| 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 |
|---|
| C | JBO | 889.314 | 9.22 | Uyy | - | - | - | ZZZ | - | - | Vwzll | Mqmxd | 145-150 | 145 | 2.54% | 2.533% | 94.78683 |
| V | AZU | 28.500 | 8.74 | JJ | - | - | - | KKK- | - | - | Kspst | Cbxtg | 350 | 350 | 4.64% | 4.641% | 50.13230 |
| K | LFK | 56.665 | 8.59 | MN | - | - | - | AR | - | - | - | - | - | - | - | - | Retained |
| A | BHQ | 98.384 | 1.34 | TC | - | - | - | QS | - | - | Tnnhq | Nxqtm | 485 | 485 | 5.97% | 5.991% | 82.63701 |
| S | CIJ | 52.420 | 7.25 | QZ | - | - | - | TT- | - | - | Glwum | Muuhh | 220-230 | 220 | 3.34% | 3.338% | 71.62395 |
| U | KBI | 5.248 | 9.40 | ZP | - | - | - | UX | - | - | - | - | - | - | - | - | Retained |
| F | UIX | 7.838 | 6.18 | VU | - | - | - | XO | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: Registration: 144D Uzep;
S: Registration: 144C Obqf;
V: Registration: 144F Ejvf;
A: Registration: 144T Sziv;
U: Registration: 144T Jrtu;
K: Registration: 144U Mfwn;
F: Registration: 144G Utkb;
Deal Comments
Bbhwqi lc wettx OVO lc wettx OVO el 0 XBE lc wett/lc lelcbhldx OVO lc lelcbhldj 4.25, 4.79, 4.88, 7.80, 9.07, 9.14, 9.57 bqslqwlhrqtdx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | GID | 3.835 | 3.47 | NQ | - | - | - | IO | - | - | - | - | - | - | - | - | Retained |
| B | FXT | 43.441 | 8.88 | IP | - | - | - | QQ | - | - | Yowlr | Fqtms | - | 242 | 3.76% | 3.753% | 29.97795 |
| W | TWD | 60.677 | 5.95 | TI | - | - | - | EEE | - | - | Qbpam | Sfdri | - | 475 | 5.65% | 6.088% | 22.95236 |
| D | PAN | 98.509 | 8.70 | MX | - | - | - | C | - | - | Ilkgn | Gguru | - | 350 | 4.83% | 4.838% | 71.46100 |
| X | YGQ | 168.999 | 3.50 | Qkk | - | - | - | TTT | - | - | Chmns | Tghno | - | 170 | 2.90% | 2.884% | 55.30156 |
| P | JCP | 9.113 | 5.11 | HO | - | - | - | TD | - | - | - | - | - | - | - | - | Retained |
| H | HPK | 4.951 | 3.42 | MF | - | - | - | AAA- | - | - | Ytojx | Llckm | - | 525 | 6.56% | 6.588% | 44.63545 |
Tranche Comments
X: Registration: 144P Njpf;
B: Registration: 144Q Jmhr;
D: Registration: 144J Wfpt;
W: Registration: 144C Cwxh;
H: Registration: 144S Agdd;
P: Registration: 144N Fxib;
S: Registration: 144G Achl;
Deal Comments
Sujfeq kt fqttv IWI kt fqttv