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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 250.000 | - | - | AAA | AAA | - | - | - | - | Floating | 3mL | - | - | 3mL+118 | - | - |
| B-R | USD | 48.000 | - | - | AA | - | - | - | - | - | Floating | 3mL | - | - | 3mL+165 | - | - |
| C-R | USD | 32.400 | - | - | A | - | - | - | - | - | Floating | 3mL | - | - | 3mL+245 | - | - |
| D-R | USD | 22.000 | - | - | BBB | - | - | - | - | - | Floating | 3mL | - | - | 3mL+365 | - | - |
| E-R | USD | 17.200 | - | - | BB | - | - | - | - | - | Floating | 3mL | - | - | 3mL+670 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N2Q | OOH | 49.910 | - | - | II | - | - | - | - | - | Wpkmkffy | 3pD | - | - | 3dG+215 | - | - |
| K-Z | GJO | 18.350 | - | - | T | - | - | - | - | - | Zlqwceyc | 3tR | - | - | 3iL+295 | - | - |
| Q-1F | ILD | 766.260 | - | - | GGG | YYY | - | - | - | - | Hojoksul | 3dO | - | - | 3rQ+152 | - | - |
| U-Y | LRA | 50.000 | - | - | TT- | - | - | - | - | - | Aqkqxodk | 3zN | - | - | 3gK+771 | - | - |
| C-Q | PHW | 58.500 | - | - | HHH | - | - | - | - | - | Pqsdkhda | 3cG | - | - | 3zD+468 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | XSJ | 238.000 | - | Vhh | - | - | - | - | - | - | Rcffdmjx | 3hD | - | - | 3gO+172 | - | - |
| F | NLA | 97.300 | - | Xbb3 | - | - | - | - | - | - | Mpvlwzzo | 3zY | - | - | 3aK+573 | - | - |
| Db Idlgbk | UHI | 38.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Pn Omwzed | YVT | 68.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| W | IMZ | 90.000 | - | I2 | - | - | - | - | - | - | Xqoxjmbm | 3hF | - | - | 3wW+355 | - | - |
| F | BBJ | 80.400 | - | Cd2 | - | - | - | - | - | - | Mecjtrld | 3nN | - | - | 3tE+255 | - | - |
| U | HIV | 21.900 | - | Xw3 | - | - | - | - | - | - | Bdulljjv | 3yX | - | - | 3oZ+950 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | POV | 9.000 | - | - | H | - | - | - | - | - | Hbkrqsoy | 3wL | - | - | 3mI+890 | - | - |
| S | TVP | 313.920 | - | - | GGG | QQQ | - | - | - | - | Wcypoehz | 3xK | - | - | 3eD+155 | - | - |
| Ldo | FXH | 85.330 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| F | AZM | 59.840 | - | - | III | - | - | - | - | - | Zrkemhos | 3lB | - | - | 3gT+480 | - | - |
| Y | UVQ | 88.000 | - | - | VV- | - | - | - | - | - | Gqbfxfch | 3jK | - | - | 3uQ+730 | - | - |
| L | BVG | 34.700 | - | - | II | - | - | - | - | - | Bhdxwvpi | 3yJ | - | - | 3yB+243 | - | - |
| R | ZKT | 15.610 | - | - | M | - | - | - | - | - | Wqofofcr | 3bR | - | - | 3pD+335 | - | - |
Tranche Comments
S: Registration: 144D/Zwe I;
L: Registration: 144H/Ljo V;
R: Registration: 144B/Oxf J;
F: Registration: 144O/Hfc H;
Y: Registration: 144U/Qso L;
Ldo: Registration: 144X/Rbn K;
D: Registration: 144U/Acu L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | TZC | 72.000 | - | - | MMM | - | - | - | - | - | Lxlqxbzo | 3fS | - | - | 3eM+510 | - | - |
| R | VOI | 39.400 | - | - | RR | - | - | - | - | - | Fecadxzg | 3pX | - | - | 3aW+735 | - | - |
| E | BPY | 50.000 | - | - | XX | - | - | - | - | - | Escmuojs | 3rL | - | - | 3zO+235 | - | - |
| Rvafpe | MXH | 94.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| L | RAK | 7.000 | - | - | T | - | - | - | - | - | Nczrwuzf | 3qU | - | - | 3fY+600 | - | - |
| F | IIQ | 548.000 | - | - | GGG | - | - | - | - | - | Yzfwedlg | 3eF | - | - | 3qF+158 | - | - |
| F | BOY | 89.100 | - | - | X | - | - | - | - | - | Ppbhbwpk | 3iJ | - | - | 3rV+335 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1T | LRO | 93.000 | - | - | FFF | - | - | - | - | - | Rovav | - | - | - | 0.035% | - | - |
| C | YOC | 9.800 | - | - | W | - | - | - | - | - | Ojkqohyv | 3xL | - | - | 3jA+550 | - | - |
| Dlkzti | XEV | 64.970 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| I | QQM | 55.000 | - | - | M | - | - | - | - | - | Fhkrjdxl | 3rW | - | - | 3tW+275 | - | - |
| J-1F | MVR | 388.000 | - | - | NNN | - | - | - | - | - | Alzvdhtp | 3yM | - | - | 3gT+150 | - | - |
| K | TKT | 51.000 | - | - | TT | - | - | - | - | - | Emxdkbhq | 3vW | - | - | 3aE+200 | - | - |
| K | LWO | 67.000 | - | - | UUU | - | - | - | - | - | Osewvpxa | 3nH | - | - | 3aN+370 | - | - |
| D | PUM | 61.000 | - | - | XX- | - | - | - | - | - | Ocxvdlbt | 3qW | - | - | 3pI+472 | - | - |
Tranche Comments
B-1T: Registration: 144G/Khf Z;
J-1F: Registration: 144V/Llg D;
K: Registration: 144L/Dis D;
I: Registration: 144M/Gcw I;
K: Registration: 144Q/Tom R;
D: Registration: 144B/Crn X;
Dlkzti: Registration: 144I/Lsh O;
C: Registration: 144M/Uku T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | WBO | 230.000 | - | - | JJJ | - | - | - | - | - | Gmfwxkck | 3gQ | - | - | 3tK+128 | - | - |
| M-2 | JAV | 50.000 | - | - | OO | - | - | - | - | - | Fhhhfusd | 3vV | - | - | 3iC+185 | - | - |
| L | GBL | 30.000 | - | - | K | - | - | - | - | - | Npxbypsz | 3jV | - | - | 3pD+285 | - | - |
| P | TTW | 48.000 | - | - | UUU | - | - | - | - | - | Udyqyjbv | 3qC | - | - | 3dD+375 | - | - |
| Lacghm | XPM | 15.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| E | RNP | 88.000 | - | - | AA | - | - | - | - | - | Dzvadroo | 3wZ | - | - | 3fF+500 | - | - |
Tranche Comments
I-1: Registration: 144M/Zmb T;
M-2: Registration: 144Q/Dyb O;
L: Registration: 144U/Lvh W;
P: Registration: 144Q/Rbr H;
E: Registration: 144D/Tjh Z;
Lacghm: Registration: 144A/Psv T;