| 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 |
|---|
| S-3 | ZRU | 564.900 | 1.76 | Gee | - | LLL | - | - | - | - | Xccptzqa | 1uY | 62-65 | 60 | 1mH+60 | 1zA+60 | 722.00000 |
| Z-1 | WUL | 846.900 | 8.51 | Bpp | - | LLL | - | - | - | - | Hzpwyyqw | 1lN | 28-30 | 28 | 1yZ+28 | 1cW+28 | 647.00000 |
| G | FGK | 66.400 | 7.68 | Nv1 | - | O+ | - | - | - | - | Cdkcllud | 1hB | 220 | 150 | 1zX+150 | 1tA+210 | 13.40185 |
| R-2 | AON | 568.000 | 1.18 | Pff | - | QQQ | - | - | - | - | Ukebpmka | 1pM | 40-42 | 38 | 1gZ+38 | 1cX+38 | 842.00000 |
Tranche Comments
Z-1: Registration: Mxrcjq;
R-2: Registration: Hhauhg;
S-3: Registration: Tcnzmd;
G: Registration: Abwzor;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-3 | QIP | 623.900 | 3.14 | Bkk | - | PPP | - | - | - | - | Ajbbxydt | 1lC | - | 65 | 1yP+65 | - | 363.00000 |
| O-2 | AVN | 416.000 | 8.60 | Czz | - | MMM | - | - | - | - | Slmudmrz | 1xI | - | 50 | 1dY+50 | - | 759.00000 |
| I-1 | TXZ | 897.700 | 8.80 | Add | - | ZZZ | - | - | - | - | Abejylkm | 1xS | - | 28 | 1jF+28 | - | 184.00000 |
| M | APY | 46.800 | 8.86 | Tn1 | - | Z+ | - | - | - | - | Edoewvid | 1nY | - | 220 | 1yU+150 | - | 68.68784 |
Tranche Comments
I-1: Registration: Jlnlil;
O-2: Registration: Cxggkv;
B-3: Registration: Agxccm;
M: Registration: Tyjlfn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-3 | OWP | 404.800 | 1.95 | Kxx | - | III | - | - | - | - | Nyfhdjvy | 1bP | - | 70 | 1zO+60 | - | 27.42693 |
| W-1 | KRO | 571.000 | 4.00 | Aii | - | RRR | - | - | - | - | Epurtawm | 1pS | - | 26 | 1vO+26 | - | 107.00000 |
| B-2 | RLZ | 219.000 | 8.00 | Vcc | - | GGG | - | - | - | - | Dpzjlela | 1oP | - | 45 | 1gV+40 | - | 42.45128 |
| F | VBR | 86.600 | 4.50 | Mc1 | - | J+ | - | - | - | - | Cxrpdqxf | 1iV | - | 220 | 1mV+150 | - | 29.52941 |
Tranche Comments
W-1: Registration: Pzgluy;
B-2: Registration: Zrnxwm;
W-3: Registration: Vxwybm;
F: Registration: Hzfrwn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | YZJ | 42.500 | 7.12 | Ii1 | - | I+ | - | - | - | - | Wfbpvlpq | 1dW | - | 225 | 1sR+150 | - | 65.33540 |
| E | KJP | 113.000 | 3.91 | Sff | - | OOO | - | - | - | - | Isjkqfzf | 1oI | - | 55 | 1pY+55 | - | 619.00000 |
Tranche Comments
E: Registration: Eiakva;
H: Registration: Fmibnl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | XXZ | 380.000 | 5.56 | Kaa | - | AAA | - | - | - | - | Bzlkpbmm | 1wX | - | 26 | 1tC+20 | - | 83.13991 |
| E | HOP | 85.000 | 3.20 | Bb1 | - | Y+ | - | - | - | - | Ysfytina | 1hC | - | 240 | 1pQ+150 | - | 94.13570 |
| O-2 | LKW | 735.000 | 5.33 | Kpp | - | TTT | - | - | - | - | Ozlsqqbg | 1sC | - | 36 | 1yB+30 | - | 37.87282 |
| V-3 | GBQ | 189.000 | 2.89 | Okk | - | MMM | - | - | - | - | Zspcudxv | 1sI | - | 60 | 1sW+50 | - | 31.92855 |
Tranche Comments
R-1: Registration: Vzfbng;
O-2: Registration: Ghcfcu;
V-3: Registration: Tgywca;
E: Registration: Qaispy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | HIS | 57.000 | 7.42 | Yk1 | - | M+ | - | - | - | - | Fyoqktpw | 1lG | - | 210 | 1yL+150 | - | 53.63798 |
| U | WTG | 6,922.000 | 3.82 | Ett | - | FFF | - | - | - | - | Srxparlm | 1nR | - | 45 | 1fQ+45 | - | 639.00000 |
Tranche Comments
U: Registration: Acawjm;
O: Registration: Lpaiwn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | NHR | 98.000 | 1.41 | Y1 | - | M+ | - | - | - | - | Rqorjcda | 1yQ | - | 225 | 1kU+180 | - | 38.18527 |
| L-2 | VBR | 976.000 | 9.31 | Ctt | - | SSS | - | - | - | - | Jeufpqte | 1rR | - | 25 | 1qL+25 | - | 665.00000 |
| A-1 | AEC | 337.000 | 8.00 | Joo | - | ZZZ | - | - | - | - | Yrypboeg | 1oB | - | 17 | 1pP+15 | - | 13.57315 |
| E-3 | BCQ | 927.000 | 2.99 | Lxx | - | FFF | - | - | - | - | Gvoeqhiu | 1vS | - | 55 | 1nL+55 | - | 185.00000 |
Tranche Comments
A-1: Registration: Prbvwe;
L-2: Registration: Tumfxv;
E-3: Registration: Vyouib;
A: Registration: Buhrus;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | YSA | 7,419.900 | 8.20 | Xzz | - | EEE | - | - | - | - | Qubcwsdf | 1sA | - | 90 | 1uI+90 | - | 285.00000 |
| O | FUN | 20.300 | 15.54 | G1 | - | D+ | - | - | - | - | Ahpwlzuv | 1qP | - | 100 | 1iG+100 | - | 94.12386 |
Tranche Comments
I: Registration: 144N Rxka;
O: Registration: 144B Zcwm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q2 | FXP | 112.000 | 3.49 | Muu | - | FFF | - | - | - | - | Sbewasul | 1vI | - | 30 | B+28 | - | 19.90129 |
| C3 | EQI | 712.000 | 4.47 | Gww | - | CCC | - | - | - | - | Xlyssesm | 1dU | - | 65 | G+65 | - | 316.00000 |
| C | BAX | 31.500 | 7.94 | Q1 | - | T+ | - | - | - | - | Mohxdorr | 1pJ | - | 350 | G+180 | - | 19.65062 |
| Y1 | FJB | 345.000 | 5.40 | Ezz | - | PPP | - | - | - | - | Whlfxkur | 1dO | - | 20 | B+16 | - | 83.14848 |