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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 | 152.250 | 1.06 | - | AAA | - | AAA | - | - | - | Fixed | EDSF | - | 75 | 1.03% | 1.035% | - |
| B | USD | 12.600 | 2.46 | - | AA | - | AA | - | - | - | Fixed | Swaps | - | 100 | 1.75% | 1.762% | - |
| C | USD | 17.850 | 2.83 | - | A | - | A | - | - | - | Fixed | Swaps | - | 130 | 2.21% | 2.229% | - |
| D | USD | 17.850 | 3.23 | - | BBB | - | BBB | - | - | - | Fixed | Swaps | - | 180 | 2.88% | 2.907% | - |
| E | USD | 9.450 | 3.27 | - | BB | - | BB | - | - | - | Fixed | Swaps | - | 350 | 4.58% | 4.624% | - |
Tranche Comments
A: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
E: Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | PQD | 8.800 | 4.31 | - | FF | - | WW | - | - | - | Wppee | Svxju | - | 400 | 4.56% | 4.607% | 52.56590 |
| V | CCT | 99.000 | 1.53 | - | J | - | K | - | - | - | Kkfkj | Pbwes | - | 160 | 2.09% | 2.104% | 34.87855 |
| W | VLT | 865.300 | 6.77 | - | ZZZ | - | OOO | - | - | - | Lspaq | YWYK | - | 80 | 1.14% | 1.146% | 40.44450 |
| Z | VFL | 57.100 | 7.95 | - | KKK | - | HHH | - | - | - | Bzlus | Znvgf | - | 250 | 3.07% | 3.094% | 47.41510 |
Tranche Comments
W: Registration: 144I Ytcw;
V: Registration: 144Q Yjmr;
Z: Registration: 144D Vvdm;
Z: Registration: 144J Abqp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | XTO | 2.000 | 6.82 | - | QQQ | - | UU | - | - | - | Ngqur | Mgjmj | - | 560 | - | 6.290% | - |
| A | TBU | 76.000 | 8.59 | - | C | - | N | - | - | - | Glsyx | Uclza | - | 250 | - | 3.130% | - |
| W | EWC | 78.000 | 8.10 | - | FFF | - | EEE | - | - | - | Iwoie | Cgrip | - | 375 | - | 4.430% | - |
| Y | MOK | 839.000 | 8.20 | - | QQ | - | DDD | - | - | - | Wnagz | JHXA | - | 125 | - | 1.800% | - |
Tranche Comments
Y: Registration: 144Z Bqdb;
A: Registration: 144C Zgid;
W: Registration: 144U Qsor;
S: Registration: 144N Brat;