| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | VVC | 481.000 | 2.71 | Jaa | - | OOO | - | - | - | - | Pbxcuyms | 1uF | - | 35 | 1kO+35 | - | 487.00000 |
| D | KPN | 66.700 | 2.30 | Dp1 | - | B+ | - | - | - | - | Ilpbwqyy | 1xW | - | 150 | 1sY+150 | - | 89.29942 |
| G-3 | EXM | 916.400 | 9.70 | Rbb | - | XXX | - | - | - | - | Pekhjqsr | 1tW | - | 59 | 1gK+59 | - | 886.00000 |
| R-1 | NXC | 750.000 | 8.12 | Euu | - | WWW | - | - | - | - | Vfjleboi | 1gL | - | 25 | 1lC+25 | - | 970.00000 |
Tranche Comments
R-1: Registration: Spkfyq;
U-2: Registration: Txhzig;
G-3: Registration: Gzalgm;
D: Registration: Qafhff;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | JHU | 708.000 | 8.50 | Uuu | - | EEE | - | - | - | - | Jedmxjil | 1qE | 40-42 | 38 | 1tD+38 | 1zJ+38 | 106.00000 |
| E-3 | IAS | 107.100 | 6.17 | Brr | - | JJJ | - | - | - | - | Uxjdeyeq | 1dF | 62-65 | 60 | 1yU+60 | 1fD+60 | 707.00000 |
| U | AQB | 52.300 | 6.46 | Ij1 | - | X+ | - | - | - | - | Rludfqtu | 1zB | 220 | 150 | 1fX+150 | 1uR+210 | 85.15742 |
| Y-1 | HCK | 121.800 | 5.93 | Fcc | - | JJJ | - | - | - | - | Pwvzeoju | 1vS | 28-30 | 28 | 1rY+28 | 1oO+28 | 705.00000 |
Tranche Comments
Y-1: Registration: Fawtvk;
K-2: Registration: Ijbzyr;
E-3: Registration: Ffzsuq;
U: Registration: Dtyopt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2 | MLY | 474.000 | 7.67 | Nww | - | XXX | - | - | - | - | Jszoohjv | 1fP | - | 50 | 1gH+50 | - | 958.00000 |
| B-1 | ZVK | 665.800 | 7.63 | Kmm | - | CCC | - | - | - | - | Pldxzcll | 1aM | - | 28 | 1rP+28 | - | 840.00000 |
| M-3 | CJO | 627.500 | 4.72 | Prr | - | DDD | - | - | - | - | Jkfymqmw | 1tA | - | 65 | 1fP+65 | - | 617.00000 |
| L | UUG | 61.400 | 9.49 | Pt1 | - | W+ | - | - | - | - | Xsxsosxc | 1uG | - | 220 | 1mY+150 | - | 90.95021 |
Tranche Comments
B-1: Registration: Zcsiao;
B-2: Registration: Lmcizy;
M-3: Registration: Vupxsb;
L: Registration: Anopci;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | QQA | 635.000 | 3.00 | Izz | - | BBB | - | - | - | - | Tcuboiox | 1bB | - | 45 | 1oW+40 | - | 43.18979 |
| I-1 | GQW | 272.000 | 9.00 | Zcc | - | VVV | - | - | - | - | Wmioepiq | 1pO | - | 26 | 1pK+26 | - | 506.00000 |
| G-3 | PNF | 310.300 | 1.54 | Vqq | - | MMM | - | - | - | - | Uxmpvbzj | 1kG | - | 70 | 1lM+60 | - | 70.59093 |
| F | IQN | 13.500 | 8.40 | Qt1 | - | H+ | - | - | - | - | Qcaeapvs | 1vK | - | 220 | 1mR+150 | - | 46.74158 |
Tranche Comments
I-1: Registration: Jgqvqh;
X-2: Registration: Cvrfqu;
G-3: Registration: Rymqza;
F: Registration: Icwucy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | JZJ | 497.000 | 7.22 | Wyy | - | RRR | - | - | - | - | Ckubdpuy | 1jU | - | 55 | 1yT+55 | - | 778.00000 |
| K | LUO | 31.800 | 3.52 | Rm1 | - | C+ | - | - | - | - | Vhrfzkfb | 1eL | - | 225 | 1dR+150 | - | 67.49100 |
Tranche Comments
L: Registration: Oayicb;
K: Registration: Tksrxp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | RQE | 43.000 | 1.65 | Ls1 | - | S+ | - | - | - | - | Mescjfqn | 1dT | - | 240 | 1nN+150 | - | 29.70665 |
| N-3 | XFP | 191.000 | 8.66 | Hxx | - | KKK | - | - | - | - | Cdfpbcyu | 1xQ | - | 60 | 1wT+50 | - | 19.56270 |
| J-2 | ZMQ | 360.000 | 4.66 | Wqq | - | SSS | - | - | - | - | Ulroqket | 1iF | - | 36 | 1cZ+30 | - | 67.10596 |
| B-1 | WNO | 654.000 | 2.43 | Kss | - | CCC | - | - | - | - | Lehksube | 1wN | - | 26 | 1fK+20 | - | 63.33416 |
Tranche Comments
B-1: Registration: Agluzx;
J-2: Registration: Ozuipm;
N-3: Registration: Svxgvp;
P: Registration: Rozlfg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | IIJ | 91.000 | 1.97 | La1 | - | U+ | - | - | - | - | Aqsmwtha | 1yU | - | 210 | 1lN+150 | - | 64.61078 |
| I | CYQ | 1,204.000 | 7.27 | Kzz | - | MMM | - | - | - | - | Iqlobsem | 1hZ | - | 45 | 1mZ+45 | - | 476.00000 |
Tranche Comments
I: Registration: Cayiaz;
D: Registration: Dobaij;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-3 | IRV | 424.000 | 5.40 | Lii | - | AAA | - | - | - | - | Pxkzubmm | 1oP | - | 55 | 1sE+55 | - | 640.00000 |
| A | VMC | 84.000 | 2.34 | S1 | - | H+ | - | - | - | - | Blkqwzlr | 1pQ | - | 225 | 1yT+180 | - | 41.59791 |
| R-1 | UIW | 216.000 | 4.00 | Wbb | - | BBB | - | - | - | - | Rihhvlit | 1pO | - | 17 | 1aL+15 | - | 57.90938 |
| E-2 | XPT | 686.000 | 7.97 | Wzz | - | MMM | - | - | - | - | Yuokzjuf | 1dT | - | 25 | 1xE+25 | - | 980.00000 |
Tranche Comments
R-1: Registration: Fpjzcc;
E-2: Registration: Vvcafc;
W-3: Registration: Smzzli;
A: Registration: Dkqpoh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | XVX | 17.700 | 71.29 | C1 | - | I+ | - | - | - | - | Vlooudeh | 1xA | - | 100 | 1hL+100 | - | 34.78491 |
| C | ZKF | 4,903.900 | 1.70 | Lff | - | BBB | - | - | - | - | Nyfdroba | 1hY | - | 90 | 1eN+90 | - | 562.00000 |
Tranche Comments
C: Registration: 144X Oxcg;
O: Registration: 144U Fuhi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | RTB | 84.200 | 8.77 | H1 | - | Y+ | - | - | - | - | Qmjmprji | 1fG | - | 350 | F+180 | - | 50.26560 |
| R2 | KRZ | 666.000 | 4.82 | Jxx | - | UUU | - | - | - | - | Atyobsvt | 1oV | - | 30 | E+28 | - | 44.59688 |
| T3 | ZNV | 841.000 | 7.70 | Gxx | - | FFF | - | - | - | - | Jrdzdzhe | 1mP | - | 65 | W+65 | - | 306.00000 |
| M1 | GTF | 703.000 | 1.80 | Xll | - | UUU | - | - | - | - | Gfkaaxup | 1gB | - | 20 | Z+16 | - | 25.13691 |