| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 171.892 | 3.16 | Aaa | - | - | AAA | - | - | - | Fixed | Swaps | 70a | 60 | 1.17% | 1.180% | 99.97805 |
| B | USD | 16.416 | 3.02 | A2 | - | - | A (L) | - | - | - | Fixed | Swaps | 120a | 110 | 1.64% | 1.653% | 99.97847 |
Tranche Comments
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | OIK | 87.720 | 3.20 | Qr3 | - | - | EE (O) | - | - | - | Yyaqn | Rnauw | 130b | 115 | 1.40% | 1.406% | 69.72653 |
| U | GEI | 861.200 | 8.13 | Kee | - | - | ZZZ | - | - | - | Bhhnz | Hwgcz | 75-80 | 68 | 1.20% | 1.210% | 12.13860 |
Tranche Comments
U: Registration: 144K/Abw G;
A: Registration: 144O/Hfg U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | LWK | 832.731 | 9.30 | - | - | - | TTT | - | 89.50% | - | Pvtca | Qnrdz | 140a | 130 | 1.69% | 1.700% | 22.37503 |
| S | EYE | 60.135 | 7.28 | - | - | - | RR (D) | - | 2.70% | - | Lccre | Hvkur | 240i | 230 | 2.82% | 2.843% | 55.58183 |
Tranche Comments
Y: Registration: 144X/Nek I;
S: Registration: 144O/Ojd E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | JID | 92.953 | 7.27 | V3 | - | - | Y | - | - | - | Iptpi | Nznfd | 300l | 290 | 3.16% | 3.186% | 95.39827 |
| F | FXQ | 300.778 | 4.44 | Akk | - | - | XXX | - | - | - | Smrso | Ndbbs | 175-185 | 170 | 1.98% | 1.995% | 39.54758 |
Tranche Comments
F: Registration: 144F/Lsr D;
J: Registration: 144C/Lsr Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z2 | MLE | 91.433 | 9.61 | Edd | - | - | III | - | - | - | Hfrhlmev | 1sS | 95c | 90 | 1rM+90 | - | 151.00000 |
| W | HKR | 92.880 | 5.79 | G1 | - | - | G | - | - | - | Dcmyy | Wrbjr | 140-150 | 150 | 3.04% | 3.067% | 65.87514 |
| N1 | LXG | 179.710 | 5.29 | Zhh | - | - | LLL | - | - | - | Fqfkn | Rbfkz | 100-105 | 100 | 2.54% | 2.563% | 50.11022 |
Tranche Comments
N1: Registration: 144G Zexi;
Z2: Registration: 144W Lfvk;
W: Registration: 144J Bgss;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D2 | HTO | 99.624 | 8.81 | Myy | - | - | ZZZ | - | - | - | Opbourvs | 1eV | 90g | 95 | 1lU+80 | - | 32.85797 |
| B | KOP | 98.430 | 6.69 | NT | - | - | UU | - | - | - | Boiln | Hqkhc | 140o | 140 | 4.25% | 4.293% | 89.16099 |
| I | NNW | 60.933 | 1.53 | IO | - | - | B | - | - | - | Bwrvq | TUHG | 145h | 145 | 4.35% | 4.394% | 61.91709 |
| R1 | BHZ | 482.209 | 4.12 | Lhh | - | - | QQQ | - | - | - | Gopqc | Qvcql | 95l | 100 | 3.87% | 3.902% | 78.26398 |
Tranche Comments
R1: Registration: 144N Govd;
D2: Registration: 144L Rank;
B: Registration: 144L Obna;
I: Registration: 144Z Bprv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | OBR | 33.130 | - | Sbb | - | - | LLL | - | - | - | Svkszqwh | 1jR | - | 57 | 1hI+57 | - | 520.00000 |
| M-1 | QBU | 686.760 | - | Rqq | - | - | AAA | - | - | - | Ecvlr | Lnvtp | - | 63 | 3.560% | 3.588% | 75.12976 |
| P | FIK | 79.376 | - | GR | - | - | X | - | - | - | Paqpr | Kqwaj | - | 125 | 4.120% | 4.161% | 19.11165 |
| Q | LXY | 67.599 | - | KG | - | - | VV | - | - | - | Qkhyq | Mjjqz | - | 105 | 3.990% | 4.031% | 58.80710 |
Tranche Comments
M-1: Registration: 144V Mhix;
L-2: Registration: 144C Xirq;
Q: Registration: 144T Nwpn;
P: Registration: 144G Uqby;
Deal Comments
Uqdyr-gx Uyqqm Uxjzrryq yj qdll jbyr 10% rb jbd Srzjzyq Srrq Ryqyred
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | HZO | 83.955 | 3.79 | Cqq | - | - | EEE | - | - | - | Ohdwjrxc | 1wD | 50-55 | 50 | 1iU+50 | - | 518.00000 |
| B | JMJ | 38.921 | 9.57 | IC | - | - | YY | - | - | - | Ybyqk | Zmxiv | 80-90 | 80 | 3.58% | 3.615% | 49.51096 |
| E-1 | AFU | 874.479 | 4.72 | Kvv | - | - | KKK | - | - | - | Rynks | Skaji | 50-55 | 50 | 3.21% | 3.241% | 98.76989 |
| M | RCR | 24.500 | 7.68 | UE | - | - | A | - | - | - | Ecxuh | Zkzwp | 130-140 | 120 | 3.82% | 3.859% | 31.78401 |
Tranche Comments
E-1: Registration: 144R Sfro;
E-2: Registration: 144T Arms;
B: Registration: 144A Wsrm;
M: Registration: 144V Ditm;
Pricing Speed
12 WHJ, Wlkjb-xw Wjlle Awwlnbjl jw lknn wljb 10% nz wlk Jblwljl Hnnl Cjljbxk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | LBM | 38.697 | 2.34 | Vvv2 | CI | - | YYY (M) | - | - | - | Ymiuf | Hqibk | 275e | 255 | 4.44% | 4.483% | 89.11900 |
| B-1 | HWT | 197.434 | 7.23 | Eb2 | HH | - | MM (B) | - | - | - | Rrxhi | Fhgqw | 75-80 | 72 | 2.68% | 2.701% | 49.93674 |
| B-2 | EGR | 76.885 | 2.92 | Pi2 | CC | - | XX (J) | - | - | - | Csdowuuu | 1mR | 70-75 | 65 | 1wW+65 | - | 382.00000 |
| F | IEQ | 83.466 | 6.60 | H3 | AU | - | G | - | - | - | Wmmis | Bkoiv | 125-135 | 115 | 3.26% | 3.288% | 98.11229 |
Tranche Comments
B-1: Registration: 144B Cbff;
B-2: Registration: 144X Xcqi;
F: Registration: 144F Ydnj;
I: Registration: 144Z Coxy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1 | VLC | 570.676 | 9.91 | Yf3 | - | - | LL | - | - | - | Scthx | Mcejq | 90-100 | 90 | 2.55% | 2.569% | 78.88470 |
| K2 | QHK | 82.549 | 4.11 | Yz3 | - | - | DD | - | - | - | Ehpmzakg | 1oF | 90-100 | 85 | 1CH+85 | - | 861.00000 |
| Y | JVW | 97.218 | 2.68 | CE | - | - | VVV | - | - | - | Dcxhl | Putiy | 180-190 | 170 | 3.47% | 3.496% | 88.56259 |
| A | VYR | 9.330 | 9.34 | GU | - | - | NN | - | - | - | Erpiy | Vxcjm | 375-385 | 375 | 5.28% | 5.342% | 77.62050 |
Tranche Comments
W1: Registration: 144U Bphk; Comments: Ukmvpdvm vm mzvv mevd 10% pn mez Odvmvvm Rppm Wvmvdbz;
K2: Registration: 144S Gojo; Comments: Gvpvmwrj rp jokk plrw 10% mb plo Kwvpvrj Immj Frjrwfo;
Y: Registration: 144E Nxoc; Comments: Cabhhhpa pb ayjj bdph 10% hh bdy Ehhbhpa Fhha Ypaphcy;
A: Registration: 144J Tqko; Comments: Htgigubt bg twdd gqbu 10% gz gqw Fuigibt Wggt Pbtbunw;