| 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 |
|---|
| C-2 | RQP | 349.000 | 4.41 | Ihh | - | GGG | - | - | - | - | Yheajmju | 1bP | 40-42 | 38 | 1oG+38 | 1zQ+38 | 258.00000 |
| K-1 | JAH | 316.200 | 5.30 | Tll | - | BBB | - | - | - | - | Emvdrzmf | 1bW | 28-30 | 28 | 1sZ+28 | 1uI+28 | 414.00000 |
| X-3 | UPK | 639.200 | 9.38 | Nzz | - | GGG | - | - | - | - | Ylspzwwz | 1uM | 62-65 | 60 | 1vW+60 | 1iF+60 | 146.00000 |
| D | NOX | 94.500 | 4.66 | Nj1 | - | S+ | - | - | - | - | Huqsdyle | 1sB | 220 | 150 | 1uM+150 | 1iW+210 | 69.30662 |
Tranche Comments
K-1: Registration: Macmia;
C-2: Registration: Ziyrul;
X-3: Registration: Eyqnqm;
D: Registration: Saifiv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | QIT | 296.100 | 5.86 | Zdd | - | VVV | - | - | - | - | Udwomvec | 1dI | - | 28 | 1cX+28 | - | 814.00000 |
| T | OAE | 65.700 | 8.38 | En1 | - | X+ | - | - | - | - | Rvvpvvuv | 1jL | - | 220 | 1wI+150 | - | 71.10518 |
| W-2 | TJP | 685.000 | 2.62 | Cww | - | QQQ | - | - | - | - | Pyowksnl | 1sF | - | 50 | 1mR+50 | - | 607.00000 |
| Z-3 | QUQ | 215.500 | 7.19 | Acc | - | ZZZ | - | - | - | - | Vskbzbuh | 1tL | - | 65 | 1qH+65 | - | 957.00000 |
Tranche Comments
K-1: Registration: Nrrmmh;
W-2: Registration: Bivtzj;
Z-3: Registration: Gbxjsm;
T: Registration: Ykbatq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | THZ | 40.600 | 5.30 | Hw1 | - | H+ | - | - | - | - | Hdlbqfmb | 1pS | - | 220 | 1oI+150 | - | 67.49922 |
| M-3 | OHT | 565.500 | 5.84 | Doo | - | OOO | - | - | - | - | Fpwdkcdx | 1wE | - | 70 | 1xU+60 | - | 95.45187 |
| Z-2 | XMR | 808.000 | 7.00 | Nii | - | BBB | - | - | - | - | Rsywqlpu | 1iS | - | 45 | 1iM+40 | - | 11.40487 |
| Z-1 | MNV | 918.000 | 9.00 | Tkk | - | MMM | - | - | - | - | Bbphfdvl | 1oT | - | 26 | 1hW+26 | - | 531.00000 |
Tranche Comments
Z-1: Registration: Yfyohw;
Z-2: Registration: Kufspt;
M-3: Registration: Awspmr;
B: Registration: Seotae;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | ORI | 130.000 | 5.24 | Chh | - | ZZZ | - | - | - | - | Dauddsac | 1rK | - | 55 | 1uW+55 | - | 732.00000 |
| S | VCD | 40.800 | 8.51 | Ys1 | - | R+ | - | - | - | - | Mvplbyxe | 1xH | - | 225 | 1eX+150 | - | 53.97460 |
Tranche Comments
V: Registration: Gykfwg;
S: Registration: Bqbkiz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | MJH | 29.000 | 6.36 | Li1 | - | H+ | - | - | - | - | Nmvfrika | 1zM | - | 240 | 1xA+150 | - | 95.58250 |
| G-2 | TQY | 907.000 | 8.48 | Tnn | - | LLL | - | - | - | - | Wvjljmhi | 1sM | - | 36 | 1oJ+30 | - | 52.73506 |
| H-1 | MXI | 992.000 | 7.23 | Lee | - | TTT | - | - | - | - | Bzhowmue | 1rP | - | 26 | 1uH+20 | - | 95.33512 |
| D-3 | WHS | 517.000 | 7.22 | Lxx | - | EEE | - | - | - | - | Zblejker | 1rZ | - | 60 | 1oZ+50 | - | 34.57664 |
Tranche Comments
H-1: Registration: Jnvzyx;
G-2: Registration: Kuzjsc;
D-3: Registration: Xhqatd;
D: Registration: Jxalcp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | PHN | 1,290.000 | 6.80 | Gvv | - | UUU | - | - | - | - | Wrxlxllr | 1wH | - | 45 | 1oQ+45 | - | 487.00000 |
| Q | NOZ | 31.000 | 8.58 | Ye1 | - | C+ | - | - | - | - | Zxftcdtd | 1jI | - | 210 | 1qP+150 | - | 91.68007 |
Tranche Comments
Y: Registration: Znaufk;
Q: Registration: Ryijrt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | PQE | 677.000 | 3.98 | Mll | - | ZZZ | - | - | - | - | Uhusjyuy | 1vP | - | 25 | 1bZ+25 | - | 324.00000 |
| M-1 | GXD | 189.000 | 7.00 | Qqq | - | PPP | - | - | - | - | Sfvhqlou | 1hN | - | 17 | 1cG+15 | - | 36.11286 |
| H | NOP | 72.000 | 2.39 | A1 | - | S+ | - | - | - | - | Meshptyl | 1uC | - | 225 | 1wV+180 | - | 24.74888 |
| B-3 | TIV | 214.000 | 4.13 | Zrr | - | QQQ | - | - | - | - | Nwfplalx | 1cL | - | 55 | 1zK+55 | - | 506.00000 |
Tranche Comments
M-1: Registration: Xwafgl;
L-2: Registration: Rpyrbi;
B-3: Registration: Vibcxo;
H: Registration: Jjipvl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | IYD | 4,017.200 | 8.10 | Icc | - | JJJ | - | - | - | - | Lyxralon | 1aR | - | 90 | 1cO+90 | - | 161.00000 |
| Z | UBL | 63.700 | 89.83 | P1 | - | Z+ | - | - | - | - | Pnrcfpvn | 1tF | - | 100 | 1jY+100 | - | 19.71101 |
Tranche Comments
L: Registration: 144U Xgqc;
Z: Registration: 144X Cicx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | PKK | 565.000 | 1.60 | Yzz | - | OOO | - | - | - | - | Zmuvsiou | 1vY | - | 20 | R+16 | - | 85.33024 |
| V3 | JKR | 826.000 | 7.29 | Xvv | - | CCC | - | - | - | - | Sfkhqryg | 1cI | - | 65 | X+65 | - | 355.00000 |
| T2 | NLP | 666.000 | 2.44 | Ucc | - | CCC | - | - | - | - | Xysremfw | 1yB | - | 30 | Z+28 | - | 95.53097 |
| D | KSF | 95.200 | 7.25 | Y1 | - | D+ | - | - | - | - | Ykjmaifc | 1fE | - | 350 | F+180 | - | 30.34311 |