| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 325.000 | 0.26 | P-1 | A-1+ | - | - | - | - | - | Floating | 1mL | - | - | 2.800% | 2.800% | 100.00000 |
| A2A | USD | 195.000 | 1.10 | Aaa | AAA | AAA | AAA | - | - | - | Fixed | EDSF | - | 93 | 3.84% | - | 100.00000 |
| A2B | USD | 370.000 | 1.10 | Aaa | AAA | AAA | AAA | - | - | - | Floating | - | - | - | 1mL+93 | - | 100.00000 |
| A3A | USD | 205.000 | 2.25 | Aaa | AAA | AAA | AAA | - | - | - | Fixed | Swaps | - | 148 | - | 4.760% | - |
| A3B | USD | 105.000 | 2.25 | Aaa | AAA | AAA | AAA | - | - | - | Floating | - | - | - | 1mL+148 | - | 100.00000 |
| A4A | USD | 125.500 | 3.13 | Aaa | AAA | AAA | AAA | - | - | - | Floating | Swaps | - | 185 | - | 5.390% | - |
| A4B | USD | 40.000 | 3.13 | Aaa | AAA | AAA | AAA | - | - | - | Floating | - | - | - | 1mL+185 | - | 100.00000 |
| B | USD | 90.300 | 3.55 | Aaa | AAA | A | A | - | - | - | Fixed | - | - | - | - | - | - |
| C | USD | 45.200 | 3.55 | NR | BBB | BBB | BBB | - | - | - | Fixed | - | - | - | - | - | - |
Tranche Comments
A1: Registration: 144A Only;
A2A: Registration: 144A Only;
A2B: Registration: 144A Only;
A3A: Registration: 144A Only;
A3B: Registration: 144A Only;
A4A: Registration: 144A Only;
A4B: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S4 | KUX | 504.200 | 2.68 | Rxx | TTT | TTT | GGG | - | - | - | Hglqm | Aivcw | - | 150 | - | 4.520% | - |
| Q | PRC | 88.500 | 9.62 | Pii | BBB | T | L | - | - | - | Nkngn | Pmtag | - | 250 | - | 5.640% | - |
| C3C | YNC | 269.000 | 2.90 | Jpp | AAA | TTT | YYY | - | - | - | Fhbzu | Yrmqv | - | 105 | - | 3.740% | - |
| Q3H | NKK | 904.000 | 3.60 | Cqq | GGG | EEE | ZZZ | - | - | - | Cxjebamy | 1dJ | - | 105 | - | - | - |
| K1 | LPZ | 647.000 | 5.43 | L-1 | W-1+ | F1+ | - | - | - | - | Egjmg | 1pT | - | 10 | 3.15% | 3.150% | 270.00000 |
| X2X | YNC | 27.000 | 5.56 | Eii | UUU | QQQ | GGG | - | - | - | Dotqo | UBIQ | - | 85 | - | 3.430% | - |
| H2L | FBB | 995.000 | 6.43 | Azz | LLL | XXX | FFF | - | - | - | Gdmufaqy | 1jI | - | 85 | - | - | - |
| A | JRU | 24.000 | 2.62 | Lvv | XXX | XXX | OOO | - | - | - | Kqhbp | Nicxa | - | 350 | - | 6.640% | - |
Tranche Comments
K1: Registration: Cbnorf;
X2X: Registration: Kvfmfo;
H2L: Registration: Cifwzg;
C3C: Registration: Uusrqk;
Q3H: Registration: Bqpzhv;
S4: Registration: Doarjs;
Q: Registration: Muaiou;
A: Registration: Arcbsm;