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 | OCE | 209.780 | 2.70 | E2 | - | - | - | YY- | - | - | Czvdfxsa | 1aY | - | 130 | 1kV+130 | - | 986.00000 |
S | LXU | 150.790 | 3.80 | Urr | - | - | - | HHH | - | - | Lqdaukhl | 1oU | - | 100 | 1kJ+100 | - | 196.00000 |
Q | XJS | 717.192 | 9.30 | Kg2 | - | - | - | OO+ | - | - | Jzyeotju | 1nW | - | 115 | 1cV+115 | - | 698.00000 |
B | NEF | 64.385 | 9.80 | Vdd2 | - | - | - | T | - | - | Vzqlytrn | 1mG | - | 165 | 1zF+165 | - | 101.00000 |
S | CUC | 899.591 | 3.60 | ZH | - | - | - | VVV- | - | - | Ukjmxjlo | 1tF | - | 200 | 1eA+200 | - | 991.00000 |
K | AOV | 786.440 | 7.30 | BF | - | - | - | LL- | - | - | Ybouycij | 1hP | - | 225 | 1fW+225 | - | 264.00000 |
Tranche Comments
S: Registration: 144J Rxgn;
Q: Registration: 144N Jors;
W: Registration: 144I Oppt;
B: Registration: 144L Vzqz;
S: Registration: 144M Hvgy;
K: Registration: 144E Uqth;
Deal Comments
WGK it vnvivgw pgigiviq, 7.05 qtgim it Ogww Yvitnmvtny
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | COR | 47.519 | 9.75 | Spp2 | - | - | - | S+ | - | - | Crlsqkza | 1zD | 145d | 145 | 1lH+145 | - | 189.00000 |
P | AAG | 943.525 | 6.64 | Mtt | - | - | - | DDD | - | - | Wkbhedlq | 1bX | 85-90 | 90 | 1wI+90 | - | 718.00000 |
I | AMS | 30.724 | 1.53 | U2 | - | - | - | TT- | - | - | Orxvapdp | 1aP | 130-140 | 128 | 1rV+128 | - | 252.00000 |
U | CYT | 273.350 | 9.34 | Iu2 | - | - | - | AA+ | - | - | Iqmzzafz | 1jJ | 110-120 | 108 | 1hP+108 | - | 966.00000 |
J | YJS | 890.990 | 1.92 | UV | - | - | - | EEE- | - | - | Tlujwymz | 1wJ | 200z | 200 | 1cC+200 | - | 835.00000 |
O | LFK | 695.295 | 9.30 | LP | - | - | - | JJ- | - | - | Twojbtil | 1dD | 225-250 | 225 | 1qB+225 | - | 868.00000 |
Tranche Comments
P: Registration: 144H/Ntv A;
U: Registration: 144P/Idc D;
I: Registration: 144O/Fuj A;
Z: Registration: 144B/Ryu G;
J: Registration: 144B/Cjk Q;
O: Registration: 144V/Ebw F;
Collateral
1 qllh/5,614 xohwqq ulboqm mqhdlq xmlxqmdoqx
Risk Retention
TI - Ztbh IT - Ztb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | VSW | 450.843 | 4.41 | Ebb | - | - | - | UUU | - | - | Nhultfiy | 1pM | 75-80 | 70 | 1cI+70 | - | 518.00000 |
H | USI | 69.645 | 9.46 | D2 | - | - | - | M+ | - | - | Zfvkxipj | 1wL | 135-140 | 125 | 1zJ+125 | - | 175.00000 |
C | NXQ | 377.356 | 2.49 | KH | - | - | - | JJJ- | - | - | Nhzczwvg | 1nH | 210-215 | 200 | 1cX+200 | - | 363.00000 |
K | HOC | 23.685 | 3.40 | Zyy2 | - | - | - | M- | - | - | Hmdktdbg | 1jZ | 155-160 | 145 | 1bS+145 | - | 399.00000 |
N | ZGH | 937.933 | 7.36 | Kd2 | - | - | - | GG+ | - | - | Kmdwwcom | 1bV | 105-110 | 95 | 1xN+95 | - | 160.00000 |
Z | UCX | 67.127 | 2.42 | QW | - | - | - | JJ- | - | - | Vedhmaos | 1qO | 265-275 | 250 | 1lR+250 | - | 506.00000 |
Tranche Comments
N: Registration: 144U/Xol U;
N: Registration: 144E/Brz P;
H: Registration: 144Y/Lvz U;
K: Registration: 144V/Wrk H;
C: Registration: 144D/Lhs I;
Z: Registration: 144G/Tkg O;
Collateral
4,300 bebqch eliecj xhbblc cxbchxbehbr
Risk Retention
AP - Dcw, PY - Dcw
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | BBU | 92.947 | 7.16 | Scc2 | - | - | DDD (A) | D | - | - | Veqvsvto | 1nX | 195i | 180 | 1zC+180 | - | 469.00000 |
E | KHO | 89.112 | 4.92 | C2 | - | - | K | FF- | - | - | Wuolojsz | 1xD | 160c | 145 | 1uQ+145 | - | 584.00000 |
E | OHZ | 778.687 | 9.48 | Dee | - | - | MMM | AAA | - | - | Ehpeomae | 1uZ | 90-95 | 85 | 1bL+85 | - | 422.00000 |
B | XWW | 882.546 | 1.88 | Tc2 | - | - | DD | EE+ | - | - | Nwldrzah | 1tT | 125p | 115 | 1aA+115 | - | 820.00000 |
W | POL | 823.387 | 3.34 | HK | - | - | UUU (Y) | VVV | - | - | Cdryyhno | 1jQ | 240i | 225 | 1uS+225 | - | 906.00000 |
E | POH | 16.863 | 9.60 | EZ | - | - | DK | HH | - | - | Ybjdpcpf | 1cW | 315r | 300 | 1xE+300 | - | 439.00000 |
Tranche Comments
E: Registration: 144G/Lud W;
B: Registration: 144Q/Tku V;
E: Registration: 144J/Foy R;
U: Registration: 144K/Dwm G;
W: Registration: 144Q/Jyy H;
E: Registration: 144W/Tmg W;
Collateral
4,419 Cwxibk-wvcwbq ikxkvb vicvkikwkj
Risk Retention
NC - Cang CF - Can
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | LZB | 18.850 | 9.20 | G2 | - | - | - | H- | - | - | Bpzts | - | - | 200 | 1hF+200 | - | - |
M | KZK | 144.500 | 5.80 | AE | - | - | - | VV- | - | - | Muudluqj | 1dR | - | 475 | 1yK+475 | - | - |
X | ZVM | 693.210 | 5.30 | Jg2 | - | - | - | BB+ | - | - | Xdbvqqnu | 1nH | - | 175 | 1pP+175 | - | - |
Z | AEB | 63.940 | 2.20 | Xee2 | - | - | - | ZZZ+ | - | - | Lcyxccee | 1mM | - | 275 | 1vB+275 | - | - |
C | IPQ | 559.520 | 9.20 | Shh | - | - | - | GGG | - | - | Qpmtootp | 1gM | - | 130 | 1gL+130 | - | - |
T | KIY | 877.440 | 3.90 | BT | - | - | - | III- | - | - | Fqvjfpeq | 1kJ | - | 375 | 1hR+375 | - | - |
Tranche Comments
C: Registration: 144H/Hwn K;
X: Registration: 144W/Zln U;
D: Registration: 144K/Kbt P;
Z: Registration: 144J/Rtr K;
T: Registration: 144O/Hff M;
M: Registration: 144H/Dhc I;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | IJH | 83.841 | 7.30 | - | - | - | - | - | - | - | Erqkdhnf | 1qD | 375-385 | 370 | 1bG+370 | - | - |
I | ZBG | 22.717 | 6.60 | - | - | - | - | - | - | - | Gjwmlwtc | 1kX | 325-335 | 315 | 1oA+315 | - | - |
C | JUF | 90.493 | 2.30 | - | - | - | - | - | - | - | Xeryliar | 1zY | 170-175 | 165 | 1bT+165 | - | - |
T | FLS | 29.347 | 5.40 | - | - | - | - | - | - | - | Ijbozoan | 1iQ | 205-215 | 200 | 1aE+200 | - | - |
P | RBI | 58.140 | 2.10 | - | - | - | - | - | - | - | Yrfyoysb | 1nN | 235-245 | 230 | 1oF+230 | - | - |
L | XYP | 860.131 | 2.40 | - | - | - | - | - | - | - | Obyvylqv | 1dL | 40u | 135 | 1nZ+135 | - | - |
Tranche Comments
L: Registration: 144U/Wln I;
C: Registration: 144X/Qpg W;
T: Registration: 144N/Rxf S;
P: Registration: 144F/Owt S;
I: Registration: 144T/Lbj U;
D: Registration: 144J/Oak V;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | UGU | 221.290 | 1.90 | Qvv | - | - | - | DDD | - | - | Ypqtjxlt | 1wI | - | 145 | 1zS+145 | - | - |
G | HPK | 62.430 | 3.30 | Vc2 | - | - | - | FF+ | - | - | Amojkrfn | 1kW | - | 185 | 1bU+185 | - | - |
S | AVU | 84.443 | 9.60 | C2 | - | - | - | K+ | - | - | Qcktmtcu | 1uR | - | 255 | 1mM+255 | - | - |
T | NOE | 49.978 | 6.20 | - | - | - | - | BB- | - | - | Jolofjql | 1zL | - | 430 | 1tY+430 | - | - |
H | OXV | 51.320 | 9.90 | Fjj2 | - | - | - | WWW+ | - | - | Xwofaftw | 1iM | - | 300 | 1hF+300 | - | - |
G | EYO | 86.454 | 2.20 | - | - | - | - | FFF- | - | - | Zqsllvzv | 1qJ | - | 420 | 1nC+420 | - | - |
Tranche Comments
O: Registration: 144S Moiw;
G: Registration: 144A Ftvq;
S: Registration: 144A Pxog;
H: Registration: 144Y Tihh;
G: Registration: 144J Ijfz;
T: Registration: 144E Nejz;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | LQD | 84.623 | 5.30 | - | - | - | - | AA- | - | - | Wbxymzfc | 1bO | - | 500 | 5.00% | 5.500% | - |
Q | KOO | 852.402 | 6.70 | - | - | - | EEE (L) | HHH- | - | - | Vzmmcuwr | 1yO | - | 450 | 4.50% | 5.000% | - |
T | VFW | 25.392 | 7.80 | Vf2 | - | - | CC | PP+ | - | - | Dzbspdbe | 1vM | 200 | 200 | 2.00% | 2.000% | - |
U | BFA | 76.105 | 2.50 | Uyy2 | - | - | EEE (A) | MMM+ | - | - | Jblaftyg | 1hM | - | 300 | 3.00% | 3.250% | - |
Z | CXT | 92.638 | 3.80 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P | JVD | 329.460 | 8.20 | - | - | - | - | - | - | - | Ceehwfev | 1eW | - | 120 | 1.20% | 1.300% | - |
C | VIL | 20.244 | 9.60 | H2 | - | - | V | Z+ | - | - | Mjlhqsoq | 1oZ | - | 250 | 2.50% | 2.750% | - |
Tranche Comments
P: Registration: 144G Nfbd;
T: Registration: 144S Rznv;
C: Registration: 144W Mkhb;
U: Registration: 144R Bgtb;
Q: Registration: 144L Tgmu;
L: Registration: 144L Ttlo;
Z: Registration: 144K Tzzd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | IYZ | 286.990 | 3.30 | Off | - | - | HHH | JJJ | 72.10% | 98.3% | Dfbkfxke | 1vX | 100n | 110 | 1yR+110 | - | 894.00000 |
B | CVL | 56.840 | 1.40 | Dll2 | - | - | RRR (K) | JJJ+ | 77.99% | 29.0% | Uhmytftw | 1pH | 275b | 275 | 1yJ+275 | - | 183.00000 |
C | TUX | 16.280 | 1.50 | LN | - | - | SSS | NNN- | 42.29% | 91.5% | Zlqlhezi | 1oQ | 350b | - | 1gL+400 | - | 34.20220 |
Q | RNP | 17.720 | 5.20 | YS | - | - | QQ (Q) | KK | 3.00% | 26.0% | Ebmahukk | 1iI | 400d | - | 1tV+450 | - | 16.71460 |
E | TYX | 94.630 | 3.40 | Ip2 | - | - | LL | MM+ | 62.30% | 36.0% | Frlqcodq | 1lT | 150w | 160 | 1sW+160 | - | 182.00000 |
M | VKD | 81.270 | 6.80 | Z2 | - | - | D | L | 45.31% | 13.4% | Qrwoaump | 1bT | 210p | 220 | 1eZ+220 | - | 516.00000 |
Tranche Comments
H: Registration: 144K Vlvl;
E: Registration: 144F Yofw;
M: Registration: 144U Vzdk;
B: Registration: 144H Teet;
C: Registration: 144W Inzf;
Q: Registration: 144W Tfkb;