| 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 |
|---|
| E4 | RNC | 772.100 | 8.10 | Qhh | RRR | MMM | FFF | - | - | - | Obson | Qtkjt | - | 150 | - | 4.520% | - |
| K1 | IKM | 470.000 | 2.76 | U-1 | C-1+ | S1+ | - | - | - | - | Uzjcr | 1fT | - | 10 | 3.15% | 3.150% | 924.00000 |
| O2Q | KCQ | 690.000 | 4.53 | Bdd | ZZZ | FFF | XXX | - | - | - | Zcusfjwm | 1eE | - | 85 | - | - | - |
| G | NBT | 32.800 | 4.24 | Ppp | HHH | G | K | - | - | - | Bhgsj | Nlzab | - | 250 | - | 5.640% | - |
| P | UXG | 57.000 | 6.48 | Sii | GGG | MMM | WWW | - | - | - | Cprku | Wzohy | - | 350 | - | 6.640% | - |
| G3G | BJE | 209.000 | 4.10 | Wuu | XXX | QQQ | DDD | - | - | - | Gpgif | Aqian | - | 105 | - | 3.740% | - |
| V2V | GYO | 39.000 | 8.99 | Guu | HHH | DDD | YYY | - | - | - | Dkqjc | BABT | - | 85 | - | 3.430% | - |
| Y3K | TXE | 321.000 | 6.90 | Ivv | PPP | WWW | CCC | - | - | - | Xceaajem | 1yA | - | 105 | - | - | - |
Tranche Comments
K1: Registration: Xrbbez;
V2V: Registration: Cwbhoa;
O2Q: Registration: Rysskj;
G3G: Registration: Sppkej;
Y3K: Registration: Fblvuu;
E4: Registration: Ocqshd;
G: Registration: Avwmhc;
P: Registration: Jxmxxi;