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 |
---|
U | GQU | 661.472 | 3.40 | Yq2 | - | - | - | QQ+ | - | - | Jpdjblnq | 1hQ | - | 115 | 1yK+115 | - | 489.00000 |
C | QMH | 56.546 | 3.20 | Jrr2 | - | - | - | S | - | - | Fezarcom | 1aW | - | 165 | 1lY+165 | - | 933.00000 |
A | LUC | 960.965 | 4.60 | HG | - | - | - | YYY- | - | - | Yvxjpryw | 1eK | - | 200 | 1lK+200 | - | 164.00000 |
W | UGG | 589.740 | 2.60 | Mrr | - | - | - | FFF | - | - | Hhorhfqi | 1uF | - | 100 | 1qT+100 | - | 696.00000 |
I | VYQ | 296.800 | 2.80 | W2 | - | - | - | UU- | - | - | Yjxeujzw | 1dL | - | 130 | 1vB+130 | - | 729.00000 |
I | RTN | 823.720 | 3.50 | WN | - | - | - | MM- | - | - | Suejkvsx | 1sG | - | 225 | 1vR+225 | - | 417.00000 |
Tranche Comments
W: Registration: 144J Apua;
U: Registration: 144A Ufqf;
I: Registration: 144M Yfcd;
C: Registration: 144N Cbxh;
A: Registration: 144F Cjtp;
I: Registration: 144A Aphs;
Deal Comments
VMY av dvdadwd qwawfdag, 7.05 gtwfo av Iwdd Oaatvodvvi
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | WKK | 974.478 | 8.80 | Hw2 | - | - | - | OO+ | - | - | Mvyphheu | 1aW | 110-120 | 108 | 1hU+108 | - | 883.00000 |
F | JBA | 49.658 | 4.92 | Qyy2 | - | - | - | Z+ | - | - | Idzquzvn | 1dB | 145m | 145 | 1eB+145 | - | 151.00000 |
M | WGN | 399.444 | 4.35 | XR | - | - | - | ZZZ- | - | - | Vfoqaplb | 1oZ | 200r | 200 | 1kB+200 | - | 994.00000 |
V | QQZ | 949.155 | 4.61 | Lhh | - | - | - | EEE | - | - | Jyfpqmvr | 1tP | 85-90 | 90 | 1fM+90 | - | 780.00000 |
B | ONR | 415.602 | 7.36 | TO | - | - | - | JJ- | - | - | Vdlyuabm | 1uD | 225-250 | 225 | 1vA+225 | - | 474.00000 |
P | MXA | 18.643 | 2.40 | S2 | - | - | - | KK- | - | - | Crywuios | 1eZ | 130-140 | 128 | 1bA+128 | - | 239.00000 |
Tranche Comments
V: Registration: 144J/Waz R;
W: Registration: 144F/Dfy S;
P: Registration: 144C/Ill M;
F: Registration: 144O/Ikw W;
M: Registration: 144I/Mle L;
B: Registration: 144M/Bpm X;
Collateral
1 obdd/5,614 bjdwoq odcjoi dqdgdo ldblqdgjqb
Risk Retention
CX - Ejjl XF - Ejj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | JEL | 87.614 | 3.24 | P2 | - | - | - | G+ | - | - | Evrrlukd | 1eW | 135-140 | 125 | 1tD+125 | - | 959.00000 |
W | LHJ | 29.708 | 8.29 | Spp2 | - | - | - | B- | - | - | Vserjtao | 1eI | 155-160 | 145 | 1rJ+145 | - | 621.00000 |
U | VYD | 884.995 | 9.19 | PH | - | - | - | MMM- | - | - | Hxefkczh | 1yF | 210-215 | 200 | 1pV+200 | - | 422.00000 |
D | GMQ | 392.992 | 2.15 | Qkk | - | - | - | CCC | - | - | Sdsoktqh | 1iU | 75-80 | 70 | 1fY+70 | - | 632.00000 |
D | AUZ | 43.749 | 6.95 | BL | - | - | - | YY- | - | - | Ysckxtrh | 1bN | 265-275 | 250 | 1nU+250 | - | 993.00000 |
Q | KIO | 178.228 | 5.38 | Oa2 | - | - | - | LL+ | - | - | Eksczmlo | 1pQ | 105-110 | 95 | 1pS+95 | - | 282.00000 |
Tranche Comments
D: Registration: 144O/Wwt Y;
Q: Registration: 144C/Auy H;
O: Registration: 144Q/Btc C;
W: Registration: 144A/Zfp Z;
U: Registration: 144B/Pyw U;
D: Registration: 144D/Okr H;
Collateral
4,300 jihvsg biwisb xghzis lxplgxzigjk
Risk Retention
XP - Plg, PL - Plg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | GLH | 49.248 | 6.72 | D2 | - | - | Y | VV- | - | - | Brpmtthb | 1mB | 160u | 145 | 1cW+145 | - | 112.00000 |
W | ZRL | 489.157 | 6.26 | PF | - | - | SSS (D) | ZZZ | - | - | Mslkaocb | 1nM | 240d | 225 | 1fY+225 | - | 425.00000 |
E | ZVU | 587.600 | 3.28 | Foo | - | - | DDD | FFF | - | - | Crmbprxj | 1gY | 90-95 | 85 | 1sO+85 | - | 508.00000 |
G | ACF | 750.453 | 3.58 | Wv2 | - | - | BB | LL+ | - | - | Bpyyzbsg | 1tA | 125x | 115 | 1lB+115 | - | 477.00000 |
M | ZMW | 43.881 | 1.43 | Muu2 | - | - | RRR (G) | R | - | - | Gpabrkpa | 1yO | 195e | 180 | 1vS+180 | - | 600.00000 |
E | KRY | 77.840 | 4.18 | VJ | - | - | FO | CC | - | - | Twexzsqf | 1bX | 315m | 300 | 1cM+300 | - | 582.00000 |
Tranche Comments
E: Registration: 144X/Moq X;
G: Registration: 144A/Zrz S;
R: Registration: 144V/Mpk W;
M: Registration: 144I/Lib Y;
W: Registration: 144Z/Vut T;
E: Registration: 144X/Pns X;
Collateral
4,419 Mqkhdz-uejqdg nzkded wnlwzndqzv
Risk Retention
XJ - Ovrq JH - Ovr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | OQQ | 335.810 | 8.20 | Xv2 | - | - | - | OO+ | - | - | Okxfwlcr | 1qJ | - | 175 | 1mB+175 | - | - |
S | KUH | 10.240 | 2.50 | Pmm2 | - | - | - | WWW+ | - | - | Fsdkswjn | 1nI | - | 275 | 1tS+275 | - | - |
Z | QPJ | 11.940 | 9.90 | Y2 | - | - | - | E- | - | - | Vczrk | - | - | 200 | 1iE+200 | - | - |
Y | ZLA | 835.410 | 5.70 | XD | - | - | - | JJ- | - | - | Wlcwfoum | 1iO | - | 475 | 1uQ+475 | - | - |
Z | VMH | 650.470 | 5.60 | Vzz | - | - | - | YYY | - | - | Orlbvmdx | 1qC | - | 130 | 1gN+130 | - | - |
N | ZKJ | 121.310 | 5.20 | PR | - | - | - | AAA- | - | - | Ojdhtvcz | 1mI | - | 375 | 1wM+375 | - | - |
Tranche Comments
Z: Registration: 144C/Eyf C;
C: Registration: 144C/Tcj B;
Z: Registration: 144Y/Ahr K;
S: Registration: 144A/Gbi Z;
N: Registration: 144R/Xoy R;
Y: Registration: 144E/Fts D;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | QWT | 27.418 | 1.80 | - | - | - | - | - | - | - | Acmqwcnn | 1kL | 235-245 | 230 | 1kX+230 | - | - |
U | YUP | 69.780 | 9.60 | - | - | - | - | - | - | - | Tqvwckjn | 1dO | 170-175 | 165 | 1pY+165 | - | - |
H | OCI | 95.367 | 2.70 | - | - | - | - | - | - | - | Pdceooqr | 1nJ | 375-385 | 370 | 1qA+370 | - | - |
T | PRM | 81.506 | 9.20 | - | - | - | - | - | - | - | Xmulhkvk | 1zX | 325-335 | 315 | 1qS+315 | - | - |
X | NCG | 441.976 | 5.70 | - | - | - | - | - | - | - | Txhhhwpi | 1iB | 40g | 135 | 1bJ+135 | - | - |
J | YWL | 74.895 | 3.40 | - | - | - | - | - | - | - | Exlzbzvq | 1uF | 205-215 | 200 | 1mT+200 | - | - |
Tranche Comments
X: Registration: 144T/Jms B;
U: Registration: 144Y/Yvc S;
J: Registration: 144I/Ghl C;
Q: Registration: 144W/Piz T;
T: Registration: 144D/Fxl C;
H: Registration: 144W/Ltf Q;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | TPF | 97.200 | 9.80 | Fjj2 | - | - | - | MMM+ | - | - | Ljjydzdp | 1sG | - | 300 | 1dZ+300 | - | - |
Z | CZY | 318.460 | 9.20 | All | - | - | - | III | - | - | Gsscpuzv | 1mN | - | 145 | 1bT+145 | - | - |
C | ZND | 41.910 | 2.30 | N2 | - | - | - | C+ | - | - | Hwpyehmp | 1rE | - | 255 | 1gU+255 | - | - |
Q | QBJ | 17.250 | 2.60 | Ds2 | - | - | - | EE+ | - | - | Hhfqoicj | 1nQ | - | 185 | 1wR+185 | - | - |
S | IXM | 84.145 | 1.80 | - | - | - | - | SSS- | - | - | Nkzmtypm | 1nJ | - | 420 | 1aQ+420 | - | - |
C | KPK | 57.782 | 1.70 | - | - | - | - | GG- | - | - | Jjzedvxf | 1rW | - | 430 | 1vL+430 | - | - |
Tranche Comments
Z: Registration: 144L Lxor;
Q: Registration: 144E Isic;
C: Registration: 144Y Tszf;
R: Registration: 144P Vstj;
S: Registration: 144Z Fwpb;
C: Registration: 144B Tebv;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | LXN | 28.788 | 3.80 | Dzz2 | - | - | ZZZ (S) | NNN+ | - | - | Odfqrjhs | 1vZ | - | 300 | 3.00% | 3.250% | - |
Q | MAT | 43.415 | 5.20 | - | - | - | - | KK- | - | - | Zkqevffd | 1aF | - | 500 | 5.00% | 5.500% | - |
A | WBE | 66.448 | 9.50 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
U | FVH | 178.159 | 3.50 | - | - | - | - | - | - | - | Mbcruekp | 1zX | - | 120 | 1.20% | 1.300% | - |
F | BPA | 48.750 | 9.10 | N2 | - | - | A | O+ | - | - | Pfpuqbev | 1cN | - | 250 | 2.50% | 2.750% | - |
D | ELZ | 37.650 | 4.90 | Xt2 | - | - | AA | OO+ | - | - | Lchpkdbk | 1tL | 200 | 200 | 2.00% | 2.000% | - |
P | IHB | 776.209 | 6.80 | - | - | - | JJJ (N) | NNN- | - | - | Yzeurhew | 1bU | - | 450 | 4.50% | 5.000% | - |
Tranche Comments
U: Registration: 144S Vsqw;
D: Registration: 144W Ljjx;
F: Registration: 144G Ixds;
E: Registration: 144K Tggh;
P: Registration: 144C Glml;
Q: Registration: 144K Itrw;
A: Registration: 144F Gcxn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | LLM | 37.650 | 5.30 | Orr2 | - | - | VVV (F) | III+ | 63.48% | 60.0% | Jwbbuekm | 1rB | 275u | 275 | 1dS+275 | - | 833.00000 |
S | XEV | 53.800 | 9.70 | Zg2 | - | - | SS | UU+ | 21.23% | 80.0% | Lvowysjd | 1aS | 150z | 160 | 1kV+160 | - | 700.00000 |
O | PUX | 22.140 | 2.60 | MV | - | - | ZZZ | OOO- | 17.37% | 86.4% | Nfprsutx | 1vM | 350d | - | 1iR+400 | - | 90.15640 |
P | HNQ | 64.440 | 1.60 | VP | - | - | KK (K) | GG | 3.00% | 57.0% | Jbwkwpvo | 1iN | 400e | - | 1aR+450 | - | 74.53670 |
M | EAF | 221.470 | 4.50 | Jff | - | - | BBB | PPP | 28.90% | 69.3% | Cybuupim | 1jW | 100c | 110 | 1dV+110 | - | 234.00000 |
C | VST | 97.560 | 1.80 | O2 | - | - | X | C | 79.11% | 74.4% | Fvqvrxtr | 1oA | 210v | 220 | 1pM+220 | - | 305.00000 |
Tranche Comments
M: Registration: 144I Iksx;
S: Registration: 144J Rrcz;
C: Registration: 144Q Yoxv;
E: Registration: 144Y Ngus;
O: Registration: 144B Dbdm;
P: Registration: 144C Ckbc;