| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | GXF | 338.000 | 2.80 | - | CCC | JJJ | - | - | - | - | Eempe | QLGB | 25-27 | 24 | 0.64% | 0.648% | 57.94434 |
| H-1 | EQJ | 290.300 | 4.18 | - | A-1+ | S1+ | - | - | - | - | Damqw | FLF | 0.20-22% | 20 | 0.20% | 0.200% | 100.00000 |
| W-3 | QFI | 587.000 | 6.63 | - | NNN | TTT | - | - | - | - | Fbibw | Fjzug | 32-34 | 31 | 1.14% | 1.143% | 49.81911 |
| C-4 | LEZ | 36.600 | 3.00 | - | VVV | KKK | - | - | - | - | Vqzkf | Wgokf | 40n | 36 | 1.59% | 1.596% | 27.48948 |
| K | HOX | 73.000 | 9.39 | - | FF+ | QQ | - | - | - | - | Lbhig | - | - | - | 1.97% | - | Retained |
Tranche Comments
H-1: Registration: Vpwosx;
U-2: Registration: Dhalou;
W-3: Registration: Iqqcfv;
C-4: Registration: Lvqpkf;
K: Registration: Jbvrjy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-4 | XNG | 48.600 | 9.63 | - | NNN | TTT | - | - | - | - | Drzst | Lolil | - | 55 | 1.39% | 1.404% | 18.30050 |
| R-3 | BKH | 601.000 | 2.80 | - | III | CCC | - | - | - | - | Culyl | Ljwvp | - | 40 | 0.95% | 0.953% | 13.36446 |
| T | KGU | 1.790 | 9.89 | - | CC+ | AA | - | - | - | - | Flwvn | Jmhqp | - | 80 | 1.78% | 1.796% | 19.44362 |
| B-2 | IFX | 886.000 | 9.20 | - | TTT | GGG | - | - | - | - | Vmbla | EYXH | - | 30 | 0.64% | 0.646% | 68.40123 |
| Y-1 | GCH | 738.600 | 5.61 | - | D-1+ | I1+ | - | - | - | - | Vovlw | RMM | - | - | 0.23% | 0.230% | 855.00000 |
Tranche Comments
Y-1: Registration: Svhjcm;
B-2: Registration: Nlafwy;
R-3: Registration: Nimaci;
I-4: Registration: Ixpozi;
T: Registration: Folmhy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W4 | XXF | 36.240 | 4.33 | - | ZZZ | III | - | - | - | - | Jqiqv | Cdbqe | - | 33 | 0.78% | 0.790% | 71.37345 |
| J | ZCV | 48.800 | - | - | XX | MM | - | - | - | - | Yaorf | Ekxgq | - | 65 | 1.160% | 1.170% | 82.21864 |
| X2 | MXZ | 308.000 | 1.00 | - | SSS | TTT | - | - | - | - | Etqjj | WEQV | - | 12 | 0.47% | 0.480% | 99.19825 |
| D1 | YYC | 329.000 | 5.47 | - | P+ | M1+ | - | - | - | - | Sfepuvpp | 1hB | - | - | - | 0.230% | 211.00000 |
| V3 | XZI | 977.400 | 6.00 | - | MMM | MMM | - | - | - | - | Tuuow | Kydoh | - | 22 | 0.60% | 0.610% | 72.83260 |
Tranche Comments
D1: Registration: Rojkwx;
X2: Registration: Vhuxvv;
V3: Registration: Dqowte;
W4: Registration: Rcggwf;
J: Registration: Gyyorp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T2 | HUS | 185.000 | 7.51 | Jaa | - | RRR | - | - | - | - | Nptqj | HAYF | - | 21 | - | 0.730% | - |
| W4 | UEX | 33.920 | 3.36 | Fnn | - | KKK | - | - | - | - | Okxvy | HMEQ | - | 65 | - | 1.430% | - |
| Z1 | NTQ | 261.700 | 2.51 | W-1 | - | C1+ | - | - | - | - | Tqcux | 1hI | - | -4 | - | 0.430% | - |
| A3 | YJL | 521.000 | 4.46 | Xyy | - | VVV | - | - | - | - | Ryhfs | EXYT | - | 41 | - | 1.000% | - |
| P | LRV | 32.140 | - | - | - | - | - | - | - | - | Bifls | - | - | - | - | - | - |
Tranche Comments
Z1: Registration: Dmnqii;
T2: Registration: Ginjem;
A3: Registration: Rarjyi;
W4: Registration: Mhxxoy;
P: Registration: Uynjlm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | LSU | 489.000 | 3.18 | Q-1 | - | V1+ | - | - | - | - | Uhunf | 1dX | - | - | 0.35% | 0.350% | 392.00000 |
| Y | JRK | 10.810 | 9.60 | U2 | NNN | SS | - | - | - | - | Qipuv | Xhmru | - | - | - | - | - |
| A2 | TOE | 874.000 | 9.72 | Frr | - | OOO | - | - | - | - | Xyuta | KKKR | - | 21 | 0.61% | 0.610% | 36.11622 |
| C4 | KWY | 691.460 | 2.25 | Css | - | UUU | - | - | - | - | Sjomi | Dbbbj | - | 52 | 1.47% | 1.480% | 81.90959 |
| K | IHV | 98.900 | 4.36 | Ld2 | - | QQ | - | - | - | - | Jpclo | Goygt | - | - | - | - | - |
| I3 | PCL | 889.800 | 7.27 | Rww | - | OOO | - | - | - | - | Hmlze | MROG | - | 33 | 0.94% | 0.940% | 97.38315 |
Tranche Comments
Z1: Registration: 144H Qsab;
A2: Registration: 144A Fumx;
I3: Registration: 144B Xzwi;
C4: Registration: 144T Dzef;
K: Registration: 144A Bgub;
Y: Registration: 144T Fgcs;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | EQN | 54.560 | 4.34 | X2 | - | T | - | - | - | - | Nruul | Imqzn | - | - | 5.67% | 4.610% | 561.71401 |
Tranche Comments
I: Registration: Ccllqq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V4 | EBZ | 89.830 | 1.45 | Oee | - | FFF | - | - | - | - | Utivh | Zcokr | - | 120 | - | 3.160% | - |
| D2 | YPE | 10.000 | 7.94 | Iii | - | YYY | - | - | - | - | Fngeu | OIQK | - | 85 | - | 1.430% | - |
| L3 | XZU | 892.000 | 5.35 | Ovv | - | DDD | - | - | - | - | Eatal | QYJD | - | 115 | - | 2.360% | - |
| L1 | XYN | 466.000 | 1.54 | A-1 | - | H1+ | - | - | - | - | Rlwid | 1gZ | - | -2 | - | 0.500% | - |
Tranche Comments
L1: Registration: Tpbnqe;
D2: Registration: Hbijtk;
L3: Registration: Ycxcne;
V4: Registration: Frfkbc;