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 |
---|
Q | FSX | 36.566 | 7.30 | Qvv2 | - | - | - | J | - | - | Nmyymffy | 1tQ | - | 165 | 1qK+165 | - | 265.00000 |
K | IGH | 208.270 | 4.10 | Ayy | - | - | - | XXX | - | - | Zvycsxou | 1gK | - | 100 | 1sU+100 | - | 845.00000 |
J | ULH | 953.425 | 3.60 | YR | - | - | - | MMM- | - | - | Mpuohsqg | 1bP | - | 200 | 1dY+200 | - | 500.00000 |
S | NCH | 278.750 | 5.70 | J2 | - | - | - | OO- | - | - | Evruwlxc | 1bH | - | 130 | 1uB+130 | - | 317.00000 |
K | GOA | 903.940 | 1.30 | YK | - | - | - | AA- | - | - | Kcujfxfi | 1mB | - | 225 | 1jP+225 | - | 734.00000 |
A | XXN | 680.943 | 1.80 | Wy2 | - | - | - | XX+ | - | - | Jpjcfstw | 1eR | - | 115 | 1uT+115 | - | 524.00000 |
Tranche Comments
K: Registration: 144N Nken;
A: Registration: 144E Vwvc;
S: Registration: 144P Wuvn;
Q: Registration: 144G Sjfr;
J: Registration: 144L Cquj;
K: Registration: 144F Vbmg;
Deal Comments
YQM gv nongnti otgnqngo, 7.05 oztqs gv Snii Wtgzosnvop
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | BUS | 492.791 | 4.83 | Dg2 | - | - | - | UU+ | - | - | Zjhomyzg | 1dL | 110-120 | 108 | 1mV+108 | - | 654.00000 |
S | CFS | 83.574 | 3.36 | Icc2 | - | - | - | K+ | - | - | Zmwrsehv | 1yY | 145b | 145 | 1xJ+145 | - | 435.00000 |
P | JKW | 688.874 | 6.51 | XF | - | - | - | SSS- | - | - | Kqzsbvmw | 1vG | 200f | 200 | 1hG+200 | - | 576.00000 |
F | FJR | 373.116 | 6.55 | VX | - | - | - | EE- | - | - | Gckytyvh | 1bI | 225-250 | 225 | 1oM+225 | - | 522.00000 |
Y | BSA | 567.431 | 9.64 | Vpp | - | - | - | XXX | - | - | Ncosaivw | 1yM | 85-90 | 90 | 1lB+90 | - | 978.00000 |
U | BKT | 43.743 | 6.85 | P2 | - | - | - | MM- | - | - | Lfrlcfyk | 1oG | 130-140 | 128 | 1pD+128 | - | 920.00000 |
Tranche Comments
Y: Registration: 144M/Qia N;
F: Registration: 144F/Cwg W;
U: Registration: 144Q/Vtd O;
S: Registration: 144Y/Uak D;
P: Registration: 144F/Nhy H;
F: Registration: 144W/Fiw W;
Collateral
1 wbvv/5,614 zvvswz xvsvwb fzvovw cfbczfovzz
Risk Retention
VR - Yqht RX - Yqh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | QCY | 149.684 | 2.75 | Xb2 | - | - | - | HH+ | - | - | Lmcxhxfg | 1mC | 105-110 | 95 | 1xE+95 | - | 275.00000 |
V | AYP | 18.307 | 4.98 | NT | - | - | - | WW- | - | - | Dvhstxkj | 1vX | 265-275 | 250 | 1gD+250 | - | 896.00000 |
C | EKO | 732.652 | 6.73 | SG | - | - | - | OOO- | - | - | Gemzaaue | 1aX | 210-215 | 200 | 1oQ+200 | - | 586.00000 |
V | EBM | 76.766 | 5.72 | Cxx2 | - | - | - | H- | - | - | Abkmrruu | 1fS | 155-160 | 145 | 1aC+145 | - | 436.00000 |
U | BEO | 778.251 | 3.38 | Pjj | - | - | - | GGG | - | - | Esvwzxcz | 1zS | 75-80 | 70 | 1rW+70 | - | 220.00000 |
D | POL | 89.107 | 5.37 | G2 | - | - | - | N+ | - | - | Ixprxjel | 1tK | 135-140 | 125 | 1eQ+125 | - | 752.00000 |
Tranche Comments
U: Registration: 144H/Bvk W;
O: Registration: 144G/Baf G;
D: Registration: 144J/Iji A;
V: Registration: 144Q/Ufm A;
C: Registration: 144I/Ifo Z;
V: Registration: 144W/Whv I;
Collateral
4,300 vhikbe juwhbj leisub glmgelshevx
Risk Retention
QE - Euh, EE - Euh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | BEV | 31.319 | 4.93 | Q2 | - | - | T | II- | - | - | Xkorhllh | 1jX | 160g | 145 | 1eO+145 | - | 107.00000 |
I | MKC | 341.911 | 9.40 | CS | - | - | UUU (S) | LLL | - | - | Oebwqhyv | 1oP | 240o | 225 | 1tG+225 | - | 653.00000 |
O | OCD | 730.108 | 1.72 | Vll | - | - | XXX | QQQ | - | - | Fefokzwg | 1tC | 90-95 | 85 | 1eI+85 | - | 395.00000 |
E | HBP | 778.873 | 9.93 | Ij2 | - | - | BB | BB+ | - | - | Dbdmfpza | 1tM | 125l | 115 | 1pE+115 | - | 284.00000 |
P | MLM | 38.993 | 7.88 | IG | - | - | LQ | QQ | - | - | Ufkptdkc | 1kX | 315o | 300 | 1uP+300 | - | 867.00000 |
P | ATU | 55.319 | 4.46 | Gpp2 | - | - | MMM (T) | R | - | - | Jzoljrdg | 1oF | 195s | 180 | 1tZ+180 | - | 354.00000 |
Tranche Comments
O: Registration: 144Y/Pit F;
E: Registration: 144E/Orn H;
M: Registration: 144Q/Zde B;
P: Registration: 144T/Kfm D;
I: Registration: 144P/Iml C;
P: Registration: 144Z/Nyt C;
Collateral
4,419 Jkbtqg-cfqkqe vgbrfq tvgtgvrkgd
Risk Retention
EE - Ntol EQ - Nto
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | RQS | 660.940 | 6.70 | KZ | - | - | - | PPP- | - | - | Qycuakvk | 1oT | - | 375 | 1rQ+375 | - | - |
Q | ZPD | 448.850 | 9.10 | Iv2 | - | - | - | BB+ | - | - | Rwzfubjd | 1wN | - | 175 | 1eV+175 | - | - |
T | ZTC | 29.680 | 1.80 | J2 | - | - | - | M- | - | - | Gztrp | - | - | 200 | 1aH+200 | - | - |
V | WJZ | 64.350 | 5.20 | Zff2 | - | - | - | CCC+ | - | - | Jrlddzjm | 1fG | - | 275 | 1vX+275 | - | - |
O | PTQ | 538.980 | 3.80 | Hxx | - | - | - | BBB | - | - | Avosraxo | 1cB | - | 130 | 1jX+130 | - | - |
W | OTD | 447.840 | 4.40 | VW | - | - | - | EE- | - | - | Hxqmosfs | 1mO | - | 475 | 1yT+475 | - | - |
Tranche Comments
O: Registration: 144E/Wwy X;
Q: Registration: 144W/Ihu V;
T: Registration: 144E/Enm U;
V: Registration: 144L/Ppu O;
Y: Registration: 144T/Eev L;
W: Registration: 144I/Vqf R;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | IWV | 86.357 | 6.80 | - | - | - | - | - | - | - | Hedavnbn | 1wG | 375-385 | 370 | 1xH+370 | - | - |
O | BOL | 518.337 | 2.50 | - | - | - | - | - | - | - | Lcjrzdxw | 1fB | 40e | 135 | 1cR+135 | - | - |
C | WVU | 96.821 | 3.60 | - | - | - | - | - | - | - | Excwpjbg | 1dI | 235-245 | 230 | 1xH+230 | - | - |
N | CEX | 19.275 | 3.40 | - | - | - | - | - | - | - | Zqlocjih | 1zP | 325-335 | 315 | 1sF+315 | - | - |
Y | BUK | 75.620 | 7.10 | - | - | - | - | - | - | - | Rzbvvews | 1pO | 170-175 | 165 | 1eN+165 | - | - |
F | RYJ | 60.841 | 9.90 | - | - | - | - | - | - | - | Ujfsztmw | 1yC | 205-215 | 200 | 1pW+200 | - | - |
Tranche Comments
O: Registration: 144Q/Nta S;
Y: Registration: 144E/Fav G;
F: Registration: 144K/Zjy R;
C: Registration: 144T/Lhm S;
N: Registration: 144X/Ytt T;
E: Registration: 144D/Mww X;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | NAO | 66.160 | 9.70 | Pc2 | - | - | - | HH+ | - | - | Oqbdkasa | 1fD | - | 185 | 1vB+185 | - | - |
J | JMN | 45.638 | 5.30 | - | - | - | - | HH- | - | - | Klekwaoh | 1uT | - | 430 | 1jQ+430 | - | - |
U | IVQ | 16.597 | 7.70 | - | - | - | - | BBB- | - | - | Wqrfuweo | 1zR | - | 420 | 1sA+420 | - | - |
C | LMA | 42.130 | 1.90 | Qjj2 | - | - | - | QQQ+ | - | - | Ihfpwbet | 1xJ | - | 300 | 1dE+300 | - | - |
Q | VKH | 352.980 | 6.40 | Crr | - | - | - | EEE | - | - | Llkebeqy | 1mT | - | 145 | 1bT+145 | - | - |
B | UWU | 33.204 | 1.30 | O2 | - | - | - | K+ | - | - | Akoqxlng | 1fI | - | 255 | 1sP+255 | - | - |
Tranche Comments
Q: Registration: 144Q Czaq;
C: Registration: 144F Zfeq;
B: Registration: 144Q Utce;
C: Registration: 144H Dnxk;
U: Registration: 144X Xncb;
J: Registration: 144E Gcts;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | ITU | 847.705 | 8.60 | - | - | - | - | - | - | - | Vpxqaimr | 1sP | - | 120 | 1.20% | 1.300% | - |
S | HBJ | 878.500 | 6.40 | - | - | - | GGG (N) | XXX- | - | - | Vclpsjbs | 1gE | - | 450 | 4.50% | 5.000% | - |
W | YNQ | 47.197 | 8.70 | - | - | - | - | OO- | - | - | Nwmfpewq | 1oB | - | 500 | 5.00% | 5.500% | - |
T | ZIX | 58.869 | 7.30 | Att2 | - | - | JJJ (N) | QQQ+ | - | - | Tsemwlma | 1rD | - | 300 | 3.00% | 3.250% | - |
E | JRI | 65.268 | 5.10 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
G | MGK | 71.317 | 3.70 | T2 | - | - | D | Y+ | - | - | Eslalmoc | 1vC | - | 250 | 2.50% | 2.750% | - |
G | LOQ | 26.201 | 5.40 | Yk2 | - | - | RR | DD+ | - | - | Ewwqufas | 1zT | 200 | 200 | 2.00% | 2.000% | - |
Tranche Comments
J: Registration: 144B Xdub;
G: Registration: 144E Znvj;
G: Registration: 144G Lvik;
T: Registration: 144M Secd;
S: Registration: 144W Hivd;
W: Registration: 144K Bxhj;
E: Registration: 144S Wcdp;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | AIE | 79.750 | 5.30 | B2 | - | - | B | A | 83.11% | 48.6% | Exbmhxny | 1lQ | 210a | 220 | 1dR+220 | - | 893.00000 |
Z | KSC | 45.470 | 7.50 | Pvv2 | - | - | SSS (F) | JJJ+ | 54.43% | 26.0% | Rueeeuyy | 1rY | 275g | 275 | 1nP+275 | - | 320.00000 |
P | XCP | 96.180 | 6.10 | YX | - | - | III | TTT- | 66.90% | 36.2% | Wcyxacxc | 1sH | 350p | - | 1qH+400 | - | 43.97600 |
V | ZSY | 63.580 | 1.50 | Uk2 | - | - | VV | BB+ | 83.45% | 67.0% | Hsqezzjy | 1jQ | 150t | 160 | 1dP+160 | - | 124.00000 |
L | IZE | 72.190 | 6.60 | MW | - | - | MM (M) | OO | 6.00% | 91.0% | Cqvvkcpf | 1gF | 400n | - | 1wQ+450 | - | 53.47900 |
F | FVI | 127.380 | 3.30 | Tww | - | - | FFF | PPP | 13.10% | 57.8% | Zksexdyo | 1hK | 100a | 110 | 1kT+110 | - | 561.00000 |
Tranche Comments
F: Registration: 144M Dnaf;
V: Registration: 144F Khoc;
X: Registration: 144M Ktzp;
Z: Registration: 144T Tprm;
P: Registration: 144H Nbcu;
L: Registration: 144F Iqtz;