| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 91.185 | 2.98 | - | - | - | - | AA | 31.20% | - | Fixed | I-Curve | - | 325 | 6.86% | 7.143% | 99.52038 |
| B | USD | 15.461 | 2.98 | - | - | - | - | A | 19.45% | - | Fixed | I-Curve | - | 400 | 7.59% | 7.893% | 99.53274 |
| C | USD | 11.973 | 2.98 | - | - | - | - | BBB | 10.35% | - | Fixed | I-Curve | - | 550 | 8.79% | 9.393% | 98.89833 |
| D | USD | 6.381 | 2.98 | - | - | - | - | BBB- | 5.50% | - | Fixed | I-Curve | - | 800 | 11.61% | 11.893% | 99.99931 |
Tranche Comments
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D: 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 | GSE | 87.942 | 1.81 | - | - | - | - | D | 22.90% | - | Bmvcs | Gfhil | 265-275 | 275 | 4.17% | 4.209% | 70.51412 |
| S | UWN | 62.189 | 5.55 | - | - | - | - | HH- | 7.60% | - | Efkxp | Rfchs | 515-525 | 515 | 6.52% | 6.609% | 10.72356 |
| M | JRP | 32.440 | 2.24 | - | - | - | - | UUU- | 55.00% | - | Jsolw | Zhntc | 365-375 | 365 | 5.06% | 5.109% | 58.27216 |
Tranche Comments
K: Registration: 144J Xczk;
M: Registration: 144Q Wfvh;
S: Registration: 144S Dfwf;