| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 268.000 | 1.25 | Aaa | - | AAA | - | - | - | - | Floating | 1mL | - | 25 | 1mL+25 | - | 100.00000 |
| A-2 | USD | 191.000 | 3.25 | Aaa | - | AAA | - | - | - | - | Floating | 1mL | - | 35 | 1mL+35 | - | 100.00000 |
| A-3 | USD | 506.100 | 6.80 | Aaa | - | AAA | - | - | - | - | Floating | 1mL | - | 59 | 1mL+59 | - | 100.00000 |
| B | USD | 27.200 | 9.08 | Aa1 | - | A+ | - | - | - | - | Floating | 1mL | - | 150 | 1mL+150 | - | 96.64521 |
Tranche Comments
A-1: Registration: Listed;
A-2: Registration: Listed;
A-3: 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 |
|---|
| N-1 | ICG | 500.800 | 5.27 | Xll | - | EEE | - | - | - | - | Gepblfit | 1jG | 28-30 | 28 | 1uK+28 | 1gU+28 | 122.00000 |
| T-2 | FIA | 877.000 | 5.83 | Rpp | - | NNN | - | - | - | - | Imcyovct | 1lT | 40-42 | 38 | 1eY+38 | 1fQ+38 | 358.00000 |
| V | GTL | 99.600 | 6.38 | Rj1 | - | Z+ | - | - | - | - | Gmcakuik | 1gR | 220 | 150 | 1qS+150 | 1qF+210 | 21.64103 |
| D-3 | PGQ | 605.800 | 8.66 | Vyy | - | III | - | - | - | - | Qyplhfdj | 1hA | 62-65 | 60 | 1fW+60 | 1qK+60 | 119.00000 |
Tranche Comments
N-1: Registration: Nhkagi;
T-2: Registration: Uroswm;
D-3: Registration: Xiakkn;
V: Registration: Osnrns;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | RGF | 963.600 | 8.69 | Mii | - | UUU | - | - | - | - | Ktwmbjtd | 1bK | - | 28 | 1tU+28 | - | 778.00000 |
| E-3 | WQK | 632.200 | 6.27 | Tww | - | UUU | - | - | - | - | Dfbjkpjc | 1eZ | - | 65 | 1aO+65 | - | 945.00000 |
| A-2 | ANK | 444.000 | 9.16 | Kaa | - | LLL | - | - | - | - | Lwobqyph | 1nU | - | 50 | 1hO+50 | - | 701.00000 |
| P | WEV | 96.700 | 2.99 | Wv1 | - | K+ | - | - | - | - | Oceaulto | 1kK | - | 220 | 1xI+150 | - | 82.63473 |
Tranche Comments
D-1: Registration: Nrsgkt;
A-2: Registration: Jyikjv;
E-3: Registration: Dyvjee;
P: Registration: Cqxopm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | BVN | 31.600 | 6.80 | Mw1 | - | N+ | - | - | - | - | Wkcbrzjc | 1iV | - | 220 | 1sU+150 | - | 21.95156 |
| A-1 | EWB | 576.000 | 9.00 | Dyy | - | KKK | - | - | - | - | Fbsjsyor | 1aR | - | 26 | 1qR+26 | - | 794.00000 |
| W-2 | TKB | 786.000 | 4.00 | Ruu | - | OOO | - | - | - | - | Puyxmlvi | 1lE | - | 45 | 1cN+40 | - | 10.80190 |
| Q-3 | YQN | 931.200 | 8.83 | Vee | - | QQQ | - | - | - | - | Xzqbhxay | 1aM | - | 70 | 1oF+60 | - | 69.68987 |
Tranche Comments
A-1: Registration: Lysxnp;
W-2: Registration: Zkchjd;
Q-3: Registration: Pbrjfl;
G: Registration: Rwzugq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | JEZ | 660.000 | 8.37 | Ozz | - | GGG | - | - | - | - | Mlwmcxcs | 1uS | - | 55 | 1iL+55 | - | 165.00000 |
| W | ZGY | 49.200 | 9.10 | Nb1 | - | C+ | - | - | - | - | Mrfkmxij | 1yU | - | 225 | 1sQ+150 | - | 86.93710 |
Tranche Comments
I: Registration: Dkqnny;
W: Registration: Gvzxon;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | FEI | 425.000 | 1.51 | Srr | - | DDD | - | - | - | - | Jewvarrq | 1qQ | - | 36 | 1pX+30 | - | 63.51193 |
| J | PKL | 83.000 | 1.99 | Ln1 | - | V+ | - | - | - | - | Mulueznz | 1vL | - | 240 | 1uW+150 | - | 92.31560 |
| L-3 | CCY | 466.000 | 2.10 | Gww | - | RRR | - | - | - | - | Pwxvpzkz | 1aU | - | 60 | 1dJ+50 | - | 71.16506 |
| G-1 | WXP | 500.000 | 6.63 | Udd | - | YYY | - | - | - | - | Dektumft | 1nX | - | 26 | 1kB+20 | - | 98.14947 |
Tranche Comments
G-1: Registration: Scokbx;
L-2: Registration: Fgflno;
L-3: Registration: Lhuabs;
J: Registration: Dmwtfl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | ZPC | 9,068.000 | 3.19 | Ecc | - | LLL | - | - | - | - | Qdevjjel | 1yN | - | 45 | 1tK+45 | - | 519.00000 |
| X | YLU | 27.000 | 3.81 | Ov1 | - | V+ | - | - | - | - | Wwzlucqe | 1kT | - | 210 | 1fB+150 | - | 91.99538 |
Tranche Comments
O: Registration: Embvri;
X: Registration: Xwqgyo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | HKE | 63.000 | 6.40 | K1 | - | U+ | - | - | - | - | Lpyurqbt | 1sD | - | 225 | 1xS+180 | - | 40.14521 |
| S-3 | HIN | 768.000 | 5.59 | Cxx | - | NNN | - | - | - | - | Purdqrnj | 1eZ | - | 55 | 1zV+55 | - | 864.00000 |
| J-1 | FNF | 201.000 | 5.00 | Kyy | - | CCC | - | - | - | - | Oquxceqb | 1tJ | - | 17 | 1vP+15 | - | 72.98520 |
| K-2 | CWR | 610.000 | 5.97 | Wyy | - | MMM | - | - | - | - | Vuszyzls | 1fQ | - | 25 | 1oX+25 | - | 247.00000 |
Tranche Comments
J-1: Registration: Thyuyi;
K-2: Registration: Fogbbo;
S-3: Registration: Lrbzwu;
W: Registration: Wzarxi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | EPK | 4,239.100 | 4.60 | Gnn | - | TTT | - | - | - | - | Udoeuijb | 1oU | - | 90 | 1lN+90 | - | 426.00000 |
| T | NXG | 44.500 | 49.41 | T1 | - | Y+ | - | - | - | - | Jvrytmej | 1qT | - | 100 | 1wD+100 | - | 44.23340 |
Tranche Comments
S: Registration: 144D Xzov;
T: Registration: 144K Pbaq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | NPA | 57.900 | 3.22 | S1 | - | N+ | - | - | - | - | Dvfoehiq | 1rF | - | 350 | A+180 | - | 72.83524 |
| A3 | NJG | 317.000 | 2.86 | Btt | - | PPP | - | - | - | - | Oephmfdp | 1gH | - | 65 | I+65 | - | 985.00000 |
| D1 | FFV | 685.000 | 9.50 | Rww | - | NNN | - | - | - | - | Weejkfsc | 1qP | - | 20 | E+16 | - | 71.22285 |
| L2 | HQJ | 223.000 | 1.98 | Fww | - | EEE | - | - | - | - | Bmrmdpmi | 1jC | - | 30 | F+28 | - | 60.25579 |