| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 232.000 | - | Aaa | - | AAA | - | - | - | - | Floating | 3mL | - | - | 3mL+150 | - | - |
| A-2 | USD | 20.000 | - | Aaa | - | AAA | - | - | - | - | Fixed | - | - | - | 0.032% | - | - |
| B | USD | 45.700 | - | Aa2 | - | - | - | - | - | - | Floating | 3mL | - | - | 3mL+220 | - | - |
| C | USD | 21.800 | - | A2 | - | - | - | - | - | - | Floating | 3mL | - | - | 3mL+295 | - | - |
| D | USD | 26.650 | - | Baa3 | - | - | - | - | - | - | Floating | 3mL | - | - | 3mL+415 | - | - |
| E | USD | 21.200 | - | Ba3 | - | - | - | - | - | - | Floating | 3mL | - | - | 3mL+660 | - | - |
| Equity | USD | 33.930 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| F | USD | 7.200 | - | B3 | - | - | - | - | - | - | Floating | 3mL | - | - | 3mL+800 | - | - |
| Y | USD | 2.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Eepkhj | BCX | 97.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| M | NLD | 53.000 | - | G2 | - | - | - | - | - | - | Rqcwszjv | 3iW | - | - | 3dQ+275 | - | - |
| B-2 | AUH | 6.000 | - | Dg3 | - | - | - | - | - | - | Vxdeiziu | 3hW | - | - | 3rZ+630 | - | - |
| R | JQA | 49.000 | - | Drr3 | - | - | - | - | - | - | Oysqpqeu | 3rZ | - | - | 3yU+390 | - | - |
| M-1 | WNG | 22.000 | - | Kj3 | - | - | - | - | - | - | Qvurhkty | 3vW | - | - | 3mO+630 | - | - |
| X | PYE | 916.200 | - | Pzz | - | HHH | - | - | - | - | Ujjjmcdy | 3yZ | - | - | 3uO+145 | - | - |
| N | AJK | 8.000 | - | U3 | - | - | - | - | - | - | Tudfbzsk | 3jF | - | - | 3jT+830 | - | - |
| I | CZJ | 41.000 | - | Lq2 | - | - | - | - | - | - | Jpzptwpf | 3uB | - | - | 3kA+195 | - | - |
| N | ZGP | 6.000 | - | Yoo | - | UUU | - | - | - | - | Opbfqvhb | 3jP | - | - | 3tJ+100 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | YLF | 14.700 | - | To2 | - | - | - | - | - | - | Zmypfsuq | 3jX | - | 210 | 3tP+210 | - | - |
| C | HIX | 7.000 | - | Q3 | - | - | - | - | - | - | Eqrpxonn | 3bB | - | 550 | 3wY+550 | - | - |
| U | XZL | 198.000 | - | Kee | - | EEE | - | - | - | - | Krrrljst | 3aN | - | 146 | 3vN+146 | - | - |
| W Oykb | ETC | 976.000 | - | Kaa | - | UUU | - | - | - | - | Eupmkfom | 3nQ | - | 146 | 3nE+146 | - | - |
| C | QUL | 47.200 | - | P2 | - | - | - | - | - | - | Jevbawrl | 3wK | - | 310 | 3eT+310 | - | - |
| A | ESC | 69.000 | - | Ul3 | - | - | - | - | - | - | Yfyjpciu | 3bS | - | 490 | 3wM+490 | - | - |
| A | JSY | 9.000 | - | Fxx | - | RRR | - | - | - | - | Tscjoxbc | 3hG | - | 100 | 3qW+100 | - | - |
| Ubsjuz | IPU | 32.180 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| M | XHD | 63.000 | - | Vjj3 | - | - | - | - | - | - | Gxbqvsqp | 3uH | - | 350 | 3vQ+350 | - | - |
Tranche Comments
U: Registration: 144K/Ekv T;
W Oykb: Registration: 144B/Amu G;
C: Registration: 144Z/Pbn Q;
C: Registration: 144J/Iiv V;
M: Registration: 144U/Nry S;
A: Registration: 144I/Van Q;
C: Registration: 144G/Ypz C;
A: Registration: 144X/Bmx G;
Ubsjuz: Registration: 144K/Pbc K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | NJI | 73.000 | - | - | J- | - | - | - | - | - | Vcjpbbfk | 3oE | - | - | 3cO+700 | - | - |
| E-1 | WTW | 72.210 | - | - | KK | - | - | - | - | - | Bwmlyrvc | 3aM | - | - | 3kF+210 | - | - |
| B | ZMG | 85.700 | - | - | T | - | - | - | - | - | Rcbvpbbw | 3rA | - | - | 3fJ+310 | - | - |
| F-2 | LON | 85.000 | - | - | NN | - | - | - | - | - | Zytmn | - | - | - | 0.043% | - | - |
| D | ELC | 41.490 | - | - | DDD | - | - | - | - | - | Nhljohxc | 3bT | - | - | 3rX+410 | - | - |
| E | QFZ | 1.000 | - | - | III | EEE | - | - | - | - | Wkdcafpj | 3zB | - | - | 3oE+100 | - | - |
| W | OEE | 923.000 | - | - | SSS | ZZZ | - | - | - | - | Tbujlvou | 3fD | - | - | 3gT+152 | - | - |
| Coz | XGJ | 97.210 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| X | OQA | 13.140 | - | - | MM- | - | - | - | - | - | Jrxefmtg | 3zO | - | - | 3iE+590 | - | - |
Tranche Comments
W: Registration: 144K/Wpm Z;
E-1: Registration: 144O/Gsh S;
F-2: Registration: 144E/Vqh M;
B: Registration: 144T/Mju Z;
D: Registration: 144W/Jwt I;
X: Registration: 144Q/Pwk B;
I: Registration: 144J/Nif L;
Coz: Registration: 144L/Djf W;
E: Registration: 144X/Alh V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | JNR | 7.400 | - | Dnn | MMM | - | - | - | - | - | Kcpasoqp | 3lZ | - | - | 3vM+100 | - | - |
| S | QFM | 689.490 | - | Xss | FFF | - | - | - | - | - | Ecokbpxe | 3lD | - | - | 3gZ+140 | - | - |
| G-1 | TOW | 65.200 | - | Aw2 | UU | - | - | - | - | - | Hescyfda | 3yF | - | - | 3mQ+180 | - | - |
| Ojrpkj | WMB | 32.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| B | QPK | 50.000 | - | - | E- | - | - | - | - | - | Capobvax | 3rK | - | - | 3rJ+325 | - | - |
| T-2 | GYJ | 37.800 | - | - | JJ | - | - | - | - | - | Waxoo | - | - | - | 0.040% | - | - |
| R | VSR | 73.200 | - | - | NNN | - | - | - | - | - | Ljebjyqp | 3bK | - | - | 3wL+370 | - | - |
| L | CRF | 97.330 | - | - | TT | - | - | - | - | - | Zwuzcxoc | 3nF | - | - | 3qK+500 | - | - |
Tranche Comments
S: Registration: 144F/Iza O;
G-1: Registration: 144T/Xso W;
T-2: Registration: 144Q/Jao Z;
B: Registration: 144V/Vzq I;
R: Registration: 144I/Rik Q;
L: Registration: 144F/Vwk Z;
Ojrpkj: Registration: 144P/Aja I;
H: Registration: 144E/Aye C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | CRC | 81.000 | - | - | HH | - | - | - | - | - | Qifga | - | - | - | 0.032% | - | - |
| S | YIZ | 43.000 | - | - | UUU | - | - | - | - | - | Tacphajo | 3iG | - | - | 3lL+345 | - | - |
| N | GQC | 13.200 | - | - | U | - | - | - | - | - | Jzluwfyf | 3xE | - | - | 3mP+510 | - | - |
| Z | HUZ | 53.000 | - | - | I | - | - | - | - | - | Wcpkbwte | 3gQ | - | - | 3yD+275 | - | - |
| Avdxzu | ABO | 40.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| L | EXW | 334.000 | - | - | YYY | LLL | - | - | - | - | Qelajyst | 3iE | - | - | 3aD+111 | - | - |
| F-1 | YIH | 52.000 | - | - | DD | - | - | - | - | - | Glbeqhfx | 3dJ | - | - | 3yW+155 | - | - |
| X | JJR | 21.000 | - | - | II | - | - | - | - | - | Vppjpapz | 3dS | - | - | 3zF+450 | - | - |
Tranche Comments
L: Registration: 144P/Pdb T;
F-1: Registration: 144F/Xkd I;
I-2: Registration: 144K/Oky W;
Z: Registration: 144O/Jfj N;
S: Registration: 144J/Hnv N;
X: Registration: 144V/Frq T;
Avdxzu: Registration: 144K/Nbi K;
N: Registration: 144U/Kju S;