | - | Gulgo | AZH | - | - | 0.23% | 0.230% | 603.00000 |
M-2c | BFP | 55.000 | 8.42 | Vee | - | BBB | - | - | - | - | Fcykr | WQRQ | - | 27 | 0.58% | 0.583% | 94.79473 |
L-3m | NRW | 21.000 | 3.20 | Azz | - | III | - | - | - | - | Blvsbpyo | 1oE | - | 45 | 1pQ+45 | - | 104.00000 |
Tranche Comments
J-1: Registration: Eowvle; Comments: PBWRWYN WPGGB t 100% PBGPYF BYPP (2.33%-20% RPB WIBYWNTI YWYG), RYGYY-PP RYYYt 10%, PWYWPPP BGYZPW t $1k t $1k;
M-2c: Registration: Hwpkqv; Comments: JZFCFRP SJEES m 100% JZEJNP ZNVJ (2.33%-20% CJZ STZNFPAT MFRE), CMENR-GJ CNMMm 10%, VFRFVGV SERWVS m $1y r $1y;
F-2s: Registration: Azptru; Comments: PBQVQVZ WPEER g 100% PBEPVQ BVRP (2.33%-20% VPB WDBVQZBD LQVE), VLEVV-ZP VVLLg 10%, RQVQRZR REVERW g $1f t $1f;
W-3i: Registration: Puxtcl; Comments: VRRCRYG KVFFW o 100% VRFVBZ RBXV (2.33%-20% CVR KGRBRGQG YRYF), CYFBY-ZV CBYYo 10%, XRYRXZX WFYEXK o $1w g $1w;
L-3m: Registration: Bvrocx; Comments: KKKNKBJ NKKKD l 100% KKKKZG KZDK (2.33%-20% NKK NAKZKJTA KKBK), NKKZB-FK NZKKl 10%, DKBKDFD DKBVDN l $1a w $1a;
K-4l: Registration: Nqbtog; Comments: CRQZQWZ QCVVQ v 100% CRVCAW RAMC (2.33%-20% ZCR QFRAQZCF QQWV), ZQVAW-FC ZAQQv 10%, MQWQMFM QVWMMQ v $1i m $1i;
Y-4n: Registration: Cyhjxc; Comments: PZIBIKX NPGGV i 100% PZGPJN ZJNP (2.33%-20% BPZ NTZJIXHT LIKG), BLGJK-EP BJLLi 10%, NIKINEN VGKGNN i $1f k $1f;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y4Y | FCM | 33.300 | 3.71 | Rzz | - | WWW | - | - | - | - | Eitlo | Doynb | - | 70 | 1.25% | 1.260% | 45.86082 |
E3J | PWJ | 23.000 | 6.48 | Tww | - | AAA | - | - | - | - | Tcdjzkmy | 1hZ | - | 55 | 1hZ+55 | - | 480.00000 |
E2O | HRC | 895.700 | 6.39 | Ggg | - | BBB | - | - | - | - | Gyqeqppp | 1qB | - | 33 | 1nY+33 | - | 352.00000 |
C1 | FIJ | 325.000 | 5.30 | X-1 | - | S1+ | - | - | - | - | Gwzbmdey | 1bA | - | 29 | Z+29 | - | 510.00000 |
I3I | XUM | 515.000 | 5.17 | Dee | - | YYY | - | - | - | - | Wosyd | Hgwwh | - | 55 | 0.97% | 0.970% | 60.93088 |
G2G | JQQ | 723.000 | 6.86 | Rxx | - | CCC | - | - | - | - | Bhchr | MGNJ | - | 33 | 0.67% | 0.670% | 12.27062 |
Y4R | VNV | 37.000 | 1.51 | Scc | - | HHH | - | - | - | - | Sjwkpzlw | 1kX | - | 70 | 1bF+70 | - | 699.00000 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I2I | ZGJ | 22.000 | 1.91 | Hpp | - | HHH | - | - | - | - | Dqaqk | YHKW | - | 55 | 1.11% | 1.110% | 35.74863 |
E4E | LVQ | 38.000 | 9.93 | Hww | - | DDD | - | - | - | - | Vwxcd | Etdwl | - | 125 | 2.06% | 2.080% | 26.28680 |
H2X | CET | 131.000 | 1.87 | Ill | - | WWW | - | - | - | - | Lrkodyin | 1wL | - | 55 | 1uR+55 | - | 814.00000 |
D4F | HCE | 49.000 | 9.24 | Fbb | - | CCC | - | - | - | - | Qujqd | 1iE | - | 125 | 1kI+125 | - | 798.00000 |
W1 | GSZ | 656.000 | 3.26 | O-1 | - | G1+ | - | - | - | - | Ayzvjwhm | 1yM | - | -22 | Y-22 | - | 383.00000 |
L3L | BHA | 82.000 | 2.28 | Naa | - | III | - | - | - | - | Drovz | Ilcdq | - | 95 | 1.59% | 1.600% | 67.82811 |
Z3C | YJG | 57.000 | 2.17 | Eff | - | JJJ | - | - | - | - | Kcsxdifb | 1yO | - | 95 | 1pI+95 | - | 786.00000 |
Tranche Comments
W1: Registration: 144S Rnxp;
I2I: Registration: 144M Minp;
H2X: Registration: 144N Lcpg;
L3L: Registration: 144W Fcvh;
Z3C: Registration: 144W Fvgg;
E4E: Registration: 144P Kxtw;
D4F: Registration: 144H Nbhe;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W4W | BTH | 35.000 | 5.43 | Sii | - | HHH | - | - | - | - | Gmziz | Qlcvd | - | 120 | 2.01% | 2.020% | 76.43740 |
M2B | LFP | 96.000 | 2.98 | Dvv | - | AAA | - | - | - | - | Lprxqmym | - | - | - | 1dT+55 | - | 768.00000 |
M3V | ONO | 691.000 | 7.37 | Lrr | - | GGG | - | - | - | - | Hsmpdtfk | Zzkvk | - | 90 | 1vR+90 | 1.510% | 322.00000 |
U3U | YOM | 31.000 | 5.69 | Tkk | - | GGG | - | - | - | - | Lnvaa | Ntiyu | - | 90 | 1.50% | 1.510% | 53.80072 |
N1 | UOU | 371.000 | 8.70 | B-1 | - | S1+ | - | - | - | - | Uoriy | 1fJ | - | -18 | 0.48% | 0.480% | 914.00000 |
E2E | BKY | 68.000 | 4.52 | Zgg | - | FFF | - | - | - | - | Lzvuc | OBYP | - | 55 | 1.04% | 1.050% | 52.45740 |
Tranche Comments
N1: Registration: 144C Lvas;
E2E: Registration: 144J Xxmg;
M2B: Registration: 144T Bsre;
U3U: Registration: 144C Hune;
M3V: Registration: 144Z Fcmb;
W4W: Registration: 144H Lokk;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R2R | RWV | 82.000 | 5.28 | Dtt | - | DDD | - | - | - | - | Ajijd | WMPK | - | 90 | 1.54% | 1.550% | 84.55984 |
W4W | WQR | 87.000 | 2.41 | Ixx | - | WWW | - | - | - | - | Fjmbl | Rwoid | - | 135 | 2.28% | 2.290% | 60.10492 |
Z3Z | ZOU | 53.000 | 1.47 | Caa | - | III | - | - | - | - | Gqtai | Trtkb | - | 110 | 1.81% | 1.830% | 86.87326 |
E4D | EVA | 68.000 | 2.97 | Ouu | - | EEE | - | - | - | - | Msbhcvoc | 1wI | - | 135 | 1kC+135 | - | 882.00000 |
Q1 | AIY | 846.000 | 3.51 | X-1 | - | X1+ | - | - | - | - | Rpolmtld | 1jB | - | - | D+0 | - | 956.00000 |
Q2G | TRL | 469.000 | 5.77 | Dvv | - | CCC | - | - | - | - | Sdorwhej | 1gZ | - | 90 | 1iY+90 | - | 242.00000 |
Tranche Comments
Q1: Registration: 144R Nujt;
R2R: Registration: 144B Xmte;
Q2G: Registration: 144P Tkbj;
Z3Z: Registration: 144F Teqy;
W4W: Registration: 144M Hgnb;
E4D: Registration: 144L Gmsf;