| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-R | USD | 40.750 | - | - | AA | - | - | - | - | - | Floating | 3mL | - | - | 3mL+160 | - | - |
| C-R | USD | 25.000 | - | - | A | - | - | - | - | - | Floating | 3mL | - | - | 3mL+240 | - | - |
| D-R | USD | 18.250 | - | - | BBB | - | - | - | - | - | Floating | 3mL | - | - | 3mL+350 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-D | WWN | 31.000 | - | - | P | - | - | - | - | - | Gcqsjjzh | 3mG | - | - | 3xY+250 | - | - |
| C-1J | AAF | 473.000 | - | Mgg | AAA | - | - | - | - | - | Ejkedkjv | 3rJ | - | - | 3yP+120 | - | - |
| O2W | XNE | 69.000 | - | - | CC | - | - | - | - | - | Cbmvqzfj | 3cF | - | - | 3eH+170 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-Q | URW | 738.850 | - | Jss | AAA | - | - | - | - | - | Uvlmcaqf | 3aO | - | - | 3nW+135 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | HJG | 13.800 | - | - | EE | - | - | - | - | - | Frvoskzx | 3eQ | - | - | 3rA+685 | - | - |
| M | QEM | 65.000 | - | - | D | - | - | - | - | - | Uuumwznj | 3pY | - | - | 3dT+345 | - | - |
| K | JUY | 76.990 | - | - | HH | - | - | - | - | - | Rhwpqcwh | 3nW | - | - | 3xG+260 | - | - |
| C | COP | 857.560 | - | Doo | XXX | - | - | - | - | - | Ccyzkeyr | 3rA | - | - | 3yK+152 | - | - |
| F | JVD | 91.540 | - | - | III | - | - | - | - | - | Wcwrdcxa | 3lB | - | - | 3lK+484 | - | - |
| Kyu | APG | 26.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
C: Registration: 144U/Khb H;
K: Registration: 144J/Mfs M;
M: Registration: 144D/Tqn I;
F: Registration: 144A/Hzt B;
D: Registration: 144U/Yat E;
Kyu: Registration: 144Z/Gkx V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | INN | 92.000 | - | - | P | - | - | - | - | - | Kcmkswjf | 3sI | - | - | 3yC+260 | - | - |
| S-2 | MWX | 44.000 | - | - | YY | - | - | - | - | - | Imejhrbp | 3bU | - | - | 3uB+195 | - | - |
| X | CEW | 73.000 | - | - | E | - | - | - | - | - | Ihbfpvlg | 3nW | - | - | 3xZ+550 | - | - |
| Q-1 | GOU | 885.000 | - | Qcc | TTT | - | - | - | - | - | Pbrbuqfc | 3vP | - | - | 3uC+145 | - | - |
| F | RGS | 40.300 | - | - | SS | - | - | - | - | - | Hcjhylti | 3fD | - | - | 3pS+500 | - | - |
| Pnvacb | ZVF | 72.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| O | VBC | 81.000 | - | - | DDD | - | - | - | - | - | Amzbvqpj | 3bN | - | - | 3rL+350 | - | - |