| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | MTE | 59.100 | 4.80 | Jb1 | - | J+ | - | - | - | - | Qjjsbibu | 1pJ | - | 150 | 1mD+150 | - | 36.60711 |
| X-1 | ENQ | 983.000 | 5.84 | Ayy | - | GGG | - | - | - | - | Nwjczyvr | 1wF | - | 25 | 1qB+25 | - | 772.00000 |
| W-2 | TMF | 552.000 | 4.55 | Gaa | - | ZZZ | - | - | - | - | Jxelxjiu | 1sZ | - | 35 | 1pI+35 | - | 488.00000 |
| H-3 | IHV | 127.400 | 7.70 | Bbb | - | AAA | - | - | - | - | Elryqcco | 1lD | - | 59 | 1fT+59 | - | 256.00000 |
Tranche Comments
X-1: Registration: Wcfmpy;
W-2: Registration: Mjugrr;
H-3: Registration: Inpkga;
B: Registration: Buvkmr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | CEK | 337.000 | 6.62 | Jhh | - | MMM | - | - | - | - | Dvjdxewa | 1uH | 40-42 | 38 | 1lM+38 | 1hS+38 | 935.00000 |
| T-1 | JYI | 319.900 | 8.67 | Sff | - | CCC | - | - | - | - | Kkbfpkmy | 1kS | 28-30 | 28 | 1fB+28 | 1bV+28 | 296.00000 |
| T-3 | GHI | 956.300 | 4.42 | Pvv | - | CCC | - | - | - | - | Iwfwrorp | 1hL | 62-65 | 60 | 1xD+60 | 1uW+60 | 389.00000 |
| C | NTS | 15.400 | 2.90 | Kh1 | - | T+ | - | - | - | - | Qhvydbpc | 1iX | 220 | 150 | 1lH+150 | 1nY+210 | 91.83473 |
Tranche Comments
T-1: Registration: Fjbbvg;
A-2: Registration: Sykypn;
T-3: Registration: Kwkoww;
C: Registration: Eilisk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | NTQ | 56.300 | 3.89 | Xu1 | - | R+ | - | - | - | - | Vdyrkuym | 1yK | - | 220 | 1kS+150 | - | 10.23527 |
| U-2 | IAM | 207.000 | 4.37 | Djj | - | QQQ | - | - | - | - | Nxpwkasd | 1jU | - | 50 | 1vH+50 | - | 870.00000 |
| D-3 | OKU | 632.700 | 8.86 | Qff | - | KKK | - | - | - | - | Geffwrhp | 1tH | - | 65 | 1zP+65 | - | 593.00000 |
| Y-1 | JAZ | 954.500 | 5.10 | Fcc | - | YYY | - | - | - | - | Dmpcwbwy | 1cC | - | 28 | 1fE+28 | - | 305.00000 |
Tranche Comments
Y-1: Registration: Bhyoun;
U-2: Registration: Txflqx;
D-3: Registration: Ybslfy;
Z: Registration: Imxxza;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | VBT | 817.000 | 6.00 | Jii | - | CCC | - | - | - | - | Nswafjmg | 1oY | - | 26 | 1kH+26 | - | 480.00000 |
| U-2 | INJ | 461.000 | 1.00 | Cii | - | GGG | - | - | - | - | Remsuiid | 1sW | - | 45 | 1kD+40 | - | 85.34310 |
| P-3 | OUZ | 217.300 | 6.23 | Mdd | - | EEE | - | - | - | - | Ejvourne | 1wO | - | 70 | 1aQ+60 | - | 56.32559 |
| C | VIL | 64.100 | 5.20 | La1 | - | B+ | - | - | - | - | Zbwwmejl | 1oI | - | 220 | 1gK+150 | - | 87.67768 |
Tranche Comments
D-1: Registration: Qugxth;
U-2: Registration: Biuclo;
P-3: Registration: Zjrfbc;
C: Registration: Cozoni;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | ECL | 219.000 | 5.69 | Lss | - | DDD | - | - | - | - | Blppjdwd | 1sG | - | 55 | 1fL+55 | - | 113.00000 |
| K | KCZ | 71.600 | 1.20 | Sf1 | - | Z+ | - | - | - | - | Gjsqetim | 1rP | - | 225 | 1nV+150 | - | 36.38440 |
Tranche Comments
I: Registration: Pcsbez;
K: Registration: Buvqki;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | QTJ | 198.000 | 9.10 | Tee | - | EEE | - | - | - | - | Nqsvhfqm | 1fQ | - | 26 | 1xW+20 | - | 47.26855 |
| V | FHJ | 64.000 | 1.25 | Zh1 | - | B+ | - | - | - | - | Opviisyi | 1bQ | - | 240 | 1yP+150 | - | 81.73253 |
| P-2 | QUT | 708.000 | 7.12 | Pmm | - | BBB | - | - | - | - | Hpbksrvm | 1vM | - | 36 | 1pK+30 | - | 57.97673 |
| P-3 | MWT | 957.000 | 2.77 | Mff | - | DDD | - | - | - | - | Umjvqvcn | 1gX | - | 60 | 1dD+50 | - | 52.35297 |
Tranche Comments
N-1: Registration: Lmnccv;
P-2: Registration: Dybhrs;
P-3: Registration: Nqnhgr;
V: Registration: Ywryml;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | VKR | 31.000 | 5.88 | Xa1 | - | D+ | - | - | - | - | Svurtpjl | 1eZ | - | 210 | 1vH+150 | - | 17.19690 |
| S | XFR | 6,973.000 | 2.56 | Myy | - | OOO | - | - | - | - | Emvpzkaj | 1tM | - | 45 | 1qU+45 | - | 640.00000 |
Tranche Comments
S: Registration: Lbrhij;
V: Registration: Jgviqz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | WIC | 694.000 | 2.17 | Buu | - | HHH | - | - | - | - | Nmjypihb | 1dK | - | 25 | 1nH+25 | - | 959.00000 |
| M-3 | BIB | 813.000 | 5.68 | Mww | - | VVV | - | - | - | - | Iwvzfyto | 1kO | - | 55 | 1mT+55 | - | 860.00000 |
| V-1 | AEE | 984.000 | 2.00 | Qqq | - | OOO | - | - | - | - | Pkcqlkfg | 1mU | - | 17 | 1qJ+15 | - | 31.93780 |
| H | UIZ | 29.000 | 3.23 | C1 | - | B+ | - | - | - | - | Hkslmssp | 1yS | - | 225 | 1nC+180 | - | 13.10707 |
Tranche Comments
V-1: Registration: Quflju;
V-2: Registration: Arxvrh;
M-3: Registration: Rlooex;
H: Registration: Jfrinp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | HJX | 63.400 | 63.12 | U1 | - | B+ | - | - | - | - | Lxomvepr | 1cJ | - | 100 | 1vA+100 | - | 28.20651 |
| G | NOS | 4,190.100 | 4.30 | Dqq | - | KKK | - | - | - | - | Kprfvzar | 1cE | - | 90 | 1vE+90 | - | 199.00000 |
Tranche Comments
G: Registration: 144L Igrh;
O: Registration: 144P Ncwl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2 | GRO | 684.000 | 1.98 | Snn | - | VVV | - | - | - | - | Xfzukwtw | 1rZ | - | 30 | A+28 | - | 62.58250 |
| J | FKM | 66.900 | 2.77 | J1 | - | A+ | - | - | - | - | Fryvcxkl | 1tU | - | 350 | U+180 | - | 18.84523 |
| K3 | YWH | 432.000 | 7.44 | Kzz | - | JJJ | - | - | - | - | Erkxbsyh | 1uN | - | 65 | U+65 | - | 158.00000 |
| R1 | GSF | 633.000 | 6.10 | Kzz | - | XXX | - | - | - | - | Jrxjydye | 1cT | - | 20 | A+16 | - | 19.10098 |