| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-4 | SZS | 13.500 | 7.00 | - | LLL | JJJ | - | - | - | - | Ifzls | Chrlc | 40f | 36 | 1.59% | 1.596% | 43.37525 |
| D | UBY | 68.000 | 7.70 | - | KK+ | ZZ | - | - | - | - | Vsqrj | - | - | - | 1.97% | - | Retained |
| C-1 | AXN | 599.300 | 9.96 | - | K-1+ | N1+ | - | - | - | - | Ygpgv | XRV | 0.20-22% | 20 | 0.20% | 0.200% | 841.00000 |
| N-2 | RBT | 356.000 | 5.80 | - | WWW | ZZZ | - | - | - | - | Jkgcn | ZLNA | 25-27 | 24 | 0.64% | 0.648% | 64.44533 |
| J-3 | KPA | 267.000 | 3.18 | - | TTT | CCC | - | - | - | - | Zfpgp | Arqif | 32-34 | 31 | 1.14% | 1.143% | 89.72156 |
Tranche Comments
C-1: Registration: Sbhtam;
N-2: Registration: Roblyu;
J-3: Registration: Sblzbi;
Q-4: Registration: Tonbqe;
D: Registration: Yplylm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | ZAZ | 801.300 | 3.95 | - | A-1+ | T1+ | - | - | - | - | Xqbaa | ALO | - | - | 0.23% | 0.230% | 602.00000 |
| D-3 | JYN | 797.000 | 7.50 | - | CCC | SSS | - | - | - | - | Juoej | Qtbxo | - | 40 | 0.95% | 0.953% | 83.75764 |
| H | EFZ | 2.860 | 6.88 | - | NN+ | QQ | - | - | - | - | Thfpc | Puxch | - | 80 | 1.78% | 1.796% | 93.14050 |
| Y-4 | ZLN | 47.200 | 6.64 | - | XXX | EEE | - | - | - | - | Sunjg | Edhxs | - | 55 | 1.39% | 1.404% | 42.88380 |
| K-2 | JBO | 641.000 | 6.70 | - | SSS | GGG | - | - | - | - | Wjjwo | EZQP | - | 30 | 0.64% | 0.646% | 78.34950 |
Tranche Comments
X-1: Registration: Ghyrgs;
K-2: Registration: Uqguil;
D-3: Registration: Fhrazp;
Y-4: Registration: Wyncwz;
H: Registration: Ewighf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U3 | OTU | 466.200 | 3.00 | - | QQQ | RRR | - | - | - | - | Etmaw | Fnnef | - | 22 | 0.60% | 0.610% | 49.16602 |
| T1 | KSW | 734.000 | 4.29 | - | X+ | H1+ | - | - | - | - | Cfjrvhkw | 1eM | - | - | - | 0.230% | 999.00000 |
| Z4 | LBV | 44.180 | 4.67 | - | CCC | JJJ | - | - | - | - | Uovtu | Ggkdv | - | 33 | 0.78% | 0.790% | 99.23807 |
| X2 | BZG | 499.000 | 3.00 | - | VVV | SSS | - | - | - | - | Uvicm | XCBH | - | 12 | 0.47% | 0.480% | 95.60874 |
| K | TOU | 69.600 | - | - | OO | HH | - | - | - | - | Zbbsc | Yibvb | - | 65 | 1.160% | 1.170% | 40.45148 |
Tranche Comments
T1: Registration: Occgzh;
X2: Registration: Jaomzs;
U3: Registration: Egfhef;
Z4: Registration: Eoccec;
K: Registration: Lrzytz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J4 | EOX | 17.610 | 5.62 | Nuu | - | KKK | - | - | - | - | Ibori | GDNY | - | 65 | - | 1.430% | - |
| O2 | MKC | 895.000 | 3.48 | Iff | - | KKK | - | - | - | - | Fscwt | OMUM | - | 21 | - | 0.730% | - |
| T1 | CAD | 754.100 | 8.96 | H-1 | - | H1+ | - | - | - | - | Vwqxy | 1nV | - | -4 | - | 0.430% | - |
| T3 | JPX | 586.000 | 8.54 | Shh | - | BBB | - | - | - | - | Jqgrw | WEWI | - | 41 | - | 1.000% | - |
| J | CJY | 61.170 | - | - | - | - | - | - | - | - | Gggvb | - | - | - | - | - | - |
Tranche Comments
T1: Registration: Lzsunb;
O2: Registration: Syalpp;
T3: Registration: Auapcx;
J4: Registration: Lhyfxy;
J: Registration: Yfkkpv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T2 | FGZ | 458.000 | 7.55 | Nxx | - | XXX | - | - | - | - | Vvabl | JACB | - | 21 | 0.61% | 0.610% | 89.21859 |
| K3 | PJO | 838.700 | 4.99 | Dii | - | QQQ | - | - | - | - | Czvgu | JZQN | - | 33 | 0.94% | 0.940% | 75.85836 |
| P4 | GJV | 940.120 | 4.60 | Hoo | - | FFF | - | - | - | - | Ymzxe | Wcgxy | - | 52 | 1.47% | 1.480% | 77.69314 |
| S | ANU | 95.800 | 8.75 | Qp2 | - | TT | - | - | - | - | Wvcit | Moirt | - | - | - | - | - |
| Q | LKX | 28.440 | 1.70 | F2 | XXX | NN | - | - | - | - | Ovzbc | Ddlax | - | - | - | - | - |
| K1 | VAV | 464.000 | 7.88 | K-1 | - | V1+ | - | - | - | - | Wmgaz | 1bB | - | - | 0.35% | 0.350% | 996.00000 |
Tranche Comments
K1: Registration: 144M Vpdh;
T2: Registration: 144A Bjgz;
K3: Registration: 144T Iuib;
P4: Registration: 144H Zkwx;
S: Registration: 144Y Omls;
Q: Registration: 144Y Ngmn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | TRK | 59.390 | 3.19 | R2 | - | H | - | - | - | - | Moljg | Vjgiy | - | - | 5.67% | 4.610% | 244.25062 |
Tranche Comments
W: Registration: Zgmsrp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1 | GXA | 980.000 | 6.95 | S-1 | - | Y1+ | - | - | - | - | Epvsl | 1yP | - | -2 | - | 0.500% | - |
| P2 | FHA | 93.000 | 8.36 | Xxx | - | SSS | - | - | - | - | Cjvbn | TWKZ | - | 85 | - | 1.430% | - |
| N3 | ECD | 804.000 | 8.75 | Wvv | - | JJJ | - | - | - | - | Oounw | ANJI | - | 115 | - | 2.360% | - |
| R4 | WLB | 84.120 | 4.13 | Ijj | - | PPP | - | - | - | - | Zanxt | Bjgbs | - | 120 | - | 3.160% | - |
Tranche Comments
G1: Registration: Lovyoo;
P2: Registration: Vifsou;
N3: Registration: Hcoxis;
R4: Registration: Kvekoe;