| 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 |
|---|
| J1 | VTF | 953.000 | 6.11 | T-1 | H+ | - | - | - | - | - | Xzebfshl | VWG | - | - | 0.30% | 0.300% | 694.00000 |
| D3 | MOI | 629.340 | 7.45 | Nvv | QQQ | - | - | - | - | - | Etgtj | Mrinw | - | 65 | 1.13% | 1.130% | 71.33100 |
| Q2 | ICK | 962.000 | 7.27 | Oll | OOO | - | - | - | - | - | Rmbbx | ZLSA | - | 35 | 0.65% | 0.650% | 39.90161 |
| E | PEX | 66.420 | 3.36 | Td1 | TT | - | - | - | - | - | Tpnvm | Clwid | - | 105 | 1.69% | 1.690% | 31.67100 |
| E | HEE | 27.920 | 8.59 | B1 | D | - | - | - | - | - | Fulvv | Wgnxx | - | 140 | 2.04% | 2.040% | 86.98215 |
Tranche Comments
J1: Registration: 144L Wiwq;
Q2: Registration: 144F Pszj;
D3: Registration: 144K Ooxq;
E: Registration: 144P Rzaf;
E: Registration: 144Z Qdzj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1 | NOF | 692.000 | 9.40 | B-1 | O+ | - | L-1 U | - | - | - | Jwcgu | 1bF | - | -18 | 0.44% | 0.440% | 669.00000 |
| Z | IYK | 23.200 | 6.14 | Mx1 | OO | - | HH | - | - | - | Htrzl | Diapw | - | 105 | 1.69% | 1.700% | 15.86032 |
| W3 | EMW | 461.520 | 2.69 | Uii | ZZZ | - | FFF | - | - | - | Fhngc | GMVJ | - | 55 | 1.10% | 1.110% | 21.55581 |
| Y | BRQ | 11.800 | 3.35 | R1 | L | - | Z | - | - | - | Dlzlb | Hujyn | - | 190 | 2.55% | 2.570% | 18.92646 |
| H | CQL | 61.550 | 7.11 | Rvv2 | FFF | - | FFF | - | - | - | Runoa | Aeldq | - | 350 | 4.12% | 4.170% | 16.21242 |
| C2 | WPJ | 564.740 | 5.40 | Lyy | OOO | - | HHH | - | - | - | Vksre | CULV | - | 35 | 0.85% | 0.850% | 42.32980 |
Tranche Comments
B1: Registration: 144V Fhbd;
C2: Registration: 144X Rceh;
W3: Registration: 144A Vkhh;
Z: Registration: 144A Wwxi;
Y: Registration: 144Z Prpw;
H: Registration: 144U Smqw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | YNK | 11.920 | 8.94 | Vrr3 | LLL | - | ZZZ | - | - | - | Sfkow | Fvwtb | - | 550 | 7.33% | 7.440% | 78.46273 |
| Z1 | PGB | 113.900 | 7.20 | V-1 | S+ | O1+ | U-1 Q | - | - | - | Voqwc | 1hX | - | 4 | 0.34% | 0.340% | 807.00000 |
| N | BFK | 45.600 | 4.19 | Bz1 | HH | - | FF (N) | - | - | - | Jablj | Ionba | - | 250 | 3.92% | 3.880% | 21.22940 |
| L2 | YJT | 677.000 | 6.30 | Rnn | MMM | - | EEE | - | - | - | Eisuh | TWYZ | - | 100 | 1.51% | 1.520% | 10.38001 |
| A3 | TNS | 481.700 | 7.72 | Rss | BBB | - | LLL | - | - | - | Nsvcd | MPPP | - | 140 | 2.41% | 2.430% | 32.78415 |
| O | YQD | 73.490 | 5.90 | J1 | J | - | R | - | - | - | Raupm | Pufcr | - | 325 | 4.86% | 4.910% | 15.81690 |
Tranche Comments
Z1: Registration: 144G Tagi;
L2: Registration: 144Q Ebvo;
A3: Registration: 144Z Vaeo;
N: Registration: 144E Lrxf;
O: Registration: 144A Ctxj;
D: Registration: 144Z Rwkp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q3 | PFU | 181.000 | 5.41 | Cww | EEE | - | - | - | - | - | Hzqnn | WKWF | - | 175 | - | 3.100% | - |
| F2 | YXW | 847.000 | 7.46 | Mmm | FFF | - | - | - | - | - | Sqnvd | BXJO | - | 135 | - | 2.220% | - |
| V1 | QXD | 957.000 | 1.52 | W-1 | I+ | - | - | - | - | - | Ltvmo | 1iR | - | 35 | - | 1.220% | - |
Tranche Comments
V1: Registration: 144B Qjtx;
F2: Registration: 144Q Mgnm;
Q3: Registration: 144D Hmgg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | TUT | 193.000 | 9.14 | Obb | OOO | B+ | - | - | - | - | Aqwnq | 1wP | - | 6 | - | - | - |
| J | EWU | 75.970 | 4.41 | - | EE | YY | - | - | - | - | Jlazk | - | - | - | - | - | - |
| K | EBN | 30.970 | 3.17 | - | T | L | - | - | - | - | Qsbsi | - | - | - | - | - | - |
| L3 | PSF | 715.900 | 3.38 | Rrr | UUU | YYY | - | - | - | - | Cofgz | Yknmi | - | 350 | - | - | - |
| O2O | EEH | 595.000 | 3.13 | Pcc | UUU | PPP | - | - | - | - | Zlfop | VPUQ | - | 200 | - | - | - |
| T2Y | YIM | 32.000 | 5.93 | Cdd | FFF | R+ | - | - | - | - | Gcdmzmye | 1nP | - | 200 | 1nW+200 | - | - |
| I | JLA | 74.490 | 7.48 | - | TTT | FFF | - | - | - | - | Oouml | - | - | - | - | - | - |
Tranche Comments
T1: Registration: Zueyge;
O2O: Registration: Xwvglk;
T2Y: Registration: Igatgf;
L3: Registration: Mzwxgy;
J: Registration: Jvwktg;
K: Registration: Vhlxlm;
I: Registration: Jwipqt;