| 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 |
|---|
| K2 | PNT | 319.000 | 5.56 | Wuu | FFF | - | - | - | - | - | Dcpxv | WJSI | - | 35 | 0.65% | 0.650% | 33.85345 |
| M1 | AWW | 446.000 | 7.52 | P-1 | S+ | - | - | - | - | - | Yzorszhf | HGK | - | - | 0.30% | 0.300% | 485.00000 |
| Z3 | FWW | 726.850 | 1.16 | Gqq | MMM | - | - | - | - | - | Ygjcn | Elmay | - | 65 | 1.13% | 1.130% | 57.19100 |
| X | CIS | 67.920 | 5.24 | Gr1 | UU | - | - | - | - | - | Gyouu | Wcwti | - | 105 | 1.69% | 1.690% | 91.95523 |
| S | PGR | 52.910 | 9.57 | B1 | G | - | - | - | - | - | Rfxhh | Teoxc | - | 140 | 2.04% | 2.040% | 37.59758 |
Tranche Comments
M1: Registration: 144C Piqd;
K2: Registration: 144J Lkvm;
Z3: Registration: 144Z Tcsj;
X: Registration: 144R Dmlr;
S: Registration: 144Z Eewa;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | MPV | 38.540 | 4.90 | Zi1 | UU | - | VV | - | - | - | Lriyu | Somvh | - | 105 | 1.69% | 1.700% | 97.79105 |
| L3 | RYI | 493.570 | 8.47 | Yaa | EEE | - | FFF | - | - | - | Qswjh | ALWG | - | 55 | 1.10% | 1.110% | 15.24152 |
| X | QZQ | 93.500 | 1.54 | P1 | O | - | Z | - | - | - | Hkxap | Zbtqg | - | 190 | 2.55% | 2.570% | 88.18761 |
| K | YAV | 46.960 | 1.42 | Mmm2 | NNN | - | GGG | - | - | - | Zmlxf | Eiwhr | - | 350 | 4.12% | 4.170% | 16.18947 |
| O2 | AGG | 493.490 | 5.60 | Nvv | XXX | - | FFF | - | - | - | Fzpuh | EVSZ | - | 35 | 0.85% | 0.850% | 13.24115 |
| J1 | UIH | 942.000 | 5.83 | E-1 | Y+ | - | A-1 A | - | - | - | Tsjpl | 1yM | - | -18 | 0.44% | 0.440% | 999.00000 |
Tranche Comments
J1: Registration: 144I Hsat;
O2: Registration: 144K Zbdb;
L3: Registration: 144E Imrp;
B: Registration: 144P Lwvc;
X: Registration: 144X Ecgu;
K: Registration: 144E Rerh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A3 | RTU | 134.900 | 6.46 | Lrr | FFF | - | YYY | - | - | - | Jbles | TKST | - | 140 | 2.41% | 2.430% | 11.75536 |
| F | OTS | 42.180 | 9.39 | Vr1 | GG | - | QQ (B) | - | - | - | Bmohm | Witlu | - | 250 | 3.92% | 3.880% | 46.45110 |
| D | ECE | 91.360 | 6.60 | L1 | C | - | R | - | - | - | Pspaw | Txkiz | - | 325 | 4.86% | 4.910% | 90.17410 |
| Z2 | PVF | 755.000 | 7.30 | Qgg | ZZZ | - | RRR | - | - | - | Fpfzz | KIKG | - | 100 | 1.51% | 1.520% | 93.67501 |
| T1 | IAS | 828.100 | 7.41 | F-1 | H+ | B1+ | R-1 J | - | - | - | Mpaar | 1zR | - | 4 | 0.34% | 0.340% | 951.00000 |
| P | XLZ | 39.840 | 2.21 | Lbb3 | TTT | - | QQQ | - | - | - | Iorbs | Yuhge | - | 550 | 7.33% | 7.440% | 10.91259 |
Tranche Comments
T1: Registration: 144U Vmmx;
Z2: Registration: 144X Exeg;
A3: Registration: 144R Ukaq;
F: Registration: 144L Ptvn;
D: Registration: 144Y Sali;
P: Registration: 144W Wxjs;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2 | WOB | 598.000 | 2.36 | Mgg | PPP | - | - | - | - | - | Wfrxq | XKAO | - | 135 | - | 2.220% | - |
| H3 | PFC | 294.000 | 5.38 | Vxx | DDD | - | - | - | - | - | Vvwch | EKDP | - | 175 | - | 3.100% | - |
| A1 | TFK | 418.000 | 2.87 | M-1 | E+ | - | - | - | - | - | Soosg | 1xW | - | 35 | - | 1.220% | - |
Tranche Comments
A1: Registration: 144L Pucc;
A2: Registration: 144K Vbkx;
H3: Registration: 144Y Cexc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z3 | FBM | 475.160 | 8.74 | Zee | WWW | EEE | - | - | - | - | Umhzd | Yrqeg | - | 350 | - | - | - |
| R | YTX | 75.670 | 2.63 | - | BB | ZZ | - | - | - | - | Ppfsh | - | - | - | - | - | - |
| U1 | VIM | 797.000 | 9.59 | Bnn | MMM | X+ | - | - | - | - | Ihatq | 1sD | - | 6 | - | - | - |
| T2P | ZWG | 30.000 | 3.32 | Mff | FFF | W+ | - | - | - | - | Jydcticj | 1hE | - | 200 | 1mC+200 | - | - |
| E2E | KFZ | 892.000 | 8.70 | Dnn | MMM | CCC | - | - | - | - | Bqias | TOLS | - | 200 | - | - | - |
| E | JYY | 24.950 | 5.99 | - | T | O | - | - | - | - | Xamjh | - | - | - | - | - | - |
| G | MPY | 63.460 | 2.27 | - | SSS | YYY | - | - | - | - | Xfubd | - | - | - | - | - | - |
Tranche Comments
U1: Registration: Nxgbpl;
E2E: Registration: Jzffnm;
T2P: Registration: Sakbon;
Z3: Registration: Mycsxo;
R: Registration: Fquuce;
E: Registration: Yipres;
G: Registration: Ifljbm;