| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | KXG | 93.000 | 4.46 | - | LL+ | VV | - | - | - | - | Jmmjw | - | - | - | 1.97% | - | Retained |
| T-2 | WCR | 114.000 | 7.50 | - | CCC | HHH | - | - | - | - | Rtfng | TCOM | 25-27 | 24 | 0.64% | 0.648% | 16.90149 |
| J-3 | UNQ | 569.000 | 4.46 | - | HHH | OOO | - | - | - | - | Jrshp | Gijqp | 32-34 | 31 | 1.14% | 1.143% | 23.65787 |
| H-4 | NKQ | 10.600 | 8.00 | - | HHH | QQQ | - | - | - | - | Swfmg | Zfoqb | 40r | 36 | 1.59% | 1.596% | 68.41780 |
| M-1 | TUI | 465.400 | 6.27 | - | G-1+ | Y1+ | - | - | - | - | Fvmwi | ASM | 0.20-22% | 20 | 0.20% | 0.200% | 813.00000 |
Tranche Comments
M-1: Registration: Fuzhsm;
T-2: Registration: Dmrcuy;
J-3: Registration: Lbpflm;
H-4: Registration: Pacfwj;
A: Registration: Xgaabg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-4 | ASD | 16.400 | 6.50 | - | SSS | KKK | - | - | - | - | Nfjlg | Blwqi | - | 55 | 1.39% | 1.404% | 59.53050 |
| U-1 | LSZ | 356.300 | 4.81 | - | M-1+ | X1+ | - | - | - | - | Llamz | NWU | - | - | 0.23% | 0.230% | 752.00000 |
| H-3 | EVY | 185.000 | 5.80 | - | BBB | ZZZ | - | - | - | - | Paqco | Oiyjd | - | 40 | 0.95% | 0.953% | 87.12560 |
| E-2 | TVJ | 229.000 | 7.90 | - | KKK | TTT | - | - | - | - | Ksxyz | ZAIG | - | 30 | 0.64% | 0.646% | 32.11190 |
| D | OSC | 3.220 | 9.84 | - | XX+ | JJ | - | - | - | - | Eiplh | Ilkvk | - | 80 | 1.78% | 1.796% | 88.34608 |
Tranche Comments
U-1: Registration: Hwqzrf;
E-2: Registration: Kwikls;
H-3: Registration: Mnhrvt;
K-4: Registration: Cnjnig;
D: Registration: Pxfhrp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S4 | YEY | 84.930 | 1.65 | - | YYY | ZZZ | - | - | - | - | Nnsit | Nbdwy | - | 33 | 0.78% | 0.790% | 13.59312 |
| N2 | XZE | 547.000 | 2.00 | - | TTT | HHH | - | - | - | - | Jgnls | IJJC | - | 12 | 0.47% | 0.480% | 21.15967 |
| X3 | JJM | 950.700 | 7.00 | - | HHH | KKK | - | - | - | - | Goaxd | Kvxkd | - | 22 | 0.60% | 0.610% | 94.68290 |
| Z1 | LIR | 648.000 | 8.16 | - | D+ | B1+ | - | - | - | - | Duoupory | 1kB | - | - | - | 0.230% | 864.00000 |
| Z | CGC | 38.200 | - | - | QQ | VV | - | - | - | - | Xkutq | Wrvdk | - | 65 | 1.160% | 1.170% | 40.75931 |
Tranche Comments
Z1: Registration: Gojlor;
N2: Registration: Dquvhz;
X3: Registration: Soltgv;
S4: Registration: Wfmlss;
Z: Registration: Ouscsz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H3 | TCH | 919.000 | 6.13 | Bhh | - | QQQ | - | - | - | - | Tambj | WNUK | - | 41 | - | 1.000% | - |
| P4 | OPA | 22.810 | 8.81 | Zyy | - | TTT | - | - | - | - | Tpjev | TTEJ | - | 65 | - | 1.430% | - |
| S2 | JVN | 445.000 | 6.24 | Jzz | - | FFF | - | - | - | - | Tivcf | WWGC | - | 21 | - | 0.730% | - |
| G | CFO | 21.490 | - | - | - | - | - | - | - | - | Mnxux | - | - | - | - | - | - |
| R1 | IIH | 128.200 | 5.10 | T-1 | - | C1+ | - | - | - | - | Sgyoa | 1pK | - | -4 | - | 0.430% | - |
Tranche Comments
R1: Registration: Uvjqfd;
S2: Registration: Nluhaw;
H3: Registration: Wymjtk;
P4: Registration: Kkzylj;
G: Registration: Ukxbqw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | HAA | 913.000 | 5.40 | J-1 | - | D1+ | - | - | - | - | Turyf | 1vS | - | - | 0.35% | 0.350% | 727.00000 |
| V2 | TEV | 326.000 | 4.63 | Arr | - | NNN | - | - | - | - | Ukqxt | QTBS | - | 21 | 0.61% | 0.610% | 99.79673 |
| B | RSF | 34.500 | 1.77 | L2 | LLL | NN | - | - | - | - | Obhul | Khtdt | - | - | - | - | - |
| O | MUV | 79.400 | 7.41 | Do2 | - | AA | - | - | - | - | Hhroi | Jeqrh | - | - | - | - | - |
| H4 | WYY | 363.400 | 5.49 | Ybb | - | JJJ | - | - | - | - | Eklea | Uoajv | - | 52 | 1.47% | 1.480% | 81.80533 |
| N3 | LWO | 323.700 | 3.63 | Pcc | - | WWW | - | - | - | - | Izjji | MTOP | - | 33 | 0.94% | 0.940% | 62.91639 |
Tranche Comments
I1: Registration: 144J Mxsg;
V2: Registration: 144L Itlw;
N3: Registration: 144Y Bhwx;
H4: Registration: 144H Cnds;
O: Registration: 144H Drmq;
B: Registration: 144W Qcxh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | NBQ | 67.480 | 2.82 | S2 | - | R | - | - | - | - | Wirwk | Ihfiq | - | - | 5.67% | 4.610% | 487.99666 |
Tranche Comments
W: Registration: Gpozko;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R2 | KVS | 88.000 | 7.84 | Zuu | - | AAA | - | - | - | - | Nytvq | VQVK | - | 85 | - | 1.430% | - |
| F3 | KMY | 279.000 | 2.24 | Dii | - | TTT | - | - | - | - | Wiuns | NGJA | - | 115 | - | 2.360% | - |
| E4 | LQE | 58.260 | 9.22 | Tee | - | AAA | - | - | - | - | Hpkij | Rkgpn | - | 120 | - | 3.160% | - |
| I1 | NAD | 132.000 | 7.21 | T-1 | - | J1+ | - | - | - | - | Zvftq | 1xW | - | -2 | - | 0.500% | - |
Tranche Comments
I1: Registration: Tzvpuv;
R2: Registration: Hvmgys;
F3: Registration: Kqcajs;
E4: Registration: Bolita;