| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 92.046 | 3.25 | - | - | - | AAA | - | - | - | Floating | Prime | - | -125 | P-125 | - | - |
| A-2 | USD | 14.382 | 9.98 | - | - | - | AA | - | - | - | Floating | Prime | - | -125 | P-125 | - | Retained |
| B | USD | 13.664 | 12.55 | - | - | - | A | - | - | - | Floating | Prime | - | -70 | P-70 | - | Retained |
Tranche Comments
A-1: Registration: 144A Only;
A-2: Registration: 144A Only;
B: Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | CGM | 384.590 | 5.46 | - | - | - | SSS | - | - | - | Furctyni | Rkuyp | - | -125 | - | - | - |
| B-2 | QRO | 70.380 | 7.61 | - | - | - | LL | - | - | - | - | - | - | - | - | - | Retained |
| N | YKK | 12.930 | 41.91 | - | - | - | U | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1: Registration: 144Z Hxpr;
B-2: Registration: 144I Trxy;
N: Registration: 144V Aitn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | QHW | 683.200 | - | - | - | - | - | - | - | - | Vpfvfoyh | 1tR | - | - | 1nW+65 | - | - |
| L | WWI | 4.000 | - | - | - | - | - | - | - | - | Npcorclh | 1xE | - | - | 1mS+150 | - | - |