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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 |
|---|
| H | AKZ | 782.200 | 9.91 | - | ZZZ | - | BBB | - | - | - | Kbkrh | ULMC | - | 80 | 1.14% | 1.146% | 54.65917 |
| N | UZH | 19.000 | 5.95 | - | O | - | M | - | - | - | Xthky | Wbugz | - | 160 | 2.09% | 2.104% | 37.62191 |
| E | XOI | 23.800 | 8.80 | - | HHH | - | NNN | - | - | - | Ljift | Jkqhx | - | 250 | 3.07% | 3.094% | 80.35142 |
| W | ZPI | 1.300 | 6.28 | - | UU | - | UU | - | - | - | Vtule | Eiuln | - | 400 | 4.56% | 4.607% | 80.40020 |
Tranche Comments
H: Registration: 144R Vost;
N: Registration: 144R Thmx;
E: Registration: 144U Szjf;
W: Registration: 144H Ldie;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | ESL | 26.000 | 4.67 | - | G | - | E | - | - | - | Onaiq | Pzmfa | - | 250 | - | 3.130% | - |
| R | JQS | 18.000 | 5.80 | - | RRR | - | KKK | - | - | - | Ztzho | Weavf | - | 375 | - | 4.430% | - |
| D | VWJ | 684.000 | 3.50 | - | GG | - | CCC | - | - | - | Gfqof | IUWX | - | 125 | - | 1.800% | - |
| W | EIZ | 7.000 | 9.78 | - | SSS | - | QQ | - | - | - | Wnhnl | Siyhy | - | 560 | - | 6.290% | - |
Tranche Comments
D: Registration: 144T Ztqv;
T: Registration: 144R Tzqe;
R: Registration: 144X Zgtw;
W: Registration: 144A Kckg;