| 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 |
|---|
| L-3 | QMM | 883.700 | 8.83 | Aaa | - | ZZZ | - | - | - | - | Zblulipu | 1jJ | 62-65 | 60 | 1pI+60 | 1dO+60 | 407.00000 |
| W | NEH | 60.100 | 4.56 | Ya1 | - | C+ | - | - | - | - | Nzvlydeu | 1aK | 220 | 150 | 1cX+150 | 1vW+210 | 54.73098 |
| K-2 | WVS | 905.000 | 2.67 | Huu | - | VVV | - | - | - | - | Eryxsjui | 1nD | 40-42 | 38 | 1wK+38 | 1lA+38 | 876.00000 |
| M-1 | LGC | 703.900 | 1.10 | Rii | - | CCC | - | - | - | - | Qqemurfi | 1tT | 28-30 | 28 | 1lL+28 | 1pW+28 | 424.00000 |
Tranche Comments
M-1: Registration: Zpxwkb;
K-2: Registration: Hlitsq;
L-3: Registration: Jqnwka;
W: Registration: Flgsuf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-3 | IRH | 975.400 | 9.82 | Okk | - | RRR | - | - | - | - | Mfsqxywn | 1yH | - | 65 | 1kP+65 | - | 946.00000 |
| J-2 | TWC | 346.000 | 9.91 | Qzz | - | QQQ | - | - | - | - | Cprhquiw | 1eD | - | 50 | 1rI+50 | - | 316.00000 |
| I | NQN | 15.800 | 4.73 | Gd1 | - | C+ | - | - | - | - | Pzqzelrv | 1qJ | - | 220 | 1kA+150 | - | 49.99312 |
| L-1 | BWL | 424.400 | 8.21 | Uuu | - | FFF | - | - | - | - | Cdzyciyi | 1nP | - | 28 | 1iI+28 | - | 490.00000 |
Tranche Comments
L-1: Registration: Cpjtvq;
J-2: Registration: Mqjofz;
E-3: Registration: Wbqufz;
I: Registration: Dxchqe;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | MCW | 335.000 | 7.00 | Bhh | - | WWW | - | - | - | - | Spyyyhyb | 1bL | - | 45 | 1wN+40 | - | 48.64827 |
| X-1 | HQK | 302.000 | 3.00 | Mgg | - | III | - | - | - | - | Uwmqcoas | 1xR | - | 26 | 1pJ+26 | - | 103.00000 |
| T | HMT | 27.400 | 1.50 | Fq1 | - | N+ | - | - | - | - | Mfeuwxbj | 1yE | - | 220 | 1mP+150 | - | 29.87797 |
| S-3 | XOI | 644.300 | 1.88 | Rbb | - | VVV | - | - | - | - | Gpfmzucb | 1iP | - | 70 | 1gB+60 | - | 83.48191 |
Tranche Comments
X-1: Registration: Vkfluw;
V-2: Registration: Mfrtsr;
S-3: Registration: Lruoit;
T: Registration: Aozwzl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | OAB | 910.000 | 9.46 | Rhh | - | AAA | - | - | - | - | Jzfukhbp | 1cD | - | 55 | 1cX+55 | - | 568.00000 |
| A | RNL | 58.100 | 4.88 | Ap1 | - | C+ | - | - | - | - | Dkpkmheb | 1sX | - | 225 | 1gY+150 | - | 31.65260 |
Tranche Comments
J: Registration: Cmlysw;
A: Registration: Wfyklf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | PCY | 123.000 | 9.78 | Pqq | - | XXX | - | - | - | - | Fcfmswzt | 1uM | - | 26 | 1jD+20 | - | 68.68591 |
| P-3 | JAW | 568.000 | 4.12 | Ayy | - | VVV | - | - | - | - | Wekbjrkc | 1oY | - | 60 | 1mZ+50 | - | 96.72102 |
| E | KFB | 58.000 | 4.58 | Wh1 | - | P+ | - | - | - | - | Lhbmqrln | 1bR | - | 240 | 1rJ+150 | - | 33.92361 |
| N-2 | XWG | 131.000 | 7.58 | Kss | - | JJJ | - | - | - | - | Jfcyamjj | 1cK | - | 36 | 1qK+30 | - | 70.94509 |
Tranche Comments
L-1: Registration: Rcyagr;
N-2: Registration: Yjlwym;
P-3: Registration: Umqjhk;
E: Registration: Olvmta;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | BZT | 10.000 | 8.20 | Px1 | - | I+ | - | - | - | - | Rmpdpzpl | 1fV | - | 210 | 1hH+150 | - | 96.93365 |
| D | CSS | 8,244.000 | 5.83 | Wqq | - | RRR | - | - | - | - | Xybwjxyh | 1zK | - | 45 | 1fD+45 | - | 325.00000 |
Tranche Comments
D: Registration: Bczrjm;
T: Registration: Krinit;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | PVY | 558.000 | 3.00 | Tvv | - | DDD | - | - | - | - | Yjcpyxdd | 1xS | - | 17 | 1lF+15 | - | 27.63850 |
| Y-3 | HAT | 217.000 | 8.61 | Zhh | - | EEE | - | - | - | - | Ddlczppt | 1wR | - | 55 | 1nG+55 | - | 857.00000 |
| D-2 | TAN | 329.000 | 1.55 | Vxx | - | RRR | - | - | - | - | Khwbfmeh | 1gP | - | 25 | 1zZ+25 | - | 672.00000 |
| A | LFZ | 27.000 | 6.31 | S1 | - | J+ | - | - | - | - | Rfsvdapr | 1vT | - | 225 | 1hA+180 | - | 84.57856 |
Tranche Comments
R-1: Registration: Njyqcj;
D-2: Registration: Eypulo;
Y-3: Registration: Fhmwzj;
A: Registration: Xwsjsb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | CHM | 97.100 | 64.26 | S1 | - | J+ | - | - | - | - | Xyzkklvg | 1sD | - | 100 | 1dE+100 | - | 54.79740 |
| M | OAW | 3,096.600 | 4.10 | Stt | - | NNN | - | - | - | - | Dxqjfduo | 1tX | - | 90 | 1fN+90 | - | 604.00000 |
Tranche Comments
M: Registration: 144G Ezmv;
R: Registration: 144S Odql;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T3 | HKY | 252.000 | 2.60 | Syy | - | EEE | - | - | - | - | Iprmydbf | 1eC | - | 65 | O+65 | - | 503.00000 |
| C1 | JEB | 622.000 | 5.80 | Cbb | - | AAA | - | - | - | - | Edpxqfcz | 1fO | - | 20 | U+16 | - | 72.90234 |
| X2 | PUS | 587.000 | 7.70 | Frr | - | QQQ | - | - | - | - | Ajpszzho | 1mO | - | 30 | B+28 | - | 99.58587 |
| G | VCR | 20.700 | 9.46 | Z1 | - | I+ | - | - | - | - | Dzizikig | 1dK | - | 350 | K+180 | - | 19.24833 |