| 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 |
|---|
| D2 | PHO | 78.932 | 2.12 | N3 | - | - | - | - | 31.40% | - | Ucmow | Ddwlb | - | 110 | - | 4.123% | - |
| K4 | IGN | 8.417 | 7.20 | Cr3 | - | - | - | - | 1.00% | - | Fmlpx | Hzlen | - | 225 | - | 5.291% | - |
| D | BUB | 199.989 | 8.30 | Lrr | - | - | - | - | 80.80% | - | Fclgu | MJIP | - | 60 | - | 3.403% | - |
| O1 | NEL | 99.461 | 5.71 | Bv3 | - | - | - | - | 95.40% | - | Jnati | Eyhvy | - | 80 | - | 3.806% | - |
| G5 | XRX | 98.379 | 7.76 | FA | - | - | - | - | - | - | Kmsoh | CWJ | - | - | - | 7.500% | - |
| O3 | MRD | 60.100 | 4.94 | Gww3 | - | - | - | - | 78.30% | - | Clgsy | Ebgfn | - | 140 | - | 4.432% | - |
Tranche Comments
D: Registration: 144F Izdi;
O1: Registration: 144T Qrtr;
D2: Registration: 144G Macl;
O3: Registration: 144N Rwet;
K4: Registration: 144D Icrz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M4 | LJE | 97.600 | 1.25 | Qx2 | - | - | - | - | 5.50% | - | Hwuvo | Hrhge | - | 245 | 4.48% | 4.519% | 71.17625 |
| O | GMF | 469.960 | 1.90 | Ezz | - | - | - | - | 20.40% | - | Hrlvf | INOY | - | 50 | 2.32% | 2.332% | 53.86776 |
| D2 | KSQ | 98.600 | 7.70 | V2 | - | - | - | - | 27.88% | - | Pzwyp | Cmykj | - | 115 | 3.17% | 3.186% | 38.37346 |
| B5 | WLH | 57.260 | 6.60 | DM | - | - | - | - | 9.00% | - | Ohjut | ZIA | - | - | 6.00% | 7.750% | 45.47743 |
| K3 | JZN | 44.210 | 3.21 | Xpp2 | - | - | - | - | 67.55% | - | Ryohv | Juezs | - | 160 | 3.62% | 3.652% | 55.72440 |
| A1 | CNS | 86.410 | 8.10 | Gr2 | - | - | - | - | 63.50% | - | Gjmls | Ajwzg | - | 85 | 2.84% | 2.857% | 44.55376 |
Tranche Comments
O: Registration: 144K Hupt;
A1: Registration: 144X Ermi;
D2: Registration: 144L Wewd;
K3: Registration: 144Z Xvqb;
M4: Registration: 144C Wvvw;
B5: Registration: 144K Sqsp;