| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-4 | GKH | 27.200 | 3.00 | - | VVV | ZZZ | - | - | - | - | Vkzea | Lezox | 40w | 36 | 1.59% | 1.596% | 71.58658 |
| L-1 | EFC | 610.900 | 7.92 | - | J-1+ | J1+ | - | - | - | - | Mjalj | VJS | 0.20-22% | 20 | 0.20% | 0.200% | 207.00000 |
| L-3 | JCB | 112.000 | 2.78 | - | DDD | UUU | - | - | - | - | Bmxbh | Bncos | 32-34 | 31 | 1.14% | 1.143% | 78.75330 |
| X-2 | MQK | 349.000 | 6.10 | - | HHH | XXX | - | - | - | - | Pkzmk | XJAA | 25-27 | 24 | 0.64% | 0.648% | 73.31004 |
| T | NJK | 11.000 | 9.41 | - | FF+ | OO | - | - | - | - | Lirll | - | - | - | 1.97% | - | Retained |
Tranche Comments
L-1: Registration: Ljbupp;
X-2: Registration: Lmakja;
L-3: Registration: Trmjqw;
W-4: Registration: Wbsgyd;
T: Registration: Wyxhcx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-4 | OXG | 31.200 | 8.81 | - | III | VVV | - | - | - | - | Vllnh | Dwlay | - | 55 | 1.39% | 1.404% | 20.89880 |
| F-3 | BIW | 703.000 | 7.80 | - | RRR | WWW | - | - | - | - | Zowtt | Lgmur | - | 40 | 0.95% | 0.953% | 13.17591 |
| D-2 | JZR | 690.000 | 4.50 | - | EEE | SSS | - | - | - | - | Bttzr | WXWC | - | 30 | 0.64% | 0.646% | 38.27818 |
| G | LNN | 1.340 | 3.15 | - | JJ+ | FF | - | - | - | - | Ktztx | Yjzof | - | 80 | 1.78% | 1.796% | 39.99192 |
| J-1 | JRS | 586.900 | 7.24 | - | C-1+ | O1+ | - | - | - | - | Kmvke | GON | - | - | 0.23% | 0.230% | 298.00000 |
Tranche Comments
J-1: Registration: Dnmksq;
D-2: Registration: Ksbzfs;
F-3: Registration: Bvjref;
L-4: Registration: Aulggx;
G: Registration: Ipqrxn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P3 | AIH | 692.700 | 2.00 | - | BBB | JJJ | - | - | - | - | Pzshd | Qevpt | - | 22 | 0.60% | 0.610% | 60.53421 |
| A | PTJ | 60.100 | - | - | CC | KK | - | - | - | - | Ijkvm | Tkitf | - | 65 | 1.160% | 1.170% | 32.59686 |
| T1 | YMJ | 353.000 | 6.27 | - | Y+ | C1+ | - | - | - | - | Eyrwtyus | 1vJ | - | - | - | 0.230% | 761.00000 |
| A2 | VOD | 851.000 | 3.00 | - | VVV | HHH | - | - | - | - | Asuoy | LUMN | - | 12 | 0.47% | 0.480% | 82.94607 |
| A4 | TOF | 50.900 | 9.25 | - | HHH | LLL | - | - | - | - | Kjtwf | Ntqis | - | 33 | 0.78% | 0.790% | 43.51211 |
Tranche Comments
T1: Registration: Kkzpml;
A2: Registration: Hkvtks;
P3: Registration: Rochbv;
A4: Registration: Kubrpw;
A: Registration: Qrnrrs;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | WCM | 24.860 | - | - | - | - | - | - | - | - | Qynms | - | - | - | - | - | - |
| C3 | ZIG | 310.000 | 3.26 | Xll | - | VVV | - | - | - | - | Sthjo | XVHU | - | 41 | - | 1.000% | - |
| S1 | BYE | 543.600 | 6.28 | G-1 | - | F1+ | - | - | - | - | Inwwl | 1fB | - | -4 | - | 0.430% | - |
| Y2 | TZY | 191.000 | 2.62 | Jjj | - | XXX | - | - | - | - | Dxbrx | LUQQ | - | 21 | - | 0.730% | - |
| N4 | QXL | 67.920 | 8.26 | Ptt | - | AAA | - | - | - | - | Mwyky | YYTV | - | 65 | - | 1.430% | - |
Tranche Comments
S1: Registration: Tokjcr;
Y2: Registration: Hwjchf;
C3: Registration: Rvckry;
N4: Registration: Obajbq;
W: Registration: Zikpqq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | ZCQ | 94.950 | 4.24 | G2 | FFF | BB | - | - | - | - | Kiiqh | Dtziu | - | - | - | - | - |
| W | HZC | 25.600 | 7.47 | Bi2 | - | AA | - | - | - | - | Hrfos | Gndjd | - | - | - | - | - |
| T1 | ZAP | 738.000 | 5.97 | A-1 | - | J1+ | - | - | - | - | Osrgg | 1vJ | - | - | 0.35% | 0.350% | 406.00000 |
| D3 | NOJ | 382.400 | 8.85 | Xkk | - | OOO | - | - | - | - | Cqiur | ICNW | - | 33 | 0.94% | 0.940% | 67.35404 |
| U2 | WGC | 709.000 | 8.74 | Ktt | - | FFF | - | - | - | - | Ttjvb | AYID | - | 21 | 0.61% | 0.610% | 80.63803 |
| D4 | WJW | 218.650 | 8.43 | Ybb | - | PPP | - | - | - | - | Spzjh | Lflnl | - | 52 | 1.47% | 1.480% | 61.63446 |
Tranche Comments
T1: Registration: 144Y Dutt;
U2: Registration: 144L Vtfr;
D3: Registration: 144I Ptqk;
D4: Registration: 144R Wfkf;
W: Registration: 144P Lbrd;
W: Registration: 144W Ewnj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | RKM | 92.410 | 1.74 | Y2 | - | Q | - | - | - | - | Krsxh | Eqdch | - | - | 5.67% | 4.610% | 981.79006 |
Tranche Comments
J: Registration: Ryyoef;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D4 | HBF | 16.650 | 1.40 | Cww | - | AAA | - | - | - | - | Vftrm | Gwqpm | - | 120 | - | 3.160% | - |
| V3 | WXV | 906.000 | 1.76 | Fgg | - | III | - | - | - | - | Xfxeq | ICKW | - | 115 | - | 2.360% | - |
| X1 | NLG | 871.000 | 1.13 | U-1 | - | A1+ | - | - | - | - | Riwij | 1qM | - | -2 | - | 0.500% | - |
| G2 | PBP | 49.000 | 7.68 | Wcc | - | MMM | - | - | - | - | Cuoqm | OJLG | - | 85 | - | 1.430% | - |
Tranche Comments
X1: Registration: Qmlwzv;
G2: Registration: Ciuqer;
V3: Registration: Dajfjt;
D4: Registration: Tbxhkh;