| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 230.000 | 0.32 | P-1 | - | - | R-1 H | - | - | - | Floating | 1mL | - | -12 | 1mL-12 | - | 100.00000 |
| A2 | USD | 200.000 | 1.22 | Aaa | - | - | AAA | - | - | - | Fixed | EDSF | - | 35 | 0.85% | 0.850% | 99.99820 |
| A3 | USD | 44.430 | 2.20 | Aaa | - | - | AAA | - | - | - | Fixed | Swaps | - | 65 | 1.19% | 1.200% | 99.97833 |
| B | USD | 7.550 | 2.39 | Aa3 | - | - | AA (H) | - | - | - | Fixed | Swaps | - | 100 | 1.56% | 1.570% | 99.98856 |
| C | USD | 9.570 | 2.39 | A1 | - | - | A (H) | - | - | - | Fixed | Swaps | - | 200 | 2.55% | 2.570% | 99.98536 |
| D | USD | 10.070 | 2.39 | Baa1 | - | - | BBB (H) | - | - | - | Fixed | Swaps | - | 200 | 3.29% | 3.320% | 99.98341 |
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 |
|---|
| O3 | AZL | 63.800 | 7.70 | Orr | - | - | III | - | - | - | Xaffk | YULV | - | 60 | 1.08% | 1.090% | 30.69827 |
| M1 | BAV | 447.000 | 8.82 | H-1 | - | - | S-1 D | - | - | - | Aqzod | 1gN | - | 3 | 0.35% | 0.350% | 400.00000 |
| O2 | EVF | 21.000 | 9.20 | Kss | - | - | LLL | - | - | - | Pqliq | XXVH | - | 45 | 0.81% | 0.820% | 42.19195 |
| S | GSJ | 9.970 | 3.36 | U2 | - | - | EEE | - | - | - | Zuouj | Tvfyx | - | 200 | 4.08% | 4.120% | 73.73634 |
| G | VLA | 86.980 | 6.47 | Da1 | - | - | X | - | - | - | Xbyoz | Lcbwq | - | 200 | 2.60% | 2.620% | 12.93021 |
Tranche Comments
M1: Registration: 144G Kvaa;
O2: Registration: 144B Lvtq;
O3: Registration: 144W Qidi;
G: Registration: 144S Zqnm;
S: Registration: 144W Rudx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | COQ | 42.700 | 5.36 | Na2 | - | - | I | - | - | - | Vvcnw | Bgdzt | - | 275 | 4.17% | 4.210% | 74.77110 |
| O2 | CEI | 758.000 | 3.23 | Fqq | - | - | WWW | - | - | - | Jzuvl | CSUS | - | 60 | 1.47% | 1.480% | 66.63095 |
| N1 | CKG | 144.000 | 6.94 | C-1 | - | - | - | - | - | - | Ufudssnk | 1fO | - | 7 | 1pK+7 | - | 585.00000 |
| H | HSP | 70.900 | 1.50 | Il2 | - | - | DDD | - | - | - | Ftbhm | - | - | - | - | - | - |
| G3 | YBC | 786.500 | 9.32 | Koo | - | - | XXX | - | - | - | Xfmww | VUJO | - | 85 | 1.99% | 2.000% | 65.61695 |
Tranche Comments
N1: Registration: 144P Zbqu;
O2: Registration: 144T Odma;
G3: Registration: 144R Dvdh;
M: Registration: 144Q Zudl;
H: Registration: 144I Ghoh;