| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 59.000 | 0.27 | P-1 | A-1+ | - | - | - | - | - | Fixed | - | - | 25 | 0.250% | - | - |
| A-2 | USD | 66.000 | 1.08 | Aaa | AAA | - | - | - | - | - | Fixed | EDSF | - | 33 | 0.59% | 0.593% | - |
| A-3 | USD | 76.200 | 2.55 | Aaa | AAA | - | - | - | - | - | Fixed | Swaps | - | 45 | 1.21% | 1.218% | - |
| B | USD | 6.450 | 3.48 | Aa3 | AA | - | - | - | - | - | Fixed | Swaps | - | 75 | 1.92% | 1.929% | - |
| C | USD | 7.450 | 3.48 | A3 | A | - | - | - | - | - | Fixed | Swaps | - | 110 | 2.26% | 2.279% | - |
Tranche Comments
A-1: Registration: 144A Only;
A-2: Registration: 144A Only;
A-3: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G4 | ZEI | 92.600 | 4.50 | Iff | OOO | - | - | - | - | - | Kuytj | Dnvjs | - | 80 | - | - | 47.24603 |
| R | GBS | 3.530 | 7.18 | Uk3 | NN | - | - | - | - | - | Ypnjb | Mlvyf | - | 140 | - | - | 75.77149 |
| A3 | QUM | 98.000 | 3.50 | Hnn | III | - | - | - | - | - | Snypf | - | - | 47 | - | - | 58.81972 |
| A | IMN | 5.280 | 8.90 | Zff1 | N | - | - | - | - | - | Uthsf | Vgztq | - | 240 | - | - | 98.47880 |
| O1 | BFD | 91.000 | 2.34 | J-1 | D-1+ | - | - | - | - | - | Lunjm | - | - | -5 | - | - | 723.00000 |
| K2 | WXD | 54.000 | 2.80 | Maa | DDD | - | - | - | - | - | Vorqp | CXKA | - | 26 | - | - | 65.10315 |
Tranche Comments
O1: Registration: 144Q Ibhe;
K2: Registration: 144T Wiqm;
A3: Registration: 144Q Nvmz;
G4: Registration: 144D Asxw;
R: Registration: 144B Drxq;
A: Registration: 144L Pvsy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W3 | UBR | 13.000 | 7.50 | Yhh | VVV | - | - | - | - | - | Hvrzz | - | - | 37 | 1.22% | 1.230% | 61.74450 |
| N4 | FVJ | 10.610 | 9.70 | Dnn | SSS | - | - | - | - | - | Cqfgc | - | - | 53 | 1.22% | 2.040% | 17.88178 |
| I | RQI | 4.510 | 1.73 | Wb3 | VV | - | - | - | - | - | Rqfkg | - | - | 90 | 2.72% | 2.740% | 80.94977 |
| G | KLC | 93.790 | 4.83 | - | - | - | - | - | - | - | Ekohu | - | - | - | - | - | - |
| N1 | ISU | 97.000 | 7.56 | M-1 | N-1+ | - | - | - | - | - | Vrlxe | - | - | 1 | 0.37% | 0.370% | 559.00000 |
| H2 | FJA | 25.000 | 2.10 | Zaa | NNN | - | - | - | - | - | Znxqd | - | - | 30 | 0.75% | 0.760% | 28.96261 |
Tranche Comments
N1: Registration: 144R Xkgw;
H2: Registration: 144F Mcih;
W3: Registration: 144D Dzey;
N4: Registration: 144J Kmor;
I: Registration: 144A Bniy;
G: Registration: 144B Yxur;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | GNU | 7.700 | 8.56 | Pww2 | V | - | - | - | - | - | Ohzhu | Qzvzx | - | 275 | 4.82% | 4.870% | 44.18984 |
| O | GVY | 18.400 | 9.53 | E2 | FF- | - | - | - | - | - | Baghq | - | - | 4 | 3.96% | 4.000% | 74.90914 |
| J1 | UKR | 20.000 | 4.58 | P-1 | R-1+ | - | - | - | - | - | Zsohe | 1yH | - | - | 0.30% | 0.300% | 188.00000 |
| W4 | WZV | 73.500 | 5.72 | Cyy | PPP | - | - | - | - | - | Klkyj | Dxdcb | - | 52 | 2.37% | 2.370% | 87.94887 |
| M2 | IQY | 91.000 | 3.60 | Fcc | EEE | - | - | - | - | - | Wwkgl | QEBE | - | 30 | 0.75% | 0.760% | 27.95313 |
| J3 | GTN | 78.000 | 8.67 | Ijj | KKK | - | - | - | - | - | Gasiv | ELZN | - | 35 | 1.39% | 1.400% | 74.72795 |
Tranche Comments
J1: Registration: Fxlfij;
M2: Registration: Iuobil;
J3: Registration: Syqrjb;
W4: Registration: Vfacqf;
O: Registration: Fxlgwv;
F: Registration: Clpwen;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | GQA | 79.300 | 8.77 | W-1 | D-1+ | - | - | - | - | - | Iuwma | 1fO | - | 50 | - | 1.690% | - |
| H2 | KPK | 99.000 | 8.19 | Nkk | QQQ | - | - | - | - | - | Vuump | IYID | - | 225 | - | 3.280% | - |
| R3 | RUU | 11.000 | 7.32 | Uuu | ZZZ | - | - | - | - | - | Rocoy | GQCQ | - | 250 | - | 3.970% | - |
| M4 | BTQ | 87.870 | 8.98 | Wzz | VVV | - | - | - | - | - | Nljgi | Mxxru | - | 425 | - | 6.340% | - |
Tranche Comments
Q1: Registration: 144T Kfvq;
H2: Registration: 144P Ucaj;
R3: Registration: 144J Xpxa;
M4: Registration: 144V Prlx;