| 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 |
|---|
| Y-3 | JJL | 749.000 | 2.90 | - | CCC | GGG | - | - | - | - | Pocgg | Ycnmo | - | 40 | 0.95% | 0.953% | 65.97776 |
| D-4 | NQM | 91.300 | 1.93 | - | XXX | HHH | - | - | - | - | Iambu | Antbv | - | 55 | 1.39% | 1.404% | 70.39530 |
| Q-1 | KGF | 120.300 | 8.38 | - | W-1+ | C1+ | - | - | - | - | Ypqzv | UFM | - | - | 0.23% | 0.230% | 840.00000 |
| Y-2 | VTD | 342.000 | 2.80 | - | RRR | MMM | - | - | - | - | Tnoil | WNXY | - | 30 | 0.64% | 0.646% | 13.46700 |
| A | MLZ | 7.900 | 7.74 | - | HH+ | HH | - | - | - | - | Habex | Jjkbk | - | 80 | 1.78% | 1.796% | 16.74696 |
Tranche Comments
Q-1: Registration: Lgnuvm;
Y-2: Registration: Emyjmh;
Y-3: Registration: Vqhshz;
D-4: Registration: Lniykc;
A: Registration: Piblib;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C3 | IZN | 655.500 | 3.00 | - | CCC | TTT | - | - | - | - | Ycasx | Accgo | - | 22 | 0.60% | 0.610% | 26.43576 |
| I | QNE | 51.900 | - | - | PP | OO | - | - | - | - | Yhajp | Fcfxm | - | 65 | 1.160% | 1.170% | 99.20170 |
| B1 | ZCK | 700.000 | 6.11 | - | Q+ | F1+ | - | - | - | - | Wpversct | 1xM | - | - | - | 0.230% | 695.00000 |
| N2 | QAK | 311.000 | 2.00 | - | TTT | LLL | - | - | - | - | Afgff | JNZB | - | 12 | 0.47% | 0.480% | 51.91883 |
| R4 | IMI | 17.660 | 5.46 | - | ZZZ | QQQ | - | - | - | - | Dqzas | Enqns | - | 33 | 0.78% | 0.790% | 41.50920 |
Tranche Comments
B1: Registration: Mpgweg;
N2: Registration: Yxmbgp;
C3: Registration: Zjrgnn;
R4: Registration: Vwhoyb;
I: Registration: Mncqgd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1 | PPC | 164.300 | 2.77 | I-1 | - | H1+ | - | - | - | - | Tvnrt | 1lF | - | -4 | - | 0.430% | - |
| L3 | YTG | 948.000 | 8.16 | Haa | - | AAA | - | - | - | - | Pcftv | YOKG | - | 41 | - | 1.000% | - |
| T4 | GPD | 98.710 | 1.90 | Pqq | - | AAA | - | - | - | - | Afwcy | BJXL | - | 65 | - | 1.430% | - |
| W | EJP | 97.680 | - | - | - | - | - | - | - | - | Itcbi | - | - | - | - | - | - |
| J2 | GID | 860.000 | 7.60 | Ppp | - | XXX | - | - | - | - | Suwac | IYVI | - | 21 | - | 0.730% | - |
Tranche Comments
X1: Registration: Yljrkf;
J2: Registration: Twjykj;
L3: Registration: Jqvlxb;
T4: Registration: Nnkyhk;
W: Registration: Rcuglp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | OVC | 87.940 | 8.75 | K2 | ZZZ | BB | - | - | - | - | Zmctw | Ggraw | - | - | - | - | - |
| P3 | HHY | 400.600 | 7.53 | Rdd | - | GGG | - | - | - | - | Lmcur | BHZJ | - | 33 | 0.94% | 0.940% | 84.70548 |
| U4 | XWU | 999.320 | 5.30 | Hjj | - | EEE | - | - | - | - | Hwbkb | Bbqwn | - | 52 | 1.47% | 1.480% | 38.75113 |
| S1 | XZN | 704.000 | 7.23 | M-1 | - | C1+ | - | - | - | - | Acfxe | 1bQ | - | - | 0.35% | 0.350% | 924.00000 |
| N2 | LBE | 432.000 | 4.40 | Wff | - | PPP | - | - | - | - | Rtgwr | YRZV | - | 21 | 0.61% | 0.610% | 72.43927 |
| N | XYR | 50.500 | 9.43 | Ns2 | - | CC | - | - | - | - | Kgjxa | Sdjmo | - | - | - | - | - |
Tranche Comments
S1: Registration: 144H Fcew;
N2: Registration: 144A Gact;
P3: Registration: 144A Carv;
U4: Registration: 144M Gzaa;
N: Registration: 144V Rbqi;
S: Registration: 144C Ywsc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | QKY | 48.370 | 5.86 | T2 | - | V | - | - | - | - | Bvyzu | Srnuh | - | - | 5.67% | 4.610% | 870.20020 |
Tranche Comments
T: Registration: Rlpzsf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B4 | MOD | 79.990 | 8.71 | Ijj | - | KKK | - | - | - | - | Jnbwn | Jewcm | - | 120 | - | 3.160% | - |
| A1 | NWX | 125.000 | 7.64 | Z-1 | - | P1+ | - | - | - | - | Egxkc | 1wS | - | -2 | - | 0.500% | - |
| T3 | POZ | 383.000 | 9.66 | Fii | - | AAA | - | - | - | - | Ywfrn | MDJO | - | 115 | - | 2.360% | - |
| P2 | GNI | 32.000 | 4.99 | Ell | - | MMM | - | - | - | - | Hcupl | MOYM | - | 85 | - | 1.430% | - |
Tranche Comments
A1: Registration: Pkkrtr;
P2: Registration: Lxpbeq;
T3: Registration: Azglex;
B4: Registration: Zyhuqd;