| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-T1 | USD | 221.890 | 2.03 | - | AAA | - | - | - | - | - | Fixed | Swaps | - | 140 | 2.38% | 2.392% | 99.99972 |
| B-T1 | USD | 40.550 | 2.03 | - | AA | - | - | - | - | - | Fixed | Swaps | - | 215 | 3.12% | 3.142% | 99.99969 |
| C-T1 | USD | 9.080 | 2.03 | - | A | - | - | - | - | - | Fixed | Swaps | - | 265 | 3.61% | 3.642% | 99.99952 |
| D-T1 | USD | 28.480 | 2.03 | - | BBB | - | - | - | - | - | Fixed | Swaps | - | 310 | 4.06% | 4.092% | 99.99948 |
Tranche Comments
A-T1: Registration: 144A Only;
B-T1: Registration: 144A Only;
C-T1: Registration: 144A Only;
D-T1: Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-C2 | GKR | 20.500 | 7.19 | - | HHH | - | - | - | - | - | Wconk | Kfcbj | - | 215 | 3.09% | 3.120% | 26.49366 |
| K-U2 | RUQ | 76.600 | 3.61 | - | NN | - | - | - | - | - | Trbuo | Qjgby | - | 275 | 3.69% | 3.720% | 62.53324 |
| K-M2 | YSG | 9.100 | 6.46 | - | K | - | - | - | - | - | Ybiwk | Mcwcg | - | 325 | 4.18% | 4.220% | 83.51105 |
| W-L2 | ETH | 62.200 | 2.12 | - | EEE | - | - | - | - | - | Dzziz | Lbjwu | - | 375 | 4.67% | 4.720% | 76.18543 |
Tranche Comments
R-C2: Registration: 144E Rbuj;
K-U2: Registration: 144V Fhtl;
K-M2: Registration: 144J Ekur;
W-L2: Registration: 144U Bhob;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-Z1 | KNI | 109.700 | 1.12 | - | TTT | - | - | - | - | - | Zsbqd | JMSG | - | 185 | 2.30% | 2.310% | 330.00000 |
| F-Z1 | LUV | 85.400 | 9.61 | - | XXX | - | - | - | - | - | Gsqlx | EYXX | - | 350 | 3.93% | 3.960% | 39.78240 |
| Z-Q1 | ZLV | 24.200 | 6.63 | - | ZZ | - | - | - | - | - | Xwqjb | ULMR | - | 275 | 3.19% | 3.210% | 43.97240 |
| I-N1 | VFA | 5.100 | 3.53 | - | T | - | - | - | - | - | Sqtwh | WOCK | - | 300 | 3.44% | 3.460% | 16.87571 |
Tranche Comments
X-Z1: Registration: 144J Azkm;
Z-Q1: Registration: 144F Swkb;
I-N1: Registration: 144P Kion;
F-Z1: Registration: 144L Gbud;