| 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 |
|---|
| X | MND | 74.940 | 4.31 | - | - | - | JJ | - | - | 64.20% | - | Zqciv | Etaju | - | 165 | - | - | - |
| V3 | HLF | 113.000 | 4.75 | - | Oee | - | WWW | - | - | 75.00% | - | Pigyl | Yuqmc | - | 108 | - | - | - |
| Y | LKV | 19.370 | 3.91 | - | - | - | WWW- | - | - | 4.40% | - | Pabga | Zvirm | - | 450 | - | - | - |
| I-S | ZRA | 62.300 | 8.75 | - | - | - | VVV | - | - | 37.40% | - | Kzptl | Mwull | - | 140 | - | - | - |
| K | BAD | 70.440 | - | - | - | - | CC- | - | - | - | - | - | - | - | - | - | - | - |
| M1 | WQY | 64.230 | 7.33 | - | Qkk | - | ZZZ | - | - | 18.00% | - | Cbuow | Imcmd | - | 40 | - | - | - |
| Z2 | VSK | 20.400 | 1.88 | - | Pjj | - | HHH | - | - | 80.00% | - | Xjssv | Cbngt | - | 65 | - | - | - |
| U4 | ERR | 717.300 | 7.26 | - | Qmm | - | NNN | - | - | 94.00% | - | Hnwzn | Itxbh | - | 110 | - | - | - |
| F-MU | ZXG | 42.480 | 9.12 | - | Srr | - | FFF | - | - | 22.00% | - | Xtumj | Qrthp | - | 93 | - | - | - |
| W | BUM | 70.200 | 9.24 | - | - | - | A- | - | - | 13.00% | - | Xtjkh | Exlcu | - | 250 | - | - | - |
| C | FIV | 1.300 | - | - | - | - | I- | - | - | - | - | - | - | - | - | - | - | - |
| O | RAT | 75.250 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| I-B | JSG | 417.400 | - | - | - | - | O- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| P-I | PVM | 15.700 | - | - | - | - | EEE- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| K-G | UYX | 263.900 | - | - | Wtt | - | WWW | - | - | - | - | - | - | - | - | - | - | Int. Only |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | JNY | 392.500 | 4.76 | - | - | EEE | - | - | - | 82.80% | 40.0% | Zunsg | Wjmfo | - | 60 | 2.86% | - | - |
| G | MTR | 14.490 | 1.43 | - | - | VV+ | - | - | - | 1.60% | 80.0% | Tyybg | Hqqtx | - | 70 | 2.86% | - | - |
| K | XTC | 20.130 | 6.19 | - | - | II | - | - | - | 6.00% | 62.0% | Ugxsx | Jvatc | - | 84 | 2.86% | - | - |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | WLC | 735.500 | 4.21 | - | - | EEE | - | XXX | - | 15.00% | 27.0% | Iagfh | Ekklh | - | 75 | 3.39% | - | - |
| E | ULO | 17.470 | 6.92 | - | - | EJ | - | PP (P) | - | 29.00% | 29.0% | Tjlaw | Lybol | - | 95 | 3.59% | - | - |
| W | KPR | 44.000 | 4.77 | - | - | EJ | - | P (L) | - | 10.00% | 42.0% | Yvhkr | Ptmxd | - | 130 | 3.90% | - | - |
| K-Z | GPY | 382.600 | - | - | - | TTT | - | UUU | - | - | - | - | - | - | - | 0.510% | - | Int. Only |
| O | BFW | 10.000 | 8.52 | - | - | BQ | - | TTT (F) | - | 6.00% | 16.0% | Jjmyx | Mhfli | - | 180 | 3.90% | - | - |
| J-K | WXO | 86.280 | - | - | - | PW | - | ZZ | - | - | - | - | - | - | - | 0.308% | - | Int. Only |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P2 | VMM | 843.400 | 59.80 | - | - | KKK | - | - | - | 70.00% | 51.0% | Fbniu | Vtjur | - | 110 | 3.99% | - | - |
| K | HEG | 93.500 | 41.20 | - | - | H- | - | - | - | 6.00% | 42.0% | Pnjbh | Yfvnt | - | 175 | 4.41% | - | - |
| D-J | MOT | 45.920 | - | - | - | RRR+ | - | - | - | - | - | Pklwl | Hkhnd | - | 180 | 0.693% | - | Int. Only |
| Q1 | LYA | 99.200 | 63.70 | - | - | KKK | - | - | - | 50.00% | 42.0% | Mcsjy | Gxouq | - | 100 | 3.58% | - | - |
| V | HTP | 1.910 | 72.60 | - | - | EEE+ | - | - | - | 6.00% | 53.0% | Nunrh | Ieczv | - | 195 | 4.60% | - | - |
| R | VQI | 42.700 | 40.70 | - | - | VV- | - | - | - | 75.00% | 46.0% | Kkngz | Jecug | - | 145 | 4.34% | - | - |
| L-F | AHI | 813.300 | - | - | - | WWW | - | - | - | - | - | Nkbnu | Xbfhy | - | 140 | 1.179% | - | Int. Only |