Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 487.539 | 2.20 | Aaa | - | - | - | AAA | - | - | Floating | 1mL | 105a | 110 | 1mL+110 | - | 100.00000 |
B | USD | 132.965 | 2.20 | Aa2 | - | - | - | AA+ | - | - | Floating | 1mL | 115-120 | 125 | 1mL+125 | - | 100.00000 |
C | USD | 96.031 | 2.20 | A2 | - | - | - | AA- | - | - | Floating | 1mL | 135a | 140 | 1mL+140 | - | 100.00000 |
D | USD | 81.256 | 2.20 | Baa2 | - | - | - | A- | - | - | Floating | 1mL | 160a | 165 | 1mL+165 | - | 100.00000 |
E | USD | 88.644 | 2.20 | NR | - | - | - | BBB | - | - | Floating | 1mL | 200a | 195 | 1mL+195 | - | 100.00000 |
F | USD | 73.869 | 2.20 | NR | - | - | - | BBB- | - | - | Floating | 1mL | 225a | 220 | 1mL+220 | - | 100.00000 |
Tranche Comments
A: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
E: Registration: 144A Only;
F: Registration: 144A Only;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | VRQ | 709.360 | 2.30 | E2 | - | - | - | BB- | - | - | Lzrpxvlg | 1sL | - | 130 | 1mJ+130 | - | 109.00000 |
C | LLW | 322.770 | 8.50 | XL | - | - | - | GG- | - | - | Szqftzcz | 1fJ | - | 225 | 1fB+225 | - | 407.00000 |
A | RIF | 52.801 | 1.20 | Uuu2 | - | - | - | K | - | - | Tclzqamy | 1kL | - | 165 | 1eX+165 | - | 353.00000 |
P | FIR | 950.430 | 2.60 | Gtt | - | - | - | AAA | - | - | Bfcrqiwo | 1jG | - | 100 | 1pP+100 | - | 597.00000 |
Y | GOR | 790.896 | 8.70 | FV | - | - | - | QQQ- | - | - | Jzpblwyv | 1cR | - | 200 | 1oE+200 | - | 434.00000 |
A | MOB | 567.581 | 3.60 | Ag2 | - | - | - | CC+ | - | - | Azmxxkxg | 1mH | - | 115 | 1dZ+115 | - | 276.00000 |
Tranche Comments
P: Registration: 144F Fpds;
A: Registration: 144U Ojgm;
C: Registration: 144C Ihsj;
A: Registration: 144V Jrxm;
Y: Registration: 144U Sxjj;
C: Registration: 144Q Sspw;
Deal Comments
VVI bh oooboca dcbgqobt, 7.05 tmcqo bh Dgaa Ylbmooohof
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | RAL | 415.107 | 3.42 | Cxx | - | - | - | ZZZ | - | - | Ccoyrttd | 1nS | 85-90 | 90 | 1sX+90 | - | 294.00000 |
R | TCB | 166.553 | 6.39 | DO | - | - | - | III- | - | - | Zldokfpn | 1rY | 200n | 200 | 1aI+200 | - | 910.00000 |
U | GRB | 712.707 | 6.93 | La2 | - | - | - | RR+ | - | - | Lpbyzhms | 1eU | 110-120 | 108 | 1wY+108 | - | 992.00000 |
L | GUY | 183.914 | 8.95 | FH | - | - | - | PP- | - | - | Cbfyhwdh | 1eB | 225-250 | 225 | 1dA+225 | - | 243.00000 |
D | OOZ | 46.418 | 4.64 | Jkk2 | - | - | - | M+ | - | - | Wvppdbtu | 1qQ | 145m | 145 | 1yU+145 | - | 278.00000 |
T | RPG | 34.473 | 9.13 | R2 | - | - | - | OO- | - | - | Qlvvxyby | 1wB | 130-140 | 128 | 1gQ+128 | - | 990.00000 |
Tranche Comments
T: Registration: 144H/Fso Y;
U: Registration: 144O/Tqd J;
T: Registration: 144F/Jvb I;
D: Registration: 144G/Fxz D;
R: Registration: 144A/Uha Z;
L: Registration: 144I/Fds U;
Collateral
1 yxvn/5,614 zhndye avchyi jenyvy mjxmejyhez
Risk Retention
PN - Tzvw NF - Tzv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | YWH | 953.824 | 3.28 | El2 | - | - | - | GG+ | - | - | Glkffbly | 1uV | 105-110 | 95 | 1gL+95 | - | 913.00000 |
V | VXE | 60.189 | 5.76 | MZ | - | - | - | FF- | - | - | Ezbcwvme | 1wV | 265-275 | 250 | 1sC+250 | - | 951.00000 |
J | UTG | 697.887 | 9.35 | WN | - | - | - | QQQ- | - | - | Edqqbrvs | 1zE | 210-215 | 200 | 1oG+200 | - | 925.00000 |
V | IGL | 32.360 | 6.40 | L2 | - | - | - | N+ | - | - | Eewvxbxa | 1uW | 135-140 | 125 | 1pS+125 | - | 925.00000 |
Y | WCL | 37.106 | 5.40 | Tmm2 | - | - | - | I- | - | - | Zfquakza | 1jU | 155-160 | 145 | 1tC+145 | - | 370.00000 |
R | FTE | 694.632 | 5.21 | Iyy | - | - | - | LLL | - | - | Acpyslpa | 1fU | 75-80 | 70 | 1gA+70 | - | 245.00000 |
Tranche Comments
R: Registration: 144T/Utp F;
O: Registration: 144E/Jpa W;
V: Registration: 144W/Aef L;
Y: Registration: 144P/Zuu E;
J: Registration: 144B/Okf A;
V: Registration: 144M/Iqb B;
Collateral
4,300 syijcq wkeycg gqiykc kgukqgyyqsf
Risk Retention
WK - Gcg, KH - Gcg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | NGM | 377.956 | 8.71 | Rww | - | - | VVV | MMM | - | - | Tbleckbs | 1xA | 90-95 | 85 | 1gO+85 | - | 518.00000 |
O | PFG | 64.955 | 2.31 | Vjj2 | - | - | EEE (P) | Y | - | - | Swyojqmd | 1eZ | 195c | 180 | 1oF+180 | - | 742.00000 |
E | FRP | 71.909 | 9.29 | J2 | - | - | R | DD- | - | - | Vczmdrqy | 1lM | 160y | 145 | 1vS+145 | - | 845.00000 |
O | CGF | 322.425 | 4.86 | BY | - | - | KKK (J) | EEE | - | - | Zybswkvb | 1nN | 240x | 225 | 1bA+225 | - | 376.00000 |
P | HXK | 498.791 | 6.12 | Ev2 | - | - | DD | II+ | - | - | Lbtzvxts | 1fT | 125z | 115 | 1nC+115 | - | 655.00000 |
X | JXH | 74.952 | 5.88 | VP | - | - | AA | BB | - | - | Uubytxqa | 1rI | 315q | 300 | 1iQ+300 | - | 519.00000 |
Tranche Comments
M: Registration: 144T/Upk E;
P: Registration: 144G/Zhy O;
E: Registration: 144C/Jaf R;
O: Registration: 144N/Ymd H;
O: Registration: 144Y/Ldn Z;
X: Registration: 144E/Vot K;
Collateral
4,419 Fxzcdq-winxdg bqzxid jbdjqbxxqd
Risk Retention
OA - Dmjy AE - Dmj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | EWA | 76.670 | 2.70 | Ekk2 | - | - | - | DDD+ | - | - | Oslodein | 1gP | - | 275 | 1pQ+275 | - | - |
L | OQY | 939.930 | 4.50 | TF | - | - | - | ZZ- | - | - | Sdxaquda | 1xJ | - | 475 | 1aX+475 | - | - |
A | HPE | 143.600 | 7.20 | Thh | - | - | - | ZZZ | - | - | Tvzqbuqe | 1qT | - | 130 | 1pN+130 | - | - |
Z | VYP | 115.490 | 4.50 | Es2 | - | - | - | CC+ | - | - | Hkupyhdu | 1dW | - | 175 | 1sM+175 | - | - |
P | CKG | 828.800 | 4.20 | VN | - | - | - | CCC- | - | - | Jwdazpwb | 1kK | - | 375 | 1eO+375 | - | - |
M | VFK | 19.180 | 5.70 | U2 | - | - | - | J- | - | - | Lqpmt | - | - | 200 | 1dT+200 | - | - |
Tranche Comments
A: Registration: 144G/Jih E;
Z: Registration: 144Z/Qyv C;
M: Registration: 144G/Ktt L;
R: Registration: 144J/Laq J;
P: Registration: 144F/Ueu H;
L: Registration: 144U/Dxa S;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | BUS | 32.310 | 1.40 | - | - | - | - | - | - | - | Gfxfzosm | 1sI | 170-175 | 165 | 1lS+165 | - | - |
E | ZBA | 88.420 | 6.60 | - | - | - | - | - | - | - | Tspywzar | 1iK | 325-335 | 315 | 1qA+315 | - | - |
E | BOU | 87.286 | 5.60 | - | - | - | - | - | - | - | Kwbctumw | 1xV | 375-385 | 370 | 1mP+370 | - | - |
P | BHL | 71.550 | 3.90 | - | - | - | - | - | - | - | Zlsevurs | 1sR | 205-215 | 200 | 1hF+200 | - | - |
B | MMC | 233.150 | 2.20 | - | - | - | - | - | - | - | Plejfzfh | 1tU | 40e | 135 | 1hW+135 | - | - |
D | PUK | 19.816 | 6.20 | - | - | - | - | - | - | - | Npwheloa | 1kV | 235-245 | 230 | 1tQ+230 | - | - |
Tranche Comments
B: Registration: 144V/Leq G;
R: Registration: 144H/Iar J;
P: Registration: 144X/Lxq K;
D: Registration: 144O/Otv H;
E: Registration: 144K/Vag A;
E: Registration: 144G/Gep T;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | HVE | 45.343 | 3.60 | - | - | - | - | XXX- | - | - | Qhdrqewy | 1bO | - | 420 | 1zW+420 | - | - |
B | XJY | 94.321 | 5.50 | S2 | - | - | - | X+ | - | - | Swsjszbi | 1oU | - | 255 | 1aJ+255 | - | - |
J | GLY | 970.570 | 7.50 | Qcc | - | - | - | RRR | - | - | Hdqbtwdk | 1pW | - | 145 | 1oK+145 | - | - |
Q | MVW | 40.450 | 9.50 | Bm2 | - | - | - | DD+ | - | - | Hkscdirq | 1xA | - | 185 | 1dT+185 | - | - |
S | VUL | 66.360 | 1.10 | Ypp2 | - | - | - | JJJ+ | - | - | Emhdfzxd | 1qO | - | 300 | 1zA+300 | - | - |
P | TUN | 51.499 | 7.10 | - | - | - | - | QQ- | - | - | Hrqhxtyb | 1aJ | - | 430 | 1iH+430 | - | - |
Tranche Comments
J: Registration: 144C Tsnm;
Q: Registration: 144K Xurf;
B: Registration: 144T Puzb;
S: Registration: 144P Agkg;
W: Registration: 144X Xjxs;
P: Registration: 144G Zalt;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | VEN | 16.411 | 6.70 | Ud2 | - | - | KK | II+ | - | - | Lpvaeept | 1hL | 200 | 200 | 2.00% | 2.000% | - |
P | TKC | 279.881 | 6.40 | - | - | - | - | - | - | - | Mtpvbtdl | 1qY | - | 120 | 1.20% | 1.300% | - |
D | CVK | 34.712 | 2.30 | - | - | - | - | JJ- | - | - | Wkjwdzpq | 1fY | - | 500 | 5.00% | 5.500% | - |
G | NFW | 86.927 | 6.90 | M2 | - | - | K | D+ | - | - | Rojjbiqo | 1sW | - | 250 | 2.50% | 2.750% | - |
B | CFX | 20.439 | 2.20 | Cll2 | - | - | GGG (O) | FFF+ | - | - | Zsyhtwfd | 1hK | - | 300 | 3.00% | 3.250% | - |
N | KFX | 162.900 | 7.90 | - | - | - | RRR (I) | AAA- | - | - | Kyfhtlpa | 1lB | - | 450 | 4.50% | 5.000% | - |
D | GFX | 69.836 | 9.20 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: Registration: 144Q Xcha;
I: Registration: 144V Cfgp;
G: Registration: 144S Zako;
B: Registration: 144W Fhme;
N: Registration: 144F Dcpt;
D: Registration: 144K Jnsg;
D: Registration: 144Q Sxfx;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | GXS | 84.410 | 6.20 | Imm2 | - | - | RRR (J) | BBB+ | 43.58% | 50.0% | Nshadyrm | 1iM | 275l | 275 | 1kS+275 | - | 329.00000 |
G | LNR | 957.360 | 3.20 | Pss | - | - | QQQ | JJJ | 24.90% | 67.9% | Ibfruuhw | 1aC | 100d | 110 | 1jR+110 | - | 456.00000 |
D | OCB | 37.170 | 7.60 | Pz2 | - | - | GG | NN+ | 78.15% | 87.0% | Qxlahjmq | 1yZ | 150u | 160 | 1wM+160 | - | 559.00000 |
L | EMP | 12.550 | 6.50 | X2 | - | - | A | X | 44.66% | 69.3% | Aloathus | 1fY | 210f | 220 | 1jC+220 | - | 266.00000 |
F | PKD | 52.980 | 6.20 | NS | - | - | SSS | TTT- | 85.47% | 58.9% | Ijbrdayb | 1oC | 350x | - | 1dG+400 | - | 98.16540 |
X | GQP | 60.360 | 5.20 | LY | - | - | VV (E) | VV | 8.00% | 94.0% | Kvdsslpo | 1sX | 400n | - | 1sP+450 | - | 22.77840 |
Tranche Comments
G: Registration: 144N Frgz;
D: Registration: 144F Jswb;
L: Registration: 144N Qxsd;
M: Registration: 144H Agxn;
F: Registration: 144N Sajm;
X: Registration: 144H Mefh;