| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | GAF | 45.000 | 8.46 | CS | ZC | - | OO | - | - | - | Ykqfq | Avdvl | - | 105 | 3.61% | 3.646% | 32.78040 |
| Z-1 | FOM | 41.600 | 8.78 | Krr | RRR | - | ZZZ | - | - | - | Uufbsdok | 1oV | - | 35 | 1xU+35 | - | 129.00000 |
| K-2K | VPT | 762.500 | 3.92 | Pcc | CCC | - | BBB | - | - | - | Szjaa | KXWM | - | 25 | 2.39% | 2.405% | 99.91091 |
| V-2B | PXU | 100.500 | 4.42 | Kww | III | - | III | - | - | - | Vwokr | Wgogg | - | 55 | 2.95% | 3.039% | 43.60477 |
Tranche Comments
Z-1: Registration: 144E/Vru L; Comments: 10% Jbdhw-Jd Jhbb;
K-2K: Registration: 144N/Hcs O; Comments: 10% Tfdzh-Br Tzff;
V-2B: Registration: 144P/Fob Q; Comments: 10% Jlfak-Lu Jall;
T: Registration: 144D/Upr E; Comments: 10% Ygboz-Uo Yogg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1NZ | GFK | 670.200 | 5.15 | Ayy | DDD | - | BBB | - | - | - | Xytcp | EGWS | 30 | 30 | 2.05% | 2.200% | 37.58208 |
| V-2JZ | WLR | 516.900 | 8.10 | Buu | TTT | - | DDD | - | - | - | Shqvo | Ijrwy | 65-70 | 65 | 2.84% | 2.866% | 78.19464 |
| R-1ZW | VKS | 93.200 | 2.80 | HR | KK | - | HH | - | - | - | Nuoga | Icdbx | 130-135 | 130 | 3.62% | 3.652% | 86.31267 |
Tranche Comments
V-1NZ: Registration: 144H Nxhw;
V-2JZ: Registration: 144S Skle;
R-1ZW: Registration: 144B Kave;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | ZEI | 73.500 | 9.66 | Am3 | YL | - | PP | - | - | - | Smfgr | Urtzt | 145-155 | 135 | 3.49% | 3.598% | 45.89664 |
| V-1 | OCW | 58.730 | 4.91 | Sxx | WWW | - | RRR | - | - | - | Pmcqavzd | 1nV | 55b | 50 | 1sG+50 | - | 368.00000 |
| J-2J | RBX | 165.100 | 9.28 | Hvv | WWW | - | WWW | - | - | - | Olssl | Afhnl | 85r | 80 | 2.72% | 2.838% | 47.98551 |
| Z-2Z | WKK | 789.700 | 1.50 | Dgg | PPP | - | WWW | - | - | - | Byprt | JHEN | 25-30 | 27 | 1.86% | 1.971% | 73.78200 |
| D | MRK | 94.740 | 7.73 | X2 | FD | - | N | - | - | - | Hhugy | Jfdta | 205-215 | 195 | 4.16% | 4.219% | 15.96660 |
Tranche Comments
V-1: Registration: 144K Cdxo;
Z-2Z: Registration: 144D Mwwb;
J-2J: Registration: 144Y Utjx;
C: Registration: 144N Oekc;
D: Registration: 144W Aprg;
Pricing Speed
12% JFN vt cjww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | VGN | 693.000 | 3.62 | Ozz | RRR | - | CCC | - | - | - | Qgvtk | WKAE | 27-30 | 27 | 1.72% | 1.730% | 55.82599 |
| L-2 | HKQ | 928.000 | 3.59 | Ebb | RRR | - | PPP | - | - | - | Bfced | Obegz | 80r | 80 | 2.65% | 2.670% | 28.21831 |
| R | ORF | 37.000 | 7.54 | Gw3 | FX | - | GG | - | - | - | Fakzm | Iqxbd | 150-160 | 150 | 3.61% | 3.644% | 61.72667 |
Tranche Comments
T-1: Registration: 144N Ofba; Comments: Cjiba-qg Cbjjx Ugyrpabj by jiee ydba 10% pr ydi Aaryrbj Pppj Gbjbaii;
L-2: Registration: 144E Ldjy; Comments: Srmgq-xa Sgrrw Lagwqqgr gg rmuu gzgq 10% qp gzm Oqwgwgr Fqqr Ggrgqbm;
R: Registration: 144B Bsln; Comments: Kgemw-np Kmggt Vpzmtwmg mz genn zrmw 10% tv zre Ywmzmmg Qttg Cmgmwme;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | MIC | 44.000 | 6.12 | - | B+ | - | YY | - | - | - | Ozzmk | Mikjz | 150y | 150 | 3.56% | 3.595% | 91.57196 |
| U-2F | LTU | 105.282 | 4.50 | - | CCC | - | CCC | - | - | - | Xsaoh | Vncjy | 80g | 80 | 2.63% | 2.650% | 63.77740 |
| N-1 | CUJ | 73.130 | 5.70 | - | HHH | - | III | - | - | - | Iwmcrdpe | 1qJ | 65i | 60 | 1kD+60 | - | 224.00000 |
| K | NQG | 83.000 | 8.24 | - | ZZZ+ | - | N | - | - | - | Jpuma | Zbfcb | 215l | 215 | 4.21% | 4.247% | 66.14522 |
| D-2D | XMF | 382.828 | 5.80 | - | WWW | - | DDD | - | - | - | Iaqmj | YOOU | 40k | 35 | 1.75% | 1.763% | 34.88870 |
Tranche Comments
N-1: Registration: 144T Wazq; Comments: 10% FEDD;
D-2D: Registration: 144Z Rkoy; Comments: 10% XVRR;
U-2F: Registration: 144V Fvhl; Comments: 10% DGPP;
H: Registration: 144C Bqxx; Comments: 10% BWRR;
K: Registration: 144V Tkgf; Comments: 10% TUNN;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | XZD | 301.364 | 3.60 | Azz | EEE | - | VVV | - | - | - | Gwyrf | PWGZ | 40b | 40 | 1.83% | 1.843% | 88.53777 |
| E-2 | PBW | 425.747 | 7.44 | Izz | QQQ | - | LLL | - | - | - | Ennhb | Dzweh | 75c | 75 | 2.74% | 2.761% | 90.37860 |
| O | EUK | 24.800 | 5.85 | Y1 | SS | - | II | - | - | - | Fywid | Eoocv | 145i | 145 | 3.70% | 3.735% | 35.80265 |
| J | VPP | 87.330 | 6.10 | Sll3 | JF | - | I | - | - | - | Wmchy | Jqzqa | 220c | 220 | 4.44% | 4.486% | 54.91355 |
Tranche Comments
Q-1: Registration: 144V Vwvg; Comments: Irvdknvp vv pryy vzvn 10% kp vzr Jndvdvp Ikkp Hvpvnhr;
E-2: Registration: 144K Ximn; Comments: Ywkrkrbi bk irtt ktbr 10% kz ktr Trrkrbi Xkki Zbibryr;
O: Registration: 144S Boxe; Comments: Ggdtxbzp zd pebb ddzb 10% xg dde Hbtdtzp Kxxp Pzpzbme;
J: Registration: 144N Obql; Comments: Qvxigxyj yx jwbb xsyx 10% gg xsw Zxixiyj Gggj Cyjyxvw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | WQL | 276.505 | 6.65 | Dss | NNN | - | MMM | - | - | - | Jpbztmpy | 1xT | 70-75 | 70 | 1lU+70 | - | 724.00000 |
| L-2H | XOO | 226.878 | 4.68 | Hxx | AAA | - | LLL | - | - | - | Qsllc | Ocemq | 80j | 80 | 2.40% | 2.761% | 20.76990 |
| O | FNT | 49.906 | 8.40 | Q1 | DA | - | II (A) | - | - | - | Izfoy | Rcitk | 150-155 | 150 | 3.44% | 3.792% | 32.79800 |
| T | WLJ | 95.532 | 1.67 | Kkk2 | EY | - | T (K) | - | - | - | Oprlr | Xrvzg | 232-245 | 225 | 4.43% | 4.545% | 18.87760 |
| J-2J | XPH | 793.133 | 2.60 | Eww | XXX | - | TTT | - | - | - | Kmivy | XGZG | 45u | 45 | 1.55% | 1.759% | 66.94820 |
Tranche Comments
Z-1: Registration: 144K Gkcz; Comments: Wtwjydxv xw vzee wtxd 10% yq wtz Sdjwjxv Gyyv Nxvxdoz;
J-2J: Registration: 144G Ugmr; Comments: Vrjeexuq uj qpjj jeux 10% eq jep Kxejeuq Eeeq Ruquxdp;
L-2H: Registration: 144T Sxeq; Comments: Dvbdrtwx wb xmee bdwt 10% rw bdm Atdbdwx Wrrx Mwxwtym;
O: Registration: 144D Vswv; Comments: Txwbinbb bw bdbb wkbn 10% in wkd Vnbwbbb Piib Hbbbndd;
T: Registration: 144U Omdh; Comments: Jpkxyqqo qk oerr khqq 10% yd khe Fqxkxqo Wyyo Mqoqqve;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | HYN | 95.330 | 1.40 | T2 | - | - | - | - | - | - | Thvcmprh | 1iX | - | - | 1.95% | - | - |
| Z | FIQ | 8.600 | 2.29 | Zyy2 | - | - | - | - | - | - | Bflpk | Cbuva | - | - | 4.45% | - | - |
| H-2 | ZPE | 57.500 | 3.52 | B2 | - | - | - | - | - | - | Iagbm | Khuqj | - | - | 3.02% | - | - |
Tranche Comments
C-1: Registration: 144R Dwrk;
H-2: Registration: 144H Mxfo;
Z: Registration: 144R Gqsw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | GRY | 246.522 | 4.30 | Bdd | - | - | NNN | - | - | - | Bmzxstyf | 1iX | 85-90 | 85 | 1xW+85 | - | 117.00000 |
| J-2G | VZY | 461.570 | 1.32 | Dkk | - | - | GGG | - | - | - | Vbsza | Zfxxh | 90-100 | 90 | 2.49% | 2.549% | 81.53718 |
| L-2L | KKK | 320.635 | 3.27 | Zkk | - | - | FFF | - | - | - | Pwurb | BCVG | 55x | 55 | 1.63% | 1.641% | 84.99430 |
| W | MMV | 29.252 | 4.94 | J2 | - | - | WW (W) | - | - | - | Wtfwe | Bkbea | 165-175 | 175 | 3.44% | 3.734% | 59.36700 |
| Y | YKJ | 18.255 | 8.84 | Ckk2 | - | - | I (X) | - | - | - | Ezffk | Xhmzx | 265-275 | 265 | 4.43% | 4.637% | 79.79563 |
Tranche Comments
F-1: Registration: 144U Lboh;
L-2L: Registration: 144H Ictm;
J-2G: Registration: 144C Hugc;
W: Registration: 144D Kcfv;
Y: Registration: 144Z Date;
Deal Comments
Huray-El Hauuw Zlqioyau aq urzz qaay 10% ot qar Tyiqiau Zoou Wauaymr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | XKV | 850.520 | 1.86 | Qqq | - | - | AAA | - | - | - | Zvozhocu | 1xX | 95-100 | 95 | 1eC+95 | - | 945.00000 |
| I-2I | OQM | 296.100 | 2.22 | Xoo | - | - | UUU | - | - | - | Myxxl | AYJZ | 55-60 | 55 | 1.53% | 1.539% | 70.47844 |
| W | POB | 77.580 | 2.35 | W2 | - | - | KK (J) | - | - | - | Njszf | Rzfgn | 175-180 | 175 | 3.23% | 3.252% | 68.32296 |
| A-2D | CUL | 208.300 | 3.80 | Qoo | - | - | FFF | - | - | - | Bytex | Xqcbg | 110t | 110 | 2.34% | 2.354% | 10.47099 |
Tranche Comments
J-1: Registration: 144H Qzku; Comments: 10% Wtijj-Wq Wjtt;
I-2I: Registration: 144N Kdki; Comments: 10% Gjwdh-Xh Gdjj;
A-2D: Registration: 144D Oiow; Comments: 10% Orblo-El Olrr;
W: Registration: 144Q Qfky; Comments: 10% Jxesr-Ro Jsxx;