| 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 |
|---|
| U-2 | ANB | 751.000 | 3.00 | - | MMM | DDD | TTT | - | - | - | Cychhmmp | 1zZ | - | 67 | 1bV+67 | - | 504.00000 |
| W | LXD | 99.000 | 8.00 | - | E | B | R (K) | - | - | - | - | - | - | - | - | - | - |
| F-1 | EHB | 974.000 | 1.00 | - | WWW | SSS | SSS | - | - | - | Tfrvl | Cdcwg | - | 62 | 2.25% | 2.269% | 51.86585 |
| J | JUR | 61.000 | 1.00 | - | CCC | LLL | OOO | - | - | - | - | - | - | - | - | - | - |
| M | BOF | 78.000 | 2.00 | - | BW | OO | NN | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
F-1: Registration: Wauyfi;
U-2: Registration: Izuzeu;
W: Registration: Hqopuh;
J: Registration: Fougcd;
M: Registration: Xbbyvw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | KJJ | 771.000 | 6.00 | - | LLL | GGG | DDD | - | - | - | Oczaqjal | 1pB | 55q | 54 | 1mA+54 | 1dT+54 | - |
| P | KTQ | 18.000 | 1.00 | - | F | Z | J | - | - | - | - | - | - | - | - | - | Retained |
| U | RTZ | 38.627 | 8.00 | - | PPP | MMM | LLL | - | - | - | - | - | - | - | - | - | Retained |
| W | BEP | 49.253 | 3.00 | - | - | RR | LL | - | - | - | - | - | - | - | - | - | Retained |
| I-1 | MNS | 335.660 | 9.00 | - | HHH | NNN | LLL | - | - | - | Usxkj | Rkrzw | 55l | 52 | 2.26% | 2.276% | - |
Tranche Comments
I-1: Registration: Ivmclm;
N-2: Registration: Inxaxp;
P: Registration: Ofzopy;
U: Registration: Dlmyyy;
W: Registration: Exnbaq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | NNL | 363.000 | 6.00 | - | XXX | WWW | EEE | - | - | - | Pjuwahdl | 1dW | 45-47 | 45 | 1cR+45 | 1xO+45 | - |
Tranche Comments
F-1: Registration: Gfgqcy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | NOU | 569.000 | 8.23 | - | WWW | ZZZ | QQQ | - | - | - | Jbequbcw | 1vQ | - | 35 | 1gT+35 | 1lW+35 | - |
Tranche Comments
Y: Registration: Yjnpwt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | TWI | 810.400 | 7.00 | - | OOO | UUU | SSS | - | - | - | Mwnqknrn | 1aT | - | 65 | 1dJ+65 | - | 749.00000 |
| H | GXW | 50.230 | 6.00 | - | PPP | UUU | MMM | - | - | - | - | - | - | - | - | - | - |
| L-1 | HXK | 919.000 | 4.00 | - | DDD | AAA | DDD | - | - | - | Aizez | Kixmx | - | 63 | 2.17% | 2.182% | 38.41788 |
| D | TRA | 8.150 | 3.00 | - | XE | VV | EE | - | - | - | - | - | - | - | - | - | - |
| T | EFY | 83.000 | 5.00 | - | R | T | P | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
L-1: Registration: 144B Qnbt;
H-2: Registration: 144N Mxcg;
T: Registration: 144K Ojwc;
H: Registration: 144J Bwam;
D: Registration: 144T Jrii;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | YYH | 893.320 | 4.49 | - | WWW | III | QQQ | - | - | - | Tgryf | Fzoum | - | 75 | 2.71% | 2.733% | 77.75958 |
| Y | UME | 93.260 | 4.90 | - | AAA | KKK | BBB | - | - | - | - | - | - | - | - | - | - |
| V | PPC | 24.130 | 9.59 | - | - | WW | EE | - | - | - | - | - | - | - | - | - | - |
| J | VWK | 99.300 | 3.42 | - | M | C+ | Y | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
J: Registration: 144Q Sobh;
J: Registration: 144M Ighq;
Y: Registration: 144C Yktp;
V: Registration: 144C Neog;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | QYR | 949.000 | 8.94 | - | EEE | RRR | BBB | - | - | - | Btrey | Izixp | - | 48 | 1.45% | 1.460% | 57.44036 |
| W2 | UFL | 408.000 | 9.59 | - | YYY | GGG | ZZZ | - | - | - | Udswvknl | 1rS | - | 48 | 1wO+48 | - | 629.00000 |
| K | VHI | 72.250 | 3.26 | - | - | - | - | - | - | - | Kqhyy | - | - | - | - | - | 209.00000 |
| N | UMA | 40.000 | 3.94 | - | - | - | - | - | - | - | Ayoxu | - | - | - | - | - | 156.00000 |
| H | AII | 98.140 | 7.62 | - | - | - | - | - | - | - | Ylqlg | - | - | - | - | - | 213.00000 |
Tranche Comments
C1: Registration: 144X Tlkl;
W2: Registration: 144N Iiht;
N: Registration: 144H Mkcd;
H: Registration: 144B Wivj;
K: Registration: 144A Zvuy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | MHX | 51.000 | 2.26 | - | - | - | - | - | - | - | Uoqnk | - | - | - | - | - | - |
| T | SZS | 14.580 | 4.86 | - | - | - | - | - | - | - | Emptn | - | - | - | - | - | - |
| Q1 | PCB | 915.000 | 8.83 | - | III | JJJ | ZZZ | - | - | - | Ahjor | Bvxbo | - | 53 | 1.64% | - | 95.30248 |
| C | ROU | 7.210 | 4.66 | - | - | - | - | - | - | - | Hptba | - | - | - | - | - | - |
| R | CQK | 72.750 | 1.55 | - | - | - | - | - | - | - | Evona | - | - | - | - | - | - |
| C2 | ISS | 905.000 | 2.93 | - | III | NNN | NNN | - | - | - | Ciljiaiz | Jyflf | - | - | 1aX+53 | - | 154.00000 |
Tranche Comments
Q1: Registration: 144F Rjat;
C2: Registration: 144Q Fuqp;
W: Registration: 144V Nuad;
T: Registration: 144L Ehoo;
R: Registration: 144Z Yzvm;
C: Registration: 144B Dzdn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | TPI | 4.430 | 1.11 | - | - | KK+ | HHH | - | - | - | Tfqxi | - | - | - | - | - | - |
| P | PCL | 692.000 | 4.50 | - | XXX | AAA | LLL | - | - | - | Pbofp | - | - | 55 | 1.90% | - | 21.57751 |
| P | OPN | 12.000 | 1.72 | - | B | W+ | E (K) | - | - | - | Qbjbh | - | - | - | - | - | - |
| S | KCW | 12.840 | 5.64 | - | QQQ | UUU+ | YYY | - | - | - | Lbqqa | - | - | - | - | - | - |
| S2 | ZCT | 42.000 | 9.59 | - | RRR | EEE | XXX | - | - | - | Cthxi | - | - | - | 1dL+55 | - | 658.00000 |
Tranche Comments
P: Registration: 144T Qemd;
S2: Registration: 144R Pesh;
P: Registration: 144G Criy;
S: Registration: 144K Fvla;
A: Registration: 144V Psde;