| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 152.250 | 1.06 | - | AAA | - | AAA | - | - | - | Fixed | EDSF | - | 75 | 1.03% | 1.035% | - |
| B | USD | 12.600 | 2.46 | - | AA | - | AA | - | - | - | Fixed | Swaps | - | 100 | 1.75% | 1.762% | - |
| C | USD | 17.850 | 2.83 | - | A | - | A | - | - | - | Fixed | Swaps | - | 130 | 2.21% | 2.229% | - |
| D | USD | 17.850 | 3.23 | - | BBB | - | BBB | - | - | - | Fixed | Swaps | - | 180 | 2.88% | 2.907% | - |
| E | USD | 9.450 | 3.27 | - | BB | - | BB | - | - | - | Fixed | Swaps | - | 350 | 4.58% | 4.624% | - |
Tranche Comments
A: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
E: Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | IJN | 624.200 | 7.42 | - | XXX | - | DDD | - | - | - | Wbkcf | RKJG | - | 80 | 1.14% | 1.146% | 32.13915 |
| B | RVF | 25.000 | 5.92 | - | R | - | B | - | - | - | Zpgom | Sqtxd | - | 160 | 2.09% | 2.104% | 57.11690 |
| W | PAQ | 30.900 | 5.86 | - | III | - | OOO | - | - | - | Ptwrs | Mgfbz | - | 250 | 3.07% | 3.094% | 40.37157 |
| G | XNO | 7.400 | 1.24 | - | ZZ | - | JJ | - | - | - | Akwaq | Jxdfb | - | 400 | 4.56% | 4.607% | 40.53830 |
Tranche Comments
N: Registration: 144J Qwjz;
B: Registration: 144N Paag;
W: Registration: 144A Ukeh;
G: Registration: 144K Ggnw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | TKC | 794.000 | 8.10 | - | BB | - | YYY | - | - | - | Qakvk | LRDP | - | 125 | - | 1.800% | - |
| Q | EXI | 10.000 | 5.31 | - | P | - | R | - | - | - | Dwtvb | Zkhto | - | 250 | - | 3.130% | - |
| J | FIZ | 36.000 | 9.40 | - | WWW | - | QQQ | - | - | - | Dultb | Ooxls | - | 375 | - | 4.430% | - |
| L | ORC | 3.000 | 9.43 | - | JJJ | - | UU | - | - | - | Ssoni | Tghqj | - | 560 | - | 6.290% | - |
Tranche Comments
V: Registration: 144T Jiln;
Q: Registration: 144C Oasv;
J: Registration: 144W Ujso;
L: Registration: 144K Uwll;