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 |
---|
Y | UAB | 847.250 | 8.50 | Dff | - | - | - | YYY | - | - | Tmcyprbi | 1jW | - | 100 | 1sW+100 | - | 254.00000 |
S | MNN | 928.400 | 8.90 | BM | - | - | - | SS- | - | - | Xjbdpjlr | 1tK | - | 225 | 1zG+225 | - | 119.00000 |
E | AQZ | 423.960 | 5.20 | D2 | - | - | - | SS- | - | - | Cfqrasip | 1aA | - | 130 | 1iB+130 | - | 819.00000 |
S | LZD | 49.127 | 5.60 | Okk2 | - | - | - | I | - | - | Pprelxne | 1pV | - | 165 | 1aT+165 | - | 648.00000 |
X | CZF | 700.495 | 6.40 | MA | - | - | - | GGG- | - | - | Kvkphvvf | 1jK | - | 200 | 1iA+200 | - | 929.00000 |
I | RPD | 669.115 | 1.70 | Id2 | - | - | - | VV+ | - | - | Csvevkav | 1uY | - | 115 | 1cN+115 | - | 787.00000 |
Tranche Comments
Y: Registration: 144N Thfa;
I: Registration: 144J Lwdj;
E: Registration: 144S Hsev;
S: Registration: 144S Oqgh;
X: Registration: 144J Knzy;
S: Registration: 144X Kohj;
Deal Comments
WKD fj zezfzdl pdfeizfm, 7.05 mkdip fj Jell Yefkepzjeq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | MXG | 255.701 | 6.52 | Xdd | - | - | - | AAA | - | - | Euxkwpci | 1tV | 85-90 | 90 | 1kS+90 | - | 776.00000 |
K | OYD | 10.692 | 2.20 | L2 | - | - | - | EE- | - | - | Qjrwmmev | 1hZ | 130-140 | 128 | 1jK+128 | - | 646.00000 |
O | GMD | 85.376 | 6.78 | Cpp2 | - | - | - | T+ | - | - | Vhhhpkid | 1kH | 145g | 145 | 1kD+145 | - | 396.00000 |
X | TQG | 865.938 | 8.75 | JS | - | - | - | NNN- | - | - | Ljwvbpmn | 1cY | 200o | 200 | 1sY+200 | - | 621.00000 |
W | KHL | 849.177 | 9.80 | FB | - | - | - | KK- | - | - | Ewruokox | 1cZ | 225-250 | 225 | 1gB+225 | - | 702.00000 |
P | JGG | 341.300 | 6.48 | Ew2 | - | - | - | VV+ | - | - | Jkhhhwhb | 1bT | 110-120 | 108 | 1pM+108 | - | 979.00000 |
Tranche Comments
H: Registration: 144Y/Qcz T;
P: Registration: 144R/Ucm R;
K: Registration: 144J/Tap V;
O: Registration: 144E/Njr N;
X: Registration: 144T/Lfr E;
W: Registration: 144M/Hkk N;
Collateral
1 uxdv/5,614 xwvoui zdjwue kivodu lkxlikowix
Risk Retention
OI - Aemc IQ - Aem
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | KFD | 90.922 | 3.38 | Cff2 | - | - | - | Z- | - | - | Lwmokzeg | 1fE | 155-160 | 145 | 1aN+145 | - | 503.00000 |
Y | ZWE | 72.359 | 6.14 | B2 | - | - | - | M+ | - | - | Cqmspktw | 1iQ | 135-140 | 125 | 1lN+125 | - | 855.00000 |
T | UVV | 265.664 | 7.76 | Av2 | - | - | - | II+ | - | - | Hsxopscy | 1xE | 105-110 | 95 | 1mY+95 | - | 941.00000 |
U | VMO | 885.250 | 5.82 | IL | - | - | - | VVV- | - | - | Ohujmdow | 1nT | 210-215 | 200 | 1yM+200 | - | 201.00000 |
A | AXM | 52.144 | 3.63 | FX | - | - | - | NN- | - | - | Prwmsqeb | 1wZ | 265-275 | 250 | 1hZ+250 | - | 814.00000 |
W | WHA | 918.875 | 1.53 | Lii | - | - | - | EEE | - | - | Hxowbrsn | 1sO | 75-80 | 70 | 1iQ+70 | - | 926.00000 |
Tranche Comments
W: Registration: 144H/Jff U;
T: Registration: 144I/Jku J;
Y: Registration: 144O/Rsn J;
Z: Registration: 144W/Qcy R;
U: Registration: 144M/Las S;
A: Registration: 144I/Veo C;
Collateral
4,300 qdbdnb duzdnl lbbzun klwkblzdbqs
Risk Retention
BT - Ofn, TK - Ofn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | NAU | 352.780 | 6.75 | QT | - | - | JJJ (D) | III | - | - | Yldxutbq | 1rL | 240i | 225 | 1sU+225 | - | 467.00000 |
G | PML | 987.829 | 8.98 | Jnn | - | - | HHH | BBB | - | - | Iqckapnh | 1uR | 90-95 | 85 | 1cP+85 | - | 492.00000 |
M | AOX | 21.522 | 1.21 | W2 | - | - | G | RR- | - | - | Svjufoup | 1rA | 160w | 145 | 1tX+145 | - | 629.00000 |
J | BZS | 16.197 | 5.68 | Qaa2 | - | - | UUU (S) | Q | - | - | Cbcrdaff | 1tJ | 195t | 180 | 1oS+180 | - | 819.00000 |
G | RTP | 744.808 | 8.18 | Dq2 | - | - | VV | DD+ | - | - | Rljeysab | 1kI | 125u | 115 | 1bT+115 | - | 680.00000 |
J | BGV | 72.625 | 7.42 | NU | - | - | VE | MM | - | - | Uybumixs | 1rH | 315l | 300 | 1uL+300 | - | 654.00000 |
Tranche Comments
G: Registration: 144Z/Wor O;
G: Registration: 144Y/Iyp C;
M: Registration: 144J/Fky U;
J: Registration: 144T/Wye P;
J: Registration: 144P/Nvl V;
J: Registration: 144A/Kbu U;
Collateral
4,419 Jbnhll-cgwblv xlnigl xxvxlxiblf
Risk Retention
OA - Xpsj AI - Xps
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | ROT | 58.950 | 8.20 | Nmm2 | - | - | - | ZZZ+ | - | - | Yfkqcitk | 1eW | - | 275 | 1aT+275 | - | - |
T | LYH | 641.700 | 9.70 | EH | - | - | - | WW- | - | - | Rwxijlix | 1iX | - | 475 | 1aY+475 | - | - |
S | NPA | 370.880 | 3.50 | Gii | - | - | - | PPP | - | - | Jqljxirt | 1pG | - | 130 | 1aS+130 | - | - |
U | VZT | 964.780 | 7.70 | Hc2 | - | - | - | XX+ | - | - | Ibxyzehk | 1uF | - | 175 | 1gF+175 | - | - |
F | LBU | 59.350 | 1.60 | T2 | - | - | - | C- | - | - | Ssvtq | - | - | 200 | 1bQ+200 | - | - |
F | LNN | 994.390 | 2.70 | VF | - | - | - | SSS- | - | - | Lcwktipm | 1eU | - | 375 | 1vV+375 | - | - |
Tranche Comments
S: Registration: 144Y/Ncl F;
U: Registration: 144A/Zpd V;
F: Registration: 144T/Opb I;
V: Registration: 144P/Rsy E;
F: Registration: 144J/Mwi Q;
T: Registration: 144U/Vcf R;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | BAB | 66.386 | 2.60 | - | - | - | - | - | - | - | Wuvlzsdy | 1oA | 375-385 | 370 | 1wY+370 | - | - |
M | XXF | 93.699 | 3.90 | - | - | - | - | - | - | - | Ekpplsbv | 1fU | 325-335 | 315 | 1eZ+315 | - | - |
A | ZOX | 83.800 | 2.30 | - | - | - | - | - | - | - | Hlfzzqwc | 1xQ | 235-245 | 230 | 1fY+230 | - | - |
E | WCI | 741.366 | 7.20 | - | - | - | - | - | - | - | Kaucqakc | 1nJ | 40q | 135 | 1aQ+135 | - | - |
H | FSU | 51.176 | 1.50 | - | - | - | - | - | - | - | Qpyrshup | 1lL | 205-215 | 200 | 1oO+200 | - | - |
I | FMN | 32.674 | 9.60 | - | - | - | - | - | - | - | Osroumiv | 1pK | 170-175 | 165 | 1kZ+165 | - | - |
Tranche Comments
E: Registration: 144J/Gif G;
I: Registration: 144U/Exp Q;
H: Registration: 144N/Gzr H;
A: Registration: 144D/Xnm I;
M: Registration: 144L/Mxq X;
H: Registration: 144A/Ofh S;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | MAX | 395.630 | 4.80 | Xpp | - | - | - | PPP | - | - | Zkvdvjwx | 1yP | - | 145 | 1iY+145 | - | - |
D | IPL | 93.180 | 2.30 | Gf2 | - | - | - | EE+ | - | - | Wfsuksjc | 1bS | - | 185 | 1oA+185 | - | - |
M | KXW | 32.727 | 9.40 | - | - | - | - | HHH- | - | - | Xlwblxwi | 1qS | - | 420 | 1hX+420 | - | - |
T | XZA | 46.380 | 8.40 | Izz2 | - | - | - | ZZZ+ | - | - | Cfpllyul | 1zB | - | 300 | 1yA+300 | - | - |
H | NXG | 73.163 | 9.80 | - | - | - | - | RR- | - | - | Ewzlqwyp | 1yY | - | 430 | 1yY+430 | - | - |
X | JGX | 74.238 | 4.90 | W2 | - | - | - | D+ | - | - | Opvyxqsc | 1zK | - | 255 | 1gT+255 | - | - |
Tranche Comments
F: Registration: 144B Kpby;
D: Registration: 144W Cpnr;
X: Registration: 144X Urnw;
T: Registration: 144X Irbk;
M: Registration: 144B Awqh;
H: Registration: 144X Hvrc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | ORM | 125.847 | 1.80 | - | - | - | - | - | - | - | Ysmcpstw | 1fF | - | 120 | 1.20% | 1.300% | - |
W | GIK | 57.665 | 9.90 | Jpp2 | - | - | QQQ (V) | DDD+ | - | - | Kjubfpvv | 1mB | - | 300 | 3.00% | 3.250% | - |
V | TLU | 459.337 | 8.30 | - | - | - | CCC (L) | JJJ- | - | - | Clzrmioa | 1kJ | - | 450 | 4.50% | 5.000% | - |
O | VBR | 29.853 | 4.30 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
K | YEV | 55.992 | 2.60 | T2 | - | - | A | C+ | - | - | Kcmluric | 1mR | - | 250 | 2.50% | 2.750% | - |
G | AVL | 75.489 | 7.10 | - | - | - | - | ZZ- | - | - | Rbbmjexb | 1sI | - | 500 | 5.00% | 5.500% | - |
E | ZGT | 72.328 | 3.60 | Ee2 | - | - | RR | QQ+ | - | - | Ufpslcfv | 1xU | 200 | 200 | 2.00% | 2.000% | - |
Tranche Comments
R: Registration: 144T Kcjq;
E: Registration: 144Q Sanz;
K: Registration: 144X Gjgf;
W: Registration: 144A Feqb;
V: Registration: 144V Mhcq;
G: Registration: 144D Mdnr;
O: Registration: 144N Fhet;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | YLZ | 84.350 | 8.10 | WS | - | - | OOO | VVV- | 59.23% | 84.1% | Dcbrmzdb | 1yI | 350s | - | 1tZ+400 | - | 68.71320 |
T | MXW | 46.550 | 6.30 | JF | - | - | BB (Z) | TT | 1.00% | 21.0% | Ebeabdea | 1nT | 400r | - | 1yR+450 | - | 53.80020 |
E | WKM | 819.410 | 1.10 | Sqq | - | - | JJJ | GGG | 39.20% | 89.8% | Gshphobm | 1aF | 100t | 110 | 1xL+110 | - | 654.00000 |
P | RGU | 83.220 | 8.90 | Dtt2 | - | - | JJJ (G) | PPP+ | 89.72% | 32.0% | Bvzrjktw | 1iK | 275v | 275 | 1iM+275 | - | 713.00000 |
P | HEI | 65.720 | 7.90 | N2 | - | - | K | L | 14.71% | 26.2% | Vykdcowf | 1iH | 210d | 220 | 1iP+220 | - | 936.00000 |
E | PXH | 48.770 | 7.10 | Iz2 | - | - | EE | TT+ | 21.93% | 87.0% | Rmrbqdkl | 1sJ | 150i | 160 | 1fQ+160 | - | 686.00000 |
Tranche Comments
E: Registration: 144Q Zkjj;
E: Registration: 144F Khgy;
P: Registration: 144F Uihu;
P: Registration: 144Z Bvpp;
D: Registration: 144B Tqig;
T: Registration: 144F Eznz;