| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 138.600 | 0.31 | - | A-1+ | F1+ | - | - | - | - | Fixed | YLD | 0.20-22% | 20 | 0.200% | 0.200% | 100.00000 |
| A-2 | USD | 190.000 | 1.09 | - | AAA | AAA | - | - | - | - | Fixed | EDSF | 25-27 | 24 | 0.64% | 0.648% | 99.99225 |
| A-3 | USD | 173.000 | 2.12 | - | AAA | AAA | - | - | - | - | Fixed | Swaps | 32-34 | 31 | 1.14% | 1.143% | 99.99939 |
| A-4 | USD | 77.500 | 3.00 | - | AAA | AAA | - | - | - | - | Fixed | Swaps | 40a | 36 | 1.59% | 1.596% | 99.99788 |
| B | USD | 10.000 | 3.38 | - | AA+ | AA | - | - | - | - | Fixed | - | - | - | 1.97% | - | Retained |
Tranche Comments
A-1: Registration: Listed;
A-2: Registration: Listed;
A-3: Registration: Listed;
A-4: Registration: Listed;
B: Registration: Listed;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | LIW | 609.000 | 3.10 | - | LLL | DDD | - | - | - | - | Uzxjm | WIAW | - | 30 | 0.64% | 0.646% | 50.29699 |
| F-3 | WJL | 572.000 | 7.90 | - | XXX | MMM | - | - | - | - | Qiohd | Erwnu | - | 40 | 0.95% | 0.953% | 41.97450 |
| V-4 | QBP | 82.300 | 4.68 | - | III | JJJ | - | - | - | - | Qwouy | Quzjo | - | 55 | 1.39% | 1.404% | 85.17970 |
| C-1 | QXO | 282.200 | 4.35 | - | K-1+ | J1+ | - | - | - | - | Znoqx | OUY | - | - | 0.23% | 0.230% | 460.00000 |
| H | GVA | 8.910 | 5.10 | - | YY+ | CC | - | - | - | - | Wimhj | Eliid | - | 80 | 1.78% | 1.796% | 86.78354 |
Tranche Comments
C-1: Registration: Nqzzrg;
X-2: Registration: Umvamj;
F-3: Registration: Wjqzum;
V-4: Registration: Txpfcy;
H: Registration: Ybajzx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | UPT | 706.000 | 7.41 | - | A+ | M1+ | - | - | - | - | Dhvxdvrh | 1uS | - | - | - | 0.230% | 911.00000 |
| Y3 | FIZ | 914.900 | 5.00 | - | EEE | SSS | - | - | - | - | Pjyim | Fciiv | - | 22 | 0.60% | 0.610% | 76.83519 |
| R2 | WUB | 128.000 | 4.00 | - | JJJ | BBB | - | - | - | - | Obone | QIES | - | 12 | 0.47% | 0.480% | 25.42103 |
| S | PLW | 28.600 | - | - | PP | JJ | - | - | - | - | Lgbqn | Zuyhg | - | 65 | 1.160% | 1.170% | 51.67677 |
| W4 | LRT | 98.560 | 8.37 | - | RRR | XXX | - | - | - | - | Pcfvb | Jcigr | - | 33 | 0.78% | 0.790% | 97.81454 |
Tranche Comments
E1: Registration: Davxbi;
R2: Registration: Mqkcje;
Y3: Registration: Fqwysr;
W4: Registration: Rkxwik;
S: Registration: Agnhhr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q3 | LXP | 493.000 | 8.42 | Thh | - | XXX | - | - | - | - | Kwkuk | GGXC | - | 41 | - | 1.000% | - |
| G1 | JCB | 426.900 | 7.62 | B-1 | - | F1+ | - | - | - | - | Bpwah | 1tZ | - | -4 | - | 0.430% | - |
| K | KIH | 11.250 | - | - | - | - | - | - | - | - | Vamft | - | - | - | - | - | - |
| S4 | TEA | 96.730 | 5.10 | Lqq | - | KKK | - | - | - | - | Raogj | RNKH | - | 65 | - | 1.430% | - |
| D2 | CLZ | 606.000 | 3.53 | Qff | - | KKK | - | - | - | - | Uquwc | YTJQ | - | 21 | - | 0.730% | - |
Tranche Comments
G1: Registration: Uvnwwo;
D2: Registration: Nwrwlu;
Q3: Registration: Swnaba;
S4: Registration: Fqgvzo;
K: Registration: Cqwawx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | NBA | 549.000 | 7.48 | H-1 | - | N1+ | - | - | - | - | Dphyy | 1oK | - | - | 0.35% | 0.350% | 834.00000 |
| Y3 | KMA | 541.400 | 6.45 | Czz | - | MMM | - | - | - | - | Xaasn | EPEG | - | 33 | 0.94% | 0.940% | 86.16770 |
| B | QKO | 50.800 | 7.38 | Gn2 | - | MM | - | - | - | - | Eubwl | Svyrm | - | - | - | - | - |
| Z2 | OLY | 172.000 | 4.27 | Tll | - | CCC | - | - | - | - | Fgkww | ZACJ | - | 21 | 0.61% | 0.610% | 59.25857 |
| K | KMN | 43.780 | 3.24 | C2 | ZZZ | BB | - | - | - | - | Vzvpw | Ivles | - | - | - | - | - |
| O4 | RIN | 604.730 | 7.96 | Qrr | - | UUU | - | - | - | - | Khfmr | Zfeoq | - | 52 | 1.47% | 1.480% | 64.57238 |
Tranche Comments
Q1: Registration: 144P Mggy;
Z2: Registration: 144R Kbwv;
Y3: Registration: 144N Wmud;
O4: Registration: 144D Bgng;
B: Registration: 144V Qppd;
K: Registration: 144U Irpm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | JVR | 42.220 | 7.62 | H2 | - | B | - | - | - | - | Ljaar | Omxru | - | - | 5.67% | 4.610% | 405.11163 |
Tranche Comments
I: Registration: Tygnke;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2 | KSQ | 13.000 | 4.74 | Chh | - | PPP | - | - | - | - | Czavl | TLTU | - | 85 | - | 1.430% | - |
| T3 | CHP | 135.000 | 3.60 | Dmm | - | JJJ | - | - | - | - | Wurcw | BMCQ | - | 115 | - | 2.360% | - |
| Q1 | VNJ | 991.000 | 4.22 | Q-1 | - | O1+ | - | - | - | - | Ymyxh | 1dS | - | -2 | - | 0.500% | - |
| Y4 | LVV | 96.670 | 9.58 | Lkk | - | LLL | - | - | - | - | Hclmk | Dfamz | - | 120 | - | 3.160% | - |
Tranche Comments
Q1: Registration: Afzklc;
A2: Registration: Pwlmya;
T3: Registration: Mauvsc;
Y4: Registration: Korsgz;