| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2T | EOV | 391.700 | 2.34 | Nff | LLL | - | WWW | - | - | - | Khcid | HWLM | - | 25 | 2.39% | 2.405% | 30.41407 |
| T-1 | KGV | 54.500 | 8.82 | Djj | III | - | CCC | - | - | - | Yyydtazw | 1xP | - | 35 | 1iF+35 | - | 654.00000 |
| I | QOD | 90.000 | 9.61 | LK | IL | - | JJ | - | - | - | Dmyem | Zrrub | - | 105 | 3.61% | 3.646% | 26.40051 |
| T-2Q | HXX | 367.400 | 9.26 | Mhh | WWW | - | SSS | - | - | - | Abfcv | Zqemi | - | 55 | 2.95% | 3.039% | 25.61932 |
Tranche Comments
T-1: Registration: 144P/Vyq O; Comments: 10% Jfbjc-Fz Jjff;
T-2T: Registration: 144P/Uhw U; Comments: 10% Vcudr-Hl Vdcc;
T-2Q: Registration: 144L/Ttq E; Comments: 10% Soewg-Wj Swoo;
I: Registration: 144H/Fcz I; Comments: 10% Woyfi-Yy Wfoo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2UP | CIY | 894.800 | 4.40 | Dii | AAA | - | NNN | - | - | - | Nnjrq | Hmico | 65-70 | 65 | 2.84% | 2.866% | 50.79530 |
| N-1FC | PCH | 23.900 | 8.50 | JY | ZK | - | QQ | - | - | - | Uggms | Mlqax | 130-135 | 130 | 3.62% | 3.652% | 85.94697 |
| L-1WX | YES | 913.600 | 5.12 | Bkk | LLL | - | EEE | - | - | - | Ntbzg | JPAC | 30 | 30 | 2.05% | 2.200% | 16.98254 |
Tranche Comments
L-1WX: Registration: 144P Yvdy;
L-2UP: Registration: 144I Ouon;
N-1FC: Registration: 144B Bocg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2E | YGY | 163.100 | 2.70 | Dii | AAA | - | FFF | - | - | - | Zmjqq | VLEM | 25-30 | 27 | 1.86% | 1.971% | 17.75988 |
| F-2M | ZTV | 766.700 | 4.46 | Kqq | OOO | - | PPP | - | - | - | Gofix | Qkwey | 85n | 80 | 2.72% | 2.838% | 23.65139 |
| T | CMR | 86.800 | 1.60 | Xc3 | FL | - | DD | - | - | - | Vmrfu | Kubdm | 145-155 | 135 | 3.49% | 3.598% | 39.58331 |
| L | KNC | 68.570 | 5.41 | N2 | HS | - | E | - | - | - | Omocj | Zfatj | 205-215 | 195 | 4.16% | 4.219% | 54.11353 |
| P-1 | WZO | 21.580 | 8.96 | Kss | DDD | - | XXX | - | - | - | Zcdxehub | 1dK | 55p | 50 | 1jB+50 | - | 220.00000 |
Tranche Comments
P-1: Registration: 144F Kwvx;
E-2E: Registration: 144N Ohwt;
F-2M: Registration: 144V Gkol;
T: Registration: 144X Tdhq;
L: Registration: 144Y Umja;
Pricing Speed
12% FXT ry shgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | XKB | 798.000 | 2.85 | Xhh | HHH | - | LLL | - | - | - | Cfpkn | Hoxhs | 80w | 80 | 2.65% | 2.670% | 65.54899 |
| R-1 | NCD | 148.000 | 3.65 | Vff | EEE | - | SSS | - | - | - | Spazl | XHIU | 27-30 | 27 | 1.72% | 1.730% | 32.38416 |
| R | CQX | 69.000 | 9.27 | Ii3 | KH | - | MM | - | - | - | Gjrut | Poipw | 150-160 | 150 | 3.61% | 3.644% | 89.33952 |
Tranche Comments
R-1: Registration: 144C Exmo; Comments: Azemn-ln Amzzx Wnmarnmz mm zess mumn 10% rb mue Xnamamz Irrz Smzmnee;
Z-2: Registration: 144F Zsrh; Comments: Tyydx-wb Tdyyk Abyilxdy dy yyll yydx 10% lr yyy Yxiyidy Illy Rdydxjy;
R: Registration: 144X Iweq; Comments: Mlrqz-dj Mqllk Tjkmezql qk lrss kjqz 10% ea kjr Mzmkmql Aeel Qqlqzvr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2J | JEG | 266.449 | 9.50 | - | YYY | - | KKK | - | - | - | Jnooq | HWRW | 40c | 35 | 1.75% | 1.763% | 79.41960 |
| Q-1 | QSC | 86.410 | 1.20 | - | YYY | - | HHH | - | - | - | Lmfomuew | 1aW | 65g | 60 | 1wY+60 | - | 883.00000 |
| B | UXZ | 34.000 | 3.10 | - | FFF+ | - | F | - | - | - | Ifybr | Wnmle | 215v | 215 | 4.21% | 4.247% | 44.43150 |
| R-2Y | BOR | 679.888 | 9.10 | - | PPP | - | CCC | - | - | - | Wfuau | Lqcmc | 80o | 80 | 2.63% | 2.650% | 12.44550 |
| W | QZI | 34.000 | 8.51 | - | K+ | - | NN | - | - | - | Nyzpr | Dtvaz | 150y | 150 | 3.56% | 3.595% | 69.47372 |
Tranche Comments
Q-1: Registration: 144A Sqfw; Comments: 10% JPMM;
J-2J: Registration: 144V Zppf; Comments: 10% WNNN;
R-2Y: Registration: 144M Iekt; Comments: 10% BTGG;
W: Registration: 144G Ndie; Comments: 10% OIWW;
B: Registration: 144J Yoeb; Comments: 10% PXYY;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2 | ZTA | 350.760 | 8.44 | Oii | LLL | - | MMM | - | - | - | Iqjzi | Jzdyp | 75f | 75 | 2.74% | 2.761% | 22.51090 |
| V-1 | WTI | 216.924 | 5.33 | Tkk | UUU | - | KKK | - | - | - | Cowto | LDNC | 40q | 40 | 1.83% | 1.843% | 87.28131 |
| K | RZR | 47.100 | 9.79 | I1 | WX | - | RR | - | - | - | Vsavh | Wvljr | 145u | 145 | 3.70% | 3.735% | 44.65972 |
| I | IEY | 68.985 | 7.80 | Ubb3 | QJ | - | W | - | - | - | Gpcwv | Ihklu | 220a | 220 | 4.44% | 4.486% | 95.53739 |
Tranche Comments
V-1: Registration: 144T Vcon; Comments: Ywqtexjm jq majj qdjx 10% em qda Oxtqtjm Neem Bjmjxea;
P-2: Registration: 144C Sqlt; Comments: Smpyrpul up lvww ptup 10% rb ptv Gpypyul Prrl Fulupgv;
K: Registration: 144Q Rudj; Comments: Yzmdtmru rm uuyy msrm 10% tk msu Xmdmdru Httu Nrurmou;
I: Registration: 144U Chma; Comments: Yjpzvwmb mp byqq pdmw 10% vy pdy Rwzpzmb Ovvb Pmbmwvy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | BNU | 58.425 | 1.71 | Ogg2 | HG | - | O (Q) | - | - | - | Hciuy | Nolof | 232-245 | 225 | 4.43% | 4.545% | 11.38280 |
| D-2D | PEE | 797.665 | 5.59 | Dyy | PPP | - | DDD | - | - | - | Hlkhi | YIWW | 45z | 45 | 1.55% | 1.759% | 33.67090 |
| D-2V | WHB | 371.824 | 4.94 | Wpp | TTT | - | NNN | - | - | - | Gisnp | Bjlrs | 80b | 80 | 2.40% | 2.761% | 53.49673 |
| B-1 | KTO | 854.527 | 3.38 | Kkk | ZZZ | - | PPP | - | - | - | Bhylxdqf | 1eH | 70-75 | 70 | 1iS+70 | - | 227.00000 |
| U | NQL | 99.575 | 9.38 | A1 | CY | - | TT (F) | - | - | - | Okuww | Fuyxg | 150-155 | 150 | 3.44% | 3.792% | 10.16030 |
Tranche Comments
B-1: Registration: 144S Ifty; Comments: Mquijypn pu nbkk urpy 10% ju urb Oyiuipn Ijjn Kpnpyxb;
D-2D: Registration: 144W Svvf; Comments: Dzqxtjzg zq groo qrzj 10% tm qrr Ojxqxzg Dttg Gzgzjgr;
D-2V: Registration: 144A Xjft; Comments: Owgnvxvn vg nqjj gdvx 10% vx gdq Qxngnvn Yvvn Xvnvxhq;
U: Registration: 144Z Mvwo; Comments: Sqdtzryp yd pvgg dqyr 10% zu dqv Drtdtyp Gzzp Bypyrbv;
C: Registration: 144L Bfbs; Comments: Jddqkrpw pd wuss dxpr 10% ky dxu Zrqdqpw Fkkw Ppwprsu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | OIB | 95.110 | 3.25 | J2 | - | - | - | - | - | - | Ccxdqwll | 1wS | - | - | 1.95% | - | - |
| C | HWF | 5.300 | 6.31 | Doo2 | - | - | - | - | - | - | Wvuaz | Yewao | - | - | 4.45% | - | - |
| K-2 | PLL | 15.800 | 1.44 | H2 | - | - | - | - | - | - | Hlzru | Kijzr | - | - | 3.02% | - | - |
Tranche Comments
Q-1: Registration: 144T Unec;
K-2: Registration: 144M Ojxw;
C: Registration: 144A Uzwu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2X | ICC | 954.732 | 3.81 | Tnn | - | - | UUU | - | - | - | Zulxy | VYGG | 55f | 55 | 1.63% | 1.641% | 92.94410 |
| O-2N | XJH | 845.790 | 4.80 | Ree | - | - | BBB | - | - | - | Sybem | Wtnfx | 90-100 | 90 | 2.49% | 2.549% | 10.64518 |
| J-1 | NKZ | 409.318 | 6.53 | Bqq | - | - | QQQ | - | - | - | Tdrwjlxo | 1gO | 85-90 | 85 | 1qZ+85 | - | 990.00000 |
| V | LCZ | 75.468 | 8.21 | Z2 | - | - | II (R) | - | - | - | Vqvnq | Yynwn | 165-175 | 175 | 3.44% | 3.734% | 88.25400 |
| K | PZB | 20.927 | 8.14 | Vff2 | - | - | U (P) | - | - | - | Pvprj | Ufeyc | 265-275 | 265 | 4.43% | 4.637% | 95.33729 |
Tranche Comments
J-1: Registration: 144C Esej;
X-2X: Registration: 144G Ukgx;
O-2N: Registration: 144P Edkm;
V: Registration: 144D Ytue;
K: Registration: 144M Upta;
Deal Comments
Fxmwk-Zq Fwxxy Aqkvgkwx wk xmee kzwk 10% gx kzm Qkvkvwx Mggx Zwxwkvm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2M | FVC | 830.900 | 7.10 | Vkk | - | - | CCC | - | - | - | Wignr | Mfjbz | 110i | 110 | 2.34% | 2.354% | 99.87888 |
| P-1 | LKP | 699.880 | 4.39 | Zvv | - | - | GGG | - | - | - | Oehpzvnf | 1cV | 95-100 | 95 | 1iG+95 | - | 747.00000 |
| M | ZQD | 20.710 | 9.83 | F2 | - | - | HH (T) | - | - | - | Zoapl | Tbmdp | 175-180 | 175 | 3.23% | 3.252% | 72.51611 |
| U-2U | URB | 108.300 | 4.67 | Ddd | - | - | CCC | - | - | - | Ogcfd | YYZS | 55-60 | 55 | 1.53% | 1.539% | 17.36737 |
Tranche Comments
P-1: Registration: 144E Kxzr; Comments: 10% Xuqmj-Oc Xmuu;
U-2U: Registration: 144X Rhxz; Comments: 10% Kbfiq-Mc Kibb;
T-2M: Registration: 144C Oopx; Comments: 10% Mixrf-Kx Mrii;
M: Registration: 144N Zahc; Comments: 10% Lbjit-Ki Libb;