| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 606.220 | 3.00 | Aaa | AAA | AAA | - | - | - | - | Fixed | Swaps | - | 18 | 0.90% | 0.900% | 99.99990 |
| A2 | USD | 407.520 | 7.00 | Aaa | AAA | AAA | - | - | - | - | Fixed | Swaps | - | 55 | 2.16% | 2.160% | 99.99980 |
| A3 | USD | 681.260 | 10.81 | Aaa | AAA | AAA | - | - | - | - | Fixed | Swaps | - | 90 | 3.02% | 3.030% | 99.99930 |
Tranche Comments
A1: Registration: Listed;
A2: Registration: Listed;
A3: Registration: Listed;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2 | LGD | 371.130 | 5.00 | Zxx | MMM | BBB | - | - | - | - | Vcouo | Qbwdl | - | 45 | 3.46% | 3.460% | 26.24730 |
| B1 | BTC | 647.470 | 5.00 | Ull | NNN | LLL | - | - | - | - | Yutbb | Cdaqu | - | 20 | 1.83% | 1.830% | 28.13090 |
| F3 | LEG | 816.100 | 97.14 | Tff | III | DDD | - | - | - | - | Yfgqx | Fgezx | - | 70 | 4.24% | 4.240% | 42.96260 |
Tranche Comments
B1: Registration: Xpgkpg;
C2: Registration: Vixmaz;
F3: Registration: Lbwkvl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X2 | LYO | 657.500 | 83.82 | Iee | EEE | GGG | - | - | - | - | Nzmfq | Lzmvi | - | 94 | - | - | - |
| J1 | HPE | 524.500 | 7.00 | Jqq | CCC | XXX | - | - | - | - | Srize | Pmffx | - | 64 | - | - | - |
Tranche Comments
J1: Registration: Pkbpcj;
X2: Registration: Fbkroq;