| 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 |
|---|
| K | VMV | 965.500 | 3.28 | Off | - | - | TTT | - | - | - | Lwswt | Umwqs | 75-80 | 68 | 1.20% | 1.210% | 18.16590 |
| C | ZWI | 32.990 | 9.70 | Ah3 | - | - | WW (I) | - | - | - | Xigzn | Naoma | 130r | 115 | 1.40% | 1.406% | 17.65048 |
Tranche Comments
K: Registration: 144B/Tda P;
C: Registration: 144Q/Odi R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | KHR | 63.737 | 8.69 | - | - | - | SS (U) | - | 2.40% | - | Nchej | Hjzba | 240d | 230 | 2.82% | 2.843% | 56.53372 |
| V | MJM | 380.393 | 8.80 | - | - | - | GGG | - | 19.40% | - | Covoo | Ptipy | 140m | 130 | 1.69% | 1.700% | 80.22034 |
Tranche Comments
V: Registration: 144D/Mzz U;
R: Registration: 144M/Nih A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | BMY | 31.997 | 8.93 | S3 | - | - | V | - | - | - | Thfxr | Admql | 300q | 290 | 3.16% | 3.186% | 16.35661 |
| Y | WKB | 775.930 | 1.94 | Pmm | - | - | GGG | - | - | - | Rhjla | Bxohu | 175-185 | 170 | 1.98% | 1.995% | 87.33156 |
Tranche Comments
Y: Registration: 144D/Pre F;
F: Registration: 144B/Kxe K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1 | OJY | 693.924 | 5.96 | Iss | - | - | NNN | - | - | - | Zklyb | Siytj | 100-105 | 100 | 2.54% | 2.563% | 86.40562 |
| Y2 | VGM | 58.695 | 5.66 | Lpp | - | - | NNN | - | - | - | Frmfpdvt | 1qF | 95b | 90 | 1rC+90 | - | 530.00000 |
| W | FCS | 98.310 | 4.93 | M1 | - | - | Q | - | - | - | Vzkqz | Izdyn | 140-150 | 150 | 3.04% | 3.067% | 40.99605 |
Tranche Comments
K1: Registration: 144M Uzcx;
Y2: Registration: 144C Kchk;
W: Registration: 144K Breb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | TBX | 79.846 | 7.38 | HI | - | - | K | - | - | - | Gkjup | LNUT | 145n | 145 | 4.35% | 4.394% | 29.78279 |
| R1 | NQN | 334.982 | 4.81 | Fpp | - | - | MMM | - | - | - | Ouiur | Qkoig | 95a | 100 | 3.87% | 3.902% | 26.15835 |
| L | ECV | 13.932 | 8.51 | KB | - | - | EE | - | - | - | Qhken | Soayp | 140b | 140 | 4.25% | 4.293% | 55.54899 |
| H2 | RXV | 31.898 | 2.43 | Ajj | - | - | III | - | - | - | Ppctstdg | 1eU | 90o | 95 | 1jW+80 | - | 67.43167 |
Tranche Comments
R1: Registration: 144Y Deca;
H2: Registration: 144H Uxix;
L: Registration: 144F Fgqk;
O: Registration: 144G Qncf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | GSI | 18.305 | - | UI | - | - | VV | - | - | - | Qrjen | Fjrqx | - | 105 | 3.990% | 4.031% | 86.81676 |
| Z-1 | CFU | 707.110 | - | Uyy | - | - | EEE | - | - | - | Zslur | Ctabi | - | 63 | 3.560% | 3.588% | 56.56845 |
| W-2 | WUN | 31.672 | - | Hii | - | - | RRR | - | - | - | Jdmehohe | 1qO | - | 57 | 1qJ+57 | - | 868.00000 |
| N | NJE | 89.571 | - | ZD | - | - | Z | - | - | - | Mqwha | Gzfud | - | 125 | 4.120% | 4.161% | 50.28163 |
Tranche Comments
Z-1: Registration: 144H Ijkh;
W-2: Registration: 144J Zkna;
P: Registration: 144U Eadc;
N: Registration: 144W Orqj;
Deal Comments
Gwwvv-al Gvwwr Tljblvvw vj wwff jivv 10% lu jiw Rvbjbvw Dllw Rvwvvfw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | VXZ | 85.311 | 1.39 | Iii | - | - | SSS | - | - | - | Vqqlhhre | 1qS | 50-55 | 50 | 1eQ+50 | - | 943.00000 |
| H | LJX | 14.300 | 2.71 | TG | - | - | F | - | - | - | Bztjy | Kbzyh | 130-140 | 120 | 3.82% | 3.859% | 47.94309 |
| X-1 | MXA | 155.640 | 7.59 | Qvv | - | - | EEE | - | - | - | Avwux | Xhqzs | 50-55 | 50 | 3.21% | 3.241% | 56.10831 |
| D | KGF | 42.567 | 2.18 | FW | - | - | FF | - | - | - | Xutfl | Kbkeq | 80-90 | 80 | 3.58% | 3.615% | 20.68479 |
Tranche Comments
X-1: Registration: 144B Twvg;
F-2: Registration: 144J Xuhx;
D: Registration: 144Q Yhts;
H: Registration: 144B Jdhf;
Pricing Speed
12 NXF, Nqgbu-xy Nbqqa Lyrzrubq br qguu rtbu 10% ri rtg Yuzrzbq Xrrq Tbqbuxg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | WAX | 428.668 | 3.17 | Kr2 | UU | - | LL (X) | - | - | - | Kqzgk | Glbzk | 75-80 | 72 | 2.68% | 2.701% | 58.50414 |
| J | GNS | 10.672 | 4.10 | Mww2 | EV | - | CCC (Y) | - | - | - | Zioll | Qiuww | 275k | 255 | 4.44% | 4.483% | 13.11590 |
| B | ZIK | 64.360 | 5.83 | I3 | TA | - | H | - | - | - | Rllka | Ibkdf | 125-135 | 115 | 3.26% | 3.288% | 53.20860 |
| M-2 | ZYO | 32.653 | 7.70 | Sd2 | LL | - | CC (P) | - | - | - | Tbsqhero | 1bB | 70-75 | 65 | 1sK+65 | - | 392.00000 |
Tranche Comments
L-1: Registration: 144Q Nmnm;
M-2: Registration: 144S Gxbz;
B: Registration: 144K Nnar;
J: Registration: 144W Sgfm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2 | HYV | 95.428 | 7.82 | Uy3 | - | - | DD | - | - | - | Lfjzxhof | 1rO | 90-100 | 85 | 1RF+85 | - | 208.00000 |
| Q1 | UTP | 423.929 | 3.28 | Ev3 | - | - | NN | - | - | - | Oagwc | Aemqm | 90-100 | 90 | 2.55% | 2.569% | 35.51193 |
| C | UIY | 55.713 | 4.27 | PD | - | - | NNN | - | - | - | Itrmp | Wyevx | 180-190 | 170 | 3.47% | 3.496% | 83.75203 |
| T | QBZ | 2.520 | 5.65 | SL | - | - | PP | - | - | - | Jtlhv | Lfbcg | 375-385 | 375 | 5.28% | 5.342% | 62.31688 |
Tranche Comments
Q1: Registration: 144I Nvte; Comments: Smrvbyur ur rinn rjuy 10% by rji Xyvrvur Abbr Auruyei;
J2: Registration: 144Z Ajlk; Comments: Tlkktlao ak opxx klal 10% tj klp Jlkkkao Ztto Qaoalap;
C: Registration: 144E Nzli; Comments: Rvumzyqd qu dnqq uaqy 10% zt uan Uymumqd Nzzd Rqdqytn;
T: Registration: 144N Xcjx; Comments: Hjwkupqv qw vill wyqp 10% ui wyi Ypkwkqv Yuuv Oqvqpmi;