| 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 |
|---|
| QQ | GCG | 24.900 | 3.41 | Jpp1 | NNN | PPP | - | - | - | - | Xtgip | UARU | - | 300 | 6.54% | 4.080% | 430.61000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | RHG | 125.000 | 7.67 | - | Y-1+ | K1+ | - | - | - | - | Ujzpt | 1dK | - | -1 | 0.31% | 3.060% | 568.00000 |
| Z3 | UNF | 51.600 | 5.39 | - | M | N | - | - | - | - | Kwyqf | TXGA | - | 220 | 2.94% | 2.970% | 75.84517 |
| V2 | XKQ | 240.400 | 9.90 | - | XXX | UUU | - | - | - | - | Xyffv | MVEQ | - | 70 | 1.15% | 1.160% | 81.43619 |
Tranche Comments
I1: Registration: 144H Xxpw;
V2: Registration: 144K Zchl;
Z3: Registration: 144P Mxce;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K2 | MPT | 178.200 | 9.76 | - | CCC | XXX | - | - | - | - | Nwgja | PGHQ | - | 110 | 1.85% | 1.870% | 21.25081 |
| Q1 | IWK | 569.000 | 9.37 | - | V-1+ | U1+ | - | - | - | - | Cvtqm | 1eU | - | 30 | 1.01% | 1.010% | 797.00000 |
| L3 | NGV | 517.400 | 9.70 | - | ZZZ | W1+ | - | - | - | - | Oygnm | UUYL | - | 150 | 2.82% | 2.840% | 18.23709 |
Tranche Comments
Q1: Registration: Ragyho;
K2: Registration: Nzuiij;
L3: Registration: Vnhckk;