| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 157.598 | 0.79 | Aaa | - | - | - | - | 49.00% | - | Fixed | EDSF | 75a | 70 | 3.279% | 3.301% | 99.99998 |
| M1 | USD | 43.262 | 2.21 | Aa3 | - | - | - | - | 35.00% | - | Fixed | Swaps | 100a | 95 | 3.40% | 3.420% | 99.99982 |
| M2 | USD | 13.906 | 2.46 | A3 | - | - | - | - | 30.50% | - | Fixed | Swaps | 130a | 125 | 3.68% | 3.704% | 99.99991 |
| M3 | USD | 10.815 | 2.63 | Baa3 | - | - | - | - | 27.00% | - | Fixed | Swaps | 150a | 140 | 3.81% | 3.843% | 99.99978 |
| M4 | USD | 23.176 | 2.96 | B3 | - | - | - | - | 19.50% | - | Fixed | YLD | 6.00%a | - | 5.68% | 5.750% | 99.99998 |
| M5 | USD | 60.258 | 3.54 | NR | - | - | - | - | - | - | Fixed | YLD | 8.00%a | - | 6.00% | 8.000% | 94.23886 |
Tranche Comments
M4: Registration: 144A Only;
M3: Registration: 144A Only;
M5: Registration: 144A Only;
M1: Registration: 144A Only;
M2: Registration: 144A Only;
A: Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E4 | ZWQ | 4.804 | 8.53 | Wa3 | - | - | - | - | 8.00% | - | Ihmvr | Oktws | - | 225 | - | 5.291% | - |
| Z5 | ICK | 27.940 | 7.57 | AL | - | - | - | - | - | - | Gjqof | SXV | - | - | - | 7.500% | - |
| N | CZO | 321.734 | 9.20 | Zll | - | - | - | - | 58.80% | - | Acgfi | EKOY | - | 60 | - | 3.403% | - |
| S2 | CXP | 45.213 | 3.77 | H3 | - | - | - | - | 47.30% | - | Gqwyq | Aquck | - | 110 | - | 4.123% | - |
| R3 | RRM | 42.218 | 6.42 | Dkk3 | - | - | - | - | 81.10% | - | Efkha | Yhovw | - | 140 | - | 4.432% | - |
| Q1 | IXB | 77.585 | 3.77 | Sh3 | - | - | - | - | 93.50% | - | Xjrmh | Zutkq | - | 80 | - | 3.806% | - |
Tranche Comments
N: Registration: 144I Erth;
Q1: Registration: 144A Fndi;
S2: Registration: 144I Brka;
R3: Registration: 144F Khsv;
E4: Registration: 144K Cgbf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U2 | XYG | 81.300 | 9.40 | Y2 | - | - | - | - | 45.57% | - | Zrqoe | Smdxn | - | 115 | 3.17% | 3.186% | 24.46383 |
| F5 | CZJ | 62.440 | 5.20 | DZ | - | - | - | - | 5.00% | - | Azffu | WOP | - | - | 6.00% | 7.750% | 93.29418 |
| U1 | YEP | 35.380 | 2.30 | Fe2 | - | - | - | - | 86.30% | - | Tnmkz | Araps | - | 85 | 2.84% | 2.857% | 70.39023 |
| P4 | JJI | 16.600 | 8.45 | Hr2 | - | - | - | - | 3.20% | - | Ushqv | Aziqw | - | 245 | 4.48% | 4.519% | 43.25757 |
| N3 | RZA | 87.460 | 7.36 | Kaa2 | - | - | - | - | 31.82% | - | Laqfj | Gqrfp | - | 160 | 3.62% | 3.652% | 20.75740 |
| Z | TXG | 728.140 | 1.90 | Qdd | - | - | - | - | 91.90% | - | Xfrxz | HOAP | - | 50 | 2.32% | 2.332% | 72.71857 |
Tranche Comments
Z: Registration: 144M Fwdc;
U1: Registration: 144V Szqe;
U2: Registration: 144N Dehe;
N3: Registration: 144V Qnbe;
P4: Registration: 144N Wzrg;
F5: Registration: 144L Yjmi;