| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 285.131 | 9.20 | Aaa | - | - | - | AAA | - | - | Fixed | Swaps | 160-165 | 160 | 3.73% | 3.740% | 99.99683 |
| B | USD | 37.658 | 10.10 | Aa2 | - | - | - | AA+ | - | - | Fixed | Swaps | 210-220 | 210 | 4.30% | 4.311% | 99.99327 |
| C | USD | 41.246 | 10.10 | A2 | - | - | - | AA- | - | - | Fixed | Swaps | 250-260 | 250 | 4.69% | 4.711% | 99.99946 |
| D | USD | 39.452 | 10.10 | Baa2 | - | - | - | A- | - | - | Fixed | Swaps | 300-315 | 285 | 5.04% | 5.061% | 99.99651 |
| E | USD | 74.242 | 10.10 | NR | - | - | - | BBB- | - | - | Fixed | Swaps | 400-415 | 390 | 6.07% | 6.111% | 99.99981 |
Tranche Comments
A: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
E: Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | GHJ | 43.870 | 49.10 | - | - | - | - | N- | - | - | Amzna | Fxyxx | - | 230 | 4.41% | 4.424% | - |
| I | HHY | 70.260 | 31.50 | - | - | - | - | PP+ | - | - | Qzqzk | Nvonm | - | 170 | 3.81% | 3.824% | - |
| L | ZWS | 33.170 | 96.30 | - | - | - | - | XX | - | - | Rayti | Pmbmr | - | 380 | 5.89% | 5.924% | - |
| F | CSY | 55.870 | 70.90 | - | - | - | - | WWW- | - | - | Gbyek | Srgfm | - | 355 | 5.64% | 5.674% | - |
| P | XII | 66.650 | 49.40 | - | - | - | - | I+ | - | - | Lgmco | Ztong | - | 200 | 4.11% | 4.124% | - |
| O | LRW | 299.000 | 3.50 | - | - | - | - | YYY | - | - | Hlqmm | Dmjmm | - | 140 | 3.47% | 3.473% | - |
Tranche Comments
O: Registration: 144J Iuea;
I: Registration: 144R Goey;
P: Registration: 144R Vjnl;
B: Registration: 144J Tcfx;
F: Registration: 144X Apub;
L: Registration: 144N Stwp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | LEU | 52.120 | 16.70 | Ad2 | - | - | RR (G) | TT+ | - | - | Gbvgg | Xxxrz | - | 175 | - | - | - |
| V | BSF | 51.400 | 22.50 | E2 | - | - | C (P) | JJ- | - | - | Eklrg | Rcvpd | - | 215 | - | - | - |
| C | PRS | 94.880 | 55.10 | Fyy2 | - | - | TTT (E) | U | - | - | Msfsr | Tqrrd | - | 260 | - | - | - |
| X | LRR | 92.400 | 14.40 | - | - | - | QQQ | TTT- | - | - | Cocbu | Kwhll | - | 400 | - | - | - |
| Q | JCE | 164.250 | 1.10 | Mkk | - | - | VVV | DDD | - | - | Bwytt | Sfaws | - | 130 | - | - | - |
Tranche Comments
Q: Registration: 144B Apko;
S: Registration: 144X Eouq;
V: Registration: 144P Wvrm;
C: Registration: 144C Biep;
X: Registration: 144C Wbcr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | IQA | 64.370 | 76.60 | R2 | - | - | L (X) | TT- | - | - | Orypv | Hfbre | 220e | 205 | - | - | - |
| J | IFW | 234.850 | 3.60 | Ccc | - | - | GGG | HHH | - | - | Iqrce | Ozqrh | 115-120 | 120 | - | - | - |
| V | YTY | 44.110 | 21.60 | Whh2 | - | - | UUU (E) | U | - | - | Tnzns | Dqwgz | 270d | 250 | - | - | - |
| M | ZPC | 25.530 | 21.50 | Bq2 | - | - | AA (U) | LL+ | - | - | Lwtcp | Ewgcu | 170n | 163 | - | - | - |
| H | ORF | 83.430 | 85.40 | - | - | - | BBB | JJJ- | - | - | Sscqn | Zdnje | 375j | 360 | - | - | - |
Tranche Comments
J: Registration: 144R Rhqo;
M: Registration: 144G Exdh;
V: Registration: 144I Prjh;
V: Registration: 144Y Xikt;
H: Registration: 144U Djjm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E3 | HPI | 36.510 | 2.00 | V2 | - | - | - | T+ | - | - | Azejzppz | 1wP | 190k | 175 | 1qM+175 | 1fE+175 | - |
| V1 | VTY | 455.100 | 2.00 | Ghh | - | - | - | OOO | - | - | Mhpqrfne | 1tC | 110-115 | 100 | 1oJ+100 | 1rY+100 | - |
| M | CTR | 87.900 | 2.00 | - | - | - | - | SS+ | - | - | Fswfyxce | 1cL | 360z | 325 | 1zZ+325 | 1dK+325 | - |
| U4 | AYR | 88.700 | 9.00 | Add1 | - | - | - | M- | - | - | Tpqqpmei | 1eJ | 225s | 210 | 1iN+210 | 1zI+210 | - |
| U | HEL | 38.660 | 6.00 | - | - | - | - | PPP | - | - | Scflrstq | 1kZ | 270k | 250 | 1tT+250 | 1mR+250 | - |
| D2 | MHZ | 24.710 | 9.00 | Ns2 | - | - | - | LL+ | - | - | Jcsjoutx | 1hP | 145-150 | 135 | 1cR+135 | 1uO+135 | - |
Tranche Comments
V1: Registration: 144Q Qziw;
D2: Registration: 144D Lgsi;
E3: Registration: 144R Qado;
U4: Registration: 144J Djec;
U: Registration: 144B Pkty;
M: Registration: 144W Xdsn;