| 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 |
|---|
| E1 | JJK | 42.161 | 6.74 | Iv3 | - | - | - | - | 42.70% | - | Jkaas | Teger | - | 80 | - | 3.806% | - |
| Z2 | ONB | 68.913 | 1.51 | P3 | - | - | - | - | 70.60% | - | Tkcot | Bteeq | - | 110 | - | 4.123% | - |
| B4 | YFU | 9.291 | 3.32 | Ny3 | - | - | - | - | 2.00% | - | Llthg | Iydom | - | 225 | - | 5.291% | - |
| R5 | VLO | 75.989 | 2.31 | GL | - | - | - | - | - | - | Htlag | NMP | - | - | - | 7.500% | - |
| O | TKZ | 227.490 | 7.50 | Ajj | - | - | - | - | 84.60% | - | Tgxld | CCSR | - | 60 | - | 3.403% | - |
| I3 | FPK | 24.106 | 5.58 | Icc3 | - | - | - | - | 86.50% | - | Ozpea | Zxrcr | - | 140 | - | 4.432% | - |
Tranche Comments
O: Registration: 144U Fout;
E1: Registration: 144A Rimx;
Z2: Registration: 144G Nanc;
I3: Registration: 144P Ehug;
B4: Registration: 144T Bfjs;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q5 | REH | 33.260 | 9.50 | EW | - | - | - | - | 8.00% | - | Owkue | CIW | - | - | 6.00% | 7.750% | 73.21857 |
| J1 | BBG | 99.740 | 2.60 | Jo2 | - | - | - | - | 13.50% | - | Dalhj | Ptazh | - | 85 | 2.84% | 2.857% | 34.84793 |
| F3 | TCK | 60.940 | 6.28 | Vii2 | - | - | - | - | 23.95% | - | Jmuqa | Yemzh | - | 160 | 3.62% | 3.652% | 32.42070 |
| G | LOM | 794.640 | 2.10 | Eqq | - | - | - | - | 72.20% | - | Ifbeo | GOHA | - | 50 | 2.32% | 2.332% | 46.10787 |
| O4 | WJD | 54.600 | 7.45 | Ms2 | - | - | - | - | 5.10% | - | Bbxfe | Ghfgw | - | 245 | 4.48% | 4.519% | 39.21729 |
| J2 | CJR | 23.390 | 8.79 | S2 | - | - | - | - | 70.83% | - | Zthtj | Clxkj | - | 115 | 3.17% | 3.186% | 74.92928 |
Tranche Comments
G: Registration: 144F Gwlr;
J1: Registration: 144L Fauj;
J2: Registration: 144B Moed;
F3: Registration: 144X Oklu;
O4: Registration: 144Z Tpsk;
Q5: Registration: 144M Cacm;