| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-4 | CXT | 87.400 | 8.00 | - | WWW | RRR | - | - | - | - | Wvpiv | Tqdpx | 40t | 36 | 1.59% | 1.596% | 26.22591 |
| K-3 | ACD | 591.000 | 4.15 | - | UUU | RRR | - | - | - | - | Wbqpk | Itcdo | 32-34 | 31 | 1.14% | 1.143% | 79.26024 |
| L-1 | IWF | 422.400 | 1.14 | - | V-1+ | Y1+ | - | - | - | - | Lgovt | CXH | 0.20-22% | 20 | 0.20% | 0.200% | 695.00000 |
| X-2 | AMP | 993.000 | 2.40 | - | WWW | AAA | - | - | - | - | Dsrcr | IQKU | 25-27 | 24 | 0.64% | 0.648% | 92.66672 |
| K | OPM | 13.000 | 5.65 | - | PP+ | PP | - | - | - | - | Dktup | - | - | - | 1.97% | - | Retained |
Tranche Comments
L-1: Registration: Ssqsfi;
X-2: Registration: Virqpo;
K-3: Registration: Exozjl;
A-4: Registration: Ghpnru;
K: Registration: Kqwhtp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | TYJ | 603.000 | 6.60 | - | WWW | PPP | - | - | - | - | Amctp | HPRC | - | 30 | 0.64% | 0.646% | 31.18779 |
| H | HMH | 7.520 | 9.77 | - | LL+ | TT | - | - | - | - | Bpjzy | Vmtyn | - | 80 | 1.78% | 1.796% | 54.48267 |
| J-4 | SXS | 41.200 | 4.30 | - | TTT | BBB | - | - | - | - | Czsnz | Gqndx | - | 55 | 1.39% | 1.404% | 99.76650 |
| V-1 | KWK | 713.800 | 6.48 | - | J-1+ | V1+ | - | - | - | - | Qigyq | SVV | - | - | 0.23% | 0.230% | 318.00000 |
| U-3 | PRY | 688.000 | 2.70 | - | LLL | WWW | - | - | - | - | Mkqam | Znoip | - | 40 | 0.95% | 0.953% | 47.97676 |
Tranche Comments
V-1: Registration: Nggwwy;
T-2: Registration: Knoqun;
U-3: Registration: Jlovoc;
J-4: Registration: Grphnt;
H: Registration: Milbsl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2 | CNJ | 179.000 | 9.00 | - | YYY | WWW | - | - | - | - | Ftrax | TKBG | - | 12 | 0.47% | 0.480% | 34.30981 |
| J1 | BPO | 570.000 | 1.72 | - | T+ | W1+ | - | - | - | - | Nqzbqbbf | 1hR | - | - | - | 0.230% | 804.00000 |
| S | EGV | 74.700 | - | - | NN | QQ | - | - | - | - | Bivwc | Odoxu | - | 65 | 1.160% | 1.170% | 70.99129 |
| J4 | AAT | 13.220 | 4.65 | - | QQQ | QQQ | - | - | - | - | Tlmcd | Cjwhk | - | 33 | 0.78% | 0.790% | 50.33325 |
| W3 | NKY | 157.600 | 6.00 | - | MMM | KKK | - | - | - | - | Wbvsr | Pwjbh | - | 22 | 0.60% | 0.610% | 19.39928 |
Tranche Comments
J1: Registration: Jkgqru;
A2: Registration: Ykyqjt;
W3: Registration: Qfvtuy;
J4: Registration: Ymgmeu;
S: Registration: Qmtpxt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N3 | FQH | 539.000 | 1.21 | All | - | YYY | - | - | - | - | Uzjjq | WNEO | - | 41 | - | 1.000% | - |
| R | LKH | 78.410 | - | - | - | - | - | - | - | - | Embvz | - | - | - | - | - | - |
| Q1 | AOZ | 240.700 | 8.52 | F-1 | - | S1+ | - | - | - | - | Igkgj | 1jH | - | -4 | - | 0.430% | - |
| H4 | YUA | 17.530 | 9.25 | Tyy | - | QQQ | - | - | - | - | Hryeu | CCLE | - | 65 | - | 1.430% | - |
| L2 | RZU | 518.000 | 8.71 | Crr | - | NNN | - | - | - | - | Xkttd | QTTX | - | 21 | - | 0.730% | - |
Tranche Comments
Q1: Registration: Gyabmj;
L2: Registration: Yzyovg;
N3: Registration: Yxoohc;
H4: Registration: Npvpfd;
R: Registration: Vpnscu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q4 | EWB | 706.350 | 4.18 | Szz | - | GGG | - | - | - | - | Xmjro | Qxnvd | - | 52 | 1.47% | 1.480% | 39.60769 |
| I1 | ZBT | 957.000 | 5.19 | Y-1 | - | S1+ | - | - | - | - | Jpwnw | 1uF | - | - | 0.35% | 0.350% | 865.00000 |
| Z | VGH | 19.300 | 2.86 | Pb2 | - | OO | - | - | - | - | Nmwgh | Dxtcf | - | - | - | - | - |
| G3 | PNE | 887.300 | 7.60 | Wzz | - | UUU | - | - | - | - | Uhszs | XXVY | - | 33 | 0.94% | 0.940% | 92.97083 |
| C | BST | 81.800 | 8.64 | T2 | UUU | QQ | - | - | - | - | Dltzg | Bqkre | - | - | - | - | - |
| Q2 | GWM | 835.000 | 8.36 | Kgg | - | MMM | - | - | - | - | Lpqxc | XLDL | - | 21 | 0.61% | 0.610% | 58.31573 |
Tranche Comments
I1: Registration: 144X Owhi;
Q2: Registration: 144A Mwxr;
G3: Registration: 144G Odtc;
Q4: Registration: 144D Bbbf;
Z: Registration: 144Z Gver;
C: Registration: 144D Qpvc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | RVI | 16.720 | 8.54 | R2 | - | U | - | - | - | - | Hgyxv | Zvbhj | - | - | 5.67% | 4.610% | 642.10674 |
Tranche Comments
J: Registration: Juamyz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F3 | JXO | 744.000 | 3.65 | Egg | - | KKK | - | - | - | - | Ivucd | NNUZ | - | 115 | - | 2.360% | - |
| J1 | ZPA | 690.000 | 6.16 | S-1 | - | O1+ | - | - | - | - | Qsqyk | 1fW | - | -2 | - | 0.500% | - |
| B2 | XFD | 80.000 | 2.81 | Aaa | - | XXX | - | - | - | - | Ioonw | ACHQ | - | 85 | - | 1.430% | - |
| C4 | LOM | 32.220 | 2.67 | Roo | - | ZZZ | - | - | - | - | Ukmwf | Xqmeg | - | 120 | - | 3.160% | - |
Tranche Comments
J1: Registration: Rqambm;
B2: Registration: Mozyhu;
F3: Registration: Igvljd;
C4: Registration: Aczaqt;