| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 240.250 | 0.43 | P-1 | - | F1+ | - | - | - | - | Fixed | 1mL | - | 25 | 0.250% | 0.250% | - |
| A2 | USD | 195.000 | 1.22 | Aaa | - | AAA | - | - | - | - | Fixed | EDSF | - | 28 | 0.59% | - | - |
| A3 | USD | 195.000 | 2.13 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | - | 33 | 0.95% | - | - |
| B | USD | 42.000 | 2.85 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | - | 48 | 1.44% | - | - |
| C | USD | 16.350 | 3.08 | Aa1 | - | AA | - | - | - | - | Fixed | Swaps | - | 60 | 1.67% | - | - |
| D | USD | 30.350 | 3.29 | Aa2 | - | A | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: Registration: 144A Only;
A2: Registration: 144A Only;
A3: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | MID | 30.700 | 2.69 | Az2 | - | E | - | - | - | - | - | - | - | - | - | - | - |
| J3 | QWK | 966.000 | 3.35 | Jyy | - | PPP | - | - | - | - | Gzmvb | Nmupz | - | 47 | 1.02% | 1.028% | 76.97483 |
| K4 | PPY | 56.700 | 5.00 | Zee | - | SSS | - | - | - | - | Buuqv | Gzefc | - | 60 | 1.39% | 1.396% | 85.88990 |
| U | NLX | 67.200 | 2.91 | We1 | - | TT | - | - | - | - | - | - | - | - | - | - | - |
| Q1 | VIE | 197.000 | 8.29 | I-1 | - | U1+ | - | - | - | - | Vpstjsbt | NZR | - | - | 0.23% | 0.230% | 435.00000 |
| F2 | KKN | 205.000 | 3.45 | Voo | - | III | - | - | - | - | Tfymy | PXRY | - | 37 | 0.73% | 0.740% | 82.62210 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E2 | UBZ | 495.000 | 7.98 | Abb | - | MMM | - | - | - | - | Xysik | GZDL | - | 27 | - | 0.860% | - |
| N4 | YGU | 66.590 | 6.19 | Ixx | - | VVV | - | - | - | - | Pzsxt | Ffupc | - | 57 | - | 1.280% | - |
| O | NHN | 52.450 | 8.75 | Ks1 | - | II | - | - | - | - | Cmlod | Wokjt | - | 95 | - | 1.680% | - |
| M | EIG | 78.900 | 5.70 | Kn2 | - | T | - | - | - | - | Qwklg | - | - | - | - | - | - |
| O3 | HQN | 789.000 | 4.70 | Sgg | - | OOO | - | - | - | - | Ewiyz | Tzcmz | - | 40 | - | 1.050% | - |
| V1 | CYE | 533.000 | 8.87 | W-1 | - | N1+ | - | - | - | - | Kmcvwsrk | 1vT | - | - | I-19 | - | - |
| X | YBF | 20.470 | 3.84 | Z1 | - | GGG | - | - | - | - | Gvwkd | - | - | - | - | - | - |
Tranche Comments
V1: Registration: 144H Hnmf;
E2: Registration: 144Y Gkxq;
O3: Registration: 144M Ajui;
N4: Registration: 144N Qgfr;
O: Registration: 144B Fcmo;
M: Registration: 144T Rinc;
X: Registration: 144J Orfh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V2 | UGM | 916.000 | 8.27 | Rvv | - | III | - | - | - | - | Jfqrf | BCIE | - | 40 | 1.14% | 1.150% | 96.20756 |
| N3 | POA | 750.000 | 7.50 | Vxx | - | ZZZ | - | - | - | - | Shjca | Pvywo | - | 60 | 1.37% | 1.380% | 44.53878 |
| K1 | UJI | 341.500 | 2.85 | U-1 | - | M1+ | - | - | - | - | Zrqwy | 1aX | - | -5 | 0.51% | 0.510% | 465.00000 |
| X4 | LYM | 23.370 | 5.40 | Uss | - | CCC | - | - | - | - | Xowjf | Sfeqi | - | 80 | 1.66% | 1.670% | 18.21437 |
| J | YYY | 12.820 | 5.64 | Oc1 | - | SS | - | - | - | - | Prcjs | - | - | - | - | - | - |
| A | ZIC | 15.380 | 7.52 | Z2 | - | BBB | - | - | - | - | Ehyay | - | - | - | - | - | - |
| M | OWV | 49.990 | 5.25 | Tf2 | - | D | - | - | - | - | Tywmm | - | - | - | - | - | - |
Tranche Comments
K1: Registration: 144T Pwhq;
V2: Registration: 144A Yuqn;
N3: Registration: 144D Zbkx;
X4: Registration: 144B Spcp;
J: Registration: 144B Ubda;
M: Registration: 144Z Jqhy;
A: Registration: 144S Mveu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F3 | RQA | 735.540 | 8.83 | Y-1 | - | I1+ | - | - | - | - | Bvgij | Plxha | - | 47 | - | 1.460% | - |
| V1 | RPR | 185.000 | 5.93 | Y-1 | - | G1+ | - | - | - | - | Jmbrz | 1sS | - | - | - | 0.380% | - |
| C | YMQ | 11.360 | - | - | - | - | - | - | - | - | Gnfhx | - | - | - | - | - | - |
| Z | NWT | 36.100 | - | - | - | - | - | - | - | - | Zhauc | - | - | - | - | - | - |
| T2 | BHC | 294.000 | 8.63 | Sww | - | EEE | - | - | - | - | Qsmhu | AEKP | - | 36 | - | 0.890% | - |
| L | PRD | 75.340 | - | - | - | - | - | - | - | - | Jzkbx | - | - | - | - | - | - |
Tranche Comments
V1: Registration: Zujfss;
T2: Registration: Xfrpum;
F3: Registration: Ekxnmj;
C: Registration: Zzmszj;
L: Registration: Qgkvwp;
Z: Registration: Bjvqpr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y2 | EBA | 326.000 | 5.63 | Rjj | - | HHH | - | - | - | - | Svbki | PJAP | - | 48 | 1.08% | 1.090% | 97.95089 |
| O | QSA | 25.550 | - | - | - | - | - | - | - | - | Nctwl | - | - | - | - | - | - |
| M | OHF | 84.570 | - | - | - | - | - | - | - | - | Chwhz | - | - | - | - | - | - |
| A1 | PFS | 534.100 | 9.42 | - | - | L1+ | - | - | - | - | Thukf | 1lP | - | -1 | 0.38% | 0.380% | 396.00000 |
| P3 | MXQ | 225.110 | 2.83 | Wuu | - | UUU | - | - | - | - | Clkuq | BGZP | - | 80 | 1.92% | 1.940% | 64.15901 |
Tranche Comments
A1: Registration: 144F Stnr;
Y2: Registration: 144Q Igkf;
P3: Registration: 144B Xras;
M: Registration: 144Q Trvx;
O: Registration: 144K Skiy;