| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | ANX | 783.000 | 8.89 | Pnn | - | ZZZ | - | - | - | - | Efpfbinx | 1jF | - | 25 | 1aH+25 | - | 795.00000 |
| M-3 | PSH | 458.200 | 8.50 | Pkk | - | BBB | - | - | - | - | Nbcqrhke | 1yT | - | 59 | 1fH+59 | - | 843.00000 |
| T | LJN | 11.700 | 7.80 | Wn1 | - | T+ | - | - | - | - | Fbcyfept | 1wF | - | 150 | 1yC+150 | - | 85.97476 |
| C-2 | PMU | 131.000 | 1.84 | Sll | - | YYY | - | - | - | - | Dfjwzmaj | 1zH | - | 35 | 1jI+35 | - | 505.00000 |
Tranche Comments
Z-1: Registration: Cwarwo;
C-2: Registration: Xnhabu;
M-3: Registration: Wyutab;
T: Registration: Kbwowq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | RPN | 917.000 | 7.62 | Wcc | - | KKK | - | - | - | - | Mesfazur | 1rD | 40-42 | 38 | 1tN+38 | 1xL+38 | 784.00000 |
| R-1 | YFF | 537.100 | 1.81 | Hnn | - | SSS | - | - | - | - | Drspdqik | 1hU | 28-30 | 28 | 1uX+28 | 1yT+28 | 710.00000 |
| M-3 | JLD | 511.600 | 8.83 | Bxx | - | BBB | - | - | - | - | Tlupkivq | 1iC | 62-65 | 60 | 1jO+60 | 1oU+60 | 399.00000 |
| L | RMD | 68.900 | 4.51 | Tc1 | - | O+ | - | - | - | - | Fxbfdmzi | 1lS | 220 | 150 | 1hO+150 | 1wM+210 | 61.25832 |
Tranche Comments
R-1: Registration: Uikbcu;
S-2: Registration: Yylnom;
M-3: Registration: Zaqitb;
L: Registration: Qjhxzq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | BWH | 26.900 | 5.91 | Ap1 | - | N+ | - | - | - | - | Jlkyerjy | 1yD | - | 220 | 1iM+150 | - | 30.52958 |
| H-2 | EQZ | 489.000 | 2.31 | Eoo | - | PPP | - | - | - | - | Lxovfoky | 1nF | - | 50 | 1sE+50 | - | 763.00000 |
| M-3 | AIU | 711.800 | 4.77 | Soo | - | XXX | - | - | - | - | Rhbyuhoo | 1kQ | - | 65 | 1dQ+65 | - | 325.00000 |
| U-1 | CGR | 217.600 | 6.60 | Dgg | - | PPP | - | - | - | - | Cwlqtqsc | 1dA | - | 28 | 1bQ+28 | - | 709.00000 |
Tranche Comments
U-1: Registration: Rggazu;
H-2: Registration: Czccam;
M-3: Registration: Knqgos;
V: Registration: Nomjbv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | BPB | 80.400 | 1.10 | Hw1 | - | V+ | - | - | - | - | Nesuolcf | 1kQ | - | 220 | 1mK+150 | - | 18.59462 |
| O-1 | KEV | 989.000 | 2.00 | Exx | - | III | - | - | - | - | Lkbmvcxu | 1wX | - | 26 | 1tB+26 | - | 779.00000 |
| P-2 | VJR | 211.000 | 6.00 | Lhh | - | LLL | - | - | - | - | Wsbpqwru | 1jA | - | 45 | 1yN+40 | - | 49.93206 |
| N-3 | GGU | 598.500 | 3.52 | Buu | - | YYY | - | - | - | - | Jqrjhtvk | 1xW | - | 70 | 1rU+60 | - | 31.99864 |
Tranche Comments
O-1: Registration: Ryjsps;
P-2: Registration: Aouzyd;
N-3: Registration: Qlsmht;
R: Registration: Jvwirz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | VWK | 691.000 | 5.45 | Xjj | - | CCC | - | - | - | - | Yscjrhmg | 1sP | - | 55 | 1wW+55 | - | 639.00000 |
| V | LZP | 96.500 | 3.78 | Yl1 | - | G+ | - | - | - | - | Tjoloyyq | 1jZ | - | 225 | 1wK+150 | - | 52.32250 |
Tranche Comments
R: Registration: Ucwkom;
V: Registration: Qppgzq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2 | IVT | 746.000 | 7.63 | Vmm | - | XXX | - | - | - | - | Fdmkdoiz | 1xH | - | 36 | 1fN+30 | - | 60.42129 |
| L | ETV | 21.000 | 6.21 | La1 | - | F+ | - | - | - | - | Efvkayew | 1hW | - | 240 | 1rT+150 | - | 90.22522 |
| M-1 | TQP | 196.000 | 3.24 | Crr | - | WWW | - | - | - | - | Evzvuwjd | 1sZ | - | 26 | 1xQ+20 | - | 24.66458 |
| B-3 | EMT | 882.000 | 4.47 | Sii | - | EEE | - | - | - | - | Ekqrkvwc | 1hR | - | 60 | 1bF+50 | - | 81.49141 |
Tranche Comments
M-1: Registration: Owcoum;
M-2: Registration: Becjoe;
B-3: Registration: Spxopi;
L: Registration: Cowcnj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | TWE | 4,724.000 | 4.23 | Dww | - | YYY | - | - | - | - | Bycyvrlp | 1pW | - | 45 | 1jD+45 | - | 907.00000 |
| V | NIN | 73.000 | 5.15 | Jp1 | - | L+ | - | - | - | - | Dbrhhqdu | 1nF | - | 210 | 1pZ+150 | - | 64.39629 |
Tranche Comments
Z: Registration: Zmqnrj;
V: Registration: Jcuneu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | LAU | 61.000 | 5.11 | Y1 | - | O+ | - | - | - | - | Wqptjtdu | 1wL | - | 225 | 1lM+180 | - | 63.72984 |
| Z-1 | URM | 906.000 | 7.00 | Xvv | - | OOO | - | - | - | - | Xxuzzzxw | 1uI | - | 17 | 1dP+15 | - | 32.91512 |
| I-3 | EUG | 898.000 | 9.46 | Aww | - | KKK | - | - | - | - | Lxxrmlcc | 1eX | - | 55 | 1vY+55 | - | 472.00000 |
| C-2 | EIN | 857.000 | 6.55 | Jww | - | EEE | - | - | - | - | Ijkrtvfc | 1hV | - | 25 | 1zF+25 | - | 128.00000 |
Tranche Comments
Z-1: Registration: Wcrgik;
C-2: Registration: Bwrlkj;
I-3: Registration: Wwnupp;
I: Registration: Pvricg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | KWD | 4,336.400 | 9.80 | Xjj | - | YYY | - | - | - | - | Obwptdjf | 1qR | - | 90 | 1uQ+90 | - | 517.00000 |
| T | LGQ | 30.800 | 74.87 | T1 | - | S+ | - | - | - | - | Seuhymkk | 1bO | - | 100 | 1sY+100 | - | 34.81834 |
Tranche Comments
N: Registration: 144D Dasz;
T: Registration: 144D Chej;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | NPC | 292.000 | 6.10 | Lyy | - | UUU | - | - | - | - | Xqfrydtt | 1jN | - | 20 | O+16 | - | 67.67353 |
| P3 | UER | 294.000 | 1.14 | Gtt | - | VVV | - | - | - | - | Cfshydos | 1tA | - | 65 | F+65 | - | 374.00000 |
| M | CQT | 73.800 | 7.17 | S1 | - | V+ | - | - | - | - | Fjkdwwug | 1wF | - | 350 | D+180 | - | 88.76181 |
| N2 | BAM | 322.000 | 8.49 | Ubb | - | VVV | - | - | - | - | Elqepubo | 1bG | - | 30 | V+28 | - | 12.69738 |