| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | LJF | 25.800 | 8.60 | Xf1 | - | E+ | - | - | - | - | Tzvkxfwj | 1mQ | - | 150 | 1fE+150 | - | 72.96181 |
| E-2 | RPD | 286.000 | 8.18 | Yii | - | BBB | - | - | - | - | Oycqdxht | 1tX | - | 35 | 1cM+35 | - | 627.00000 |
| D-1 | XZC | 100.000 | 8.56 | Enn | - | GGG | - | - | - | - | Cwdwxusp | 1bB | - | 25 | 1fE+25 | - | 610.00000 |
| X-3 | LWF | 800.400 | 5.40 | Dyy | - | EEE | - | - | - | - | Szmmdvkr | 1vO | - | 59 | 1yK+59 | - | 342.00000 |
Tranche Comments
D-1: Registration: Tmiued;
E-2: Registration: Vugcfg;
X-3: Registration: Mclzoi;
F: Registration: Napjec;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | LWS | 254.600 | 9.31 | Srr | - | YYY | - | - | - | - | Uvjekwnz | 1nU | 28-30 | 28 | 1mP+28 | 1iT+28 | 393.00000 |
| C-2 | RJC | 652.000 | 6.59 | Enn | - | BBB | - | - | - | - | Beedxbwj | 1uT | 40-42 | 38 | 1jQ+38 | 1qV+38 | 873.00000 |
| L | GKQ | 69.800 | 8.41 | Ia1 | - | I+ | - | - | - | - | Akbpezad | 1oQ | 220 | 150 | 1lD+150 | 1fZ+210 | 71.73890 |
| D-3 | KLR | 303.500 | 5.53 | Doo | - | DDD | - | - | - | - | Kjcsacot | 1aD | 62-65 | 60 | 1zO+60 | 1vM+60 | 760.00000 |
Tranche Comments
O-1: Registration: Xjyooq;
C-2: Registration: Dkyvso;
D-3: Registration: Zcoxvt;
L: Registration: Zajjhe;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | CHO | 716.700 | 7.23 | Aaa | - | QQQ | - | - | - | - | Lfwkback | 1vX | - | 28 | 1pS+28 | - | 857.00000 |
| U | VBU | 55.800 | 4.80 | Jb1 | - | K+ | - | - | - | - | Yllfjvwn | 1fT | - | 220 | 1fU+150 | - | 37.51054 |
| S-3 | JLI | 559.200 | 4.27 | Uqq | - | MMM | - | - | - | - | Kersoaaw | 1jO | - | 65 | 1xL+65 | - | 743.00000 |
| Z-2 | QQJ | 517.000 | 4.10 | Upp | - | BBB | - | - | - | - | Acwvdjqp | 1iM | - | 50 | 1bX+50 | - | 170.00000 |
Tranche Comments
D-1: Registration: Djsmhg;
Z-2: Registration: Olxwqs;
S-3: Registration: Npvhvs;
U: Registration: Lmssku;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | VHY | 42.900 | 4.60 | Fu1 | - | C+ | - | - | - | - | Jhxoqqpw | 1lG | - | 220 | 1pX+150 | - | 32.29281 |
| P-1 | FZO | 816.000 | 9.00 | Hyy | - | GGG | - | - | - | - | Mxbewppb | 1bJ | - | 26 | 1uL+26 | - | 397.00000 |
| N-2 | AUR | 219.000 | 2.00 | Wee | - | YYY | - | - | - | - | Txseymle | 1oD | - | 45 | 1qO+40 | - | 51.47743 |
| K-3 | TGN | 787.600 | 1.74 | Jll | - | PPP | - | - | - | - | Ekhpklmf | 1jQ | - | 70 | 1sF+60 | - | 61.32843 |
Tranche Comments
P-1: Registration: Anxuqs;
N-2: Registration: Sixafc;
K-3: Registration: Ualgzd;
Y: Registration: Csqshs;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | RKG | 597.000 | 2.70 | Kdd | - | SSS | - | - | - | - | Obedlbkx | 1vQ | - | 55 | 1bY+55 | - | 713.00000 |
| A | XJY | 14.700 | 2.50 | Kl1 | - | N+ | - | - | - | - | Wqdwzduc | 1yX | - | 225 | 1bI+150 | - | 68.69220 |
Tranche Comments
J: Registration: Quzpgh;
A: Registration: Crgcnm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | BHW | 27.000 | 1.19 | Vd1 | - | E+ | - | - | - | - | Jljdmkzw | 1pC | - | 240 | 1eY+150 | - | 99.33281 |
| U-1 | OHE | 616.000 | 4.28 | Ovv | - | GGG | - | - | - | - | Ypcypbhc | 1xG | - | 26 | 1mK+20 | - | 92.42217 |
| J-2 | KNK | 456.000 | 6.46 | Eww | - | QQQ | - | - | - | - | Ljwxksjj | 1lS | - | 36 | 1dG+30 | - | 70.36966 |
| K-3 | JVO | 569.000 | 1.84 | Acc | - | TTT | - | - | - | - | Ncpxhpfu | 1zT | - | 60 | 1aR+50 | - | 29.91128 |
Tranche Comments
U-1: Registration: Oixfcg;
J-2: Registration: Zmnnxn;
K-3: Registration: Srxngd;
E: Registration: Apzlwo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | UZR | 4,194.000 | 9.73 | Nmm | - | DDD | - | - | - | - | Gjqcuxhs | 1cR | - | 45 | 1iH+45 | - | 518.00000 |
| M | OQY | 11.000 | 2.64 | Xu1 | - | T+ | - | - | - | - | Chydkedc | 1mK | - | 210 | 1lA+150 | - | 78.83867 |
Tranche Comments
C: Registration: Guvgbh;
M: Registration: Hwyzgl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-3 | FPM | 931.000 | 2.75 | Ibb | - | III | - | - | - | - | Tdmbwbnt | 1xD | - | 55 | 1kW+55 | - | 914.00000 |
| P-1 | BGM | 993.000 | 2.00 | Wff | - | SSS | - | - | - | - | Ffopthqw | 1hO | - | 17 | 1uX+15 | - | 13.96799 |
| H | NUY | 78.000 | 5.35 | K1 | - | Y+ | - | - | - | - | Ivrkuxja | 1vZ | - | 225 | 1rN+180 | - | 26.80639 |
| P-2 | JQD | 886.000 | 4.66 | Jcc | - | EEE | - | - | - | - | Pssuhlqm | 1uR | - | 25 | 1rI+25 | - | 357.00000 |
Tranche Comments
P-1: Registration: Bkxikl;
P-2: Registration: Oakqpn;
B-3: Registration: Pwijow;
H: Registration: Iplmeo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | IRN | 1,716.600 | 1.10 | Gll | - | HHH | - | - | - | - | Grrshupd | 1qD | - | 90 | 1jU+90 | - | 940.00000 |
| X | QXA | 34.400 | 80.20 | W1 | - | S+ | - | - | - | - | Cvpcxwmr | 1hN | - | 100 | 1iX+100 | - | 69.44210 |
Tranche Comments
A: Registration: 144S Mwab;
X: Registration: 144K Vbho;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | MYI | 715.000 | 6.90 | Fzz | - | OOO | - | - | - | - | Lkmezznb | 1qM | - | 20 | W+16 | - | 20.93151 |
| B | XHH | 42.400 | 4.87 | Q1 | - | G+ | - | - | - | - | Nmyoswch | 1lE | - | 350 | L+180 | - | 45.14181 |
| P3 | YVM | 593.000 | 7.20 | Fbb | - | VVV | - | - | - | - | Refdlplg | 1eK | - | 65 | C+65 | - | 257.00000 |
| U2 | OHX | 318.000 | 3.12 | Mrr | - | RRR | - | - | - | - | Jmssfkcs | 1mR | - | 30 | B+28 | - | 17.21403 |