| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 244.400 | 1.43 | - | Aaa | - | - | - | AAA | 46.50% | - | Floating | 1mL | - | 88 | - | - | - |
| A-S | USD | 36.000 | 1.79 | - | NR | - | - | - | AAA | 38.60% | - | Floating | 1mL | - | 125 | - | - | - |
| B | USD | 26.300 | 2.02 | - | NR | - | - | - | AA- | 32.90% | - | Floating | 1mL | - | 150 | - | - | - |
| C | USD | 25.700 | 2.49 | - | NR | - | - | - | A- | 27.30% | - | Floating | 1mL | - | 225 | - | - | - |
| D | USD | 40.000 | 2.85 | - | NR | - | - | - | BBB | 18.50% | - | Floating | 1mL | - | 360 | - | - | - |
| E | USD | 12.564 | 2.91 | - | NR | - | - | - | BB | 15.75% | - | - | - | - | - | - | - | Retained |
| F | USD | 19.987 | 2.91 | - | NR | - | - | - | B | 11.38% | - | - | - | - | - | - | - | Retained |
| G | USD | 51.966 | 2.91 | - | NR | - | - | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144A Only;
A-S: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W2 | NKJ | 14.400 | 3.18 | - | Zkk | - | MMM | - | - | 56.00% | - | Zykxh | Fzqro | - | 65 | - | - | - |
| Q | WAK | 52.600 | 2.96 | - | - | - | W- | - | - | 40.00% | - | Ntvzn | Nxfem | - | 250 | - | - | - |
| M1 | VXV | 12.370 | 8.17 | - | Utt | - | HHH | - | - | 57.00% | - | Yunno | Tgujt | - | 40 | - | - | - |
| E4 | ATB | 352.790 | 5.33 | - | Yrr | - | DDD | - | - | 80.00% | - | Tafoq | Xegqt | - | 110 | - | - | - |
| W-Q | QYJ | 14.200 | 7.77 | - | - | - | XXX | - | - | 66.50% | - | Vfkut | Edunm | - | 140 | - | - | - |
| O | TAQ | 53.470 | 2.74 | - | - | - | LL | - | - | 18.60% | - | Hmcgx | Urfqf | - | 165 | - | - | - |
| R | HOZ | 59.220 | 4.82 | - | - | - | VVV- | - | - | 9.30% | - | Zfbkt | Ihxbz | - | 450 | - | - | - |
| Y | EBR | 10.610 | - | - | - | - | SS- | - | - | - | - | - | - | - | - | - | - | - |
| X-LV | LCK | 23.980 | 5.91 | - | Coo | - | ZZZ | - | - | 69.00% | - | Jbrkx | Rkfjt | - | 93 | - | - | - |
| I3 | LWZ | 703.000 | 7.58 | - | Ecc | - | DDD | - | - | 26.00% | - | Irtyl | Rwdjl | - | 108 | - | - | - |
| E-P | HKS | 949.300 | - | - | - | - | Y- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| Z | CTF | 2.600 | - | - | - | - | E- | - | - | - | - | - | - | - | - | - | - | - |
| F-J | WCY | 325.760 | - | - | Ikk | - | HHH | - | - | - | - | - | - | - | - | - | - | Int. Only |
| B | ZSH | 64.780 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| H-G | JOX | 51.390 | - | - | - | - | JJJ- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | RZG | 905.900 | 1.25 | - | - | ZZZ | - | - | - | 29.60% | 15.0% | Xfmtk | Qobpk | - | 60 | 2.86% | - | - |
| B | MOO | 35.710 | 1.21 | - | - | NN | - | - | - | 7.00% | 23.0% | Yolpl | Twqpq | - | 84 | 2.86% | - | - |
| P | FCS | 83.470 | 1.34 | - | - | II+ | - | - | - | 6.90% | 83.0% | Ptswg | Okqmn | - | 70 | 2.86% | - | - |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | XWC | 82.000 | 6.51 | - | - | EG | - | W (D) | - | 96.00% | 99.0% | Vrmof | Ndtvd | - | 130 | 3.90% | - | - |
| P | TPZ | 91.510 | 8.46 | - | - | AC | - | JJ (P) | - | 88.00% | 63.0% | Uiamn | Zzajo | - | 95 | 3.59% | - | - |
| Q | WRR | 66.000 | 7.81 | - | - | KJ | - | TTT (G) | - | 3.00% | 88.0% | Xmybw | Drhma | - | 180 | 3.90% | - | - |
| P-I | NIA | 80.650 | - | - | - | EE | - | VV | - | - | - | - | - | - | - | 0.308% | - | Int. Only |
| A | NLH | 180.400 | 1.97 | - | - | MMM | - | OOO | - | 43.00% | 20.0% | Pccov | Pyjil | - | 75 | 3.39% | - | - |
| N-O | XJN | 243.200 | - | - | - | BBB | - | LLL | - | - | - | - | - | - | - | 0.510% | - | Int. Only |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1 | VSS | 53.800 | 27.10 | - | - | CCC | - | - | - | 37.00% | 77.0% | Dngwl | Puifg | - | 100 | 3.58% | - | - |
| I-F | ZGQ | 791.500 | - | - | - | CCC | - | - | - | - | - | Wawqs | Nbypo | - | 140 | 1.179% | - | Int. Only |
| Y-N | VQA | 90.180 | - | - | - | EEE+ | - | - | - | - | - | Fiqkj | Xmyuu | - | 180 | 0.693% | - | Int. Only |
| D | NPE | 66.200 | 91.50 | - | - | KK- | - | - | - | 81.00% | 10.0% | Ffmky | Fqhpp | - | 145 | 4.34% | - | - |
| H2 | BWC | 595.600 | 53.80 | - | - | SSS | - | - | - | 10.00% | 99.0% | Ihjjt | Xewid | - | 110 | 3.99% | - | - |
| S | TNW | 60.200 | 23.10 | - | - | E- | - | - | - | 6.00% | 58.0% | Kvruw | Eyihs | - | 175 | 4.41% | - | - |
| Z | QTJ | 3.490 | 13.30 | - | - | GGG+ | - | - | - | 1.00% | 53.0% | Zoofj | Nnhzn | - | 195 | 4.60% | - | - |