| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | JAN | 891.000 | 1.54 | Hww | - | VVV | - | - | - | - | Xbchhwmv | 1aJ | - | 25 | 1mE+25 | - | 203.00000 |
| L-2 | RRW | 694.000 | 2.32 | Nww | - | LLL | - | - | - | - | Nmqsuppc | 1qN | - | 35 | 1fW+35 | - | 953.00000 |
| X-3 | JSP | 536.800 | 8.10 | Kxx | - | TTT | - | - | - | - | Vvoryisf | 1rQ | - | 59 | 1jK+59 | - | 308.00000 |
| S | EAG | 10.600 | 1.80 | Sq1 | - | S+ | - | - | - | - | Gxmhuinc | 1tR | - | 150 | 1gM+150 | - | 87.75397 |
Tranche Comments
B-1: Registration: Orqcga;
L-2: Registration: Fnfand;
X-3: Registration: Dqxsfs;
S: Registration: Zafizh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | IIK | 171.400 | 4.29 | Zjj | - | ZZZ | - | - | - | - | Eecvfqrr | 1aP | 28-30 | 28 | 1tC+28 | 1kH+28 | 221.00000 |
| E-3 | EMA | 256.600 | 3.74 | Nvv | - | DDD | - | - | - | - | Muodujyy | 1hO | 62-65 | 60 | 1nK+60 | 1xN+60 | 412.00000 |
| R-2 | WPU | 121.000 | 5.95 | Zkk | - | HHH | - | - | - | - | Pqposqht | 1gQ | 40-42 | 38 | 1gP+38 | 1iV+38 | 834.00000 |
| X | TUW | 17.300 | 2.98 | Vp1 | - | W+ | - | - | - | - | Teboaxfv | 1aI | 220 | 150 | 1sE+150 | 1lV+210 | 68.90154 |
Tranche Comments
J-1: Registration: Gmsuhb;
R-2: Registration: Hpmaeu;
E-3: Registration: Jxhzea;
X: Registration: Fcqutq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-3 | HSQ | 690.200 | 6.58 | Vff | - | RRR | - | - | - | - | Vykuajay | 1dX | - | 65 | 1fD+65 | - | 148.00000 |
| J-2 | ISL | 991.000 | 6.49 | Occ | - | UUU | - | - | - | - | Rvmjrxnq | 1sD | - | 50 | 1aS+50 | - | 357.00000 |
| T | KON | 15.200 | 7.25 | Vq1 | - | Z+ | - | - | - | - | Emwycqjp | 1hJ | - | 220 | 1oB+150 | - | 33.74393 |
| C-1 | IBA | 970.200 | 4.32 | Hzz | - | CCC | - | - | - | - | Evzryxiu | 1oR | - | 28 | 1dO+28 | - | 713.00000 |
Tranche Comments
C-1: Registration: Vwfuof;
J-2: Registration: Pxijps;
R-3: Registration: Djyyku;
T: Registration: Kxpcxx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | COZ | 19.200 | 1.40 | Vx1 | - | Z+ | - | - | - | - | Ypuzhweq | 1hI | - | 220 | 1vO+150 | - | 85.70808 |
| R-3 | KRQ | 227.200 | 2.78 | Kpp | - | YYY | - | - | - | - | Ljkdtfjm | 1vG | - | 70 | 1vT+60 | - | 11.59009 |
| L-2 | HVN | 413.000 | 3.00 | Ndd | - | RRR | - | - | - | - | Nbmopmoz | 1dN | - | 45 | 1sR+40 | - | 43.32196 |
| N-1 | KYR | 360.000 | 5.00 | Nbb | - | III | - | - | - | - | Wulobqag | 1uB | - | 26 | 1bQ+26 | - | 671.00000 |
Tranche Comments
N-1: Registration: Fazojv;
L-2: Registration: Qvrzku;
R-3: Registration: Lzxozh;
O: Registration: Dagagl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | ZMU | 701.000 | 3.25 | Oss | - | EEE | - | - | - | - | Akpcxuyn | 1jQ | - | 55 | 1sR+55 | - | 407.00000 |
| N | ZBP | 59.900 | 4.80 | Lm1 | - | S+ | - | - | - | - | Sdbpceon | 1pX | - | 225 | 1tN+150 | - | 70.81090 |
Tranche Comments
B: Registration: Gglvey;
N: Registration: Gmzhtk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | XGS | 335.000 | 4.17 | Fyy | - | MMM | - | - | - | - | Mzwsmlqu | 1hQ | - | 26 | 1hT+20 | - | 83.56322 |
| Q | HOB | 13.000 | 7.72 | Qq1 | - | T+ | - | - | - | - | Ijrbtpij | 1uH | - | 240 | 1aV+150 | - | 42.75849 |
| E-2 | KYO | 270.000 | 5.57 | Cvv | - | GGG | - | - | - | - | Cfruodnc | 1mL | - | 36 | 1lD+30 | - | 25.23915 |
| P-3 | JAV | 891.000 | 6.53 | Yzz | - | PPP | - | - | - | - | Usycjmnp | 1fY | - | 60 | 1tM+50 | - | 66.52725 |
Tranche Comments
P-1: Registration: Qowxgk;
E-2: Registration: Qlpcwj;
P-3: Registration: Naxsaw;
Q: Registration: Vmslae;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | CMQ | 87.000 | 2.48 | Rt1 | - | U+ | - | - | - | - | Zkrzmuts | 1cL | - | 210 | 1vV+150 | - | 55.15721 |
| E | FLJ | 9,989.000 | 3.26 | Iww | - | DDD | - | - | - | - | Yvzwjpxf | 1aK | - | 45 | 1qO+45 | - | 628.00000 |
Tranche Comments
E: Registration: Icwiyc;
R: Registration: Zyhbzi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | REL | 906.000 | 8.00 | Pss | - | FFF | - | - | - | - | Yfvreaev | 1bB | - | 17 | 1oK+15 | - | 47.66686 |
| D | RRM | 84.000 | 7.25 | T1 | - | P+ | - | - | - | - | Qsopmtrk | 1zD | - | 225 | 1hB+180 | - | 43.70317 |
| A-2 | JBT | 876.000 | 6.66 | Tzz | - | III | - | - | - | - | Yrpmotje | 1wE | - | 25 | 1cE+25 | - | 956.00000 |
| K-3 | ZZD | 198.000 | 4.68 | Hll | - | GGG | - | - | - | - | Yphpfrjg | 1cL | - | 55 | 1lE+55 | - | 582.00000 |
Tranche Comments
Z-1: Registration: Mrpowi;
A-2: Registration: Uwrmpn;
K-3: Registration: Kayswh;
D: Registration: Qbjrql;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | JPF | 4,595.800 | 6.30 | Mpp | - | QQQ | - | - | - | - | Wcffeqfc | 1dH | - | 90 | 1yC+90 | - | 168.00000 |
| N | JHO | 16.200 | 94.62 | I1 | - | H+ | - | - | - | - | Pqlktiwv | 1eV | - | 100 | 1kS+100 | - | 17.16398 |
Tranche Comments
U: Registration: 144Y Cusp;
N: Registration: 144U Hgkt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R2 | OOO | 519.000 | 5.76 | Ubb | - | AAA | - | - | - | - | Mkbewxoz | 1nA | - | 30 | V+28 | - | 62.73518 |
| J3 | NPW | 839.000 | 3.41 | Iee | - | PPP | - | - | - | - | Uclskfsb | 1jW | - | 65 | H+65 | - | 193.00000 |
| V | QCV | 58.100 | 9.83 | P1 | - | G+ | - | - | - | - | Puqmxkzd | 1eE | - | 350 | P+180 | - | 11.40753 |
| A1 | SNS | 289.000 | 1.10 | Dyy | - | JJJ | - | - | - | - | Xuyirjiu | 1zX | - | 20 | M+16 | - | 89.31013 |