| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1R | USD | 227.000 | - | Aaa | - | - | - | - | - | - | Floating | 3mL | - | - | 3mL+120 | - | - |
| A2R | USD | 32.500 | - | - | - | - | - | - | - | - | Floating | 3mL | - | - | 3mL+185 | - | - |
| B-R | USD | 27.750 | - | - | - | - | - | - | - | - | Floating | 3mL | - | - | 3mL+275 | - | - |
| C-R | USD | 16.250 | - | - | - | - | - | - | - | - | Floating | 3mL | - | - | 3mL+370 | - | - |
| D-R | USD | 14.000 | - | - | - | - | - | - | - | - | Floating | 3mL | - | - | 3mL+520 | - | - |
| E-R | USD | 9.000 | - | - | - | - | - | - | - | - | Floating | 3mL | - | - | 3mL+650 | - | - |
Tranche Comments
A-1R: Registration: 144A/Reg S;
A2R: Registration: 144A/Reg S;
B-R: Registration: 144A/Reg S;
C-R: Registration: 144A/Reg S;
D-R: Registration: 144A/Reg S;
E-R: Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | PWI | 927.000 | - | Cbb | - | DDD | - | - | - | - | Mqbqsypj | 3pD | - | - | 3sE+150 | - | - |
| Z | EOR | 42.800 | - | Lk3 | - | - | - | - | - | - | Wvpjwysc | 3kS | - | - | 3vM+575 | - | - |
| Bsfcko | YEW | 87.790 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| C2C | OCS | 40.000 | - | Kw2 | - | - | - | - | - | - | Sqvqjuoq | 3bS | - | - | 3kV+415 | - | - |
| R-2R | TWA | 85.000 | - | Vt2 | - | - | - | - | - | - | Vkmrhzwi | 3dA | - | - | 3xD+209 | - | - |
| W | ZWK | 55.000 | - | Kkk3 | - | - | - | - | - | - | Leplwcef | 3hE | - | - | 3wM+400 | - | - |
| S | LPD | 51.000 | - | T2 | - | - | - | - | - | - | Nkwdzdmn | 3kN | - | - | 3xQ+290 | - | - |
| W | JZF | 3.000 | - | D2 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | BBZ | 65.800 | - | - | MMM | - | - | - | - | - | Wuwckfbb | 3dT | - | - | 3dM+325 | - | - |
| C-1 | RMK | 983.000 | - | Qww | SSS | - | - | - | - | - | Wsjdlcro | 3yF | - | - | 3oL+145 | - | - |
| F | YHS | 49.100 | - | - | Z | - | - | - | - | - | Maospmza | 3yJ | - | - | 3gC+270 | - | - |
| Khboud | MVS | 98.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| O | CTR | 83.500 | - | - | AA | - | - | - | - | - | Pthdrtas | 3jX | - | - | 3pU+450 | - | - |
| A-2 | MHB | 82.200 | - | - | OO | - | - | - | - | - | Kfjsjdza | 3pF | - | - | 3aJ+180 | - | - |
| M | ZFV | 21.000 | - | - | P | - | - | - | - | - | Vdduxcvk | 3rS | - | - | 3rD+550 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | OBY | 340.000 | - | Goo | SSS | - | - | - | - | - | Wxiqokif | 3rF | - | - | 3fL+115 | - | - |
| J-2J | OUH | 66.000 | - | - | GG | - | - | - | - | - | Owfbfdar | 3bH | - | - | 3kY+170 | - | - |
| G | PWX | 33.550 | - | - | D | - | - | - | - | - | Rvoxtedo | 3zK | - | - | 3oH+268 | - | - |
| X | UFQ | 83.800 | - | - | GG | - | - | - | - | - | Qkharihq | 3xA | - | - | 3zZ+500 | - | - |
| Y | FTB | 59.200 | - | - | J | - | - | - | - | - | Cmjflypw | 3kB | - | - | 3dT+550 | - | - |
| Y2N | VMH | 39.000 | - | - | EE | - | - | - | - | - | Eyqvk | - | - | - | 0.031% | - | - |
| Dfmdwq | NWP | 43.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| A | FAM | 84.500 | - | - | RRR | - | - | - | - | - | Amvprwig | 3zJ | - | - | 3wF+350 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | MLH | 396.000 | - | Akk | ZZZ | - | - | - | - | - | Wmmvmiru | 3vW | - | - | 3yW+114 | - | - |
| O | JMK | 43.900 | - | - | K | - | - | - | - | - | Zbjcevwq | 3fO | - | - | 3sQ+290 | - | - |
| Aesnlk | WEX | 65.750 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Y-2 | XBS | 15.110 | - | - | QQ | - | - | - | - | - | Cjyxsrlj | 3pW | - | - | 3hD+180 | - | - |
| V | KCH | 27.770 | - | - | JJJ | - | - | - | - | - | Rrxxvltp | 3nV | - | - | 3fR+380 | - | - |
| Y | KOV | 83.660 | - | - | GG | - | - | - | - | - | Nzqvpwis | 3qQ | - | - | 3jE+600 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | FIV | 38.700 | - | - | H | - | - | - | - | - | Gycmdehc | 3qI | - | - | 3vO+315 | - | - |
| O | HGR | 67.300 | - | - | KKK | - | - | - | - | - | Frksyoss | 3tF | - | - | 3gY+450 | - | - |
| T | ZRZ | 67.000 | - | - | GG | - | - | - | - | - | Qqcosfsa | 3yV | - | - | 3iX+575 | - | - |
| Pkbhpb | USN | 83.660 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| R-2 | MSW | 50.800 | - | - | KK | - | - | - | - | - | Svueoowd | 3kH | - | - | 3kS+225 | - | - |
| C-1 | NWW | 594.000 | - | Bvv | TTT | - | - | - | - | - | Ofbqhjak | 3wD | - | - | 3dY+139 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | GNM | 12.200 | - | - | BB | - | - | - | - | - | Yxjmzovp | 3eS | - | - | 3tA+725 | - | - |
| Ijwfek | YBQ | 48.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| X | ECO | 34.200 | - | - | QQ | - | - | - | - | - | Flaojawy | 3aJ | - | - | 3qC+250 | - | - |
| P | GPC | 33.740 | - | - | BBB | - | - | - | - | - | Verzploi | 3oZ | - | - | 3zR+525 | - | - |
| O | BLM | 150.770 | - | Bcc | VVV | FFF | - | - | - | - | Udchsmmb | 3iY | - | - | 3nJ+145 | - | - |
| X | RCW | 82.660 | - | - | C | - | - | - | - | - | Luclrcmz | 3yZ | - | - | 3cA+375 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | OHN | 817.800 | - | Xjj | SSS | - | - | - | - | - | Cqzymmra | 3uB | - | - | 3fS+153 | - | - |
| A | NSX | 56.400 | - | - | O | - | - | - | - | - | Wxtswtwj | 3aX | - | - | 3uN+400 | - | - |
| Gsfrol | WHU | 86.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| G | WJC | 96.000 | - | - | PP | - | - | - | - | - | Ispxcitn | 3fU | - | - | 3xG+285 | - | - |
| I | UYH | 43.370 | - | - | AAA | - | - | - | - | - | Expahzvs | 3fU | - | - | 3sZ+638 | - | - |
| D | TFF | 68.000 | - | - | DD | - | - | - | - | - | Dcwhyujb | 3sU | - | - | 3yE+872 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | HAU | 51.720 | - | - | L | - | - | - | - | - | Edyrwxcg | 3bA | - | - | 3uW+415 | - | - |
| Z-2 | MHS | 70.600 | - | - | GG | - | - | - | - | - | Uxwdlerm | 3xO | - | - | 3sK+300 | - | - |
| V | VRQ | 49.990 | - | - | WWW | - | - | - | - | - | Moapadfo | 3zA | - | - | 3jE+500 | - | - |
| L | BEB | 81.000 | - | - | KK | - | - | - | - | - | Ixbjojcw | 3zY | - | - | 3yC+625 | - | - |
| N-1 | GSN | 967.000 | - | Mpp | XXX | - | - | - | - | - | Shvdbdas | 3rN | - | - | 3oM+145 | - | - |
| E | TUJ | 5.000 | - | - | W | - | - | - | - | - | Eqmsspxr | 3bD | - | - | 3vF+700 | - | - |
| Cfwpwq | AUK | 81.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | YOO | 952.000 | - | Sll | CCC | - | - | - | - | - | Kmxrapmi | 3kO | - | - | 3cZ+125 | - | - |
| Hrflwv | PWK | 71.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| W | RAI | 40.500 | - | - | XX | - | - | - | - | - | Lubxltdi | 3pR | - | - | 3zQ+450 | - | - |
| F-2 | JGN | 80.000 | - | - | SS | - | - | - | - | - | Mjvpdcyp | 3oO | - | - | 3mS+190 | - | - |
| Z | NPG | 27.000 | - | - | V | - | - | - | - | - | Heewfxvi | 3fH | - | - | 3aE+275 | - | - |
| B | ZFP | 42.000 | - | - | RRR | - | - | - | - | - | Wkublweo | 3hB | - | - | 3vS+330 | - | - |