| 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 |
|---|
| B | RRB | 79.100 | 3.51 | - | A | - | V (N) | - | - | - | Eolwv | - | - | - | - | 6.500% | 58.56329 |
| H | NAB | 86.470 | 8.71 | - | ZZZ- | - | III (B) | - | - | - | Snoej | - | - | - | - | 8.500% | 66.51930 |
| I | RWQ | 69.780 | 8.36 | - | NNN | - | UUU | - | - | - | Qabhe | - | - | - | - | - | - |
| S | HVT | 32.800 | 7.55 | - | XX | - | JJ (X) | - | - | - | Qgtwj | - | - | - | - | 5.250% | 21.26921 |
Tranche Comments
I: Registration: 144L Hdkh;
S: Registration: 144B Pnek;
B: Registration: 144G Pmet;
H: Registration: 144R Tvmz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | HSA | 48.830 | 3.50 | - | GGG- | - | XXX (S) | - | - | - | Rzbje | - | - | - | - | - | - |
| G | YZR | 55.800 | 6.31 | - | XXX- | - | GGG (G) | - | - | - | Caxsh | - | - | - | - | - | - |
| Z | YBL | 77.780 | 9.20 | - | XXX | - | MMM | - | - | - | Fpsje | - | - | - | 3.00% | 5.000% | 15.37900 |
| F | UIT | 33.270 | 5.52 | - | EEE | - | CCC | - | - | - | Ztjzs | - | - | - | 3.00% | 5.000% | 73.82180 |
| K | QZO | 97.770 | 3.40 | - | FF | - | DD (O) | - | - | - | Buviz | - | - | - | - | - | - |
| G | ROT | 55.600 | 8.18 | - | MM | - | SS (Z) | - | - | - | Vyake | - | - | - | - | - | - |
| F | BSK | 9.200 | 3.80 | - | L | - | O (X) | - | - | - | Sczfe | - | - | - | - | - | - |
| G | QKO | 8.100 | 2.16 | - | Y | - | W (X) | - | - | - | Tycrc | - | - | - | - | - | - |
Tranche Comments
Z: Registration: 144B Pczp;
F: Registration: 144V Rpwd;
K: Registration: 144K Rmup;
G: Registration: 144D Lahz;
G: Registration: 144S Bjed;
F: Registration: 144X Jsii;
G: Registration: 144B Iuhb;
P: Registration: 144J Hcjq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | GWS | 71.950 | - | - | HH | - | TT (P) | - | - | - | Kilob | - | - | - | 6.500% | - | - |
| L | UOD | 3.950 | - | - | HHH- | - | BBB (V) | - | - | - | Olqvt | - | - | - | 11.000% | - | - |
| Z | VYU | 56.510 | - | - | DDD | - | NNN | - | - | - | Akznk | - | - | - | 4.500% | - | - |
| Y1 | GBN | 47.000 | - | - | JJJ | - | QQQ | - | - | - | Jccvlwet | - | - | 550 | 1dX+550 | - | - |
| H | KNR | 81.780 | - | - | EE | - | YY (J) | - | - | - | Eawiu | - | - | - | 7.000% | - | - |
| F | YAS | 8.650 | - | - | I | - | Q (O) | - | - | - | Yuoye | - | - | - | 9.000% | - | - |
| W2 | KXU | 14.940 | - | - | UUU | - | NNN | - | - | - | Zprfo | - | - | - | 4.750% | - | - |
| P | GVB | 7.150 | - | - | Z | - | T (O) | - | - | - | Cltjq | - | - | - | 8.500% | - | - |
| C | UEO | 2.620 | - | - | RRR- | - | TTT (E) | - | - | - | Smqtz | - | - | - | 11.500% | - | - |
Tranche Comments
Z: Registration: 144E Cqfu;
Y1: Registration: 144U Rrpz;
W2: Registration: 144R Fmaq;
T: Registration: 144C Icvn;
H: Registration: 144N Owjc;
P: Registration: 144A Egcw;
F: Registration: 144X Bdzq;
L: Registration: 144D Ydlv;
C: Registration: 144N Nxao;