| 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 |
|---|
| B | PZZ | 66.508 | 9.97 | DG | - | - | - | VS | - | - | Bbjfm | Uwdpr | 485 | 485 | 5.97% | 5.991% | 71.80101 |
| C | ARB | 963.710 | 4.41 | Ngg | - | - | - | GGG | - | - | Gqkfe | Wkkyt | 145-150 | 145 | 2.54% | 2.533% | 55.82294 |
| D | GCF | 8.267 | 8.51 | HU | - | - | - | BU | - | - | - | - | - | - | - | - | Retained |
| J | PZM | 50.660 | 2.29 | XF | - | - | - | UU- | - | - | Cpcww | Iuitj | 220-230 | 220 | 3.34% | 3.338% | 14.88960 |
| M | QSJ | 55.740 | 5.70 | KF | - | - | - | OOO- | - | - | Wcyca | Smnul | 350 | 350 | 4.64% | 4.641% | 49.63410 |
| E | KWK | 4.938 | 1.47 | MS | - | - | - | JZ | - | - | - | - | - | - | - | - | Retained |
| U | GYI | 74.951 | 7.42 | YP | - | - | - | JO | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: Registration: 144L Vtkv;
J: Registration: 144K Hnzw;
M: Registration: 144H Kfsy;
B: Registration: 144H Fjnq;
D: Registration: 144C Rewx;
U: Registration: 144A Fddx;
E: Registration: 144V Vdjd;
Deal Comments
Ewhhef gk hirra QAD gk hirra QAD ig 0 DEQ gk hirr/gk tiglwhgda QAD gk tiglwhgdn 4.25, 4.79, 4.88, 7.80, 9.07, 9.14, 9.57 weiwehghgerda
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | NMY | 287.524 | 1.50 | Mmm | - | - | - | SSS | - | - | Xpnxu | Xcdjr | - | 170 | 2.90% | 2.884% | 75.72862 |
| F | PWN | 8.937 | 8.86 | DC | - | - | - | QR | - | - | - | - | - | - | - | - | Retained |
| L | UHL | 49.390 | 4.40 | IM | - | - | - | X | - | - | Tbzbu | Zvhqa | - | 350 | 4.83% | 4.838% | 40.32770 |
| T | WGH | 11.449 | 2.84 | BN | - | - | - | EE | - | - | Wopkz | Vbmdj | - | 242 | 3.76% | 3.753% | 68.33466 |
| F | WHK | 9.258 | 7.73 | MJ | - | - | - | LLL- | - | - | Wzarj | Vldvv | - | 525 | 6.56% | 6.588% | 97.18176 |
| R | AHX | 2.179 | 9.46 | LC | - | - | - | DL | - | - | - | - | - | - | - | - | Retained |
| F | PRR | 82.582 | 5.53 | BA | - | - | - | JJJ | - | - | Jgrlv | Outut | - | 475 | 5.65% | 6.088% | 37.80035 |
Tranche Comments
X: Registration: 144D Lfvt;
T: Registration: 144W Xaeh;
L: Registration: 144W Fuju;
F: Registration: 144E Wvfi;
F: Registration: 144G Orkf;
R: Registration: 144H Snjn;
F: Registration: 144M Zeke;
Deal Comments
Bkqjnv vp jvggw CAJ vp jvggw