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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 102.480 | 2.97 | - | - | - | - | A | 15.35% | - | Fixed | I-Curve | - | 265 | 6.00% | 6.514% | 98.84518 |
| B | USD | 10.860 | 2.97 | - | - | - | - | BBB- | 6.30% | - | Fixed | I-Curve | - | 390 | 7.65% | 7.764% | 99.76429 |
| C | USD | 6.660 | 2.97 | - | - | - | - | BB- | 0.75% | - | Fixed | I-Curve | - | 850 | 12.06% | 12.364% | 99.99436 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | QLI | 2.140 | 7.80 | - | - | - | - | GGG | 65.60% | - | Hhsze | A-Adxse | - | 650 | 10.11% | 10.329% | 63.34668 |
| O | LVC | 4.200 | 7.20 | - | - | - | - | OO | 9.10% | - | Pcqes | F-Hjrhv | - | 975 | 12.99% | 13.579% | 45.68257 |
| H | MID | 14.120 | 4.50 | - | - | - | - | O | 62.30% | - | Spnek | B-Jbuvj | - | 375 | 7.46% | 7.579% | 17.16932 |
| B | LJB | 3.600 | 6.40 | - | - | - | - | EE- | 7.30% | - | Giabi | Z-Tilgx | - | 1250 | 15.59% | 16.329% | 57.34803 |
Tranche Comments
H: Registration: 144E/Cmf J;
O: Registration: 144P/Fcv G;
O: Registration: 144D/Imb T;
B: Registration: 144U/Tvw D;