| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 316.998 | 2.10 | Aaa | - | - | AAA | AAA | 52.95% | - | Floating | 1mL | 120-125 | 120 | 1mL+120 | - | 100.00000 |
| B | USD | 65.136 | 2.10 | Aa2 | - | - | AA | AA | 43.28% | - | Floating | 1mL | 150-160 | 150 | 1mL+150 | - | 100.00000 |
| C | USD | 49.938 | 2.10 | A2 | - | - | A | A- | 35.87% | - | Floating | 1mL | 185-195 | 195 | 1mL+195 | - | 100.00000 |
| D | USD | 54.281 | 2.10 | Baa2 | - | - | BBB (H) | BBB | 27.82% | - | Floating | 1mL | 215a | 215 | 1mL+215 | - | 100.00000 |
| E | USD | 68.610 | 2.10 | NR | - | - | BBB (L) | BBB- | 17.63% | - | Floating | 1mL | 300a | 300 | 1mL+300 | - | 100.00000 |
| F | USD | 85.110 | 2.10 | NR | - | - | NR | BB- | 5.00% | - | Floating | 1mL | 365a | 365 | 1mL+365 | - | 100.00000 |
| G | USD | 33.689 | 2.10 | - | - | - | - | NR | - | - | - | - | - | - | - | - | Retained |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | INZ | 80.100 | 5.20 | Mm2 | - | - | YY (P) | TT+ | 99.10% | - | Tzppqole | 1aF | 135-145 | 135 | 1tF+135 | - | 753.00000 |
| B | GGE | 75.700 | 7.60 | YE | - | - | UU (R) | HH+ | 8.00% | - | Iyzzqkvk | 1gE | 350-360 | 335 | 1qQ+335 | - | 113.00000 |
| F | XXR | 362.800 | 9.70 | Jss | - | - | AAA | UUU | 46.70% | - | Yzvuhuzm | 1nM | 97-100 | 95 | 1lU+95 | - | 893.00000 |
| U | PPO | 17.500 | 7.50 | MV | - | - | PPP (F) | LLL- | 2.20% | - | Sxzvvyix | 1jH | 310-320 | 320 | 1jS+320 | - | 185.00000 |
| S | YUT | 94.700 | 2.10 | H2 | - | - | G (Y) | W | 27.10% | - | Umhahxku | 1pQ | 200-210 | 190 | 1zU+190 | - | 675.00000 |
| G | AYK | 45.810 | 7.40 | Xaa2 | - | - | AAA (W) | YYY+ | 46.70% | - | Nsepkrti | 1uR | 250-260 | 235 | 1xM+235 | - | 761.00000 |
Tranche Comments
F: Registration: 144C/Aqf I;
H: Registration: 144Q/Npb Q;
S: Registration: 144K/Aqv B;
G: Registration: 144E/Gba V;
U: Registration: 144Z/Vbh I;
B: Registration: 144L/Fmr A;
Originator(s)
OOGmffpa Jvpdr Fpad TM
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | LLT | 53.000 | 3.60 | Xo2 | - | - | RR | KK+ | 11.30% | - | Txlcmsnt | 1qZ | 160-170 | 155 | 1aD+135 | - | 18.71010 |
| F | JEP | 36.100 | 4.90 | Jii2 | - | - | YYY (J) | N- | 98.90% | - | Ehrfteqa | 1oZ | 240-250 | 235 | 1yC+215 | - | 97.48390 |
| X | CKV | 252.000 | 8.00 | Wzz | - | - | III | KKK | 75.40% | - | Hkbsqmhf | 1nB | 120-125 | 120 | 1wE+115 | - | 43.78124 |
| O | JOJ | 39.000 | 7.70 | N2 | - | - | D | GG- | 98.40% | - | Hdvcxfbq | 1oI | 200-210 | 200 | 1nH+185 | - | 46.58650 |
| Y | IVV | 89.900 | 8.40 | YR | - | - | QJ | PPP- | 7.00% | - | Ozyqexop | 1aP | 325-350 | 350 | 1wZ+280 | - | 42.90231 |
Tranche Comments
X: Registration: 144V/Pyu M;
W: Registration: 144W/Kcx E;
O: Registration: 144B/Jnv O;
F: Registration: 144G/Kxf J;
Y: Registration: 144Y/Jvh R;