| 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 |
|---|
| H | NKO | 9.930 | 4.94 | - | BB+ | XX | - | - | - | - | Fowpr | Avlfv | - | 80 | 1.78% | 1.796% | 90.77795 |
| Z-3 | RUS | 301.000 | 9.90 | - | FFF | FFF | - | - | - | - | Svbjp | Kwyjl | - | 40 | 0.95% | 0.953% | 40.19775 |
| L-4 | YHO | 29.100 | 4.44 | - | AAA | III | - | - | - | - | Rnvnc | Mzvzy | - | 55 | 1.39% | 1.404% | 63.23520 |
| M-1 | ISD | 795.300 | 5.42 | - | Q-1+ | U1+ | - | - | - | - | Svmqk | XQI | - | - | 0.23% | 0.230% | 517.00000 |
| G-2 | FRT | 285.000 | 6.30 | - | HHH | FFF | - | - | - | - | Azsfi | ATJG | - | 30 | 0.64% | 0.646% | 71.75854 |
Tranche Comments
M-1: Registration: Tmvkru;
G-2: Registration: Epyffz;
Z-3: Registration: Mipqpd;
L-4: Registration: Xglfyw;
H: Registration: Dunwcn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F2 | HSY | 720.000 | 9.00 | - | YYY | OOO | - | - | - | - | Pgjqx | JHYD | - | 12 | 0.47% | 0.480% | 87.29800 |
| Y | MTX | 90.100 | - | - | KK | ZZ | - | - | - | - | Exfsx | Yvwhf | - | 65 | 1.160% | 1.170% | 79.36108 |
| R4 | NVW | 75.980 | 7.79 | - | PPP | CCC | - | - | - | - | Hinky | Yenkv | - | 33 | 0.78% | 0.790% | 43.82463 |
| X1 | GRC | 432.000 | 6.31 | - | Y+ | U1+ | - | - | - | - | Hfzwwyry | 1bO | - | - | - | 0.230% | 641.00000 |
| C3 | LJL | 349.300 | 4.00 | - | YYY | VVV | - | - | - | - | Yznhl | Ciziu | - | 22 | 0.60% | 0.610% | 61.16848 |
Tranche Comments
X1: Registration: Epivyd;
F2: Registration: Muuogm;
C3: Registration: Yayycz;
R4: Registration: Rbzzkx;
Y: Registration: Gyqler;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A4 | AFH | 74.810 | 6.69 | Nzz | - | UUU | - | - | - | - | Cwpmk | QNSE | - | 65 | - | 1.430% | - |
| I3 | GEH | 805.000 | 3.64 | Gdd | - | HHH | - | - | - | - | Sjupp | QKZJ | - | 41 | - | 1.000% | - |
| M2 | ILM | 277.000 | 8.86 | Ioo | - | LLL | - | - | - | - | Byyge | TPZD | - | 21 | - | 0.730% | - |
| K1 | KMU | 466.600 | 3.37 | C-1 | - | E1+ | - | - | - | - | Vpjbw | 1zH | - | -4 | - | 0.430% | - |
| U | FBR | 72.770 | - | - | - | - | - | - | - | - | Vjaqo | - | - | - | - | - | - |
Tranche Comments
K1: Registration: Tyjcst;
M2: Registration: Flqnku;
I3: Registration: Filmni;
A4: Registration: Lfjjlk;
U: Registration: Cvxkyw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | MCY | 727.000 | 3.20 | J-1 | - | X1+ | - | - | - | - | Rsztt | 1kC | - | - | 0.35% | 0.350% | 366.00000 |
| O3 | BKT | 713.600 | 6.85 | Vcc | - | OOO | - | - | - | - | Bpvei | HXQC | - | 33 | 0.94% | 0.940% | 79.80434 |
| L2 | VNR | 302.000 | 3.68 | Vss | - | YYY | - | - | - | - | Fcoxq | SUPS | - | 21 | 0.61% | 0.610% | 38.33846 |
| O | FKH | 45.640 | 1.22 | E2 | ZZZ | YY | - | - | - | - | Xhppj | Aihus | - | - | - | - | - |
| U4 | EOB | 986.650 | 4.74 | Lee | - | III | - | - | - | - | Utfgw | Mzqci | - | 52 | 1.47% | 1.480% | 49.81342 |
| E | XQT | 61.600 | 9.73 | Xa2 | - | DD | - | - | - | - | Fbwza | Pcwmu | - | - | - | - | - |
Tranche Comments
H1: Registration: 144C Icpw;
L2: Registration: 144I Iqoj;
O3: Registration: 144S Mnuz;
U4: Registration: 144N Mwxp;
E: Registration: 144U Pten;
O: Registration: 144L Dmll;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | HZG | 17.280 | 2.71 | N2 | - | K | - | - | - | - | Lpxzo | Hdtwu | - | - | 5.67% | 4.610% | 710.78526 |
Tranche Comments
S: Registration: Wpyaoc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P4 | HLJ | 82.420 | 9.79 | Gqq | - | KKK | - | - | - | - | Yuszz | Sewpa | - | 120 | - | 3.160% | - |
| C3 | KYC | 665.000 | 1.78 | Cuu | - | UUU | - | - | - | - | Xucfk | TWUR | - | 115 | - | 2.360% | - |
| F1 | XVI | 591.000 | 5.34 | I-1 | - | C1+ | - | - | - | - | Knysi | 1zM | - | -2 | - | 0.500% | - |
| I2 | CXR | 48.000 | 5.14 | Ypp | - | RRR | - | - | - | - | Plirc | PKMP | - | 85 | - | 1.430% | - |
Tranche Comments
F1: Registration: Qbjcyy;
I2: Registration: Jgovhh;
C3: Registration: Cxcbxr;
P4: Registration: Kivtjr;