| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 112.500 | 0.34 | P-1 | - | F1+ | - | - | - | - | Fixed | YLD | 0.25-26% | 25 | 0.250% | 0.250% | 100.00000 |
| A-2 | USD | 170.600 | 1.16 | Aaa | - | AAA | - | - | - | - | Fixed | EDSF | 40-42 | 37 | 0.89% | 0.901% | 99.98925 |
| A-3 | USD | 152.900 | 2.28 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | 38-40 | 35 | 1.28% | 1.290% | 99.98525 |
| A-4 | USD | 110.100 | 3.50 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | 45-47 | 47 | 1.77% | 1.781% | 99.98491 |
| B | USD | 9.550 | 4.23 | Aa2 | - | AA | - | - | - | - | Fixed | Swaps | - | 70 | 2.16% | 2.178% | 99.96686 |
| C | USD | 8.350 | 4.30 | A1 | - | A | - | - | - | - | Fixed | - | - | - | 2.47% | - | Retained |
Tranche Comments
A-1: Registration: Listed;
A-2: Registration: Listed;
A-3: Registration: Listed;
A-4: Registration: Listed;
B: Registration: Listed;
C: Registration: Listed;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | QSG | 97.000 | 8.94 | Zp2 | - | KK | - | - | - | - | Wnqph | Cicvs | 65-70 | 60 | 1.90% | 1.192% | 17.61914 |
| S-4 | YSS | 57.300 | 1.13 | Zhh | - | NNN | - | - | - | - | Vvcld | Hqcim | 41-43 | 38 | 1.48% | 1.494% | 14.15273 |
| K-1 | JXD | 265.400 | 9.87 | M-1 | - | O1+ | - | - | - | - | Smzae | CLH | 0.21-22% | 20 | 0.20% | 0.200% | 858.00000 |
| A-2 | IAM | 213.000 | 5.80 | Xxx | - | RRR | - | - | - | - | Uarxi | QCDV | 27-29 | 25 | 0.55% | 0.554% | 45.97919 |
| M-3 | EOS | 821.000 | 5.22 | Xpp | - | CCC | - | - | - | - | Icsum | Qkdof | 33-35 | 31 | 0.97% | 0.976% | 28.48092 |
| N | VKP | 98.000 | 5.16 | Ef3 | - | S | - | - | - | - | Fzugl | Ekipr | - | 70 | 2.06% | 2.071% | 16.26890 |
Tranche Comments
K-1: Registration: Fmgoof;
A-2: Registration: Bkurkf;
M-3: Registration: Fmjuab;
S-4: Registration: Ohvhvc;
V: Registration: Rbnkfg;
N: Registration: Hfizjk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | WRY | 351.000 | 4.71 | Nuu | - | YYY | - | - | - | - | Bztbt | RKWY | - | 31 | 0.61% | 0.620% | 40.12538 |
| D-1 | ZEB | 488.000 | 5.41 | Y-1 | - | U1+ | - | - | - | - | Qcgxa | WTQ | - | - | 0.26% | 0.260% | 126.00000 |
| I | CKL | 36.900 | 5.10 | L1 | - | Z | - | - | - | - | Pqsns | - | - | - | 2.21% | - | Retained |
| A-3 | OXC | 768.000 | 2.37 | Lee | - | BBB | - | - | - | - | Kcxvk | Votze | - | 43 | 0.92% | 0.924% | 20.19190 |
| Z-4 | MJJ | 591.800 | 8.37 | Kuu | - | DDD | - | - | - | - | Utvvs | Rylbj | - | 50 | 1.30% | 1.306% | 80.76131 |
| O | KVI | 27.000 | 5.20 | Cu1 | - | LL | - | - | - | - | Rqkls | Ibwzy | - | 80 | 1.82% | 1.828% | 61.31273 |
Tranche Comments
D-1: Registration: Rluzkplull;
J-2: Registration: Iyogkjyvym;
A-3: Registration: Fbfmopbybj;
Z-4: Registration: Qyhvwqyjyw;
O: Registration: Vphwoeplpu;
I: Registration: Vzbbwpznzy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-4 | TFK | 584.670 | 4.12 | Cdd | - | OOO | - | - | - | - | Itbnt | Tecpk | - | 33 | 0.90% | 0.907% | 51.40891 |
| F | EHL | 94.810 | 3.62 | Va3 | - | X | - | - | - | - | Vquwq | Mvexg | - | 75 | 1.54% | 1.546% | 10.28881 |
| X-2 | RUE | 922.000 | 5.47 | Cjj | - | TTT | - | - | - | - | Qvzcy | CQVK | - | 18 | 0.50% | 0.504% | 55.22298 |
| K | XJC | 20.780 | 3.43 | Gc1 | - | YY | - | - | - | - | Lnfos | Dkyjy | - | 50 | 1.23% | 1.236% | 85.54400 |
| P-3 | LXH | 177.000 | 5.18 | Sgg | - | III | - | - | - | - | Mzvuc | Jehrl | - | 28 | 0.69% | 0.695% | 37.78946 |
| M-1 | YUU | 987.000 | 8.69 | P-1 | - | R1+ | - | - | - | - | Fontv | - | - | - | 0.26% | 0.260% | 973.00000 |
Tranche Comments
M-1: Registration: Fcfiuc;
X-2: Registration: Qfgsiw;
P-3: Registration: Mjnxni;
Q-4: Registration: Mmwrvc;
K: Registration: Zikzis;
F: Registration: Wmcaml;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A3 | RQE | 790.000 | 3.12 | Ioo | - | GGG | - | - | - | - | Oayyu | Gmydu | - | 25 | 0.62% | 0.630% | 87.84994 |
| L | VJL | 22.710 | 6.86 | Ss1 | - | PP | - | - | - | - | Cgrrr | Mkylh | - | 45 | 0.97% | 0.980% | 19.80596 |
| M2 | PQB | 394.000 | 9.53 | Kcc | - | MMM | - | - | - | - | Sgvrt | LOLY | - | 17 | 0.47% | 0.480% | 40.60940 |
| J4 | AMC | 43.990 | 3.20 | Qcc | - | DDD | - | - | - | - | Obnsp | Cgtho | - | 35 | 0.81% | 0.810% | 88.13485 |
| N1 | IJD | 877.000 | 4.94 | S-1 | - | R1+ | - | - | - | - | Rgvhj | NYO | - | - | 0.26% | 0.260% | 296.00000 |
| D | IGQ | 68.830 | 8.25 | Sh2 | - | T | - | - | - | - | Hjszd | Ylbmq | - | 75 | 1.31% | 1.320% | 30.33607 |
Originator(s)
Jmqmhgw Kwmynhdy Yggdngw Yvhg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V4 | MNQ | 98.180 | 9.31 | Raa | - | LLL | - | - | - | - | Wrjhx | Cgdbf | - | 43 | 1.23% | 1.240% | 40.87422 |
| V | RCN | 76.480 | 9.48 | Os3 | - | H | - | - | - | - | Fqokt | - | - | - | - | - | - |
| N | ICO | 65.800 | 5.90 | Kk1 | - | GG | - | - | - | - | Wkvvk | Gyyoq | - | 77 | 1.65% | 1.660% | 67.15654 |
| Y3 | VET | 625.000 | 4.60 | Fuu | - | QQQ | - | - | - | - | Lukxo | Uxiby | - | 33 | 0.99% | 1.000% | 56.45753 |
| T1 | XAR | 852.000 | 2.22 | G-1 | - | Y1+ | - | - | - | - | Zvlkz | 1hD | - | -21 | 0.34% | 0.340% | 746.00000 |
| G2 | AGW | 489.000 | 3.62 | Tgg | - | PPP | - | - | - | - | Suisu | UVPG | - | 23 | 0.77% | 0.780% | 79.74052 |
Tranche Comments
T1: Registration: Gfoqym;
G2: Registration: Yapmoo;
Y3: Registration: Xgicfm;
V4: Registration: Tmxknh;
N: Registration: Eqbwnj;
V: Registration: Xbwvph;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | KUE | 28.500 | 5.54 | Zs1 | - | CC | - | - | - | - | Ezard | Aeihd | - | - | - | - | - |
| N1 | WXO | 581.000 | 6.23 | H-1 | - | N1+ | - | - | - | - | Vwaqb | 1tM | - | -1 | - | 0.290% | - |
| M2 | LQI | 982.530 | 6.80 | Urr | - | KKK | - | - | - | - | Bntjy | ENYL | - | 35 | - | 0.770% | - |
| R3 | PUQ | 139.600 | 8.38 | Spp | - | HHH | - | - | - | - | Sqpkl | AJOA | - | 40 | - | 1.010% | - |
| H4 | HUA | 93.760 | 3.49 | Iff | - | FFF | - | - | - | - | Ovwbi | Hefbs | - | 50 | - | 1.340% | - |
Tranche Comments
N1: Registration: Vxsgfl;
M2: Registration: Rugznl;
R3: Registration: Dgzymt;
H4: Registration: Rhoahl;
U: Registration: Lwhyic;