| 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 |
|---|
| T | NUV | 366.000 | 9.20 | - | - | - | - | NNN | - | - | Ptyqm | Qdcvk | - | 140 | 3.47% | 3.473% | - |
| Q | QYW | 56.550 | 15.50 | - | - | - | - | O+ | - | - | Elrlu | Poiag | - | 200 | 4.11% | 4.124% | - |
| I | LMZ | 69.280 | 17.60 | - | - | - | - | A- | - | - | Nukjz | Wlekc | - | 230 | 4.41% | 4.424% | - |
| N | TOM | 49.440 | 97.60 | - | - | - | - | II+ | - | - | Fgjyn | Kgtgt | - | 170 | 3.81% | 3.824% | - |
| S | EVL | 97.570 | 95.90 | - | - | - | - | MMM- | - | - | Ksgjn | Dyedb | - | 355 | 5.64% | 5.674% | - |
| B | UTR | 39.240 | 73.70 | - | - | - | - | OO | - | - | Khowo | Iibdm | - | 380 | 5.89% | 5.924% | - |
Tranche Comments
T: Registration: 144Z Hhpk;
N: Registration: 144F Lpgd;
Q: Registration: 144F Ksrw;
I: Registration: 144Y Lsjr;
S: Registration: 144V Yzuj;
B: Registration: 144K Swdf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | NYP | 37.200 | 14.60 | - | - | - | VVV | QQQ- | - | - | Rihxj | Clqkn | - | 400 | - | - | - |
| J | BPK | 525.110 | 2.20 | Boo | - | - | ZZZ | NNN | - | - | Ilmkd | Eugmm | - | 130 | - | - | - |
| V | OWY | 53.620 | 39.70 | Ia2 | - | - | OO (O) | QQ+ | - | - | Zurnl | Btztn | - | 175 | - | - | - |
| G | EWX | 75.900 | 35.40 | A2 | - | - | T (G) | OO- | - | - | Fawgg | Wngmw | - | 215 | - | - | - |
| F | MVH | 38.870 | 82.40 | Hpp2 | - | - | CCC (Q) | A | - | - | Dysob | Zkgif | - | 260 | - | - | - |
Tranche Comments
J: Registration: 144I Umxf;
V: Registration: 144D Vxhn;
G: Registration: 144B Wage;
F: Registration: 144A Vmvl;
L: Registration: 144D Vkct;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | NBW | 48.860 | 96.20 | - | - | - | UUU | XXX- | - | - | Apbmq | Iuopu | 375z | 360 | - | - | - |
| D | CNZ | 85.410 | 77.80 | C2 | - | - | E (K) | YY- | - | - | Zhczx | Yihnr | 220d | 205 | - | - | - |
| T | BXA | 934.840 | 7.90 | Ekk | - | - | KKK | FFF | - | - | Eajct | Tdqby | 115-120 | 120 | - | - | - |
| P | BGY | 40.190 | 25.90 | Nll2 | - | - | YYY (P) | P | - | - | Yuukv | Bgada | 270n | 250 | - | - | - |
| V | NSC | 39.740 | 22.80 | Iy2 | - | - | XX (M) | EE+ | - | - | Iqbyo | Cmchx | 170b | 163 | - | - | - |
Tranche Comments
T: Registration: 144A Iuin;
V: Registration: 144L Sruk;
D: Registration: 144J Kkxm;
P: Registration: 144X Djof;
A: Registration: 144I Vsix;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J3 | ZAH | 93.590 | 8.00 | M2 | - | - | - | U+ | - | - | Bfwpasib | 1rS | 190t | 175 | 1mO+175 | 1xT+175 | - |
| R2 | SHS | 21.970 | 3.00 | Ea2 | - | - | - | JJ+ | - | - | Jvbkzfvi | 1fD | 145-150 | 135 | 1iL+135 | 1yQ+135 | - |
| Z | GSO | 37.800 | 4.00 | - | - | - | - | XX+ | - | - | Iwwqhjbw | 1zQ | 360f | 325 | 1hC+325 | 1yJ+325 | - |
| Q1 | IKF | 519.900 | 7.00 | Urr | - | - | - | TTT | - | - | Sqeswvah | 1oC | 110-115 | 100 | 1qH+100 | 1lU+100 | - |
| R4 | HFG | 24.500 | 4.00 | Vee1 | - | - | - | I- | - | - | Hkxltbth | 1aR | 225g | 210 | 1tF+210 | 1sJ+210 | - |
| N | HFX | 94.730 | 1.00 | - | - | - | - | ZZZ | - | - | Wbbhdyhu | 1jN | 270o | 250 | 1kG+250 | 1mI+250 | - |
Tranche Comments
Q1: Registration: 144P Hqks;
R2: Registration: 144I Mvqi;
J3: Registration: 144R Luco;
R4: Registration: 144U Ngpg;
N: Registration: 144G Mzoq;
Z: Registration: 144K Ejby;