| 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 |
|---|
| R-2 | AJC | 205.000 | 9.60 | Znn | - | PPP | - | - | - | - | Awechrqu | 1jA | 40-42 | 38 | 1oL+38 | 1bR+38 | 100.00000 |
| K-3 | FMR | 430.900 | 8.74 | Sll | - | JJJ | - | - | - | - | Zyfjuuer | 1xC | 62-65 | 60 | 1fU+60 | 1lW+60 | 429.00000 |
| S | FWC | 81.100 | 6.20 | Eg1 | - | L+ | - | - | - | - | Qqdccfyf | 1xJ | 220 | 150 | 1fK+150 | 1xZ+210 | 87.24483 |
| M-1 | VKA | 470.500 | 4.67 | Xrr | - | TTT | - | - | - | - | Jmpaeude | 1uK | 28-30 | 28 | 1bR+28 | 1fF+28 | 701.00000 |
Tranche Comments
M-1: Registration: Huvoeh;
R-2: Registration: Cofckm;
K-3: Registration: Cyljim;
S: Registration: Qhmzqa;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-3 | PFC | 120.300 | 9.37 | Aff | - | LLL | - | - | - | - | Pqxmthrj | 1yI | - | 65 | 1rD+65 | - | 916.00000 |
| P | PCH | 20.400 | 7.21 | Xs1 | - | C+ | - | - | - | - | Pwsoffkg | 1uK | - | 220 | 1cZ+150 | - | 67.97607 |
| Z-2 | ISK | 400.000 | 8.71 | Eff | - | ZZZ | - | - | - | - | Kwelexyl | 1mE | - | 50 | 1nN+50 | - | 804.00000 |
| E-1 | TCE | 705.300 | 8.92 | Htt | - | QQQ | - | - | - | - | Pwxvhyvl | 1vY | - | 28 | 1oH+28 | - | 524.00000 |
Tranche Comments
E-1: Registration: Xfgryy;
Z-2: Registration: Pahnwj;
H-3: Registration: Mfbxoh;
P: Registration: Sacaph;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | ATZ | 455.000 | 8.00 | Lyy | - | BBB | - | - | - | - | Opwukzcg | 1nL | - | 26 | 1nU+26 | - | 446.00000 |
| J-3 | QGY | 560.300 | 4.64 | Hll | - | ZZZ | - | - | - | - | Kvrbzexz | 1aC | - | 70 | 1nE+60 | - | 54.44893 |
| V-2 | EKC | 880.000 | 2.00 | Rzz | - | NNN | - | - | - | - | Hxzfhsjw | 1sN | - | 45 | 1zM+40 | - | 98.98643 |
| C | ZJK | 99.300 | 7.20 | Xa1 | - | N+ | - | - | - | - | Hxyqwlbu | 1jB | - | 220 | 1nA+150 | - | 23.83449 |
Tranche Comments
M-1: Registration: Qrsocm;
V-2: Registration: Rhoakl;
J-3: Registration: Auygnm;
C: Registration: Yhitxp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | NPN | 961.000 | 1.30 | Zii | - | JJJ | - | - | - | - | Ukhrrfdm | 1kV | - | 55 | 1cS+55 | - | 305.00000 |
| G | NXT | 81.300 | 6.82 | Ly1 | - | U+ | - | - | - | - | Ryochlee | 1qD | - | 225 | 1zE+150 | - | 10.73460 |
Tranche Comments
L: Registration: Sajlpm;
G: Registration: Gkxpum;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-3 | JYI | 551.000 | 2.47 | Tnn | - | RRR | - | - | - | - | Bxuqmdto | 1aM | - | 60 | 1pZ+50 | - | 39.32997 |
| D-2 | QZA | 538.000 | 8.67 | Hmm | - | EEE | - | - | - | - | Tpzyzjnb | 1mR | - | 36 | 1nC+30 | - | 35.37815 |
| H | JHJ | 87.000 | 9.97 | Yw1 | - | U+ | - | - | - | - | Nwctxvtk | 1qY | - | 240 | 1iD+150 | - | 76.43071 |
| R-1 | WUI | 860.000 | 5.61 | Vww | - | EEE | - | - | - | - | Zzoahqda | 1lS | - | 26 | 1cA+20 | - | 90.86733 |
Tranche Comments
R-1: Registration: Dayhos;
D-2: Registration: Fbuukp;
T-3: Registration: Wioqlp;
H: Registration: Ongksq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | CNZ | 4,986.000 | 7.64 | Ezz | - | FFF | - | - | - | - | Qecksklw | 1cA | - | 45 | 1lE+45 | - | 468.00000 |
| M | NVY | 42.000 | 7.12 | Id1 | - | C+ | - | - | - | - | Vfvfvlyl | 1dU | - | 210 | 1rF+150 | - | 30.37048 |
Tranche Comments
J: Registration: Zpajmo;
M: Registration: Qosmxe;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-3 | MNS | 764.000 | 2.75 | Bnn | - | NNN | - | - | - | - | Cmvdbpmr | 1mR | - | 55 | 1kR+55 | - | 460.00000 |
| L-1 | FCI | 384.000 | 3.00 | Eoo | - | QQQ | - | - | - | - | Vcuexsul | 1oT | - | 17 | 1xB+15 | - | 27.72672 |
| R | LTN | 86.000 | 7.23 | M1 | - | P+ | - | - | - | - | Wwswloti | 1sT | - | 225 | 1qB+180 | - | 60.30308 |
| G-2 | OWZ | 446.000 | 7.15 | Taa | - | NNN | - | - | - | - | Fsrajejd | 1mH | - | 25 | 1gI+25 | - | 291.00000 |
Tranche Comments
L-1: Registration: Jwxvvh;
G-2: Registration: Yljkwq;
E-3: Registration: Quywvh;
R: Registration: Uaurqk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | GSK | 1,892.200 | 5.20 | Eff | - | SSS | - | - | - | - | Vmpmosfn | 1rR | - | 90 | 1aF+90 | - | 607.00000 |
| E | URV | 34.200 | 82.30 | E1 | - | Q+ | - | - | - | - | Dqojxvbf | 1qW | - | 100 | 1cV+100 | - | 80.38024 |
Tranche Comments
R: Registration: 144E Wpih;
E: Registration: 144Z Drle;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1 | YOO | 766.000 | 4.50 | Grr | - | KKK | - | - | - | - | Ppfahvhb | 1tF | - | 20 | S+16 | - | 31.90177 |
| K2 | PKC | 341.000 | 2.71 | Smm | - | III | - | - | - | - | Ozuesqxh | 1wJ | - | 30 | R+28 | - | 66.96716 |
| K3 | WPL | 382.000 | 2.69 | Lzz | - | ZZZ | - | - | - | - | Hhrlvejc | 1aQ | - | 65 | I+65 | - | 546.00000 |
| T | JXB | 99.300 | 5.28 | T1 | - | N+ | - | - | - | - | Crcorkhi | 1xL | - | 350 | L+180 | - | 85.87136 |