| 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 |
|---|
| OO | WQB | 20.800 | 2.80 | Pss1 | CCC | III | - | - | - | - | Niwhy | RKSG | - | 300 | 6.54% | 4.080% | 753.71000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B2 | UJQ | 474.300 | 5.70 | - | HHH | GGG | - | - | - | - | Gorwf | OYIT | - | 70 | 1.15% | 1.160% | 24.34826 |
| I1 | GHQ | 417.000 | 2.72 | - | K-1+ | C1+ | - | - | - | - | Pvtjw | 1gU | - | -1 | 0.31% | 3.060% | 503.00000 |
| D3 | QIK | 43.900 | 6.42 | - | Y | E | - | - | - | - | Fvgjn | YRTK | - | 220 | 2.94% | 2.970% | 55.70773 |
Tranche Comments
I1: Registration: 144K Zkre;
B2: Registration: 144U Yfml;
D3: Registration: 144Z Werd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S3 | LGS | 776.200 | 5.67 | - | JJJ | A1+ | - | - | - | - | Kibfh | ZDVX | - | 150 | 2.82% | 2.840% | 94.33706 |
| I1 | QKE | 651.000 | 7.17 | - | N-1+ | Y1+ | - | - | - | - | Xowcp | 1xV | - | 30 | 1.01% | 1.010% | 519.00000 |
| A2 | AXJ | 697.300 | 5.18 | - | RRR | NNN | - | - | - | - | Vruaf | LWNF | - | 110 | 1.85% | 1.870% | 66.92254 |
Tranche Comments
I1: Registration: Fljxqg;
A2: Registration: Jjavpw;
S3: Registration: Icsysn;