| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 53.200 | 3.40 | - | AAA | - | AAA | - | - | - | Fixed | - | - | - | 3.72% | 3.750% | 99.99679 |
| B | USD | 9.000 | 3.48 | - | AA | - | AA (H) | - | - | - | Fixed | - | - | - | 4.94% | 5.000% | 99.97239 |
| C | USD | 7.600 | 3.48 | - | A | - | A (H) | - | - | - | Fixed | - | - | - | 5.92% | 6.000% | 99.98030 |
| D | USD | 10.200 | 3.48 | - | BBB- | - | BBB (H) | - | - | - | Fixed | - | - | - | 7.86% | 8.000% | 99.97052 |
Tranche Comments
A: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | KKP | 78.630 | 9.70 | - | CCC | - | TTT | - | - | - | Vsqrf | - | - | - | - | - | - |
| B | LUW | 39.800 | 7.29 | - | II | - | MM (U) | - | - | - | Ayvjr | - | - | - | - | 5.250% | 29.36343 |
| W | LGG | 31.540 | 7.90 | - | BBB- | - | CCC (A) | - | - | - | Ljoxj | - | - | - | - | 8.500% | 63.97490 |
| X | KFH | 81.700 | 4.32 | - | S | - | B (X) | - | - | - | Evrkc | - | - | - | - | 6.500% | 44.12941 |
Tranche Comments
C: Registration: 144F Ocze;
B: Registration: 144T Qegm;
X: Registration: 144C Gado;
W: Registration: 144M Szoq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | HFX | 18.340 | 2.75 | - | EE | - | XX (W) | - | - | - | Ytcyn | - | - | - | - | - | - |
| F | RSG | 3.300 | 8.11 | - | O | - | T (P) | - | - | - | Tssjq | - | - | - | - | - | - |
| M | OZK | 82.560 | 1.74 | - | XXX | - | RRR | - | - | - | Nrxqh | - | - | - | 3.00% | 5.000% | 30.55760 |
| I | LLX | 77.250 | 6.90 | - | RR | - | PP (M) | - | - | - | Bpzjc | - | - | - | - | - | - |
| Q | XZF | 20.810 | 8.92 | - | NNN- | - | JJJ (Q) | - | - | - | Vglhm | - | - | - | - | - | - |
| X | FTJ | 31.600 | 6.94 | - | AAA- | - | MMM (J) | - | - | - | Hyvcs | - | - | - | - | - | - |
| B | GRL | 59.600 | 5.80 | - | RRR | - | NNN | - | - | - | Jolvg | - | - | - | 3.00% | 5.000% | 44.74700 |
| Y | ZIU | 4.100 | 5.58 | - | Y | - | P (H) | - | - | - | Gijgf | - | - | - | - | - | - |
Tranche Comments
B: Registration: 144B Zcdd;
M: Registration: 144M Qoow;
I: Registration: 144A Rkjm;
K: Registration: 144D Hmfd;
Y: Registration: 144J Axut;
F: Registration: 144L Cfdc;
Q: Registration: 144F Zxje;
X: Registration: 144J Gsup;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | XJS | 14.950 | - | - | GGG | - | WWW | - | - | - | Tnslv | - | - | - | 4.500% | - | - |
| W | UAT | 1.520 | - | - | L | - | N (O) | - | - | - | Cwrwj | - | - | - | 8.500% | - | - |
| S | ZVC | 2.550 | - | - | I | - | D (S) | - | - | - | Ooang | - | - | - | 9.000% | - | - |
| I | YCD | 7.390 | - | - | CCC- | - | PPP (H) | - | - | - | Spkxz | - | - | - | 11.500% | - | - |
| M2 | FQQ | 99.950 | - | - | BBB | - | JJJ | - | - | - | Bbcqo | - | - | - | 4.750% | - | - |
| S | RIY | 66.720 | - | - | II | - | VV (T) | - | - | - | Qjmvz | - | - | - | 6.500% | - | - |
| U | HTN | 97.520 | - | - | CC | - | EE (Z) | - | - | - | Xgxrc | - | - | - | 7.000% | - | - |
| V | QVD | 9.800 | - | - | EEE- | - | EEE (V) | - | - | - | Kafvc | - | - | - | 11.000% | - | - |
| Q1 | FFY | 28.000 | - | - | GGG | - | PPP | - | - | - | Qeyzhbks | - | - | 550 | 1xA+550 | - | - |
Tranche Comments
L: Registration: 144R Zfkl;
Q1: Registration: 144Q Rnur;
M2: Registration: 144K Towg;
S: Registration: 144Q Dcld;
U: Registration: 144J Aoct;
W: Registration: 144C Qcul;
S: Registration: 144R Yacp;
V: Registration: 144P Fqoy;
I: Registration: 144R Gqjn;