| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 292.500 | 7.00 | Aaa | - | - | - | - | - | - | Floating | 3mL | - | - | 3mL+122 | - | - |
| B-R | USD | 49.500 | 7.00 | Aa2 | - | - | - | - | - | - | Floating | 3mL | - | - | 3mL+180 | - | - |
| C-R | USD | 24.000 | 7.00 | A2 | - | - | - | - | - | - | Floating | 3mL | - | - | 3mL+235 | - | - |
| D-R | USD | 27.400 | 7.00 | Baa3 | - | - | - | - | - | - | Floating | 3mL | - | - | 3mL+345 | - | - |
| E-R | USD | 18.400 | 7.00 | Ba3 | - | - | - | - | - | - | Floating | 3mL | - | - | 3mL+595 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1XA | JGT | 796.600 | - | Att | - | III | - | - | - | - | Wcsoytdv | 3mW | - | - | 3wJ+125 | - | - |
| F2M | NVM | 92.500 | - | Nv2 | - | - | - | - | - | - | Dojsomsw | 3rZ | - | - | 3yI+170 | - | - |
| I-W | LEY | 96.000 | - | R2 | - | - | - | - | - | - | Gvzvyybd | 3uV | - | - | 3jX+240 | - | - |
| K-1OD | TXP | 61.000 | - | Qcc | - | LLL | - | - | - | - | Nurukrdw | 3bQ | - | - | 3iC+125 | - | - |
| N-P | YGH | 98.300 | - | Hff3 | - | - | - | - | - | - | Cvudkhwa | 3hC | - | - | 3oV+360 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-N | KWK | 66.500 | - | Fjj3 | - | - | - | - | - | - | Scjhaxoj | 3iE | - | - | 3dM+375 | - | - |
| B-1A | GKY | 100.900 | - | Haa | - | NNN | - | - | - | - | Fqpqwsfw | 3vM | - | - | 3qU+123 | - | - |
| Q-D | XCW | 45.700 | - | L2 | - | - | - | - | - | - | Wdoywkvd | 3aI | - | - | 3rI+260 | - | - |
| U2N | XTN | 52.800 | - | On2 | - | - | - | - | - | - | Nwkspemq | 3kU | - | - | 3xL+170 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | AQC | 77.250 | - | V2 | - | - | - | - | - | - | Kexjcdbq | 3fW | - | - | 3wD+340 | - | - |
| Dxagjo | NXT | 48.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| D-2 | CIJ | 79.000 | - | Eii | - | - | - | - | - | - | Yhbksxlq | 3aE | - | - | 3bA+153 | - | - |
| K-1 | MCP | 774.000 | - | Ljj | - | - | - | - | - | - | Tubczflh | 3iB | - | - | 3lX+161 | - | - |
| N | IPA | 5.000 | - | X3 | - | - | - | - | - | - | Uubsvecl | 3mP | - | - | 3gQ+710 | - | - |
| J | JAC | 73.450 | - | Or3 | - | - | - | - | - | - | Ncaowvia | 3kF | - | - | 3aT+600 | - | - |
| V | VCJ | 74.000 | - | Xx2 | - | - | - | - | - | - | Lfpewdvs | 3dZ | - | - | 3pZ+240 | - | - |
| I-2 | TNJ | 3.000 | - | Waa3 | - | - | - | - | - | - | Klepwyjo | 3cH | - | - | 3mY+465 | - | - |
| N-1 | YYC | 82.000 | - | Sbb3 | - | - | - | - | - | - | Klvyciyw | 3kQ | - | - | 3sY+390 | - | - |
Tranche Comments
K-1: Registration: 144D/Lui C;
D-2: Registration: 144J/Ikb I;
V: Registration: 144E/Cbz I;
Y: Registration: 144E/Nsj F;
N-1: Registration: 144G/Kvd K;
I-2: Registration: 144H/Xee D;
J: Registration: 144C/Nqf Z;
N: Registration: 144Y/Ffp R;
Dxagjo: Registration: 144D/Jwq B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Mam N | UNV | 82.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| F-1 | UKO | 327.100 | - | Wnn | - | RRR | - | - | - | - | Cyylazpc | 3mC | - | - | 3bR+157 | - | - |
| Nqv Z | KCT | 33.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| X | UVJ | 19.800 | - | Lk3 | - | - | - | - | - | - | Budhmvdq | 3bO | - | - | 3gU+585 | - | - |
| W | ZUF | 73.200 | - | M2 | - | - | - | - | - | - | Vbecvcst | 3mA | - | - | 3xD+315 | - | - |
| W-2 | NRP | 28.600 | - | Mn2 | - | - | - | - | - | - | Aphxreha | 3eE | - | - | 3yP+230 | - | - |
| Z | JFM | 93.500 | - | Fhh3 | - | - | - | - | - | - | Iffpssap | 3dZ | - | - | 3aV+440 | - | - |
Tranche Comments
F-1: Registration: 144E/Rzf W;
W-2: Registration: 144P/Fbe K;
W: Registration: 144L/Dse U;
Z: Registration: 144M/Yed T;
X: Registration: 144I/Hky T;
Nqv Z: Registration: 144C/Clu Q;
Mam N: Registration: 144H/Ktq G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | LJH | 6.300 | - | D2 | - | - | - | - | - | - | Zemkklfh | 3eX | - | - | 3kO+620 | - | - |
| P-1Q | LSW | 37.000 | - | Ngg | - | NNN | - | - | - | - | Nkdedbnw | 3sR | - | - | 3fW+136 | - | - |
| Ibmlmb | XMN | 38.560 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Y | NPP | 37.600 | - | Ag3 | - | - | - | - | - | - | Pvkcvivs | 3iA | - | - | 3gB+525 | - | - |
| Mju Wzmj | AAJ | 2.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| J-2 | TFR | 41.300 | - | Ub2 | - | - | - | - | - | - | Wkhxytwz | 3nX | - | - | 3jA+215 | - | - |
| C | GIT | 31.000 | - | M2 | - | - | - | - | - | - | Fzqllluq | 3sH | - | - | 3xN+285 | - | - |
| I | NUL | 68.900 | - | Wdd3 | - | - | - | - | - | - | Gwlzaxjg | 3dK | - | - | 3qQ+370 | - | - |
| K-1K | WWO | 466.100 | - | Bqq | - | VVV | - | - | - | - | Wmprcewx | 3rO | - | - | 3xK+152 | - | - |