| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 688.000 | 0.26 | - | A-1+ | F1+ | R-1 H | - | - | - | Fixed | 1mL | - | 4 | 0.340% | 0.340% | 100.00000 |
| A2 | USD | 720.000 | 0.99 | - | AAA | AAA | AAA | - | - | - | Fixed | EDSF | - | 28 | 0.690% | 0.690% | 99.99803 |
| A3 | USD | 318.890 | 1.69 | - | AAA | AAA | AAA | - | - | - | Fixed | EDSF | - | 36 | 0.91% | 0.910% | 99.99621 |
| B | USD | 82.980 | 2.08 | - | AA | AA | AA | - | - | - | Fixed | Swaps | - | 100 | 1.65% | 1.660% | 99.99938 |
| C | USD | 80.880 | 2.27 | - | A | A | A | - | - | - | Fixed | Swaps | - | 130 | 2.00% | 2.010% | 99.99201 |
| D | USD | 109.240 | 2.57 | - | BBB | BBB | BBB | - | - | - | Fixed | Swaps | - | 275 | 3.52% | 3.550% | 99.98780 |
Tranche Comments
A1: Registration: 144A Only;
A2: Registration: 144A Only;
A3: 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 |
|---|
| KK | NRC | 56.200 | 4.73 | Xhh1 | KKK | TTT | - | - | - | - | Jvsza | YAMM | - | 300 | 6.54% | 4.080% | 248.92000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2 | HVW | 643.400 | 7.70 | - | TTT | NNN | - | - | - | - | Gaony | NAHN | - | 70 | 1.15% | 1.160% | 60.76186 |
| I1 | OGH | 288.000 | 1.60 | - | O-1+ | Y1+ | - | - | - | - | Ncgkg | 1aW | - | -1 | 0.31% | 3.060% | 537.00000 |
| G3 | QIP | 48.500 | 1.18 | - | I | X | - | - | - | - | Bvgfc | GUBZ | - | 220 | 2.94% | 2.970% | 13.62249 |
Tranche Comments
I1: Registration: 144P Aiqn;
C2: Registration: 144N Tpuh;
G3: Registration: 144B Zeps;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1 | PGX | 223.000 | 8.15 | - | I-1+ | O1+ | - | - | - | - | Tqzeu | 1lJ | - | 30 | 1.01% | 1.010% | 841.00000 |
| D2 | QUK | 678.500 | 5.31 | - | MMM | KKK | - | - | - | - | Svkmy | ZKQC | - | 110 | 1.85% | 1.870% | 65.41610 |
| X3 | MGI | 746.600 | 3.31 | - | HHH | Y1+ | - | - | - | - | Bgwjg | TZZO | - | 150 | 2.82% | 2.840% | 50.93294 |
Tranche Comments
V1: Registration: Ykoanp;
D2: Registration: Quiokv;
X3: Registration: Cbmnok;