| 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 |
|---|
| NN | UNF | 76.500 | 9.33 | Cyy1 | ZZZ | BBB | - | - | - | - | Mipeh | YZIS | - | 300 | 6.54% | 4.080% | 986.20000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | KKD | 554.000 | 6.44 | - | V-1+ | U1+ | - | - | - | - | Ltlvc | 1tS | - | -1 | 0.31% | 3.060% | 652.00000 |
| B3 | XMA | 59.600 | 9.98 | - | J | M | - | - | - | - | Luprp | HKLF | - | 220 | 2.94% | 2.970% | 90.73459 |
| Z2 | JWY | 665.200 | 8.50 | - | LLL | NNN | - | - | - | - | Bvstn | LQRZ | - | 70 | 1.15% | 1.160% | 13.93828 |
Tranche Comments
Z1: Registration: 144A Hxcx;
Z2: Registration: 144Z Skol;
B3: Registration: 144T Nbgk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F3 | MRI | 815.300 | 8.41 | - | XXX | E1+ | - | - | - | - | Hczov | HCMC | - | 150 | 2.82% | 2.840% | 15.72487 |
| D1 | WOX | 374.000 | 1.26 | - | O-1+ | G1+ | - | - | - | - | Omcul | 1xG | - | 30 | 1.01% | 1.010% | 242.00000 |
| U2 | EQJ | 405.200 | 9.79 | - | YYY | FFF | - | - | - | - | Jcwhx | HGVG | - | 110 | 1.85% | 1.870% | 27.36695 |
Tranche Comments
D1: Registration: Volpcv;
U2: Registration: Fpymxq;
F3: Registration: Gvgcqq;