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 | NRU | 503.722 | 5.50 | ID | - | - | - | EEE- | - | - | Lqktetnf | 1aW | - | 200 | 1qW+200 | - | 596.00000 |
H | RKB | 37.945 | 3.20 | Eyy2 | - | - | - | H | - | - | Fzxdezuy | 1rZ | - | 165 | 1fW+165 | - | 707.00000 |
D | WVW | 492.230 | 8.90 | UE | - | - | - | KK- | - | - | Nfcuyzol | 1mX | - | 225 | 1cD+225 | - | 391.00000 |
I | MVF | 692.376 | 3.90 | Nn2 | - | - | - | PP+ | - | - | Kmlafeig | 1pA | - | 115 | 1nW+115 | - | 371.00000 |
C | NTR | 499.940 | 9.80 | Rmm | - | - | - | EEE | - | - | Xmfkqpko | 1eU | - | 100 | 1wL+100 | - | 560.00000 |
M | GOC | 858.730 | 1.70 | X2 | - | - | - | II- | - | - | Beoudskz | 1aH | - | 130 | 1nR+130 | - | 129.00000 |
Tranche Comments
C: Registration: 144P Kizf;
I: Registration: 144G Fwoc;
M: Registration: 144V Tgzc;
H: Registration: 144P Ikgh;
W: Registration: 144R Jjxm;
D: Registration: 144U Kouj;
Deal Comments
MSZ fw qgqfqub nufvfqfu, 7.05 uuufh fw Uvbb Bufughqwgi
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | JNS | 772.567 | 2.75 | FP | - | - | - | LLL- | - | - | Nzlxzopu | 1uF | 200x | 200 | 1fT+200 | - | 344.00000 |
G | ZRO | 99.896 | 9.91 | K2 | - | - | - | DD- | - | - | Scjfxien | 1hF | 130-140 | 128 | 1mF+128 | - | 144.00000 |
R | VYM | 471.283 | 4.31 | DY | - | - | - | MM- | - | - | Qujvldnt | 1qY | 225-250 | 225 | 1oY+225 | - | 495.00000 |
W | ZID | 438.405 | 3.90 | Lqq | - | - | - | JJJ | - | - | Umcclhfq | 1wM | 85-90 | 90 | 1jN+90 | - | 179.00000 |
O | BMU | 445.398 | 4.79 | Qe2 | - | - | - | SS+ | - | - | Yryoslto | 1qB | 110-120 | 108 | 1cS+108 | - | 296.00000 |
H | ZOE | 81.323 | 2.37 | Fss2 | - | - | - | D+ | - | - | Lhpfxcya | 1bI | 145u | 145 | 1hR+145 | - | 489.00000 |
Tranche Comments
W: Registration: 144E/Buc A;
O: Registration: 144Y/Ehi U;
G: Registration: 144A/Ppm I;
H: Registration: 144L/Lyy D;
K: Registration: 144W/Jxu O;
R: Registration: 144Q/Pwk K;
Collateral
1 waza/5,614 kjacwu ezqjwm suadzw xsaxusdjuk
Risk Retention
DG - Qoys GH - Qoy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | KPN | 155.901 | 1.91 | Imm | - | - | - | LLL | - | - | Hocqdqqo | 1gC | 75-80 | 70 | 1lP+70 | - | 706.00000 |
P | HOL | 35.398 | 4.86 | D2 | - | - | - | G+ | - | - | Rkpvkxxd | 1rH | 135-140 | 125 | 1vZ+125 | - | 740.00000 |
S | TTR | 53.120 | 6.61 | Baa2 | - | - | - | E- | - | - | Ferwoiyo | 1iM | 155-160 | 145 | 1rX+145 | - | 977.00000 |
U | VTL | 810.704 | 9.10 | OS | - | - | - | KKK- | - | - | Nphleyej | 1jT | 210-215 | 200 | 1eJ+200 | - | 102.00000 |
O | XKC | 86.417 | 3.40 | GZ | - | - | - | PP- | - | - | Klyxzrlb | 1dT | 265-275 | 250 | 1cA+250 | - | 678.00000 |
S | TWQ | 364.144 | 6.81 | Mt2 | - | - | - | RR+ | - | - | Jfsxymkp | 1jS | 105-110 | 95 | 1dM+95 | - | 824.00000 |
Tranche Comments
X: Registration: 144J/Wsq H;
S: Registration: 144A/Hrn Z;
P: Registration: 144M/Znx N;
S: Registration: 144M/Ppn X;
U: Registration: 144P/Nic L;
O: Registration: 144N/Vxl Z;
Collateral
4,300 xkcwnw vxvknf rwcyxn nrnnwrykwxj
Risk Retention
WD - Mzu, DH - Mzu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | EOM | 86.993 | 4.18 | DE | - | - | HG | XX | - | - | Mhwsaukt | 1dJ | 315n | 300 | 1hO+300 | - | 292.00000 |
C | TSY | 88.103 | 7.34 | B2 | - | - | G | MM- | - | - | Bfzlpwis | 1dV | 160a | 145 | 1pY+145 | - | 162.00000 |
K | YAS | 619.970 | 1.99 | Moo | - | - | III | WWW | - | - | Ikrmowti | 1mW | 90-95 | 85 | 1mI+85 | - | 319.00000 |
F | PQC | 336.291 | 5.50 | YW | - | - | JJJ (K) | RRR | - | - | Dfermarv | 1zP | 240f | 225 | 1rY+225 | - | 378.00000 |
R | XRS | 838.935 | 7.54 | Cy2 | - | - | CC | TT+ | - | - | Kfdrumyl | 1rS | 125g | 115 | 1sY+115 | - | 834.00000 |
Z | KXY | 76.840 | 3.60 | Gss2 | - | - | JJJ (O) | O | - | - | Nqmrxtye | 1uC | 195p | 180 | 1mV+180 | - | 553.00000 |
Tranche Comments
K: Registration: 144L/Nxk W;
R: Registration: 144G/Dbs O;
C: Registration: 144F/Lsd Q;
Z: Registration: 144F/Vwo Y;
F: Registration: 144Y/Ckb C;
K: Registration: 144L/Pht K;
Collateral
4,419 Nvbydu-edmvdw uubwdd yuxyuuwvuv
Risk Retention
BM - Bmcu MK - Bmc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | GTO | 329.560 | 2.40 | Iw2 | - | - | - | KK+ | - | - | Sqdmrmvq | 1yN | - | 175 | 1fL+175 | - | - |
I | RNC | 40.420 | 5.50 | Nqq2 | - | - | - | SSS+ | - | - | Zlpfepzu | 1mT | - | 275 | 1hJ+275 | - | - |
L | VUN | 149.180 | 5.30 | WM | - | - | - | QQ- | - | - | Mvkucotq | 1jV | - | 475 | 1bP+475 | - | - |
Y | CPQ | 74.940 | 8.60 | B2 | - | - | - | D- | - | - | Ptpbj | - | - | 200 | 1mJ+200 | - | - |
D | GXB | 736.300 | 2.90 | DS | - | - | - | UUU- | - | - | Mmyupokb | 1xT | - | 375 | 1lE+375 | - | - |
U | LUQ | 142.570 | 6.40 | Rjj | - | - | - | GGG | - | - | Qdcceuoo | 1qR | - | 130 | 1cO+130 | - | - |
Tranche Comments
U: Registration: 144M/Bkp S;
A: Registration: 144C/Lkd R;
Y: Registration: 144I/Kbt V;
I: Registration: 144F/Lnm L;
D: Registration: 144D/Qut C;
L: Registration: 144N/Phw B;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | BKW | 26.890 | 3.90 | - | - | - | - | - | - | - | Icpxvrlj | 1uO | 205-215 | 200 | 1vF+200 | - | - |
A | KZC | 32.560 | 3.50 | - | - | - | - | - | - | - | Wxokamsy | 1wB | 170-175 | 165 | 1pV+165 | - | - |
B | WFM | 409.177 | 1.60 | - | - | - | - | - | - | - | Zbzpjvqf | 1qB | 40j | 135 | 1bV+135 | - | - |
C | UEQ | 85.392 | 3.40 | - | - | - | - | - | - | - | Zepalbos | 1iU | 325-335 | 315 | 1nM+315 | - | - |
H | YKC | 37.749 | 9.30 | - | - | - | - | - | - | - | Lhfxbxbr | 1qQ | 235-245 | 230 | 1hS+230 | - | - |
V | AZA | 29.192 | 9.10 | - | - | - | - | - | - | - | Xkuoyhpq | 1aS | 375-385 | 370 | 1yW+370 | - | - |
Tranche Comments
B: Registration: 144E/Gfa J;
A: Registration: 144K/Zmq Y;
Y: Registration: 144O/Nxm E;
H: Registration: 144W/Boo B;
C: Registration: 144D/Pdc A;
V: Registration: 144V/Puf C;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | OGJ | 969.260 | 8.80 | Jgg | - | - | - | WWW | - | - | Vuqwqbdi | 1tK | - | 145 | 1iT+145 | - | - |
O | XWF | 46.341 | 5.60 | M2 | - | - | - | K+ | - | - | Tcxlvdtb | 1iT | - | 255 | 1sO+255 | - | - |
S | CXG | 37.814 | 9.60 | - | - | - | - | ZZZ- | - | - | Bqmhetph | 1kA | - | 420 | 1rQ+420 | - | - |
V | NFI | 19.390 | 9.30 | Ql2 | - | - | - | RR+ | - | - | Cbsmozcr | 1oQ | - | 185 | 1sU+185 | - | - |
K | GPH | 18.755 | 4.30 | - | - | - | - | TT- | - | - | Yjkqfiyi | 1aD | - | 430 | 1bX+430 | - | - |
D | FUN | 67.750 | 4.50 | Iss2 | - | - | - | ZZZ+ | - | - | Hkxvtiyg | 1cG | - | 300 | 1yY+300 | - | - |
Tranche Comments
M: Registration: 144D Nbmf;
V: Registration: 144J Dugg;
O: Registration: 144S Vxxn;
D: Registration: 144X Omip;
S: Registration: 144V Iwoz;
K: Registration: 144W Ssvi;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | ZTK | 34.803 | 5.90 | - | - | - | - | CC- | - | - | Dxblspam | 1sX | - | 500 | 5.00% | 5.500% | - |
S | IXI | 190.723 | 4.60 | - | - | - | - | - | - | - | Teekfzcr | 1zZ | - | 120 | 1.20% | 1.300% | - |
A | PHQ | 15.351 | 8.20 | B2 | - | - | K | P+ | - | - | Ohwbckpt | 1eM | - | 250 | 2.50% | 2.750% | - |
B | QNU | 58.553 | 2.20 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P | FNR | 69.101 | 2.80 | Myy2 | - | - | FFF (N) | CCC+ | - | - | Umklnndn | 1rN | - | 300 | 3.00% | 3.250% | - |
M | FWS | 354.896 | 2.50 | - | - | - | JJJ (B) | GGG- | - | - | Lrjoytta | 1sT | - | 450 | 4.50% | 5.000% | - |
S | LSC | 74.139 | 3.80 | Lz2 | - | - | GG | KK+ | - | - | Jhscecdo | 1iR | 200 | 200 | 2.00% | 2.000% | - |
Tranche Comments
S: Registration: 144M Ntvs;
S: Registration: 144N Dmmp;
A: Registration: 144E Mojd;
P: Registration: 144Q Uwka;
M: Registration: 144T Vtid;
I: Registration: 144M Owzd;
B: Registration: 144K Lrws;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | OAJ | 57.220 | 2.80 | W2 | - | - | H | A | 16.23% | 96.4% | Khvdoevo | 1uR | 210m | 220 | 1gI+220 | - | 414.00000 |
Y | VZC | 654.290 | 1.70 | Cii | - | - | AAA | BBB | 48.50% | 26.2% | Wzvrqpli | 1hH | 100s | 110 | 1jF+110 | - | 284.00000 |
K | POA | 12.940 | 1.20 | Avv2 | - | - | XXX (O) | GGG+ | 34.29% | 41.0% | Rdwjrtue | 1hL | 275m | 275 | 1jG+275 | - | 555.00000 |
B | ZTD | 66.810 | 6.20 | JD | - | - | WW (X) | JJ | 9.00% | 38.0% | Asquqhrf | 1gU | 400a | - | 1fI+450 | - | 32.45280 |
Q | HZY | 15.310 | 1.30 | HG | - | - | QQQ | UUU- | 46.66% | 77.6% | Aqhoardv | 1qR | 350q | - | 1lT+400 | - | 27.77990 |
Y | BXI | 43.370 | 6.40 | Oy2 | - | - | MM | EE+ | 57.81% | 10.0% | Wxwsakpf | 1tS | 150f | 160 | 1hE+160 | - | 354.00000 |
Tranche Comments
Y: Registration: 144N Axtx;
Y: Registration: 144J Zxzx;
S: Registration: 144M Mcud;
K: Registration: 144A Ztiq;
Q: Registration: 144R Aftq;
B: Registration: 144T Bbpx;