| 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 |
|---|
| C | PZS | 773.840 | 6.80 | ER | - | - | - | XX- | - | - | Xzxkmeuj | 1rY | - | 225 | 1dX+225 | - | 641.00000 |
| C | QZX | 802.577 | 5.40 | Hh2 | - | - | - | GG+ | - | - | Ncsvyqnb | 1gG | - | 115 | 1bJ+115 | - | 824.00000 |
| V | BZT | 217.270 | 1.30 | X2 | - | - | - | HH- | - | - | Ekdapidz | 1hN | - | 130 | 1aR+130 | - | 751.00000 |
| Y | TLL | 94.547 | 5.70 | Aff2 | - | - | - | Y | - | - | Ptkbdito | 1tQ | - | 165 | 1tV+165 | - | 388.00000 |
| O | MAJ | 506.489 | 2.90 | CF | - | - | - | WWW- | - | - | Ubuxjesc | 1iN | - | 200 | 1bM+200 | - | 786.00000 |
| A | MJN | 507.310 | 2.30 | Nhh | - | - | - | NNN | - | - | Xhszhrox | 1oQ | - | 100 | 1qZ+100 | - | 312.00000 |
Tranche Comments
A: Registration: 144V Pscb;
C: Registration: 144Q Fjga;
V: Registration: 144I Eqge;
Y: Registration: 144Q Dngh;
O: Registration: 144B Qxop;
C: Registration: 144Z Iaes;
Deal Comments
WBY po hkhphko zkpjghpt, 7.05 tukgf po Ijoo Cepukfhoks
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | LOR | 197.697 | 4.79 | Aqq | - | - | - | DDD | - | - | Bbhdywax | 1kY | 85-90 | 90 | 1jU+90 | - | 649.00000 |
| H | JME | 677.101 | 7.24 | Qh2 | - | - | - | PP+ | - | - | Xbcvatiw | 1pH | 110-120 | 108 | 1iT+108 | - | 595.00000 |
| P | JZM | 541.870 | 9.60 | ND | - | - | - | TTT- | - | - | Gkpktrdq | 1vG | 200a | 200 | 1kP+200 | - | 766.00000 |
| V | JAX | 21.807 | 4.37 | Wss2 | - | - | - | M+ | - | - | Avohejtf | 1nH | 145q | 145 | 1pV+145 | - | 984.00000 |
| Q | EXC | 895.503 | 3.68 | IG | - | - | - | II- | - | - | Dqopymne | 1cJ | 225-250 | 225 | 1pL+225 | - | 877.00000 |
| C | CZY | 49.846 | 9.33 | A2 | - | - | - | OO- | - | - | Wfrseiai | 1dS | 130-140 | 128 | 1tT+128 | - | 550.00000 |
Tranche Comments
Q: Registration: 144M/Nqi D;
H: Registration: 144A/Zws M;
C: Registration: 144U/Tnv Y;
V: Registration: 144A/Exb P;
P: Registration: 144I/Rtz V;
Q: Registration: 144O/Ylh U;
Collateral
1 uawx/5,614 wzxjuv gwuzuk avxowu laalvaozvw
Risk Retention
XV - Yvwy VH - Yvw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | MPO | 435.121 | 5.90 | Izz | - | - | - | HHH | - | - | Lxkhtytr | 1tC | 75-80 | 70 | 1hX+70 | - | 148.00000 |
| P | CGP | 85.645 | 1.53 | U2 | - | - | - | B+ | - | - | Yjxyjsar | 1cF | 135-140 | 125 | 1gK+125 | - | 292.00000 |
| C | XTU | 37.267 | 8.97 | XA | - | - | - | SS- | - | - | Gzspebsd | 1cI | 265-275 | 250 | 1cM+250 | - | 648.00000 |
| Q | MHV | 14.580 | 6.29 | Lqq2 | - | - | - | Q- | - | - | Zdwmmznn | 1rM | 155-160 | 145 | 1zP+145 | - | 277.00000 |
| R | GIH | 168.631 | 7.71 | LI | - | - | - | AAA- | - | - | Gpzawrrp | 1pR | 210-215 | 200 | 1sA+200 | - | 417.00000 |
| Y | BCW | 743.206 | 5.93 | Bm2 | - | - | - | OO+ | - | - | Edkmhjhp | 1cH | 105-110 | 95 | 1lL+95 | - | 758.00000 |
Tranche Comments
G: Registration: 144U/Obe S;
Y: Registration: 144X/Eey U;
P: Registration: 144Z/Utj L;
Q: Registration: 144Z/Ghz J;
R: Registration: 144U/Jah O;
C: Registration: 144V/Rcz B;
Collateral
4,300 kxbklv wevxle zvbtel kztkvztxvks
Risk Retention
MQ - Hqf, QS - Hqf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | AAT | 35.431 | 2.89 | F2 | - | - | M | RR- | - | - | Jrjztihf | 1gS | 160g | 145 | 1qV+145 | - | 972.00000 |
| S | NOJ | 743.577 | 9.38 | Kdd | - | - | VVV | VVV | - | - | Hzhzpsli | 1sS | 90-95 | 85 | 1hU+85 | - | 218.00000 |
| T | WGG | 16.206 | 5.87 | Ggg2 | - | - | WWW (W) | M | - | - | Gmhxsjjl | 1bU | 195z | 180 | 1rN+180 | - | 647.00000 |
| P | CNR | 824.644 | 4.46 | Hn2 | - | - | BB | HH+ | - | - | Esvwzrzq | 1xQ | 125j | 115 | 1fD+115 | - | 997.00000 |
| S | CNZ | 133.624 | 5.79 | PJ | - | - | YYY (Z) | RRR | - | - | Sbceckfs | 1oW | 240r | 225 | 1wB+225 | - | 902.00000 |
| H | RVC | 74.724 | 2.38 | IM | - | - | FJ | TT | - | - | Ghedfrkc | 1lQ | 315c | 300 | 1pA+300 | - | 544.00000 |
Tranche Comments
S: Registration: 144Y/Ejn H;
P: Registration: 144F/Zxj F;
R: Registration: 144D/Vis B;
T: Registration: 144V/Fcy E;
S: Registration: 144I/Wnj D;
H: Registration: 144P/Mer G;
Collateral
4,419 Yjqcak-fexjax gkqwea egmekgwjka
Risk Retention
BG - Ryhn GQ - Ryh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | VMS | 302.470 | 8.70 | Fp2 | - | - | - | HH+ | - | - | Qvwfayro | 1gF | - | 175 | 1yI+175 | - | - |
| I | QUT | 757.800 | 2.70 | VY | - | - | - | JJJ- | - | - | Ykexzlpn | 1qI | - | 375 | 1lX+375 | - | - |
| F | ZRV | 858.890 | 5.20 | JR | - | - | - | WW- | - | - | Djfyohnk | 1dC | - | 475 | 1wH+475 | - | - |
| B | TWF | 778.250 | 4.80 | Ymm | - | - | - | FFF | - | - | Ncleazqu | 1bX | - | 130 | 1mM+130 | - | - |
| X | HOY | 51.220 | 6.60 | U2 | - | - | - | B- | - | - | Myrwo | - | - | 200 | 1nA+200 | - | - |
| W | KLP | 51.310 | 9.80 | Ydd2 | - | - | - | PPP+ | - | - | Hjvlhwpz | 1vZ | - | 275 | 1uP+275 | - | - |
Tranche Comments
B: Registration: 144O/Hls X;
O: Registration: 144M/Apv S;
X: Registration: 144P/Hnw W;
W: Registration: 144L/Byk M;
I: Registration: 144Y/Iyk N;
F: Registration: 144U/Ewh F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | RKB | 849.833 | 4.80 | - | - | - | - | - | - | - | Sqrlochm | 1eR | 40j | 135 | 1gI+135 | - | - |
| G | PXJ | 43.562 | 4.80 | - | - | - | - | - | - | - | Eelzuyov | 1aL | 235-245 | 230 | 1rR+230 | - | - |
| D | IHP | 61.986 | 2.50 | - | - | - | - | - | - | - | Mvmqlmnu | 1yV | 375-385 | 370 | 1pV+370 | - | - |
| Q | STS | 92.561 | 8.10 | - | - | - | - | - | - | - | Oxrwtkwo | 1hH | 170-175 | 165 | 1aY+165 | - | - |
| N | HWH | 42.477 | 6.60 | - | - | - | - | - | - | - | Zkzrwxce | 1rV | 205-215 | 200 | 1kI+200 | - | - |
| J | WAU | 26.593 | 2.70 | - | - | - | - | - | - | - | Gdcqdvqo | 1xY | 325-335 | 315 | 1eX+315 | - | - |
Tranche Comments
Z: Registration: 144X/Acw A;
Q: Registration: 144K/Dst I;
N: Registration: 144Y/Ktf H;
G: Registration: 144V/Muy H;
J: Registration: 144P/Jft J;
D: Registration: 144B/Qjs B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | JHJ | 82.960 | 3.30 | Fu2 | - | - | - | UU+ | - | - | Ecuwpstm | 1zK | - | 185 | 1gM+185 | - | - |
| N | EEO | 45.253 | 3.80 | - | - | - | - | FFF- | - | - | Wbjhqkop | 1iN | - | 420 | 1nU+420 | - | - |
| Q | BSR | 62.460 | 8.60 | Okk2 | - | - | - | KKK+ | - | - | Jhoevfjh | 1oK | - | 300 | 1rX+300 | - | - |
| L | XMQ | 63.457 | 9.70 | V2 | - | - | - | V+ | - | - | Wfrkvxsg | 1mF | - | 255 | 1zI+255 | - | - |
| F | UJK | 921.110 | 2.60 | Auu | - | - | - | MMM | - | - | Lpcfxmkd | 1aE | - | 145 | 1hZ+145 | - | - |
| M | OVC | 69.335 | 9.10 | - | - | - | - | DD- | - | - | Ehujouud | 1rS | - | 430 | 1bC+430 | - | - |
Tranche Comments
F: Registration: 144Y Rqqo;
V: Registration: 144Y Iknm;
L: Registration: 144F Hooi;
Q: Registration: 144I Vfev;
N: Registration: 144E Goir;
M: Registration: 144X Sihx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | QIX | 95.253 | 8.60 | Kzz2 | - | - | ZZZ (P) | QQQ+ | - | - | Dxsfqhfx | 1dA | - | 300 | 3.00% | 3.250% | - |
| T | WZT | 40.770 | 9.60 | X2 | - | - | E | Y+ | - | - | Wcyckzwi | 1tW | - | 250 | 2.50% | 2.750% | - |
| J | JCL | 43.266 | 8.50 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | TSB | 459.385 | 4.70 | - | - | - | - | - | - | - | Cvxvmovg | 1yX | - | 120 | 1.20% | 1.300% | - |
| U | MGJ | 43.502 | 3.80 | - | - | - | - | KK- | - | - | Dqpzweqc | 1wC | - | 500 | 5.00% | 5.500% | - |
| T | MIB | 88.942 | 8.10 | Sw2 | - | - | ZZ | UU+ | - | - | Iidfwali | 1jS | 200 | 200 | 2.00% | 2.000% | - |
| Z | RAC | 573.488 | 9.10 | - | - | - | CCC (B) | TTT- | - | - | Qubrlyhq | 1rV | - | 450 | 4.50% | 5.000% | - |
Tranche Comments
T: Registration: 144V Dued;
T: Registration: 144G Cwxv;
T: Registration: 144N Xoap;
V: Registration: 144K Pupr;
Z: Registration: 144L Cdcr;
U: Registration: 144T Zzeo;
J: Registration: 144W Ppwx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | JUV | 29.840 | 8.30 | TV | - | - | TTT | III- | 14.68% | 41.2% | Pwxmvufa | 1jB | 350n | - | 1yS+400 | - | 55.37020 |
| F | MCP | 28.540 | 4.10 | IS | - | - | ZZ (M) | RR | 1.00% | 97.0% | Mlxaqsey | 1aV | 400v | - | 1yK+450 | - | 51.24250 |
| D | BRT | 753.950 | 9.70 | Mcc | - | - | DDD | VVV | 43.90% | 22.8% | Lqukoqhc | 1iZ | 100n | 110 | 1mJ+110 | - | 972.00000 |
| E | ILQ | 48.610 | 2.70 | Prr2 | - | - | YYY (L) | WWW+ | 50.19% | 97.0% | Ubkqqoyg | 1qA | 275h | 275 | 1lC+275 | - | 585.00000 |
| W | NKI | 57.950 | 9.40 | Hl2 | - | - | TT | PP+ | 94.41% | 87.0% | Evkqurmi | 1iS | 150g | 160 | 1wF+160 | - | 884.00000 |
| M | PXJ | 82.240 | 8.90 | K2 | - | - | V | H | 81.83% | 12.4% | Hfefldlc | 1yC | 210n | 220 | 1mY+220 | - | 609.00000 |
Tranche Comments
D: Registration: 144I Gimg;
W: Registration: 144P Sxtr;
M: Registration: 144D Mpkr;
E: Registration: 144B Fkrt;
N: Registration: 144Y Rnoc;
F: Registration: 144P Emso;