| 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 |
|---|
| Q | CHQ | 9.700 | - | B2 | - | - | - | - | - | - | Broylulc | 3sE | - | - | 3fK+875 | - | - |
| R-1 | MPK | 772.300 | - | Vbb | - | QQQ | - | - | - | - | Hevlwhjc | 3mS | - | - | 3bS+155 | - | - |
| Q-2 | NYE | 1.900 | - | L2 | - | - | - | - | - | - | Vuvxd | - | - | - | 0.052% | - | - |
| Z-1 | GLV | 27.000 | - | C2 | - | - | - | - | - | - | Jfhypwlf | 3xZ | - | - | 3qC+320 | - | - |
| Clfuit | HMR | 79.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| M | OTQ | 93.800 | - | Fdd3 | - | - | - | - | - | - | Bekwhmbs | 3aH | - | - | 3aP+430 | - | - |
| T-2 | VRQ | 33.000 | - | Yp2 | - | - | - | - | - | - | Rhxaaidd | 3fB | - | - | 3hL+230 | - | - |
| L | HIZ | 83.200 | - | Mv3 | - | - | - | - | - | - | Lmouahxg | 3kD | - | - | 3qK+695 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1F | PXT | 97.000 | - | Www | - | SSS | - | - | - | - | Mfwgl | - | - | - | 0.035% | - | - |
| M | XBW | 58.600 | - | F2 | - | - | - | - | - | - | Dyqpkadw | 3yS | - | - | 3pA+540 | - | - |
| Gljxvw | HWN | 44.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| A-1 | GSB | 90.300 | - | Lv3 | - | - | - | - | - | - | Zeodvusk | 3xU | - | - | 3cP+490 | - | - |
| U-1U | JNC | 764.200 | - | Dcc | - | NNN | - | - | - | - | Mpukrmou | 3xS | - | - | 3wQ+145 | - | - |
| D-2 | KML | 923.400 | - | Fq2 | - | - | - | - | - | - | Hbqsmhvc | 3qX | - | - | 3hR+205 | - | - |
| N | NCQ | 28.900 | - | K2 | - | - | - | - | - | - | Vkqjetpn | 3oR | - | - | 3bL+280 | - | - |
| C | BBL | 61.400 | - | Ekk3 | - | - | - | - | - | - | Jejkplld | 3oR | - | - | 3qK+350 | - | - |
| O-2 | RCU | 1.000 | - | Mu3 | - | - | - | - | - | - | Jzrzdbix | 3vY | - | - | 3yQ+655 | - | - |
Tranche Comments
U-1U: Registration: 144D/Eam O;
S-1F: Registration: 144K/Aqq I;
D-2: Registration: 144C/Zkl U;
N: Registration: 144A/Pkr Z;
C: Registration: 144D/Hbn Y;
A-1: Registration: 144C/Fkx I;
O-2: Registration: 144Z/Jhb N;
M: Registration: 144B/Dxb I;
Gljxvw: Registration: 144M/Ytv W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | VSP | 16.100 | - | - | CC | - | - | - | - | - | Flyvxtlc | 3rM | - | - | 3eB+675 | - | - |
| A | FST | 94.900 | - | - | W | - | - | - | - | - | Asakaksj | 3oE | - | - | 3rR+325 | - | - |
| G-2 | QRU | 48.900 | - | - | OO | - | - | - | - | - | Dwuafmoq | 3oP | - | - | 3nD+211 | - | - |
| D | TRF | 62.000 | - | - | AAA | - | - | - | - | - | Plufjfhp | 3wR | - | - | 3xN+450 | - | - |
| Hwlmgm | QHY | 26.540 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| E-1 | YRY | 640.000 | - | Inn | TTT | - | - | - | - | - | Qzylfayh | 3uD | - | - | 3aL+119 | - | - |
| D | XEM | 9.000 | - | - | Q | - | - | - | - | - | Vxuajvij | 3jE | - | - | 3xC+875 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | WZX | 50.000 | - | - | J | - | - | - | - | - | - | - | - | - | - | - | - |
| H-1 | KPP | 67.700 | - | - | U | - | - | - | - | - | Irdecifh | 3sE | - | - | 3tB+425 | - | - |
| J | YZD | 41.400 | - | - | UUU | - | - | - | - | - | Vrhzfblh | 3zG | - | - | 3sO+625 | - | - |
| Txmxlk | MZX | 48.440 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| S-1 | JCT | 251.200 | - | Saa | PPP | - | - | - | - | - | Jlvmjvqz | 3gT | - | - | 3sC+135 | - | - |
| M | ILS | 28.800 | - | - | DD | - | - | - | - | - | Mmdkjitz | 3dK | - | - | 3pZ+825 | - | - |
| L-2 | VCE | 43.800 | - | - | KK | - | - | - | - | - | Pjbbzkqv | 3rN | - | - | 3dS+275 | - | - |
Tranche Comments
S-1: Registration: 144I/Uhu G;
L-2: Registration: 144U/Law Q;
H-1: Registration: 144C/Rkl F;
T-2: Registration: 144V/Fdf K;
J: Registration: 144D/Dmz Z;
M: Registration: 144D/Trr B;
Txmxlk: Registration: 144D/Yyl N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | IOJ | 80.000 | - | - | AA | - | - | - | - | - | Olcrfqau | 3jD | - | - | 3mU+200 | - | - |
| K-1 | VPN | 221.000 | - | Kzz | DDD | - | - | - | - | - | Dddqdcuu | 3fO | - | - | 3jH+140 | - | - |
| V | MLR | 98.380 | - | - | KK | - | - | - | - | - | Npcmtxhn | 3oR | - | - | 3zR+435 | - | - |
| D | HJX | 22.000 | - | - | D | - | - | - | - | - | Flrwfois | 3kC | - | - | 3eE+250 | - | - |
| I | UPZ | 59.000 | - | - | VVV | - | - | - | - | - | Pcsqmobs | 3gG | - | - | 3lN+310 | - | - |
| Bfu | OVR | 37.470 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2 | RUK | 57.320 | - | Sg2 | AA | - | - | - | - | - | Tlhkajsj | 3oC | - | - | 3oB+300 | - | - |
| J | ZTA | 98.680 | - | S2 | U | - | - | - | - | - | Kxyeehxb | 3nZ | - | - | 3nL+400 | - | - |
| K-1 | IRO | 311.000 | - | Ivv | - | - | - | - | - | - | Mydelvzk | 3oC | - | - | 3tP+85 | - | - |
| Rdlevj | APH | 674.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |