| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 180.000 | 2.04 | - | AAA | - | - | - | - | - | Fixed | Swaps | - | - | - | 3.300% | 99.98489 |
| B1 | USD | 70.000 | 2.04 | - | BBB | - | - | - | - | - | Fixed | Swaps | - | - | - | 7.000% | 99.99884 |
| FVN | USD | 150.000 | - | - | AAA | - | - | - | - | - | Fixed | - | - | - | - | - | - |
Tranche Comments
A1: Registration: 144A Only;
B1: Registration: 144A Only;
FVN: Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | VPA | 526.000 | 9.00 | - | OOO | - | XXX | - | - | - | Vkuac | - | - | - | 5.92% | 6.000% | 69.80212 |
| B1 | NHC | 510.000 | 6.00 | - | EEE | - | XXX | - | - | - | Srixo | Nglfd | - | - | 2.63% | 2.650% | 85.94781 |
| U2 | YHP | 347.000 | 4.00 | - | XXX | - | VVV | - | - | - | Rowqs | Sjdga | - | - | 3.37% | 3.400% | 11.49430 |
| J | EZX | 45.000 | 7.00 | - | ZZZ | - | - | - | - | - | Klquo | - | - | - | 5.92% | 7.000% | 94.56912 |
Tranche Comments
B1: Registration: 144Y Vjtq;
U2: Registration: 144Y Ywix;
L: Registration: 144M Iglc;
J: Registration: 144X Boqq;