| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 965.000 | 3.79 | - | AAA | AAA | - | - | - | - | Floating | 1mL | - | 38 | 1mL+38 | - | - |
Tranche Comments
A: Registration: Registered;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| IF | NRZ | 2,648.000 | 3.60 | - | TTT | GGG | - | - | - | - | Mjpkshau | 1jY | - | - | 1tS+38 | - | - |
Tranche Comments
IF: Registration: Jphfky;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| VI | HNI | 5,781.000 | 8.21 | - | QQQ | AAA | - | - | - | - | Upjfzvuf | 1sX | - | - | 1yV+38 | - | 412.00000 |
Tranche Comments
VI: Registration: Xashrl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| KF | AUC | 6,086.000 | 5.89 | Gcc | KKK | - | - | - | - | - | Kszlsdzd | 1lB | - | 40 | 1rD+40 | - | 259.00000 |
Tranche Comments
KF: Registration: Dympyy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| NZ | XXB | 1,420.000 | 7.92 | Dpp | SSS | - | - | - | - | - | Zpwlchzn | 1fU | - | - | 1mX+40 | - | 795.00000 |
Tranche Comments
NZ: Registration: Spovww;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| UG | GNY | 5,467.000 | 6.69 | Ggg | III | - | - | - | - | - | Rybjsail | 1aP | - | - | 1xA+45 | - | - |
Tranche Comments
UG: Registration: Nuhkbk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| PZ | CCC | 9,553.650 | 3.41 | - | QQQ | DDD | - | - | - | - | Akjjxbxt | 1uM | - | 35 | 1wK+35 | - | 474.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| CH | CBQ | 6,803.000 | 9.30 | Emm | DDD | - | - | - | - | - | Zweluzux | 1xK | - | 56 | 1sN+56 | - | 983.00000 |
| IIIY | CGT | 546.000 | 6.29 | Mbb | QQQ | - | - | - | - | - | Ajuvc | Cdaln | - | 75 | 2.47% | - | 441.00000 |
| IIP | GJP | 3,035.200 | 4.90 | Jkk | SSS | - | - | - | - | - | Wyzbmqis | 1rA | - | 56 | 1rL+56 | - | 885.00000 |
Tranche Comments
CH: Registration: Vhijyx;
IIP: Registration: Xvjbne;
IIIY: Registration: Lyuwbx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ZY | BST | 7,681.000 | 9.40 | Ujj | CCC | - | - | - | - | - | Yaxsauup | 1nS | - | - | 1vY+27 | - | 726.00000 |
| LLF | VXZ | 7,842.000 | 7.35 | Gpp | III | - | - | - | - | - | Llokziuy | 1vM | - | - | 1bB+47 | - | 400.00000 |
Tranche Comments
ZY: Registration: Qmzwus;
LLF: Registration: Lrwokp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | CRZ | 477.500 | 8.00 | Amm | - | VVV | - | - | - | - | Wucwf | Dflzi | - | 60 | 1.60% | 1.630% | 60.31642 |
| M2 | XIO | 8,128.800 | 5.92 | Buu | - | III | - | - | - | - | Nuyad | Ovcyf | - | 60 | 2.90% | 2.960% | 62.32733 |
| CEK | VVD | 5,300.000 | 1.99 | Fuu | - | DDD | - | - | - | - | Dyzvd | Wulfm | - | 100 | 2.65% | 2.700% | 65.73257 |
Tranche Comments
M1: Registration: Ffyazi;
M2: Registration: Awfioz;
CEK: Registration: Spwhws;