| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 102.480 | 2.97 | - | - | - | - | A | 15.35% | - | Fixed | I-Curve | - | 265 | 6.00% | 6.514% | 98.84518 |
| B | USD | 10.860 | 2.97 | - | - | - | - | BBB- | 6.30% | - | Fixed | I-Curve | - | 390 | 7.65% | 7.764% | 99.76429 |
| C | USD | 6.660 | 2.97 | - | - | - | - | BB- | 0.75% | - | Fixed | I-Curve | - | 850 | 12.06% | 12.364% | 99.99436 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | LYF | 8.330 | 1.70 | - | - | - | - | GGG | 35.90% | - | Kjsvp | H-Ndugf | - | 650 | 10.11% | 10.329% | 47.82701 |
| A | OEZ | 3.200 | 6.20 | - | - | - | - | PP | 5.20% | - | Troyx | L-Bzmux | - | 975 | 12.99% | 13.579% | 98.82249 |
| F | VLQ | 9.800 | 5.90 | - | - | - | - | DD- | 1.40% | - | Ifagp | B-Jhlia | - | 1250 | 15.59% | 16.329% | 37.21522 |
| D | GKH | 42.320 | 2.20 | - | - | - | - | R | 65.94% | - | Fanch | Q-Whayh | - | 375 | 7.46% | 7.579% | 91.60405 |
Tranche Comments
D: Registration: 144L/Nak I;
G: Registration: 144C/Jhp I;
A: Registration: 144M/Dqm Z;
F: Registration: 144U/Qxq W;