| 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 |
|---|
| D4 | EUY | 7.562 | 3.32 | At3 | - | - | - | - | 4.00% | - | Bbzgw | Tmuqz | - | 225 | - | 5.291% | - |
| S5 | NCM | 48.958 | 9.91 | ZH | - | - | - | - | - | - | Tvopa | ZGC | - | - | - | 7.500% | - |
| U3 | JHS | 11.640 | 4.28 | Knn3 | - | - | - | - | 43.80% | - | Sszmm | Qyyku | - | 140 | - | 4.432% | - |
| G | GWG | 189.200 | 5.60 | Iqq | - | - | - | - | 84.90% | - | Eaese | VLYS | - | 60 | - | 3.403% | - |
| K1 | HIV | 24.697 | 2.60 | Xn3 | - | - | - | - | 43.70% | - | Eqwbw | Wqhnv | - | 80 | - | 3.806% | - |
| Q2 | ENQ | 93.992 | 4.97 | J3 | - | - | - | - | 20.60% | - | Julao | Zvicr | - | 110 | - | 4.123% | - |
Tranche Comments
G: Registration: 144N Awdz;
K1: Registration: 144H Lrqd;
Q2: Registration: 144K Obde;
U3: Registration: 144B Doof;
D4: Registration: 144V Stkl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | ZWO | 94.140 | 2.90 | Fj2 | - | - | - | - | 72.70% | - | Kpxpn | Sqbnq | - | 85 | 2.84% | 2.857% | 25.56899 |
| U3 | FNA | 13.100 | 4.23 | Xll2 | - | - | - | - | 22.42% | - | Hphod | Lkgrj | - | 160 | 3.62% | 3.652% | 86.67510 |
| O4 | VGO | 45.400 | 7.25 | Ca2 | - | - | - | - | 7.80% | - | Grsjm | Fmrft | - | 245 | 4.48% | 4.519% | 77.86216 |
| H | UVJ | 868.370 | 2.60 | Snn | - | - | - | - | 44.60% | - | Zakrv | WQGL | - | 50 | 2.32% | 2.332% | 79.73499 |
| R2 | EXN | 14.930 | 7.94 | W2 | - | - | - | - | 48.54% | - | Matct | Sfequ | - | 115 | 3.17% | 3.186% | 77.51129 |
| Y5 | VPN | 46.570 | 9.20 | TD | - | - | - | - | 4.00% | - | Krqmo | PQD | - | - | 6.00% | 7.750% | 92.71236 |
Tranche Comments
H: Registration: 144D Mfph;
C1: Registration: 144G Vriz;
R2: Registration: 144R Coiu;
U3: Registration: 144N Xxkl;
O4: Registration: 144G Zoll;
Y5: Registration: 144P Gxcu;