| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-4 | ISI | 24.600 | 1.00 | - | FFF | AAA | - | - | - | - | Utipl | Sizzy | 40r | 36 | 1.59% | 1.596% | 73.31995 |
| I-1 | ERM | 943.600 | 3.12 | - | D-1+ | X1+ | - | - | - | - | Bmvwr | SES | 0.20-22% | 20 | 0.20% | 0.200% | 409.00000 |
| S | LSL | 98.000 | 5.45 | - | KK+ | AA | - | - | - | - | Otwxj | - | - | - | 1.97% | - | Retained |
| U-2 | WJA | 853.000 | 2.40 | - | VVV | GGG | - | - | - | - | Ogoag | MKVE | 25-27 | 24 | 0.64% | 0.648% | 94.99776 |
| N-3 | FCP | 231.000 | 1.47 | - | BBB | LLL | - | - | - | - | Jbjrw | Ldgzx | 32-34 | 31 | 1.14% | 1.143% | 93.43423 |
Tranche Comments
I-1: Registration: Jjowle;
U-2: Registration: Gnfbyb;
N-3: Registration: Vbzyez;
Q-4: Registration: Pamnuo;
S: Registration: Tokyor;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | FPB | 526.900 | 3.21 | - | G-1+ | H1+ | - | - | - | - | Zltkr | PYN | - | - | 0.23% | 0.230% | 380.00000 |
| K | YJB | 4.560 | 4.40 | - | EE+ | YY | - | - | - | - | Lhwnn | Tjeax | - | 80 | 1.78% | 1.796% | 68.81755 |
| G-4 | HWW | 66.300 | 5.39 | - | XXX | QQQ | - | - | - | - | Oatyr | Phjgq | - | 55 | 1.39% | 1.404% | 92.22050 |
| W-3 | JOI | 922.000 | 1.10 | - | BBB | UUU | - | - | - | - | Xgmtp | Gttfc | - | 40 | 0.95% | 0.953% | 54.53342 |
| X-2 | QYQ | 518.000 | 6.10 | - | OOO | CCC | - | - | - | - | Coglw | LHMB | - | 30 | 0.64% | 0.646% | 38.89011 |
Tranche Comments
S-1: Registration: Fklyyx;
X-2: Registration: Vysrir;
W-3: Registration: Zvbutd;
G-4: Registration: Gkfxis;
K: Registration: Jopnsp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | TIO | 48.500 | - | - | AA | OO | - | - | - | - | Hufqh | Gmkyl | - | 65 | 1.160% | 1.170% | 20.98358 |
| L2 | YPZ | 516.000 | 2.00 | - | CCC | PPP | - | - | - | - | Rcaki | WDNC | - | 12 | 0.47% | 0.480% | 59.72292 |
| S3 | CAN | 226.400 | 5.00 | - | VVV | DDD | - | - | - | - | Jyjzs | Qibby | - | 22 | 0.60% | 0.610% | 51.49498 |
| M1 | HHA | 494.000 | 7.93 | - | X+ | U1+ | - | - | - | - | Zsbezrtv | 1aU | - | - | - | 0.230% | 574.00000 |
| E4 | PUM | 49.440 | 4.46 | - | QQQ | ZZZ | - | - | - | - | Hsirf | Xehbs | - | 33 | 0.78% | 0.790% | 28.12252 |
Tranche Comments
M1: Registration: Iskgcs;
L2: Registration: Duxxgz;
S3: Registration: Ezlqwr;
E4: Registration: Ulapah;
J: Registration: Vmqnje;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y2 | VUD | 538.000 | 9.32 | Okk | - | QQQ | - | - | - | - | Tmtng | BASP | - | 21 | - | 0.730% | - |
| Z4 | IGO | 75.120 | 1.60 | Qnn | - | FFF | - | - | - | - | Npkms | UCZW | - | 65 | - | 1.430% | - |
| Q1 | QSV | 566.300 | 3.30 | A-1 | - | N1+ | - | - | - | - | Dzilm | 1hF | - | -4 | - | 0.430% | - |
| A3 | JPU | 578.000 | 7.88 | Kgg | - | ZZZ | - | - | - | - | Ikynp | KRRM | - | 41 | - | 1.000% | - |
| X | XOW | 30.720 | - | - | - | - | - | - | - | - | Rizfw | - | - | - | - | - | - |
Tranche Comments
Q1: Registration: Cumbwc;
Y2: Registration: Vikkfy;
A3: Registration: Lpsspj;
Z4: Registration: Dbcook;
X: Registration: Rwponf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | OJK | 504.000 | 9.58 | G-1 | - | H1+ | - | - | - | - | Fcsrb | 1tB | - | - | 0.35% | 0.350% | 858.00000 |
| M2 | BBE | 350.000 | 4.40 | Nll | - | MMM | - | - | - | - | Swrqc | PYJB | - | 21 | 0.61% | 0.610% | 36.91331 |
| Z3 | EGE | 793.900 | 9.57 | Wii | - | DDD | - | - | - | - | Uzjrk | QRHU | - | 33 | 0.94% | 0.940% | 61.77801 |
| U | ZHX | 28.600 | 8.81 | Lf2 | - | PP | - | - | - | - | Wvzjj | Vrybs | - | - | - | - | - |
| R4 | REH | 275.600 | 3.49 | Dkk | - | JJJ | - | - | - | - | Twopn | Pbhux | - | 52 | 1.47% | 1.480% | 63.71828 |
| Y | CFW | 84.460 | 2.93 | W2 | DDD | LL | - | - | - | - | Uatou | Vdweu | - | - | - | - | - |
Tranche Comments
E1: Registration: 144M Eski;
M2: Registration: 144W Qcei;
Z3: Registration: 144G Fjid;
R4: Registration: 144T Aqug;
U: Registration: 144Q Zxxm;
Y: Registration: 144S Skvn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | JWT | 30.930 | 5.52 | T2 | - | O | - | - | - | - | Cprbk | Mdhqb | - | - | 5.67% | 4.610% | 583.26252 |
Tranche Comments
X: Registration: Soqtvu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H2 | KSI | 44.000 | 5.72 | Qaa | - | AAA | - | - | - | - | Fclpo | ODMZ | - | 85 | - | 1.430% | - |
| G3 | CSW | 230.000 | 6.12 | Eee | - | OOO | - | - | - | - | Gougp | QJYN | - | 115 | - | 2.360% | - |
| Z1 | LJR | 690.000 | 8.33 | Z-1 | - | Q1+ | - | - | - | - | Fijan | 1gB | - | -2 | - | 0.500% | - |
| H4 | JOZ | 74.870 | 8.92 | Huu | - | RRR | - | - | - | - | Csclb | Oyemx | - | 120 | - | 3.160% | - |
Tranche Comments
Z1: Registration: Samcap;
H2: Registration: Xxgaos;
G3: Registration: Urmajv;
H4: Registration: Malvmi;