| 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 |
|---|
| D | NLD | 43.620 | 8.81 | Gj1 | - | - | X | - | - | - | Julnm | Pwicu | - | 200 | 2.60% | 2.620% | 33.82824 |
| F2 | BAG | 89.000 | 8.13 | Mss | - | - | YYY | - | - | - | Ofufh | CRLY | - | 45 | 0.81% | 0.820% | 26.76809 |
| T | QJL | 2.490 | 4.77 | F2 | - | - | AAA | - | - | - | Hgcpa | Rvxaa | - | 200 | 4.08% | 4.120% | 74.87268 |
| J3 | HPO | 35.700 | 4.53 | Vss | - | - | XXX | - | - | - | Uprfh | YNBT | - | 60 | 1.08% | 1.090% | 76.50037 |
| L1 | HYH | 383.000 | 6.28 | T-1 | - | - | O-1 V | - | - | - | Eissf | 1vD | - | 3 | 0.35% | 0.350% | 597.00000 |
Tranche Comments
L1: Registration: 144W Mkmp;
F2: Registration: 144A Nevx;
J3: Registration: 144F Dvlm;
D: Registration: 144C Jmhj;
T: Registration: 144E Rthf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | RFY | 31.400 | 8.40 | Et2 | - | - | P | - | - | - | Gkcau | Nbajn | - | 275 | 4.17% | 4.210% | 37.58950 |
| S3 | CSF | 126.900 | 5.47 | Aqq | - | - | XXX | - | - | - | Nagqd | TRAB | - | 85 | 1.99% | 2.000% | 64.19867 |
| H1 | BJB | 162.000 | 6.91 | N-1 | - | - | - | - | - | - | Edejbyba | 1mU | - | 7 | 1iM+7 | - | 298.00000 |
| N2 | QTG | 695.000 | 3.88 | Jyy | - | - | KKK | - | - | - | Gcbma | ATXX | - | 60 | 1.47% | 1.480% | 44.24473 |
| F | CBP | 76.700 | 1.29 | Lt2 | - | - | DDD | - | - | - | Sozvf | - | - | - | - | - | - |
Tranche Comments
H1: Registration: 144M Bxce;
N2: Registration: 144X Kgip;
S3: Registration: 144Z Bqgh;
E: Registration: 144M Rtfp;
F: Registration: 144M Pifo;