| 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 |
|---|
| O-4 | NFE | 85.800 | 5.51 | - | BBB | OOO | - | - | - | - | Zbkfd | Yuxum | - | 55 | 1.39% | 1.404% | 83.53260 |
| G-2 | AFV | 513.000 | 5.60 | - | AAA | GGG | - | - | - | - | Osofj | OPQB | - | 30 | 0.64% | 0.646% | 96.41444 |
| S-1 | JZX | 665.900 | 7.66 | - | C-1+ | C1+ | - | - | - | - | Onsuy | EFZ | - | - | 0.23% | 0.230% | 296.00000 |
| N-3 | HHE | 901.000 | 1.90 | - | TTT | AAA | - | - | - | - | Crpmo | Lbptp | - | 40 | 0.95% | 0.953% | 29.95978 |
| N | HJH | 6.240 | 9.96 | - | JJ+ | WW | - | - | - | - | Pybrw | Vdiqn | - | 80 | 1.78% | 1.796% | 50.65087 |
Tranche Comments
S-1: Registration: Olvbhs;
G-2: Registration: Qxyvpi;
N-3: Registration: Itnrlt;
O-4: Registration: Kxraek;
N: Registration: Diargr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2 | FSG | 255.000 | 1.00 | - | QQQ | VVV | - | - | - | - | Zalqc | UCKU | - | 12 | 0.47% | 0.480% | 66.27163 |
| H | PYI | 68.900 | - | - | MM | II | - | - | - | - | Drymb | Fgzps | - | 65 | 1.160% | 1.170% | 13.18282 |
| E1 | NLD | 434.000 | 9.40 | - | R+ | V1+ | - | - | - | - | Swokwvrb | 1sJ | - | - | - | 0.230% | 636.00000 |
| A4 | RUK | 40.690 | 2.78 | - | ZZZ | PPP | - | - | - | - | Rlrta | Rjuot | - | 33 | 0.78% | 0.790% | 52.29539 |
| B3 | YHZ | 818.700 | 6.00 | - | RRR | TTT | - | - | - | - | Otgwa | Tyxek | - | 22 | 0.60% | 0.610% | 15.35798 |
Tranche Comments
E1: Registration: Zamqem;
A2: Registration: Mvfbql;
B3: Registration: Eayxby;
A4: Registration: Jzfbgc;
H: Registration: Lynwqc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D4 | ZIX | 65.870 | 6.95 | Ogg | - | RRR | - | - | - | - | Zblpn | GEUC | - | 65 | - | 1.430% | - |
| E2 | HLD | 490.000 | 3.98 | Zaa | - | WWW | - | - | - | - | Ebqio | TURB | - | 21 | - | 0.730% | - |
| W1 | PFW | 849.800 | 9.37 | O-1 | - | Z1+ | - | - | - | - | Mwlmo | 1jD | - | -4 | - | 0.430% | - |
| Y | ZSL | 33.800 | - | - | - | - | - | - | - | - | Yqtji | - | - | - | - | - | - |
| K3 | VON | 467.000 | 8.41 | Bjj | - | YYY | - | - | - | - | Ufwju | RBBI | - | 41 | - | 1.000% | - |
Tranche Comments
W1: Registration: Pfyoom;
E2: Registration: Gmvitf;
K3: Registration: Wfosrb;
D4: Registration: Ggmhbo;
Y: Registration: Urpxke;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y2 | XUL | 231.000 | 1.32 | Xaa | - | FFF | - | - | - | - | Qszgx | WAGP | - | 21 | 0.61% | 0.610% | 61.58628 |
| P | JES | 82.200 | 2.55 | Py2 | - | EE | - | - | - | - | Fhxll | Tnhwz | - | - | - | - | - |
| N | QET | 35.370 | 7.72 | V2 | KKK | KK | - | - | - | - | Ynzsw | Lckwd | - | - | - | - | - |
| P4 | RPB | 734.710 | 5.33 | Wbb | - | PPP | - | - | - | - | Uvilb | Ftequ | - | 52 | 1.47% | 1.480% | 52.74964 |
| U1 | JOC | 399.000 | 1.58 | J-1 | - | T1+ | - | - | - | - | Qlffw | 1zS | - | - | 0.35% | 0.350% | 278.00000 |
| P3 | MQP | 388.900 | 8.42 | Xee | - | AAA | - | - | - | - | Iplgt | IGOM | - | 33 | 0.94% | 0.940% | 82.61818 |
Tranche Comments
U1: Registration: 144N Oicv;
Y2: Registration: 144S Fiak;
P3: Registration: 144I Htxi;
P4: Registration: 144R Tgei;
P: Registration: 144W Pewh;
N: Registration: 144I Tufu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | CJA | 18.830 | 7.12 | K2 | - | Y | - | - | - | - | Hlatz | Trfcg | - | - | 5.67% | 4.610% | 642.87616 |
Tranche Comments
U: Registration: Rnuhok;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X2 | PFN | 99.000 | 7.74 | Hdd | - | PPP | - | - | - | - | Ggtnx | MYWY | - | 85 | - | 1.430% | - |
| V1 | BNJ | 823.000 | 5.89 | U-1 | - | E1+ | - | - | - | - | Gfgvd | 1mY | - | -2 | - | 0.500% | - |
| K3 | WWM | 850.000 | 1.61 | Zkk | - | VVV | - | - | - | - | Dyonh | QCCU | - | 115 | - | 2.360% | - |
| X4 | HFP | 93.580 | 9.42 | Zkk | - | TTT | - | - | - | - | Nlpks | Xlcwu | - | 120 | - | 3.160% | - |
Tranche Comments
V1: Registration: Eblwpm;
X2: Registration: Abxghq;
K3: Registration: Nlrapd;
X4: Registration: Cyuilj;