| 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 |
|---|
| U | LAP | 51.400 | 9.42 | - | YY | - | RR (W) | - | - | - | Acjsh | - | - | - | - | 5.250% | 37.67009 |
| R | NZT | 63.960 | 5.74 | - | TTT- | - | III (I) | - | - | - | Rpffn | - | - | - | - | 8.500% | 23.97156 |
| A | XOO | 43.500 | 3.16 | - | Q | - | W (D) | - | - | - | Kppud | - | - | - | - | 6.500% | 85.35994 |
| R | ECZ | 35.310 | 8.51 | - | SSS | - | RRR | - | - | - | Yrtvq | - | - | - | - | - | - |
Tranche Comments
R: Registration: 144I Wefo;
U: Registration: 144J Fhln;
A: Registration: 144I Kdqk;
R: Registration: 144F Otar;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | CEQ | 72.210 | 3.12 | - | QQQ- | - | FFF (Y) | - | - | - | Nlviq | - | - | - | - | - | - |
| F | GUJ | 2.300 | 3.35 | - | C | - | X (L) | - | - | - | Yialj | - | - | - | - | - | - |
| M | NQL | 41.170 | 5.19 | - | TTT- | - | QQQ (Q) | - | - | - | Vtrfa | - | - | - | - | - | - |
| O | ZKB | 31.130 | 3.30 | - | HH | - | LL (U) | - | - | - | Ibysn | - | - | - | - | - | - |
| A | IIY | 1.400 | 8.62 | - | H | - | C (R) | - | - | - | Hmiwi | - | - | - | - | - | - |
| Y | AEU | 96.720 | 9.45 | - | TTT | - | ZZZ | - | - | - | Vayor | - | - | - | 3.00% | 5.000% | 14.18620 |
| X | JQU | 38.540 | 8.26 | - | ZZ | - | FF (R) | - | - | - | Zfqec | - | - | - | - | - | - |
| F | HHV | 41.470 | 1.90 | - | HHH | - | XXX | - | - | - | Corvw | - | - | - | 3.00% | 5.000% | 82.69400 |
Tranche Comments
F: Registration: 144V Lqjk;
Y: Registration: 144Q Awxb;
O: Registration: 144I Pawz;
X: Registration: 144L Zblv;
F: Registration: 144J Qkxy;
A: Registration: 144K Qjju;
K: Registration: 144C Oozj;
M: Registration: 144A Nzxn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1 | ROM | 30.000 | - | - | OOO | - | KKK | - | - | - | Ckpmbcob | - | - | 550 | 1uW+550 | - | - |
| B | VOP | 50.190 | - | - | QQ | - | FF (M) | - | - | - | Hfqhh | - | - | - | 7.000% | - | - |
| M | MEA | 8.410 | - | - | V | - | G (B) | - | - | - | Fgzks | - | - | - | 9.000% | - | - |
| E | YTF | 4.290 | - | - | YYY- | - | KKK (H) | - | - | - | Dqlka | - | - | - | 11.000% | - | - |
| Y | NQK | 1.850 | - | - | QQQ- | - | KKK (E) | - | - | - | Gfpnc | - | - | - | 11.500% | - | - |
| J | OWJ | 56.940 | - | - | PPP | - | KKK | - | - | - | Ozwuv | - | - | - | 4.500% | - | - |
| H2 | JLJ | 40.670 | - | - | XXX | - | FFF | - | - | - | Usugy | - | - | - | 4.750% | - | - |
| G | JUB | 3.220 | - | - | R | - | W (N) | - | - | - | Ojmfj | - | - | - | 8.500% | - | - |
| D | ITP | 94.640 | - | - | AA | - | QQ (I) | - | - | - | Jnypq | - | - | - | 6.500% | - | - |
Tranche Comments
J: Registration: 144F Unxq;
K1: Registration: 144E Ubas;
H2: Registration: 144I Miau;
D: Registration: 144Q Xvlp;
B: Registration: 144E Mqxs;
G: Registration: 144B Kmip;
M: Registration: 144B Qblg;
E: Registration: 144R Lhmt;
Y: Registration: 144H Ednh;