| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | ALG | 970.000 | 3.14 | - | CCC | III | III | - | - | - | Otkyv | Lgajx | 80-85 | 78 | 1.78% | 1.792% | 15.68750 |
| I-2 | VNT | 518.000 | 9.56 | - | CCC | EEE | GGG | - | - | - | Mkritavi | 1jF | 80-85 | 85 | 1oO+85 | - | 334.00000 |
| H | FXP | 84.200 | 5.48 | - | QQQ | NNN | DDD | - | - | - | - | - | - | - | - | - | Retained |
| Y | JGF | 60.000 | 2.36 | - | U | A | C (O) | - | - | - | - | - | - | - | - | - | Retained |
| X | LUU | 42.200 | 3.17 | - | LF | VV | TT | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: Registration: Pxmrar;
I-2: Registration: Eanqed;
Y: Registration: Pqkrki;
H: Registration: Xkwqyv;
X: Registration: Eaumsd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | JHY | 98.000 | 3.00 | - | LC | BB | MM | - | - | - | - | - | - | - | - | - | - |
| D-1 | RWQ | 228.000 | 2.00 | - | DDD | QQQ | WWW | - | - | - | Qihwb | Blxna | - | 62 | 2.25% | 2.269% | 71.53318 |
| C-2 | UIZ | 820.000 | 1.00 | - | ZZZ | JJJ | SSS | - | - | - | Trsakhhg | 1sA | - | 67 | 1cQ+67 | - | 526.00000 |
| D | AYU | 80.000 | 5.00 | - | XXX | HHH | SSS | - | - | - | - | - | - | - | - | - | - |
| D | VTV | 51.000 | 8.00 | - | S | I | J (P) | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
D-1: Registration: Phkixu;
C-2: Registration: Yjnzoy;
D: Registration: Nwciee;
D: Registration: Hrsknk;
H: Registration: Zqzvva;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | FNP | 61.279 | 2.00 | - | XXX | YYY | ZZZ | - | - | - | - | - | - | - | - | - | Retained |
| V | CRT | 53.000 | 7.00 | - | S | W | J | - | - | - | - | - | - | - | - | - | Retained |
| M-2 | JUV | 138.000 | 7.00 | - | XXX | CCC | III | - | - | - | Rphokvce | 1zB | 55q | 54 | 1bP+54 | 1aU+54 | - |
| I-1 | EOO | 636.690 | 3.00 | - | BBB | LLL | WWW | - | - | - | Tllwh | Tqhpy | 55m | 52 | 2.26% | 2.276% | - |
| N | RKB | 42.556 | 6.00 | - | - | OO | BB | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-1: Registration: Iaxbeh;
M-2: Registration: Tknxkp;
V: Registration: Nifvys;
W: Registration: Juhseg;
N: Registration: Bnzupr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | AIQ | 674.000 | 3.00 | - | FFF | LLL | KKK | - | - | - | Hvxjfkec | 1eJ | 45-47 | 45 | 1jJ+45 | 1wJ+45 | - |
Tranche Comments
N-1: Registration: Nwager;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | VQG | 123.000 | 5.92 | - | PPP | QQQ | SSS | - | - | - | Bjovftuk | 1cD | - | 35 | 1vQ+35 | 1pJ+35 | - |
Tranche Comments
C: Registration: Chknae;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | YQG | 2.450 | 6.00 | - | XZ | VV | MM | - | - | - | - | - | - | - | - | - | - |
| R-1 | GNR | 960.000 | 9.00 | - | BBB | HHH | CCC | - | - | - | Nkqfw | Vwyri | - | 63 | 2.17% | 2.182% | 70.26289 |
| G | OOG | 39.000 | 3.00 | - | K | D | V | - | - | - | - | - | - | - | - | - | - |
| U-2 | NZQ | 855.300 | 2.00 | - | TTT | XXX | VVV | - | - | - | Glsqmcqu | 1pY | - | 65 | 1mV+65 | - | 351.00000 |
| T | YHH | 57.410 | 8.00 | - | MMM | III | UUU | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
R-1: Registration: 144U Djxz;
U-2: Registration: 144A Rxom;
G: Registration: 144F Jjhz;
T: Registration: 144G Sxkk;
N: Registration: 144N Ysgu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | UPX | 355.340 | 6.61 | - | EEE | MMM | NNN | - | - | - | Irxqc | Xlbdx | - | 75 | 2.71% | 2.733% | 25.38706 |
| R | OUM | 58.800 | 7.47 | - | F | Y+ | W | - | - | - | - | - | - | - | - | - | - |
| R | YEO | 82.640 | 8.70 | - | - | NN | NN | - | - | - | - | - | - | - | - | - | - |
| I | MCR | 65.190 | 2.79 | - | HHH | DDD | LLL | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
R: Registration: 144P Ymhg;
R: Registration: 144R Pcgz;
I: Registration: 144V Homa;
R: Registration: 144L Xjcc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | QVL | 61.300 | 2.25 | - | - | - | - | - | - | - | Tsopa | - | - | - | - | - | 150.00000 |
| U | IPQ | 26.000 | 1.67 | - | - | - | - | - | - | - | Zmquu | - | - | - | - | - | 543.00000 |
| U2 | EPA | 766.000 | 3.78 | - | PPP | HHH | DDD | - | - | - | Lbhpzjhw | 1uI | - | 48 | 1iY+48 | - | 192.00000 |
| A1 | VYO | 407.000 | 8.47 | - | WWW | JJJ | XXX | - | - | - | Dqaqx | Leyki | - | 48 | 1.45% | 1.460% | 89.13192 |
| N | FYW | 62.970 | 7.38 | - | - | - | - | - | - | - | Jvbss | - | - | - | - | - | 594.00000 |
Tranche Comments
A1: Registration: 144L Veit;
U2: Registration: 144G Nsja;
U: Registration: 144B Jmob;
I: Registration: 144F Ncjt;
N: Registration: 144V Amem;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | IJC | 68.000 | 1.64 | - | - | - | - | - | - | - | Dvfvm | - | - | - | - | - | - |
| F | BAA | 7.510 | 9.78 | - | - | - | - | - | - | - | Ozwsn | - | - | - | - | - | - |
| B | JAC | 75.710 | 7.16 | - | - | - | - | - | - | - | Gpuiq | - | - | - | - | - | - |
| Z1 | HNP | 489.000 | 6.74 | - | AAA | XXX | HHH | - | - | - | Ofbrk | Oiifc | - | 53 | 1.64% | - | 75.37440 |
| N2 | ZCY | 348.000 | 6.20 | - | PPP | LLL | XXX | - | - | - | Rdjvreag | Zxhti | - | - | 1bF+53 | - | 226.00000 |
| D | RCI | 13.690 | 7.40 | - | - | - | - | - | - | - | Lnyug | - | - | - | - | - | - |
Tranche Comments
Z1: Registration: 144N Rjwx;
N2: Registration: 144I Xmij;
D: Registration: 144G Kszh;
D: Registration: 144A Xhoz;
B: Registration: 144D Wpqg;
F: Registration: 144T Lqqt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | ENE | 459.000 | 3.56 | - | SSS | WWW | BBB | - | - | - | Esmwx | - | - | 55 | 1.90% | - | 19.38147 |
| U | PBU | 31.430 | 4.95 | - | SSS | HHH+ | KKK | - | - | - | Hrtss | - | - | - | - | - | - |
| A | MVR | 9.500 | 8.21 | - | - | JJ+ | HHH | - | - | - | Ipyxt | - | - | - | - | - | - |
| L2 | BLJ | 49.000 | 9.36 | - | ZZZ | HHH | JJJ | - | - | - | Qjnke | - | - | - | 1nM+55 | - | 733.00000 |
| S | VPZ | 36.000 | 1.77 | - | G | D+ | T (G) | - | - | - | Elske | - | - | - | - | - | - |
Tranche Comments
L: Registration: 144G Lgns;
L2: Registration: 144Y Zkoa;
S: Registration: 144Q Bfcv;
U: Registration: 144A Uhvc;
A: Registration: 144S Hmwq;