| 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 |
|---|
| Z-2Z | MAQ | 981.000 | 3.60 | - | FFF | FFF | - | - | - | - | Cflpi | Ydieq | - | 135 | 2.94% | 2.964% | 19.33586 |
| C | NMW | 22.000 | 4.55 | - | Y | E | - | - | - | - | Elkfz | Sclmp | - | 275 | 3.50% | 4.857% | 67.84704 |
| B-1 | UCK | 482.000 | 3.85 | - | WWW | YYY | - | - | - | - | Aazkkvah | 1yI | - | 85 | 1eM+85 | - | 838.00000 |
| J-2N | WPD | 573.000 | 9.69 | - | WWW | MMM | - | - | - | - | Kzxmltma | 1sH | - | 140 | 1dZ+140 | - | 602.00000 |
Tranche Comments
B-1: Registration: 144E Icpl;
Z-2Z: Registration: 144A Pqpc;
J-2N: Registration: 144P Gwiz;
C: Registration: 144W Ktqu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | ICS | 852.000 | 4.42 | - | G | H | - | - | - | - | Jrgyi | Lfnqq | - | 260 | 3.00% | 3.690% | 56.28420 |
| H-2H | PZA | 281.000 | 4.74 | - | III | CCC | - | - | - | - | Bvfac | Vlgky | - | 105 | 1.85% | 1.861% | 48.74148 |
| K-2K | HUC | 498.000 | 8.68 | - | OOO | BBB | - | - | - | - | Ifskuyzj | 1lC | - | 110 | 1nS+110 | - | 289.00000 |
| O-1 | UWI | 908.000 | 7.91 | - | III | DDD | - | - | - | - | Orqqrimo | 1lX | - | 65 | 1iV+65 | - | 161.00000 |
Tranche Comments
O-1: Registration: 144Z Ahzi;
H-2H: Registration: 144X Iwuc;
K-2K: Registration: 144L Gges;
R: Registration: 144J Sdxd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2H | LYQ | 548.000 | 5.38 | Mqq | QQQ | - | - | - | - | - | Baywp | Drflg | - | 95 | 1.77% | 1.783% | 30.36211 |
| G-2I | TXU | 460.000 | 7.50 | Gcc | RRR | - | - | - | - | - | Zuudrvcv | 1kI | - | 105 | 1xF+105 | - | 749.00000 |
| R | VFP | 351.000 | 3.12 | C2 | H | - | - | - | - | - | Jqivo | Krkpb | - | 238 | 2.50% | 3.484% | 22.37930 |
| E-1 | ZXI | 826.000 | 4.34 | Gxx | WWW | - | - | - | - | - | Lvxsrmuq | 1yZ | - | 60 | 1kG+60 | - | 395.00000 |
Tranche Comments
E-1: Registration: 144C Quze;
H-2H: Registration: 144U Uvup;
G-2I: Registration: 144K Gfsi;
R: Registration: 144N Cobr;