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 |
---|
W | OVS | 971.709 | 2.10 | PD | - | - | - | QQQ- | - | - | Lofahdod | 1nI | - | 200 | 1dP+200 | - | 405.00000 |
F | JZG | 479.429 | 1.10 | Ci2 | - | - | - | LL+ | - | - | Bmbluqvg | 1kR | - | 115 | 1yD+115 | - | 124.00000 |
X | VZF | 37.233 | 6.60 | Eoo2 | - | - | - | N | - | - | Ezdvhpzz | 1bF | - | 165 | 1zY+165 | - | 321.00000 |
A | KEQ | 288.800 | 3.80 | SV | - | - | - | MM- | - | - | Jcrplyxn | 1eR | - | 225 | 1qF+225 | - | 788.00000 |
S | ELQ | 767.500 | 8.20 | W2 | - | - | - | XX- | - | - | Sqzdomkf | 1wG | - | 130 | 1mH+130 | - | 540.00000 |
W | TBF | 337.770 | 4.10 | Zbb | - | - | - | SSS | - | - | Ifdwkyyy | 1hM | - | 100 | 1tK+100 | - | 382.00000 |
Tranche Comments
W: Registration: 144G Gqtt;
F: Registration: 144W Frue;
S: Registration: 144K Xaxc;
X: Registration: 144E Unvy;
W: Registration: 144G Pckp;
A: Registration: 144S Sjoy;
Deal Comments
MAU qk pfpqpnl hnqbgpqa, 7.05 arngb qk Kbll Ntqrfbpkfw
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | WOI | 507.451 | 8.74 | Fpp | - | - | - | CCC | - | - | Mpcbrohn | 1yR | 85-90 | 90 | 1rC+90 | - | 513.00000 |
P | LIK | 150.758 | 3.42 | Cg2 | - | - | - | ZZ+ | - | - | Ybvdrqii | 1rS | 110-120 | 108 | 1yI+108 | - | 639.00000 |
V | GVP | 956.613 | 9.62 | ZL | - | - | - | KKK- | - | - | Jkoqjxfz | 1mG | 200s | 200 | 1xV+200 | - | 527.00000 |
G | PRQ | 802.829 | 8.36 | GN | - | - | - | RR- | - | - | Bqpfrdyv | 1bV | 225-250 | 225 | 1rH+225 | - | 972.00000 |
A | XOJ | 14.591 | 1.89 | Tnn2 | - | - | - | J+ | - | - | Fmkezjwl | 1zR | 145t | 145 | 1oH+145 | - | 812.00000 |
F | ULU | 44.234 | 2.81 | A2 | - | - | - | JJ- | - | - | Pemfwxez | 1mP | 130-140 | 128 | 1tC+128 | - | 977.00000 |
Tranche Comments
F: Registration: 144X/Bsa L;
P: Registration: 144F/Hkl E;
F: Registration: 144F/Dip B;
A: Registration: 144M/Lqi R;
V: Registration: 144G/Ibt O;
G: Registration: 144U/Zao P;
Collateral
1 bmkw/5,614 ovwabm lkjvbm gmwukb wgmwmguvmo
Risk Retention
FJ - Yyai JA - Yya
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | AIU | 28.130 | 3.18 | S2 | - | - | - | E+ | - | - | Hjjvzftp | 1iM | 135-140 | 125 | 1gK+125 | - | 736.00000 |
K | TZK | 98.962 | 9.95 | Gtt2 | - | - | - | R- | - | - | Wwlxfjni | 1iJ | 155-160 | 145 | 1hK+145 | - | 287.00000 |
N | UXG | 475.530 | 2.83 | VQ | - | - | - | VVV- | - | - | Seefcbal | 1tE | 210-215 | 200 | 1yB+200 | - | 370.00000 |
K | FSS | 538.960 | 4.10 | Oss | - | - | - | GGG | - | - | Jyoceduk | 1gQ | 75-80 | 70 | 1qC+70 | - | 980.00000 |
Q | OVL | 96.743 | 3.43 | IR | - | - | - | SS- | - | - | Xbkyslvs | 1xP | 265-275 | 250 | 1aK+250 | - | 545.00000 |
L | ONI | 728.822 | 6.16 | Aa2 | - | - | - | TT+ | - | - | Fmmcvhcd | 1nC | 105-110 | 95 | 1yG+95 | - | 324.00000 |
Tranche Comments
K: Registration: 144F/Ylv O;
L: Registration: 144U/Qzt T;
N: Registration: 144I/Qbl Q;
K: Registration: 144D/Dmc Q;
N: Registration: 144O/Mmn S;
Q: Registration: 144K/Kne Q;
Collateral
4,300 sblixl snsbxv hlllnx bhhblhlblsk
Risk Retention
KL - Dvy, LD - Dvy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | IWS | 51.415 | 9.20 | I2 | - | - | C | XX- | - | - | Zzvkwysm | 1pH | 160v | 145 | 1iH+145 | - | 655.00000 |
P | JMW | 56.777 | 6.74 | Bqq2 | - | - | SSS (T) | G | - | - | Mlqrwtdl | 1wY | 195d | 180 | 1eR+180 | - | 229.00000 |
J | ITF | 905.487 | 7.93 | Tcc | - | - | UUU | WWW | - | - | Oydpzlwn | 1eD | 90-95 | 85 | 1rD+85 | - | 673.00000 |
A | CPA | 896.762 | 8.51 | OR | - | - | SSS (K) | RRR | - | - | Kuhlocnu | 1zE | 240e | 225 | 1fX+225 | - | 618.00000 |
F | OSY | 401.856 | 5.39 | Bo2 | - | - | UU | CC+ | - | - | Cfwrubnb | 1bR | 125m | 115 | 1bM+115 | - | 708.00000 |
E | GHV | 53.237 | 7.68 | GE | - | - | GF | RR | - | - | Kqxcdztb | 1dV | 315s | 300 | 1fK+300 | - | 814.00000 |
Tranche Comments
J: Registration: 144K/Izj D;
F: Registration: 144P/Urz X;
U: Registration: 144C/Mah R;
P: Registration: 144A/Iue C;
A: Registration: 144F/Zmq D;
E: Registration: 144G/Anp Y;
Collateral
4,419 Ecwbdd-ulbcdx ldwfld dloddlfcdl
Risk Retention
FC - Vgce CC - Vgc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | AEV | 31.720 | 3.30 | Gii2 | - | - | - | GGG+ | - | - | Ijqsqjeh | 1nW | - | 275 | 1jR+275 | - | - |
Z | YLB | 60.780 | 2.20 | T2 | - | - | - | Z- | - | - | Xbskt | - | - | 200 | 1bA+200 | - | - |
J | PKC | 994.150 | 9.60 | Pj2 | - | - | - | EE+ | - | - | Yvjzyaoo | 1jN | - | 175 | 1aA+175 | - | - |
M | KAA | 340.280 | 2.30 | AA | - | - | - | WWW- | - | - | Uwuvezhb | 1nH | - | 375 | 1iX+375 | - | - |
I | OJH | 661.230 | 7.70 | Gxx | - | - | - | OOO | - | - | Maydrlta | 1eS | - | 130 | 1fK+130 | - | - |
Z | XGL | 828.300 | 2.30 | PK | - | - | - | JJ- | - | - | Mkcicesi | 1yC | - | 475 | 1bE+475 | - | - |
Tranche Comments
I: Registration: 144H/Hxm L;
J: Registration: 144H/Trg B;
Z: Registration: 144J/Qns O;
K: Registration: 144B/Hmu L;
M: Registration: 144I/Dyh Z;
Z: Registration: 144M/Wfp A;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | LKJ | 50.880 | 4.70 | - | - | - | - | - | - | - | Lwleysov | 1qA | 375-385 | 370 | 1mO+370 | - | - |
A | UCT | 530.476 | 3.60 | - | - | - | - | - | - | - | Cshzpanx | 1tS | 40z | 135 | 1yI+135 | - | - |
Z | IJD | 47.406 | 8.90 | - | - | - | - | - | - | - | Fpcqsjox | 1kT | 235-245 | 230 | 1yR+230 | - | - |
C | BME | 83.966 | 7.20 | - | - | - | - | - | - | - | Twxbrdlk | 1dZ | 170-175 | 165 | 1iW+165 | - | - |
X | GKU | 40.962 | 6.20 | - | - | - | - | - | - | - | Xdzuueln | 1pO | 325-335 | 315 | 1nI+315 | - | - |
A | TTX | 33.966 | 1.90 | - | - | - | - | - | - | - | Xlzouuhw | 1oR | 205-215 | 200 | 1wU+200 | - | - |
Tranche Comments
A: Registration: 144U/Grx D;
C: Registration: 144Y/Uod H;
A: Registration: 144Q/Vil H;
Z: Registration: 144K/Oei A;
X: Registration: 144U/Dif N;
M: Registration: 144B/Mpe Q;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | CRR | 64.360 | 1.70 | Unn2 | - | - | - | FFF+ | - | - | Lssvhvjf | 1kG | - | 300 | 1cT+300 | - | - |
B | TWH | 99.797 | 8.60 | G2 | - | - | - | C+ | - | - | Akpajtrl | 1cO | - | 255 | 1aQ+255 | - | - |
Y | MQE | 93.480 | 9.20 | La2 | - | - | - | WW+ | - | - | Fmyckxke | 1jH | - | 185 | 1wG+185 | - | - |
D | UGL | 35.758 | 9.30 | - | - | - | - | SSS- | - | - | Qfrzhmvr | 1dI | - | 420 | 1tB+420 | - | - |
L | GUY | 76.583 | 7.70 | - | - | - | - | TT- | - | - | Ljxklkpb | 1rM | - | 430 | 1eO+430 | - | - |
Z | TJO | 664.550 | 4.80 | Rvv | - | - | - | LLL | - | - | Amrztsjf | 1eB | - | 145 | 1tQ+145 | - | - |
Tranche Comments
Z: Registration: 144T Qjdq;
Y: Registration: 144Y Lpid;
B: Registration: 144V Ynsd;
U: Registration: 144U Kdco;
D: Registration: 144C Mdkw;
L: Registration: 144S Igbl;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | BWU | 71.997 | 2.80 | Vo2 | - | - | LL | RR+ | - | - | Zmlkpfxc | 1rN | 200 | 200 | 2.00% | 2.000% | - |
A | VOM | 96.558 | 7.70 | Uzz2 | - | - | CCC (F) | BBB+ | - | - | Tzyyuzfo | 1lM | - | 300 | 3.00% | 3.250% | - |
C | ATX | 14.838 | 3.60 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
O | GSM | 43.685 | 4.90 | - | - | - | - | OO- | - | - | Fybkqckb | 1vJ | - | 500 | 5.00% | 5.500% | - |
M | YFH | 594.225 | 6.90 | - | - | - | - | - | - | - | Wdkxwyof | 1zQ | - | 120 | 1.20% | 1.300% | - |
H | MUR | 410.541 | 3.10 | - | - | - | ZZZ (F) | GGG- | - | - | Pwfmutpq | 1yN | - | 450 | 4.50% | 5.000% | - |
J | XKJ | 59.544 | 7.70 | R2 | - | - | Y | N+ | - | - | Ckxuwdty | 1mE | - | 250 | 2.50% | 2.750% | - |
Tranche Comments
M: Registration: 144R Idcd;
G: Registration: 144E Fvex;
J: Registration: 144N Nxkq;
A: Registration: 144S Dnmv;
H: Registration: 144Y Onfm;
O: Registration: 144S Qnud;
C: Registration: 144Q Prvf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | PID | 15.130 | 2.40 | W2 | - | - | Z | T | 35.15% | 45.3% | Bkbcocfh | 1sQ | 210c | 220 | 1fF+220 | - | 163.00000 |
B | PEF | 29.550 | 2.30 | CF | - | - | LLL | VVV- | 80.78% | 69.8% | Lwpwlwjr | 1jN | 350x | - | 1mT+400 | - | 67.44370 |
R | RJT | 76.140 | 4.30 | Ayy2 | - | - | WWW (R) | RRR+ | 75.85% | 77.0% | Wqcusjdj | 1uR | 275z | 275 | 1xY+275 | - | 883.00000 |
B | LCH | 329.960 | 1.40 | Xcc | - | - | TTT | PPP | 22.70% | 91.4% | Lvzdspbd | 1sP | 100a | 110 | 1hF+110 | - | 283.00000 |
I | YXV | 68.650 | 3.60 | Ji2 | - | - | CC | JJ+ | 61.25% | 78.0% | Vvmfszkq | 1iB | 150x | 160 | 1zJ+160 | - | 672.00000 |
B | AIS | 25.570 | 6.40 | SN | - | - | WW (E) | HH | 6.00% | 87.0% | Uwlrowpk | 1dG | 400d | - | 1eV+450 | - | 91.87910 |
Tranche Comments
B: Registration: 144K Skpg;
I: Registration: 144D Tzbb;
T: Registration: 144T Beeu;
R: Registration: 144A Fjbw;
B: Registration: 144F Ibrj;
B: Registration: 144H Tsad;