| 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 |
|---|
| S-D | KHT | 59.000 | - | - | S | - | - | - | - | - | Hykrozrm | 3kE | - | - | 3aK+250 | - | - |
| M-1A | AHG | 698.000 | - | Lii | PPP | - | - | - | - | - | Ymbyehlm | 3wI | - | - | 3lX+120 | - | - |
| Y2E | JVP | 68.000 | - | - | AA | - | - | - | - | - | Fchdjxux | 3rY | - | - | 3xW+170 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | EQQ | 996.850 | - | App | QQQ | - | - | - | - | - | Ipfqfros | 3cY | - | - | 3nW+135 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | XEL | 15.670 | - | - | OO | - | - | - | - | - | Iqpswwll | 3aW | - | - | 3pK+260 | - | - |
| I | TEH | 719.420 | - | Oii | NNN | - | - | - | - | - | Pcxvhlfa | 3xG | - | - | 3cB+152 | - | - |
| Q | VWT | 22.000 | - | - | J | - | - | - | - | - | Nstzroqt | 3iF | - | - | 3wF+345 | - | - |
| Y | HFE | 71.260 | - | - | HHH | - | - | - | - | - | Dqdhchpb | 3tR | - | - | 3yL+484 | - | - |
| B | AKR | 61.800 | - | - | FF | - | - | - | - | - | Xvceyrux | 3aW | - | - | 3qG+685 | - | - |
| Hth | TJM | 48.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
I: Registration: 144W/Wtc Q;
N: Registration: 144N/Iab N;
Q: Registration: 144M/Zkn Z;
Y: Registration: 144Q/Ydd Q;
B: Registration: 144Y/Eva M;
Hth: Registration: 144A/Qae Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | ABX | 869.000 | - | Wvv | PPP | - | - | - | - | - | Ovljwflz | 3zD | - | - | 3gJ+145 | - | - |
| T-2 | WHB | 27.000 | - | - | II | - | - | - | - | - | Qzukqhoe | 3tX | - | - | 3pM+195 | - | - |
| G | QMF | 87.000 | - | - | A | - | - | - | - | - | Spwkezws | 3iY | - | - | 3uU+260 | - | - |
| A | FVH | 22.000 | - | - | S | - | - | - | - | - | Xfqmzmwf | 3dB | - | - | 3iL+550 | - | - |
| Vvgbns | QYI | 69.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| X | BCJ | 15.000 | - | - | DDD | - | - | - | - | - | Kjjvplcs | 3hB | - | - | 3pN+350 | - | - |
| K | REN | 86.700 | - | - | NN | - | - | - | - | - | Ebdxrqfv | 3aV | - | - | 3eY+500 | - | - |