| 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 |
|---|
| K | ACD | 50.000 | 4.54 | Poo | LLL | TTT | SSS | - | - | - | Gozzr | Lxhmv | - | 350 | - | 6.640% | - |
| A2T | KEV | 438.000 | 9.84 | Dtt | XXX | JJJ | KKK | - | - | - | Oufbkkub | 1fG | - | 85 | - | - | - |
| R2R | OVH | 32.000 | 7.15 | Knn | SSS | ZZZ | KKK | - | - | - | Alwoj | VEZH | - | 85 | - | 3.430% | - |
| Y4 | XBA | 846.800 | 5.17 | Fkk | MMM | DDD | CCC | - | - | - | Rgozq | Hkieq | - | 150 | - | 4.520% | - |
| K | TCA | 66.600 | 4.49 | Qdd | XXX | T | A | - | - | - | Cfsba | Wyqzn | - | 250 | - | 5.640% | - |
| L3L | EYJ | 225.000 | 5.50 | Eee | AAA | GGG | LLL | - | - | - | Eycih | Wxazq | - | 105 | - | 3.740% | - |
| D3G | FYR | 207.000 | 7.10 | Mtt | EEE | UUU | NNN | - | - | - | Ytwvxtmh | 1sE | - | 105 | - | - | - |
| R1 | GZB | 858.000 | 5.66 | M-1 | F-1+ | D1+ | - | - | - | - | Zulyz | 1fX | - | 10 | 3.15% | 3.150% | 165.00000 |
Tranche Comments
R1: Registration: Fljvea;
R2R: Registration: Yhbzpb;
A2T: Registration: Xsosni;
L3L: Registration: Luzbfx;
D3G: Registration: Tublxf;
Y4: Registration: Arjiey;
K: Registration: Nbcrhb;
K: Registration: Apillb;