| 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 |
|---|
| R2 | UIL | 648.000 | 5.28 | Fcc | - | LLL | - | - | - | - | Bmlku | NJNW | - | 37 | 0.73% | 0.740% | 32.62450 |
| W1 | RJK | 590.000 | 1.93 | F-1 | - | H1+ | - | - | - | - | Kspqeuvz | WYH | - | - | 0.23% | 0.230% | 801.00000 |
| Q3 | TLC | 628.000 | 4.77 | Axx | - | NNN | - | - | - | - | Nlhvu | Sdmvn | - | 47 | 1.02% | 1.028% | 72.57577 |
| N4 | TSY | 16.300 | 4.00 | Pgg | - | BBB | - | - | - | - | Aquiz | Rxqrj | - | 60 | 1.39% | 1.396% | 28.81660 |
| E | IBL | 76.300 | 8.12 | Ks1 | - | RR | - | - | - | - | - | - | - | - | - | - | - |
| Q | UVN | 72.600 | 8.66 | Ws2 | - | R | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O4 | CIF | 80.480 | 9.91 | Bjj | - | QQQ | - | - | - | - | Ifnfw | Mbfbl | - | 57 | - | 1.280% | - |
| P | VOF | 34.400 | 3.46 | Ek1 | - | SS | - | - | - | - | Eftqo | Pnxnh | - | 95 | - | 1.680% | - |
| P3 | IJQ | 549.000 | 5.10 | Okk | - | SSS | - | - | - | - | Muwyr | Ooxbe | - | 40 | - | 1.050% | - |
| P1 | CWR | 306.000 | 4.25 | F-1 | - | L1+ | - | - | - | - | Ozllstxv | 1aR | - | - | C-19 | - | - |
| A2 | ZGQ | 530.000 | 6.42 | Err | - | PPP | - | - | - | - | Uzviq | ZKTJ | - | 27 | - | 0.860% | - |
| F | CGK | 36.200 | 6.50 | Cm2 | - | T | - | - | - | - | Mncgd | - | - | - | - | - | - |
| O | GEN | 81.600 | 9.41 | O1 | - | XXX | - | - | - | - | Gwjnu | - | - | - | - | - | - |
Tranche Comments
P1: Registration: 144D Lbzo;
A2: Registration: 144R Jvrx;
P3: Registration: 144P Yofm;
O4: Registration: 144M Vaiz;
P: Registration: 144V Vmjw;
F: Registration: 144E Jzqi;
O: Registration: 144V Occt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U2 | KTB | 860.000 | 7.66 | Npp | - | WWW | - | - | - | - | Mpatt | QXEG | - | 40 | 1.14% | 1.150% | 15.31697 |
| U1 | GYQ | 759.900 | 4.34 | O-1 | - | J1+ | - | - | - | - | Efjhg | 1xF | - | -5 | 0.51% | 0.510% | 133.00000 |
| K | BGE | 42.140 | 2.30 | Ca2 | - | F | - | - | - | - | Hhknf | - | - | - | - | - | - |
| N | BBG | 18.770 | 4.78 | Z2 | - | VVV | - | - | - | - | Dsbjv | - | - | - | - | - | - |
| X | EFN | 21.790 | 9.87 | Yk1 | - | NN | - | - | - | - | Namua | - | - | - | - | - | - |
| T4 | HFC | 18.400 | 1.60 | Hii | - | HHH | - | - | - | - | Nkvyv | Ctlde | - | 80 | 1.66% | 1.670% | 61.10861 |
| M3 | IWM | 222.000 | 3.61 | Pyy | - | ZZZ | - | - | - | - | Rzglr | Yyqyr | - | 60 | 1.37% | 1.380% | 33.99735 |
Tranche Comments
U1: Registration: 144Q Msim;
U2: Registration: 144T Odmp;
M3: Registration: 144E Tfgu;
T4: Registration: 144C Masu;
X: Registration: 144F Orvq;
K: Registration: 144B Urfm;
N: Registration: 144A Lcmk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D2 | WBZ | 730.000 | 3.51 | Ktt | - | YYY | - | - | - | - | Agrbr | YMOG | - | 36 | - | 0.890% | - |
| Z3 | KVC | 961.970 | 3.11 | J-1 | - | D1+ | - | - | - | - | Rmpjo | Suhvm | - | 47 | - | 1.460% | - |
| D | TXB | 32.500 | - | - | - | - | - | - | - | - | Ygwfa | - | - | - | - | - | - |
| A1 | EVB | 356.000 | 7.45 | A-1 | - | Q1+ | - | - | - | - | Rycvm | 1gX | - | - | - | 0.380% | - |
| R | JMU | 69.500 | - | - | - | - | - | - | - | - | Oiqct | - | - | - | - | - | - |
| O | IFL | 79.100 | - | - | - | - | - | - | - | - | Xlnly | - | - | - | - | - | - |
Tranche Comments
A1: Registration: Nkmzah;
D2: Registration: Qiasfe;
Z3: Registration: Ybsqvr;
O: Registration: Ewzqek;
D: Registration: Rkhhay;
R: Registration: Unrvem;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | VPU | 95.560 | - | - | - | - | - | - | - | - | Eysfk | - | - | - | - | - | - |
| X2 | HBY | 331.000 | 2.79 | Pkk | - | GGG | - | - | - | - | Ytpjs | GOUT | - | 48 | 1.08% | 1.090% | 77.86898 |
| N1 | ZAI | 392.700 | 7.82 | - | - | B1+ | - | - | - | - | Lrqfw | 1zN | - | -1 | 0.38% | 0.380% | 193.00000 |
| G | ZHO | 54.440 | - | - | - | - | - | - | - | - | Sktcn | - | - | - | - | - | - |
| U3 | ZTW | 759.720 | 3.12 | Nnn | - | ZZZ | - | - | - | - | Msmhv | TPGO | - | 80 | 1.92% | 1.940% | 47.93508 |
Tranche Comments
N1: Registration: 144H Sbck;
X2: Registration: 144T Mwds;
U3: Registration: 144Z Cqko;
V: Registration: 144F Cajv;
G: Registration: 144I Dfwq;