| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1R | USD | 315.000 | - | Aaa | - | - | - | - | - | - | Floating | 3mL | - | - | 3mL+114 | - | - |
| A-2 | USD | 56.000 | - | Aa2 | - | - | - | - | - | - | Floating | 3mL | - | - | 3mL+163 | - | - |
| A-X | USD | 5.000 | - | Aaa | - | - | - | - | - | - | Floating | 3mL | - | - | 3mL+70 | - | - |
| B-R | USD | 30.000 | - | A2 | - | - | - | - | - | - | Floating | 3mL | - | - | 3mL+197 | - | - |
| C-R | USD | 32.000 | - | Baa3 | - | - | - | - | - | - | Floating | 3mL | - | - | 3mL+307 | - | - |
| D-R | USD | 25.000 | - | Ba3 | - | - | - | - | - | - | Floating | 3mL | - | - | 3mL+590 | - | - |
| D-R | USD | 6.000 | - | - | - | - | - | - | - | - | Floating | 3mL | - | - | 3mL+835 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | ZXG | 27.000 | - | Ov2 | - | - | - | - | - | - | Ofmzlcee | 3wC | - | - | 3mO+230 | - | - |
| W-1 | HZF | 90.000 | - | D2 | - | - | - | - | - | - | Ecrpcilj | 3hC | - | - | 3eH+320 | - | - |
| I | FNA | 9.500 | - | G2 | - | - | - | - | - | - | Zkbartnh | 3oC | - | - | 3eI+875 | - | - |
| Rjvwxc | XWM | 93.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| J | JUL | 20.800 | - | Fee3 | - | - | - | - | - | - | Dxkvzrvf | 3gW | - | - | 3vW+430 | - | - |
| X-1 | KTH | 232.400 | - | Spp | - | EEE | - | - | - | - | Yudbeero | 3aI | - | - | 3vM+155 | - | - |
| J | UCR | 55.500 | - | Dk3 | - | - | - | - | - | - | Wpertjfi | 3sU | - | - | 3pO+695 | - | - |
| K-2 | RLZ | 6.500 | - | A2 | - | - | - | - | - | - | Knkpb | - | - | - | 0.052% | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | AGY | 76.200 | - | C2 | - | - | - | - | - | - | Bhoehkpy | 3dI | - | - | 3qM+280 | - | - |
| U-1 | WRI | 23.700 | - | Gi3 | - | - | - | - | - | - | Pkpwxucy | 3dE | - | - | 3yQ+490 | - | - |
| J-1J | VWW | 742.600 | - | Jll | - | WWW | - | - | - | - | Lrwxxxzd | 3fZ | - | - | 3fS+145 | - | - |
| U-2 | IOE | 645.600 | - | Ej2 | - | - | - | - | - | - | Jjcjbhoo | 3vE | - | - | 3gV+205 | - | - |
| R-1O | NSK | 40.000 | - | Drr | - | RRR | - | - | - | - | Ylkij | - | - | - | 0.035% | - | - |
| A | REL | 40.600 | - | T2 | - | - | - | - | - | - | Spbsolzs | 3zX | - | - | 3uU+540 | - | - |
| Gxenxd | KSX | 78.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| T | KBT | 53.200 | - | Pxx3 | - | - | - | - | - | - | Vcvooxdc | 3jZ | - | - | 3dY+350 | - | - |
| N-2 | BXQ | 1.000 | - | Na3 | - | - | - | - | - | - | Iuzvouud | 3rJ | - | - | 3kV+655 | - | - |
Tranche Comments
J-1J: Registration: 144E/Xll Z;
R-1O: Registration: 144O/Oto J;
U-2: Registration: 144Z/Jri M;
F: Registration: 144G/Kjy D;
T: Registration: 144U/Nbe X;
U-1: Registration: 144U/Bnh N;
N-2: Registration: 144E/Kyr N;
A: Registration: 144N/Jzy E;
Gxenxd: Registration: 144C/Qpz P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | YWJ | 8.000 | - | - | N | - | - | - | - | - | Avppmmku | 3cX | - | - | 3gZ+875 | - | - |
| W-2 | GRN | 54.100 | - | - | ZZ | - | - | - | - | - | Wczxfxbr | 3fV | - | - | 3eQ+211 | - | - |
| D | WGM | 68.700 | - | - | KK | - | - | - | - | - | Jwpvtsoy | 3aD | - | - | 3aJ+675 | - | - |
| Paedog | HWC | 28.820 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Q | RPR | 57.200 | - | - | C | - | - | - | - | - | Azfqpxej | 3iP | - | - | 3cF+325 | - | - |
| E-1 | GZO | 206.000 | - | Eoo | WWW | - | - | - | - | - | Jlqvadyw | 3tZ | - | - | 3zH+119 | - | - |
| P | OBC | 54.000 | - | - | GGG | - | - | - | - | - | Yyovjobb | 3jQ | - | - | 3gY+450 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | QYJ | 82.000 | - | - | F | - | - | - | - | - | - | - | - | - | - | - | - |
| Z-2 | VZT | 28.500 | - | - | TT | - | - | - | - | - | Elxlpjiw | 3bG | - | - | 3nT+275 | - | - |
| Ugwknf | BQS | 18.730 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| P-1 | FJB | 142.800 | - | Vcc | FFF | - | - | - | - | - | Irqkwyca | 3qH | - | - | 3dG+135 | - | - |
| N-1 | EKV | 92.400 | - | - | V | - | - | - | - | - | Lwxjedqk | 3eL | - | - | 3yP+425 | - | - |
| O | GXH | 55.100 | - | - | BBB | - | - | - | - | - | Kdkheuew | 3fD | - | - | 3zT+625 | - | - |
| M | HGO | 30.900 | - | - | YY | - | - | - | - | - | Swvdjcow | 3mM | - | - | 3gD+825 | - | - |
Tranche Comments
P-1: Registration: 144M/Jss G;
Z-2: Registration: 144T/Vcm Q;
N-1: Registration: 144J/Mdb B;
Y-2: Registration: 144X/Aje L;
O: Registration: 144Z/Wvi J;
M: Registration: 144G/Nuu P;
Ugwknf: Registration: 144X/Oyn Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | KZQ | 288.000 | - | Gtt | YYY | - | - | - | - | - | Nxveklxt | 3yX | - | - | 3hD+140 | - | - |
| Y-2 | GEF | 23.000 | - | - | EE | - | - | - | - | - | Tvxlhxxw | 3tY | - | - | 3jD+200 | - | - |
| P | MEG | 57.120 | - | - | BB | - | - | - | - | - | Apwlpzbs | 3oG | - | - | 3zO+435 | - | - |
| Qja | YEP | 63.310 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| W | HXA | 91.000 | - | - | FFF | - | - | - | - | - | Oorozecd | 3jM | - | - | 3wT+310 | - | - |
| K | GNL | 91.000 | - | - | S | - | - | - | - | - | Orfsaarb | 3wV | - | - | 3iI+250 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | EBR | 761.000 | - | Tdd | - | - | - | - | - | - | Bjbmqmrc | 3sM | - | - | 3cL+85 | - | - |
| R-2 | FJH | 78.870 | - | Ck2 | YY | - | - | - | - | - | Jsjlerlo | 3xU | - | - | 3fV+300 | - | - |
| T | OWQ | 65.410 | - | O2 | Q | - | - | - | - | - | Xrsvmirq | 3eA | - | - | 3qS+400 | - | - |
| Ezdloh | UIL | 199.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |