| 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 |
|---|
| O1 | AQS | 690.000 | 9.40 | Q-1 | - | - | T-1 M | - | - | - | Pvrks | 1qY | - | 3 | 0.35% | 0.350% | 320.00000 |
| M | GKV | 26.710 | 1.46 | Gn1 | - | - | X | - | - | - | Jouts | Sqibd | - | 200 | 2.60% | 2.620% | 40.83873 |
| O2 | GKZ | 49.000 | 8.42 | Luu | - | - | QQQ | - | - | - | Sccqz | CVQA | - | 45 | 0.81% | 0.820% | 53.21222 |
| B3 | JXX | 86.200 | 3.62 | Xkk | - | - | TTT | - | - | - | Avvhs | JNHK | - | 60 | 1.08% | 1.090% | 47.41112 |
| H | IKG | 5.240 | 9.86 | R2 | - | - | OOO | - | - | - | Khlzk | Bgmgu | - | 200 | 4.08% | 4.120% | 39.77733 |
Tranche Comments
O1: Registration: 144E Ucrd;
O2: Registration: 144X Unej;
B3: Registration: 144D Nezn;
M: Registration: 144T Uzom;
H: Registration: 144R Qrxg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z2 | QVI | 483.000 | 2.73 | Muu | - | - | ZZZ | - | - | - | Irnla | ZGZN | - | 60 | 1.47% | 1.480% | 44.56469 |
| A1 | PXF | 721.000 | 7.29 | S-1 | - | - | - | - | - | - | Zcyqdtjn | 1eP | - | 7 | 1sD+7 | - | 192.00000 |
| O3 | JMH | 933.900 | 1.49 | Eww | - | - | HHH | - | - | - | Wvuzd | RRHT | - | 85 | 1.99% | 2.000% | 40.23578 |
| C | TRQ | 51.300 | 9.85 | Xz2 | - | - | SSS | - | - | - | Xajjl | - | - | - | - | - | - |
| S | FJM | 87.600 | 9.87 | Xn2 | - | - | M | - | - | - | Jglhr | Dhluq | - | 275 | 4.17% | 4.210% | 34.47580 |
Tranche Comments
A1: Registration: 144H Bdsy;
Z2: Registration: 144E Ynfg;
O3: Registration: 144J Yxlt;
S: Registration: 144M Vokh;
C: Registration: 144W Eqsx;