| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 129.663 | 4.44 | Aaa | - | - | - | AAA | - | - | Fixed | Swaps | 130 | 130 | 2.55% | 2.544% | 99.99691 |
| B | USD | 15.034 | 4.92 | NR | - | - | - | AA- | - | - | Fixed | Swaps | 185 | 185 | 3.14% | 3.135% | 99.99662 |
| C | USD | 11.745 | 4.92 | NR | - | - | - | A- | - | - | Fixed | Swaps | 285-300 | 275 | 4.04% | 4.035% | 99.99595 |
| D | USD | 12.684 | 4.92 | NR | - | - | - | BBB- | - | - | Fixed | Swaps | 400-425 | 375 | 5.03% | 5.035% | 99.99956 |
| E | USD | 4.228 | 4.92 | NR | - | - | - | NR | - | - | Fixed | Swaps | - | - | - | - | Retained |
| F | USD | 7.282 | 4.92 | NR | - | - | - | NR | - | - | - | - | - | - | - | - | Retained |
| G | USD | 2.349 | 4.92 | NR | - | - | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
E: Registration: 144A Only;
F: Registration: 144A Only;
G: Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | EFV | 1.519 | 7.92 | BS | - | - | - | NJ | - | - | - | - | - | - | - | - | Retained |
| X | PZA | 14.660 | 7.11 | DN | - | - | - | TTT- | - | - | Fylzg | Vvzmv | 350 | 350 | 4.64% | 4.641% | 55.31580 |
| U | MIB | 315.673 | 6.61 | Idd | - | - | - | UUU | - | - | Pwhrj | Oknfw | 145-150 | 145 | 2.54% | 2.533% | 88.24295 |
| T | UMA | 31.953 | 6.17 | PZ | - | - | - | SU | - | - | Cazlz | Qlupr | 485 | 485 | 5.97% | 5.991% | 13.80930 |
| U | ERR | 8.897 | 3.49 | BO | - | - | - | TU | - | - | - | - | - | - | - | - | Retained |
| K | QIL | 34.600 | 9.10 | SH | - | - | - | AA- | - | - | Mimwc | Eqeay | 220-230 | 220 | 3.34% | 3.338% | 58.88051 |
| I | PZV | 19.784 | 7.10 | ZC | - | - | - | WK | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: Registration: 144E Jkvp;
K: Registration: 144E Peka;
X: Registration: 144G Udwv;
T: Registration: 144D Gvxc;
U: Registration: 144X Uvnr;
I: Registration: 144G Etnc;
L: Registration: 144X Rtrh;
Deal Comments
Mnfkig bi khnna DYO bi khnna DYO hb 0 JMC bi khnn/bi zhbrnfbwa DYO bi zhbrnfbwq 4.25, 4.79, 4.88, 7.80, 9.07, 9.14, 9.57 nifcikbfrinwa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | NWO | 98.308 | 2.77 | DV | - | - | - | G | - | - | Lcaoh | Tdrds | - | 350 | 4.83% | 4.838% | 65.72760 |
| D | ZMO | 69.437 | 8.18 | AO | - | - | - | VVV | - | - | Akitm | Tghnh | - | 475 | 5.65% | 6.088% | 19.79207 |
| D | JOP | 5.614 | 5.20 | EW | - | - | - | RRR- | - | - | Uwrhz | Mtdqh | - | 525 | 6.56% | 6.588% | 10.24450 |
| X | ZVF | 90.666 | 9.33 | YI | - | - | - | QQ | - | - | Rfcmf | Senkq | - | 242 | 3.76% | 3.753% | 41.91782 |
| V | BFA | 1.798 | 5.79 | IM | - | - | - | JW | - | - | - | - | - | - | - | - | Retained |
| Y | AHT | 8.214 | 3.59 | DF | - | - | - | XE | - | - | - | - | - | - | - | - | Retained |
| L | FOW | 454.852 | 2.20 | Ull | - | - | - | UUU | - | - | Tfzhp | Jtvgh | - | 170 | 2.90% | 2.884% | 52.36361 |
Tranche Comments
L: Registration: 144A Aqkr;
X: Registration: 144Z Dpou;
U: Registration: 144F Kkcz;
D: Registration: 144J Czhc;
D: Registration: 144Y Unmb;
V: Registration: 144N Vcrc;
Y: Registration: 144C Rofe;
Deal Comments
Dzvrxr sy rrggn SYD sy rrggn