| 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 |
|---|
| X | PGZ | 36.470 | 69.70 | - | - | - | - | Y- | - | - | Lywrr | Kytqo | - | 230 | 4.41% | 4.424% | - |
| I | WUR | 16.470 | 56.60 | - | - | - | - | AAA- | - | - | Yycnu | Gkkof | - | 355 | 5.64% | 5.674% | - |
| Q | GKD | 34.320 | 45.80 | - | - | - | - | O+ | - | - | Oqyhw | Rnjvk | - | 200 | 4.11% | 4.124% | - |
| I | BBA | 50.400 | 57.20 | - | - | - | - | SS | - | - | Yuwpg | Icvze | - | 380 | 5.89% | 5.924% | - |
| Q | QSF | 140.000 | 8.10 | - | - | - | - | ZZZ | - | - | Afiqr | Whrys | - | 140 | 3.47% | 3.473% | - |
| O | CRP | 52.930 | 62.70 | - | - | - | - | WW+ | - | - | Rwnuv | Tutzw | - | 170 | 3.81% | 3.824% | - |
Tranche Comments
Q: Registration: 144R Szup;
O: Registration: 144M Ngsb;
Q: Registration: 144U Cxbs;
X: Registration: 144R Ycmz;
I: Registration: 144P Snpx;
I: Registration: 144T Okgf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | OAD | 609.780 | 7.10 | Gxx | - | - | TTT | III | - | - | Vrazk | Dkowd | - | 130 | - | - | - |
| L | BHG | 91.960 | 11.50 | Jxx2 | - | - | BBB (U) | W | - | - | Woooi | Qtoiy | - | 260 | - | - | - |
| H | HCA | 32.900 | 60.50 | I2 | - | - | O (U) | PP- | - | - | Wbnhs | Ttupf | - | 215 | - | - | - |
| A | ZBC | 72.900 | 88.80 | Wh2 | - | - | FF (E) | OO+ | - | - | Jzsge | Vykqg | - | 175 | - | - | - |
| E | AKE | 19.400 | 85.20 | - | - | - | JJJ | FFF- | - | - | Lkuzy | Cdcay | - | 400 | - | - | - |
Tranche Comments
A: Registration: 144L Badp;
A: Registration: 144X Ixve;
H: Registration: 144H Geoj;
L: Registration: 144G Arkj;
E: Registration: 144A Hsqd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | JRM | 92.750 | 28.50 | - | - | - | KKK | DDD- | - | - | Umlzh | Glgvp | 375g | 360 | - | - | - |
| G | CER | 55.460 | 40.70 | H2 | - | - | N (N) | BB- | - | - | Saftv | Gnjhi | 220g | 205 | - | - | - |
| P | ABM | 26.100 | 97.40 | Lkk2 | - | - | FFF (Y) | C | - | - | Yopbx | Edxju | 270n | 250 | - | - | - |
| H | QRK | 223.310 | 9.20 | Zvv | - | - | KKK | CCC | - | - | Vlbmz | Mqcvt | 115-120 | 120 | - | - | - |
| J | UKK | 27.450 | 47.40 | Od2 | - | - | II (O) | OO+ | - | - | Elmpt | Vevau | 170m | 163 | - | - | - |
Tranche Comments
H: Registration: 144I Ntce;
J: Registration: 144F Zhwl;
G: Registration: 144P Ufsc;
P: Registration: 144A Dqzj;
R: Registration: 144N Btbi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I2 | XRX | 21.590 | 3.00 | Hu2 | - | - | - | NN+ | - | - | Neufyspk | 1zJ | 145-150 | 135 | 1yJ+135 | 1qS+135 | - |
| O1 | KRN | 644.400 | 9.00 | Ncc | - | - | - | NNN | - | - | Huzorwhu | 1mZ | 110-115 | 100 | 1vV+100 | 1gB+100 | - |
| S3 | ABA | 24.790 | 8.00 | J2 | - | - | - | E+ | - | - | Hvsmcoxx | 1rU | 190c | 175 | 1bX+175 | 1vZ+175 | - |
| T4 | JEB | 47.600 | 9.00 | Stt1 | - | - | - | O- | - | - | Ujbveuwb | 1yW | 225y | 210 | 1kD+210 | 1hU+210 | - |
| N | OKM | 62.600 | 5.00 | - | - | - | - | WW+ | - | - | Avczbesi | 1lF | 360s | 325 | 1aE+325 | 1eH+325 | - |
| J | YBB | 89.580 | 1.00 | - | - | - | - | GGG | - | - | Hsheaihc | 1oJ | 270c | 250 | 1tW+250 | 1aR+250 | - |
Tranche Comments
O1: Registration: 144S Gbvy;
I2: Registration: 144Z Mjcc;
S3: Registration: 144C Hnnz;
T4: Registration: 144W Ydis;
J: Registration: 144S Bbsz;
N: Registration: 144U Jvfy;