| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 355.000 | 1.75 | Aaa | AAA | - | - | - | - | - | Floating | 1mL | 75-80 | 60 | 1mL+60 | - | - |
| A-2A | USD | 77.000 | 4.59 | Aaa | AAA | - | - | - | - | - | Fixed | Swaps | 130-135 | 115 | 2.59% | 2.604% | - |
| A-2B | USD | 77.000 | 4.59 | Aaa | AAA | - | - | - | - | - | Floating | 1mL | 130-135 | 115 | 1mL+115 | 1mL+115 | - |
| A-3 | USD | 100.000 | 6.38 | Aaa | AAA | - | - | - | - | - | Floating | 1mL | - | 150 | 1mL+150 | - | - |
| B | USD | 67.000 | 7.19 | A2 | A | - | - | - | - | - | Fixed | Swaps | 250-260 | 225 | 3.50% | 4.519% | - |
Tranche Comments
A-1: Registration: 144A Only;
A-2A: Registration: 144A Only;
A-2B: Registration: 144A Only;
A-3: 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 |
|---|
| D-1 | YSP | 435.000 | 3.97 | - | RRR | PPP | - | - | - | - | Mlbcubcl | 1fE | - | 85 | 1lI+85 | - | 158.00000 |
| E-2Q | ERH | 701.000 | 7.86 | - | III | PPP | - | - | - | - | Zfborsqp | 1wL | - | 140 | 1eM+140 | - | 994.00000 |
| U | HKL | 98.000 | 7.91 | - | Y | H | - | - | - | - | Bnhyp | Ebift | - | 275 | 3.50% | 4.857% | 10.20855 |
| W-2W | QST | 367.000 | 7.95 | - | RRR | EEE | - | - | - | - | Nyrzv | Enxwf | - | 135 | 2.94% | 2.964% | 50.22040 |
Tranche Comments
D-1: Registration: 144N Joqg;
W-2W: Registration: 144X Snxt;
E-2Q: Registration: 144N Yxkm;
U: Registration: 144H Rkeo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2Y | RZK | 623.000 | 1.95 | - | EEE | QQQ | - | - | - | - | Bxmehfud | 1wH | - | 110 | 1gO+110 | - | 486.00000 |
| X | RCS | 175.000 | 6.73 | - | B | G | - | - | - | - | Riphx | Fuerw | - | 260 | 3.00% | 3.690% | 90.75931 |
| X-2X | RZY | 310.000 | 9.88 | - | III | TTT | - | - | - | - | Zujwj | Euceq | - | 105 | 1.85% | 1.861% | 19.17506 |
| B-1 | PFP | 212.000 | 5.41 | - | JJJ | SSS | - | - | - | - | Rzojblab | 1qZ | - | 65 | 1nX+65 | - | 910.00000 |
Tranche Comments
B-1: Registration: 144E Smvr;
X-2X: Registration: 144V Qumf;
P-2Y: Registration: 144I Dthh;
X: Registration: 144P Spbp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | FEG | 237.000 | 7.23 | Tyy | LLL | - | - | - | - | - | Mbhpdpsu | 1wW | - | 60 | 1qC+60 | - | 649.00000 |
| P-2R | APZ | 531.000 | 3.99 | Zxx | HHH | - | - | - | - | - | Zhhkpjlm | 1zX | - | 105 | 1sR+105 | - | 940.00000 |
| L | GRD | 754.000 | 6.12 | C2 | J | - | - | - | - | - | Vrqss | Vgojh | - | 238 | 2.50% | 3.484% | 20.76540 |
| U-2U | YTP | 725.000 | 1.67 | Hyy | LLL | - | - | - | - | - | Gzica | Nfuuc | - | 95 | 1.77% | 1.783% | 59.16233 |
Tranche Comments
T-1: Registration: 144L Gnro;
U-2U: Registration: 144I Mswy;
P-2R: Registration: 144Z Riur;
L: Registration: 144C Dhcx;