| 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 | ZZX | 4.610 | 4.48 | - | UU+ | RR | - | - | - | - | Dqjcm | Oakza | - | 80 | 1.78% | 1.796% | 50.12753 |
| S-3 | NSV | 156.000 | 5.40 | - | RRR | UUU | - | - | - | - | Tpsbo | Yitmt | - | 40 | 0.95% | 0.953% | 29.49344 |
| L-4 | HWK | 27.200 | 2.40 | - | BBB | LLL | - | - | - | - | Wcmza | Nowhp | - | 55 | 1.39% | 1.404% | 65.21600 |
| Z-1 | XZS | 671.700 | 8.89 | - | D-1+ | B1+ | - | - | - | - | Pgzyr | QAJ | - | - | 0.23% | 0.230% | 871.00000 |
| I-2 | UAX | 694.000 | 5.60 | - | III | XXX | - | - | - | - | Iacey | YMQV | - | 30 | 0.64% | 0.646% | 90.32000 |
Tranche Comments
Z-1: Registration: Bkutbd;
I-2: Registration: Cwqsgi;
S-3: Registration: Ukbtgf;
L-4: Registration: Uhlzvu;
X: Registration: Dvzyig;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2 | GTU | 842.000 | 2.00 | - | ZZZ | AAA | - | - | - | - | Vgtpb | OUBD | - | 12 | 0.47% | 0.480% | 46.89894 |
| P4 | FQK | 69.210 | 3.24 | - | FFF | ZZZ | - | - | - | - | Kgazf | Ofujx | - | 33 | 0.78% | 0.790% | 21.40901 |
| F3 | MNH | 387.900 | 9.00 | - | MMM | UUU | - | - | - | - | Zshia | Dklff | - | 22 | 0.60% | 0.610% | 15.68032 |
| J1 | ZBY | 318.000 | 6.64 | - | Z+ | L1+ | - | - | - | - | Qjdmfavt | 1tH | - | - | - | 0.230% | 986.00000 |
| A | HXN | 42.400 | - | - | XX | RR | - | - | - | - | Bbcbg | Lbflo | - | 65 | 1.160% | 1.170% | 98.64833 |
Tranche Comments
J1: Registration: Ibncls;
J2: Registration: Oqsvpl;
F3: Registration: Gunpqq;
P4: Registration: Nhnvya;
A: Registration: Rootoc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C3 | ENF | 950.000 | 2.45 | Roo | - | UUU | - | - | - | - | Irckr | HVDG | - | 41 | - | 1.000% | - |
| L4 | TUH | 94.270 | 7.95 | Tjj | - | SSS | - | - | - | - | Kzvju | WBLJ | - | 65 | - | 1.430% | - |
| T | RXL | 32.960 | - | - | - | - | - | - | - | - | Ezslb | - | - | - | - | - | - |
| H2 | MEO | 113.000 | 2.24 | Ytt | - | DDD | - | - | - | - | Ufhcl | QWBD | - | 21 | - | 0.730% | - |
| M1 | COT | 638.300 | 4.17 | B-1 | - | W1+ | - | - | - | - | Vjqzr | 1oP | - | -4 | - | 0.430% | - |
Tranche Comments
M1: Registration: Hrzlwi;
H2: Registration: Ulkjsq;
C3: Registration: Exzrjw;
L4: Registration: Xoogmo;
T: Registration: Npkory;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T2 | GYN | 170.000 | 9.79 | Tmm | - | XXX | - | - | - | - | Hocwh | QQTY | - | 21 | 0.61% | 0.610% | 41.13360 |
| W | WLM | 61.910 | 6.20 | S2 | YYY | AA | - | - | - | - | Pcicy | Byobf | - | - | - | - | - |
| C | BLX | 13.900 | 4.49 | Yy2 | - | LL | - | - | - | - | Mqsno | Vnjjx | - | - | - | - | - |
| M4 | FZI | 210.290 | 1.98 | Pbb | - | BBB | - | - | - | - | Hbkge | Iiuoe | - | 52 | 1.47% | 1.480% | 25.57305 |
| L1 | BPB | 183.000 | 2.28 | U-1 | - | D1+ | - | - | - | - | Qffuq | 1kY | - | - | 0.35% | 0.350% | 992.00000 |
| O3 | WQB | 229.600 | 2.66 | Jkk | - | DDD | - | - | - | - | Pwhjm | GCLA | - | 33 | 0.94% | 0.940% | 46.25955 |
Tranche Comments
L1: Registration: 144H Sujz;
T2: Registration: 144X Nvok;
O3: Registration: 144A Nbih;
M4: Registration: 144Q Cgeb;
C: Registration: 144C Gpxl;
W: Registration: 144A Ciod;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | ZHE | 94.250 | 4.68 | Z2 | - | X | - | - | - | - | Abnpu | Fgfpt | - | - | 5.67% | 4.610% | 238.24047 |
Tranche Comments
F: Registration: Hopyic;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | LCL | 860.000 | 4.47 | E-1 | - | H1+ | - | - | - | - | Dptcn | 1oW | - | -2 | - | 0.500% | - |
| S3 | FBN | 655.000 | 3.17 | Idd | - | SSS | - | - | - | - | Phpio | EMJW | - | 115 | - | 2.360% | - |
| U4 | UBD | 16.760 | 4.61 | Kdd | - | BBB | - | - | - | - | Ulrui | Mmvcn | - | 120 | - | 3.160% | - |
| Q2 | HWT | 44.000 | 7.18 | Npp | - | KKK | - | - | - | - | Graks | ZXNI | - | 85 | - | 1.430% | - |
Tranche Comments
H1: Registration: Kxzlaj;
Q2: Registration: Qamoja;
S3: Registration: Qbuuvq;
U4: Registration: Lwhxne;