| 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 | HLB | 71.800 | 7.14 | Ruu1 | TTT | TTT | - | - | - | - | Orfyb | LKBH | - | 300 | 6.54% | 4.080% | 422.96000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1 | HEE | 413.000 | 6.47 | - | O-1+ | M1+ | - | - | - | - | Smupl | 1uK | - | -1 | 0.31% | 3.060% | 641.00000 |
| C3 | GJY | 24.900 | 8.14 | - | M | P | - | - | - | - | Ygvfs | VXAQ | - | 220 | 2.94% | 2.970% | 86.52413 |
| Q2 | OTJ | 247.400 | 9.10 | - | EEE | GGG | - | - | - | - | Qjqzl | PYWT | - | 70 | 1.15% | 1.160% | 89.46382 |
Tranche Comments
X1: Registration: 144S Piad;
Q2: Registration: 144T Zmcm;
C3: Registration: 144T Ffui;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X3 | GMD | 906.300 | 8.87 | - | XXX | Q1+ | - | - | - | - | Yvppb | IXSP | - | 150 | 2.82% | 2.840% | 47.51117 |
| N1 | LVP | 468.000 | 5.81 | - | P-1+ | E1+ | - | - | - | - | Oiuua | 1cB | - | 30 | 1.01% | 1.010% | 876.00000 |
| Z2 | QKJ | 893.900 | 4.24 | - | ZZZ | NNN | - | - | - | - | Kihyz | EIPI | - | 110 | 1.85% | 1.870% | 77.93200 |
Tranche Comments
N1: Registration: Xnwhlp;
Z2: Registration: Zzugjt;
X3: Registration: Ywstry;