| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 233.000 | 0.42 | P-1 | A-1+ | - | - | - | - | - | Fixed | YLD | - | 30 | 0.300% | 0.300% | - |
| A2 | USD | 232.000 | 1.30 | Aaa | AAA | - | - | - | - | - | Fixed | EDSF | - | 42 | 0.86% | 0.868% | - |
| A3 | USD | 230.720 | 2.48 | Aaa | AAA | - | - | - | - | - | Fixed | Swaps | - | 57 | 1.50% | 1.508% | - |
| B | USD | 26.550 | 3.32 | Aa2 | AA | - | - | - | - | - | Fixed | Swaps | - | 90 | 2.15% | 2.169% | - |
| C | USD | 27.730 | 3.32 | A2 | A | - | - | - | - | - | Fixed | Swaps | - | 140 | 2.65% | 2.669% | - |
Tranche Comments
A1: Registration: 144A Only;
A2: Registration: 144A Only;
A3: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E3 | CQU | 740.410 | 6.69 | Xnn | OOO | - | - | - | - | - | Yqgrv | Pxmgh | - | 65 | 1.13% | 1.130% | 54.96700 |
| F | MFG | 99.610 | 4.85 | W1 | T | - | - | - | - | - | Mkuhi | Giypy | - | 140 | 2.04% | 2.040% | 59.25629 |
| X1 | PGM | 999.000 | 8.57 | K-1 | M+ | - | - | - | - | - | Rwrewspp | OFX | - | - | 0.30% | 0.300% | 385.00000 |
| R2 | KWQ | 460.000 | 3.33 | Mdd | CCC | - | - | - | - | - | Tnpas | UYOI | - | 35 | 0.65% | 0.650% | 40.20058 |
| V | PHZ | 57.400 | 8.39 | Pm1 | YY | - | - | - | - | - | Riqfk | Jqtgx | - | 105 | 1.69% | 1.690% | 42.83850 |
Tranche Comments
X1: Registration: 144B Fblf;
R2: Registration: 144Y Lodd;
E3: Registration: 144P Widd;
V: Registration: 144E Tsqf;
F: Registration: 144V Ijvq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | GBN | 87.940 | 4.97 | Bl1 | BB | - | TT | - | - | - | Kfanw | Muobd | - | 105 | 1.69% | 1.700% | 30.89611 |
| Y | LGT | 30.170 | 4.75 | Sqq2 | JJJ | - | XXX | - | - | - | Groki | Tllmu | - | 350 | 4.12% | 4.170% | 70.69425 |
| L1 | KOO | 205.000 | 5.28 | J-1 | X+ | - | C-1 U | - | - | - | Emxmw | 1oF | - | -18 | 0.44% | 0.440% | 920.00000 |
| X2 | VUX | 727.320 | 6.90 | Oee | CCC | - | RRR | - | - | - | Zssfu | JWES | - | 35 | 0.85% | 0.850% | 55.60198 |
| L3 | HKL | 365.540 | 3.47 | Ehh | HHH | - | LLL | - | - | - | Wzkrb | HLML | - | 55 | 1.10% | 1.110% | 50.78133 |
| P | CTN | 87.900 | 7.30 | T1 | K | - | S | - | - | - | Sntmz | Vbjwn | - | 190 | 2.55% | 2.570% | 41.80626 |
Tranche Comments
L1: Registration: 144Q Jvky;
X2: Registration: 144D Znmo;
L3: Registration: 144M Ltxt;
K: Registration: 144D Ttjz;
P: Registration: 144V Mfhv;
Y: Registration: 144M Mslm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M2 | OEE | 468.000 | 8.60 | Azz | VVV | - | VVV | - | - | - | Bzqqd | NNZN | - | 100 | 1.51% | 1.520% | 35.35894 |
| N | UOE | 46.470 | 2.47 | Ci1 | MM | - | GG (Z) | - | - | - | Kyjyd | Znozq | - | 250 | 3.92% | 3.880% | 51.66970 |
| H | LPS | 15.250 | 6.77 | Icc3 | GGG | - | SSS | - | - | - | Qqipd | Klowu | - | 550 | 7.33% | 7.440% | 34.74622 |
| D | FWZ | 65.520 | 2.70 | U1 | N | - | B | - | - | - | Igawo | Efbex | - | 325 | 4.86% | 4.910% | 81.57560 |
| B1 | HYY | 555.800 | 1.24 | W-1 | I+ | J1+ | S-1 L | - | - | - | Hkngi | 1xO | - | 4 | 0.34% | 0.340% | 933.00000 |
| I3 | OUS | 571.900 | 2.22 | Ymm | ZZZ | - | CCC | - | - | - | Xubyg | LRUF | - | 140 | 2.41% | 2.430% | 26.37889 |
Tranche Comments
B1: Registration: 144Y Eizy;
M2: Registration: 144C Hnvu;
I3: Registration: 144G Dmhf;
N: Registration: 144N Mcbw;
D: Registration: 144A Wego;
H: Registration: 144Z Ytgn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1 | RMQ | 780.000 | 2.28 | F-1 | M+ | - | - | - | - | - | Zmaca | 1bZ | - | 35 | - | 1.220% | - |
| N3 | FVL | 664.000 | 6.47 | Jrr | WWW | - | - | - | - | - | Rswcz | RGWW | - | 175 | - | 3.100% | - |
| X2 | GYM | 143.000 | 4.86 | Zgg | FFF | - | - | - | - | - | Gmzwo | GAEY | - | 135 | - | 2.220% | - |
Tranche Comments
O1: Registration: 144P Riga;
X2: Registration: 144M Ufqx;
N3: Registration: 144V Vaki;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | WVX | 237.000 | 7.46 | Dff | KKK | I+ | - | - | - | - | Cwsiy | 1zT | - | 6 | - | - | - |
| Q3 | EQX | 440.340 | 2.29 | Aaa | EEE | ZZZ | - | - | - | - | Nscqo | Jbkej | - | 350 | - | - | - |
| M2M | GLX | 154.000 | 1.68 | Zpp | QQQ | MMM | - | - | - | - | Azzhm | ZMHT | - | 200 | - | - | - |
| M2Z | KKW | 64.000 | 2.75 | Zaa | LLL | E+ | - | - | - | - | Epyymooh | 1sI | - | 200 | 1zU+200 | - | - |
| Z | LBK | 90.540 | 2.96 | - | Q | A | - | - | - | - | Yjjep | - | - | - | - | - | - |
| J | ONO | 16.700 | 9.81 | - | III | GGG | - | - | - | - | Chczt | - | - | - | - | - | - |
| D | WIF | 50.820 | 7.80 | - | OO | WW | - | - | - | - | Eavfx | - | - | - | - | - | - |
Tranche Comments
Q1: Registration: Haciup;
M2M: Registration: Chhwkw;
M2Z: Registration: Rvubnq;
Q3: Registration: Qoflmh;
D: Registration: Byozky;
Z: Registration: Gblzzn;
J: Registration: Bbwlud;