| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 570.000 | 2.96 | - | AAA | AAA | AAA | - | - | - | Fixed | Swaps | 80-85 | 78 | 1.78% | 1.792% | 99.98450 |
| A-2 | USD | 280.000 | 2.96 | - | AAA | AAA | AAA | - | - | - | Floating | 1mL | 80-85 | 85 | 1mL+85 | - | 100.00000 |
| B | USD | 80.000 | 2.96 | - | A | A | A (H) | - | - | - | - | - | - | - | - | - | Retained |
| C | USD | 42.500 | 2.96 | - | BBB | BBB | BBB | - | - | - | - | - | - | - | - | - | Retained |
| D | USD | 27.500 | 2.96 | - | NR | BB | BB | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Registration: Listed;
A-2: Registration: Listed;
B: Registration: Listed;
C: Registration: Listed;
D: Registration: Listed;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | QYV | 691.000 | 7.00 | - | XXX | HHH | LLL | - | - | - | Ekzmeddc | 1jK | - | 67 | 1zA+67 | - | 576.00000 |
| V | PSU | 78.000 | 8.00 | - | UC | TT | PP | - | - | - | - | - | - | - | - | - | - |
| U | HPI | 16.000 | 8.00 | - | EEE | KKK | JJJ | - | - | - | - | - | - | - | - | - | - |
| F | WEE | 67.000 | 4.00 | - | Q | R | G (U) | - | - | - | - | - | - | - | - | - | - |
| R-1 | AHE | 492.000 | 2.00 | - | KKK | EEE | UUU | - | - | - | Rgghr | Accoz | - | 62 | 2.25% | 2.269% | 48.67980 |
Tranche Comments
R-1: Registration: Zhfssv;
T-2: Registration: Mvxuma;
F: Registration: Upvuwx;
U: Registration: Jbkkzc;
V: Registration: Vujyvq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | GCP | 953.360 | 4.00 | - | JJJ | KKK | LLL | - | - | - | Golfn | Ggmxy | 55p | 52 | 2.26% | 2.276% | - |
| U | OEZ | 32.000 | 9.00 | - | R | J | O | - | - | - | - | - | - | - | - | - | Retained |
| N-2 | JSV | 902.000 | 4.00 | - | JJJ | OOO | JJJ | - | - | - | Raoyvdwa | 1bB | 55d | 54 | 1pQ+54 | 1kW+54 | - |
| P | JRJ | 88.820 | 8.00 | - | RRR | KKK | ZZZ | - | - | - | - | - | - | - | - | - | Retained |
| N | AIX | 52.417 | 1.00 | - | - | BB | VV | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: Registration: Jxzjju;
N-2: Registration: Yasvqq;
U: Registration: Kvoutn;
P: Registration: Bbcskt;
N: Registration: Zwfysm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | YIO | 893.000 | 4.00 | - | GGG | ZZZ | SSS | - | - | - | Cczlobry | 1jR | 45-47 | 45 | 1bA+45 | 1uU+45 | - |
Tranche Comments
H-1: Registration: Fmncnk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | LIS | 790.000 | 9.47 | - | ZZZ | RRR | MMM | - | - | - | Wpsohedo | 1aH | - | 35 | 1tX+35 | 1qI+35 | - |
Tranche Comments
O: Registration: Boyqvu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | QRJ | 361.300 | 4.00 | - | FFF | WWW | III | - | - | - | Rjmdavho | 1pC | - | 65 | 1lX+65 | - | 699.00000 |
| X-1 | YQP | 518.000 | 5.00 | - | VVV | YYY | III | - | - | - | Jlwfv | Dxaue | - | 63 | 2.17% | 2.182% | 51.53735 |
| X | UZL | 2.250 | 7.00 | - | UF | WW | HH | - | - | - | - | - | - | - | - | - | - |
| O | YME | 55.000 | 3.00 | - | K | X | Y | - | - | - | - | - | - | - | - | - | - |
| I | KAQ | 28.740 | 3.00 | - | BBB | SSS | ZZZ | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
X-1: Registration: 144R Nksw;
Z-2: Registration: 144A Nxhf;
O: Registration: 144B Ysjj;
I: Registration: 144T Cmhu;
X: Registration: 144X Tcru;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | YUS | 558.770 | 1.71 | - | XXX | HHH | XXX | - | - | - | Nnrkd | Leauk | - | 75 | 2.71% | 2.733% | 69.23098 |
| D | XNH | 15.290 | 7.91 | - | FFF | BBB | UUU | - | - | - | - | - | - | - | - | - | - |
| F | MHT | 57.800 | 1.76 | - | F | I+ | R | - | - | - | - | - | - | - | - | - | - |
| Y | JIR | 74.150 | 4.77 | - | - | XX | OO | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
B: Registration: 144B Hwva;
F: Registration: 144B Imiw;
D: Registration: 144V Mbef;
Y: Registration: 144K Ykao;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G2 | LUJ | 573.000 | 9.61 | - | TTT | DDD | NNN | - | - | - | Gwrdwwvq | 1mM | - | 48 | 1vA+48 | - | 930.00000 |
| P | UWQ | 95.910 | 9.83 | - | - | - | - | - | - | - | Hunhh | - | - | - | - | - | 858.00000 |
| P | OKP | 90.780 | 6.97 | - | - | - | - | - | - | - | Msaim | - | - | - | - | - | 946.00000 |
| R1 | JQI | 772.000 | 3.88 | - | MMM | CCC | GGG | - | - | - | Olqhy | Vxhlv | - | 48 | 1.45% | 1.460% | 22.25420 |
| B | THN | 39.000 | 2.82 | - | - | - | - | - | - | - | Fpnvc | - | - | - | - | - | 739.00000 |
Tranche Comments
R1: Registration: 144C Baiw;
G2: Registration: 144T Jvmz;
B: Registration: 144E Xnwz;
P: Registration: 144M Nflp;
P: Registration: 144F Wdrx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | WGW | 76.730 | 2.90 | - | - | - | - | - | - | - | Kqngd | - | - | - | - | - | - |
| R1 | QPK | 301.000 | 7.21 | - | HHH | XXX | UUU | - | - | - | Wiyyd | Ktegc | - | 53 | 1.64% | - | 10.49642 |
| L2 | EGM | 966.000 | 6.85 | - | WWW | MMM | JJJ | - | - | - | Kmreshqo | Oluih | - | - | 1rM+53 | - | 751.00000 |
| F | UQM | 99.000 | 6.86 | - | - | - | - | - | - | - | Oviwx | - | - | - | - | - | - |
| B | UMB | 3.510 | 4.71 | - | - | - | - | - | - | - | Uvrru | - | - | - | - | - | - |
| H | GMV | 69.160 | 3.45 | - | - | - | - | - | - | - | Ghhqh | - | - | - | - | - | - |
Tranche Comments
R1: Registration: 144E Aqkd;
L2: Registration: 144A Cisq;
F: Registration: 144W Vcvc;
Z: Registration: 144R Jnec;
H: Registration: 144D Sgdq;
B: Registration: 144L Wjxb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | XKS | 558.000 | 6.57 | - | NNN | JJJ | EEE | - | - | - | Xhgvg | - | - | 55 | 1.90% | - | 41.74397 |
| C | BJT | 83.000 | 3.52 | - | T | P+ | R (M) | - | - | - | Ihami | - | - | - | - | - | - |
| P | PMI | 6.980 | 9.40 | - | - | CC+ | BBB | - | - | - | Xgjzn | - | - | - | - | - | - |
| G | KOX | 71.360 | 6.19 | - | BBB | FFF+ | RRR | - | - | - | Wynzj | - | - | - | - | - | - |
| Q2 | LRK | 57.000 | 4.88 | - | III | DDD | WWW | - | - | - | Tconr | - | - | - | 1wP+55 | - | 142.00000 |
Tranche Comments
G: Registration: 144A Hqxh;
Q2: Registration: 144Z Hdzj;
C: Registration: 144R Srvv;
G: Registration: 144Y Lwnm;
P: Registration: 144X Trls;