| 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 |
|---|
| E | RLY | 49.000 | 8.63 | Wll | HHH | GGG | YYY | - | - | - | Gytwx | Bxxzu | - | 350 | - | 6.640% | - |
| H3C | LZK | 526.000 | 6.60 | Auu | TTT | DDD | ZZZ | - | - | - | Xmhbpwph | 1zZ | - | 105 | - | - | - |
| C | GJK | 18.500 | 6.24 | Gaa | MMM | A | V | - | - | - | Wqoby | Owiwt | - | 250 | - | 5.640% | - |
| J2J | FLX | 86.000 | 4.40 | Rff | III | SSS | QQQ | - | - | - | Mczmn | GZQV | - | 85 | - | 3.430% | - |
| R1 | XPN | 738.000 | 2.27 | Z-1 | I-1+ | X1+ | - | - | - | - | Wbwqx | 1bA | - | 10 | 3.15% | 3.150% | 494.00000 |
| I2W | NOQ | 945.000 | 9.85 | Dll | LLL | TTT | TTT | - | - | - | Irlsuwtq | 1zC | - | 85 | - | - | - |
| A4 | JQA | 913.100 | 4.34 | Gjj | GGG | NNN | SSS | - | - | - | Kfzua | Scdfp | - | 150 | - | 4.520% | - |
| N3N | UOV | 253.000 | 5.60 | Exx | VVV | BBB | QQQ | - | - | - | Zkfws | Pgquu | - | 105 | - | 3.740% | - |
Tranche Comments
R1: Registration: Xjmtzg;
J2J: Registration: Ccialt;
I2W: Registration: Tzkfuy;
N3N: Registration: Pixugn;
H3C: Registration: Kuocsr;
A4: Registration: Jfmjwu;
C: Registration: Gulozr;
E: Registration: Ezwfaf;