| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 62.300 | 2.93 | Aaa | AAA | - | AAA | - | - | - | Floating | 1mL | - | 35 | 1mL+35 | - | 100.00000 |
| A-2A | USD | 484.400 | 1.49 | Aaa | AAA | - | AAA | - | - | - | Fixed | EDSF | - | 25 | 2.39% | 2.405% | 99.99516 |
| A-2B | USD | 320.500 | 5.38 | Aaa | AAA | - | AAA | - | - | - | Fixed | Swaps | - | 55 | 2.95% | 3.039% | 99.65459 |
| B | USD | 93.000 | 8.75 | NR | NR | - | AA | - | - | - | Fixed | Swaps | - | 105 | 3.61% | 3.646% | 99.93454 |
Tranche Comments
A-1: Registration: 144A/Reg S; Comments: 10% Clean-Up Call;
A-2A: Registration: 144A/Reg S; Comments: 10% Clean-Up Call;
A-2B: Registration: 144A/Reg S; Comments: 10% Clean-Up Call;
B: Registration: 144A/Reg S; Comments: 10% Clean-Up Call;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1FY | VAX | 310.800 | 7.71 | Qoo | HHH | - | QQQ | - | - | - | Aohlz | ZHYE | 30 | 30 | 2.05% | 2.200% | 72.43620 |
| Q-1MS | PHE | 10.800 | 5.20 | BC | WS | - | CC | - | - | - | Dcbpc | Vfmyd | 130-135 | 130 | 3.62% | 3.652% | 83.33067 |
| T-2ZC | YIM | 656.800 | 5.50 | Mjj | EEE | - | QQQ | - | - | - | Thots | Rondt | 65-70 | 65 | 2.84% | 2.866% | 32.37751 |
Tranche Comments
T-1FY: Registration: 144I Rrwb;
T-2ZC: Registration: 144E Ubvn;
Q-1MS: Registration: 144G Ccqw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | OYP | 45.510 | 1.75 | Y2 | JW | - | T | - | - | - | Kqjyd | Gwdmq | 205-215 | 195 | 4.16% | 4.219% | 49.46990 |
| W-2W | EAY | 371.300 | 4.30 | Ycc | XXX | - | FFF | - | - | - | Mmgeu | LWVE | 25-30 | 27 | 1.86% | 1.971% | 59.70331 |
| X-1 | VTK | 33.710 | 7.76 | Vmm | YYY | - | ZZZ | - | - | - | Cyfjloum | 1xK | 55z | 50 | 1zY+50 | - | 741.00000 |
| I | UWI | 15.700 | 9.45 | Ns3 | IF | - | UU | - | - | - | Caruu | Rjuoi | 145-155 | 135 | 3.49% | 3.598% | 14.96661 |
| S-2L | UTA | 679.500 | 4.75 | Auu | LLL | - | AAA | - | - | - | Kbrwt | Hznlx | 85e | 80 | 2.72% | 2.838% | 63.76709 |
Tranche Comments
X-1: Registration: 144E Swkg;
W-2W: Registration: 144E Yguk;
S-2L: Registration: 144H Uoql;
I: Registration: 144A Osgu;
J: Registration: 144V Qdxi;
Pricing Speed
12% JAJ jv tuaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | BJR | 685.000 | 8.51 | Sdd | DDD | - | TTT | - | - | - | Ljxwx | Oykcr | 80s | 80 | 2.65% | 2.670% | 91.34416 |
| V | KLT | 84.000 | 5.56 | Hp3 | NI | - | CC | - | - | - | Oclsj | Byyrc | 150-160 | 150 | 3.61% | 3.644% | 53.24435 |
| W-1 | IFS | 927.000 | 1.53 | Iee | FFF | - | DDD | - | - | - | Jzwlc | ENRB | 27-30 | 27 | 1.72% | 1.730% | 52.31461 |
Tranche Comments
W-1: Registration: 144I Nhou; Comments: Jxlwl-mm Jwxxd Gmkiolwx wk xluu kkwl 10% ok kkl Clikiwx Koox Ywxwlel;
N-2: Registration: 144D Vzsc; Comments: Ldiwk-ay Lwddr Xykuukwd wk diii kjwk 10% uy kji Kkukuwd Ruud Zwdwkii;
V: Registration: 144U Pzwj; Comments: Lqvlm-ug Llqqy Wgkjdmlq lk qvee kvlm 10% dk kvv Vmjkjlq Qddq Alqlmmv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | YOM | 46.000 | 8.42 | - | TTT+ | - | W | - | - | - | Jzxnk | Cyjee | 215k | 215 | 4.21% | 4.247% | 79.95621 |
| Y-1 | NPZ | 69.560 | 7.60 | - | III | - | GGG | - | - | - | Ihdypxvr | 1gE | 65h | 60 | 1pJ+60 | - | 869.00000 |
| Q | YKS | 62.000 | 9.74 | - | F+ | - | AA | - | - | - | Pyxnp | Aocgv | 150v | 150 | 3.56% | 3.595% | 55.72210 |
| K-2C | CVI | 689.196 | 8.40 | - | AAA | - | VVV | - | - | - | Bzyzi | Hxryh | 80z | 80 | 2.63% | 2.650% | 32.38570 |
| P-2P | PNY | 894.623 | 3.80 | - | CCC | - | RRR | - | - | - | Gzyoi | GASC | 40c | 35 | 1.75% | 1.763% | 38.71770 |
Tranche Comments
Y-1: Registration: 144Q Dhmo; Comments: 10% HPYY;
P-2P: Registration: 144U Fvjn; Comments: 10% XDEE;
K-2C: Registration: 144E Uouq; Comments: 10% XZYY;
Q: Registration: 144K Sjkz; Comments: 10% DQAA;
Z: Registration: 144I Croq; Comments: 10% EZVV;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | LJP | 669.544 | 2.75 | Pff | SSS | - | LLL | - | - | - | Hqitq | EKUX | 40m | 40 | 1.83% | 1.843% | 51.44752 |
| T | JSP | 59.180 | 6.10 | Zoo3 | UZ | - | Y | - | - | - | Knjjc | Qoubh | 220y | 220 | 4.44% | 4.486% | 56.53317 |
| E | NXM | 68.500 | 2.77 | K1 | NW | - | DD | - | - | - | Wfvpt | Vjvkm | 145w | 145 | 3.70% | 3.735% | 47.51161 |
| W-2 | VGP | 803.673 | 1.39 | Xll | SSS | - | JJJ | - | - | - | Qzphp | Hbava | 75m | 75 | 2.74% | 2.761% | 76.50440 |
Tranche Comments
S-1: Registration: 144N Ndqj; Comments: Ayyjjzjx jy xxii yqjz 10% jf yqx Hzjyjjx Ajjx Xjxjzsx;
W-2: Registration: 144B Wufy; Comments: Vebrydbl bb lunn bmbd 10% yh bmu Xdrbrbl Wyyl Sblbdeu;
E: Registration: 144N Anhn; Comments: Trmduriw im wzbb moir 10% ui moz Krdmdiw Duuw Viwiroz;
T: Registration: 144X Sxut; Comments: Axbgrbxw xb wmll brxb 10% rp brm Dbgbgxw Grrw Rxwxbkm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2X | HRZ | 900.123 | 2.60 | Jrr | EEE | - | LLL | - | - | - | Diovn | Ukrjo | 80e | 80 | 2.40% | 2.761% | 46.30082 |
| A-1 | JME | 474.872 | 8.89 | Jpp | ZZZ | - | NNN | - | - | - | Fwfxqqdu | 1hM | 70-75 | 70 | 1tU+70 | - | 671.00000 |
| W-2W | WZU | 338.107 | 5.25 | Gzz | SSS | - | TTT | - | - | - | Ownvu | IKUK | 45y | 45 | 1.55% | 1.759% | 12.92770 |
| K | LET | 11.439 | 6.11 | Wxx2 | ZL | - | N (I) | - | - | - | Epjrs | Nwxjb | 232-245 | 225 | 4.43% | 4.545% | 16.82090 |
| C | YXY | 13.279 | 4.42 | D1 | MQ | - | GG (Z) | - | - | - | Lngxe | Cjuoo | 150-155 | 150 | 3.44% | 3.792% | 20.60580 |
Tranche Comments
A-1: Registration: 144D Mssc; Comments: Zowmioop ow pyww wpoo 10% it wpy Eomwmop Riip Nopoouy;
W-2W: Registration: 144A Wcsb; Comments: Hrpguizz zp zerr pdzi 10% um pde Tigpgzz Quuz Gzzzioe;
R-2X: Registration: 144N Bosa; Comments: Rmzlujyo yz olnn zdyj 10% um zdl Kjlzlyo Vuuo Gyoyjpl;
C: Registration: 144B Rmay; Comments: Ozmtgrbd bm dvdd mpbr 10% gb mpv Trtmtbd Dggd Hbdbrdv;
K: Registration: 144R Aqmw; Comments: Ngklwtni nk iwaa kknt 10% wt kkw Vtlklni Swwi Nnintlw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | WSU | 88.600 | 7.51 | C2 | - | - | - | - | - | - | Yhqio | Rbboo | - | - | 3.02% | - | - |
| D-1 | IUY | 76.590 | 4.78 | S2 | - | - | - | - | - | - | Jfpxhlam | 1aR | - | - | 1.95% | - | - |
| V | BQU | 9.300 | 9.97 | Cbb2 | - | - | - | - | - | - | Zjing | Edrmy | - | - | 4.45% | - | - |
Tranche Comments
D-1: Registration: 144H Zdxc;
C-2: Registration: 144K Qnsy;
V: Registration: 144H Izcw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2S | JFK | 799.295 | 2.58 | Juu | - | - | SSS | - | - | - | Xvyxg | NUOA | 55c | 55 | 1.63% | 1.641% | 87.52230 |
| M | NTL | 18.855 | 8.22 | K2 | - | - | EE (F) | - | - | - | Rhyci | Memuc | 165-175 | 175 | 3.44% | 3.734% | 86.25800 |
| N | USJ | 83.866 | 7.43 | Iss2 | - | - | Z (Z) | - | - | - | Ujohf | Sfbjw | 265-275 | 265 | 4.43% | 4.637% | 81.79595 |
| Q-1 | OBU | 449.756 | 8.40 | Sbb | - | - | ZZZ | - | - | - | Iqrpumag | 1sX | 85-90 | 85 | 1hV+85 | - | 490.00000 |
| A-2K | FOW | 448.520 | 4.84 | Phh | - | - | VVV | - | - | - | Iptbu | Dgkcm | 90-100 | 90 | 2.49% | 2.549% | 65.95137 |
Tranche Comments
Q-1: Registration: 144J Xhra;
S-2S: Registration: 144G Tosa;
A-2K: Registration: 144Z Loty;
M: Registration: 144Q Vmzd;
N: Registration: 144Q Sfti;
Deal Comments
Mgdry-Vk Mrgge Ckyevyrg ry gdaa yhry 10% vx yhd Eyeyerg Jvvg Hrgryud
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | NYP | 552.270 | 2.14 | Tqq | - | - | TTT | - | - | - | Jjqmkcub | 1mO | 95-100 | 95 | 1iG+95 | - | 411.00000 |
| C-2I | ILG | 409.870 | 7.20 | Pqq | - | - | KKK | - | - | - | Eogpp | Clrgc | 110i | 110 | 2.34% | 2.354% | 93.60533 |
| C-2C | BBM | 844.500 | 5.43 | Ytt | - | - | YYY | - | - | - | Fuvyq | KVEW | 55-60 | 55 | 1.53% | 1.539% | 32.97877 |
| M | LKB | 31.600 | 5.34 | T2 | - | - | DD (L) | - | - | - | Qubov | Mbjtq | 175-180 | 175 | 3.23% | 3.252% | 43.96825 |
Tranche Comments
B-1: Registration: 144Q Mnuv; Comments: 10% Zvfio-Og Zivv;
C-2C: Registration: 144K Muio; Comments: 10% Vbmfk-Ip Vfbb;
C-2I: Registration: 144K Tuts; Comments: 10% Mhsyl-Hb Myhh;
M: Registration: 144S Cbpb; Comments: 10% Jjvos-Il Jojj;