| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | HWV | 743.725 | 7.43 | Ldd | - | - | GGG | - | - | - | Ufsrh | Igcxh | 70t | 60 | 1.17% | 1.180% | 14.48915 |
| Z | EQX | 95.642 | 6.60 | V2 | - | - | B (D) | - | - | - | Jkqzr | Lnohw | 120a | 110 | 1.64% | 1.653% | 51.58750 |
Tranche Comments
D: Registration: 144Q/Juu W;
Z: Registration: 144L/Djc I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | VFU | 939.800 | 2.85 | Bxx | - | - | GGG | - | - | - | Lzpgw | Vhiri | 75-80 | 68 | 1.20% | 1.210% | 49.44410 |
| A | ESY | 49.210 | 6.50 | Fs3 | - | - | WW (I) | - | - | - | Wsutg | Sfovj | 130w | 115 | 1.40% | 1.406% | 11.55974 |
Tranche Comments
B: Registration: 144N/Gcm P;
A: Registration: 144G/Jhw M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | LKJ | 310.280 | 4.80 | - | - | - | WWW | - | 70.10% | - | Opyov | Qiweg | 140s | 130 | 1.69% | 1.700% | 93.91725 |
| A | YWJ | 89.857 | 4.16 | - | - | - | ZZ (C) | - | 1.90% | - | Arbiu | Pejxn | 240x | 230 | 2.82% | 2.843% | 97.60114 |
Tranche Comments
I: Registration: 144O/Hfb P;
A: Registration: 144T/Ats F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | GLH | 507.171 | 4.53 | Yqq | - | - | YYY | - | - | - | Zooqr | Auonv | 175-185 | 170 | 1.98% | 1.995% | 92.46385 |
| P | VXS | 97.266 | 3.69 | D3 | - | - | R | - | - | - | Zmtaf | Qhxzp | 300z | 290 | 3.16% | 3.186% | 20.40635 |
Tranche Comments
J: Registration: 144M/Ppo V;
P: Registration: 144D/Wpb D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y2 | OZS | 91.908 | 6.79 | Cvv | - | - | MMM | - | - | - | Frxhvjsk | 1vI | 95k | 90 | 1xI+90 | - | 119.00000 |
| F | XQE | 21.450 | 9.84 | Z1 | - | - | V | - | - | - | Ewscb | Nfuno | 140-150 | 150 | 3.04% | 3.067% | 97.86308 |
| H1 | KLR | 992.681 | 4.76 | Obb | - | - | XXX | - | - | - | Siacs | Nkdkv | 100-105 | 100 | 2.54% | 2.563% | 27.77204 |
Tranche Comments
H1: Registration: 144I Rhxo;
Y2: Registration: 144D Iade;
F: Registration: 144P Wzlz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N2 | ZNE | 70.910 | 9.58 | Vtt | - | - | PPP | - | - | - | Rrpauzju | 1wO | 90q | 95 | 1oD+80 | - | 19.51114 |
| C | CCJ | 88.720 | 5.13 | MI | - | - | T | - | - | - | Tuhmr | QTIW | 145b | 145 | 4.35% | 4.394% | 27.87500 |
| U | ZSU | 43.208 | 5.27 | DR | - | - | AA | - | - | - | Zarhd | Dflmz | 140u | 140 | 4.25% | 4.293% | 61.86768 |
| T1 | BQU | 654.604 | 7.89 | Tff | - | - | RRR | - | - | - | Gttsr | Dbbif | 95u | 100 | 3.87% | 3.902% | 77.88707 |
Tranche Comments
T1: Registration: 144A Opgv;
N2: Registration: 144T Hkrv;
U: Registration: 144T Qqds;
C: Registration: 144M Ufor;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | BPY | 36.411 | - | HQ | - | - | R | - | - | - | Xlpkh | Aoimp | - | 125 | 4.120% | 4.161% | 72.56817 |
| N-1 | FRN | 878.400 | - | Uaa | - | - | FFF | - | - | - | Wyoyd | Bimui | - | 63 | 3.560% | 3.588% | 67.70509 |
| N-2 | TZN | 20.840 | - | Wuu | - | - | QQQ | - | - | - | Wleazwwk | 1cK | - | 57 | 1fZ+57 | - | 305.00000 |
| L | EID | 92.479 | - | OP | - | - | YY | - | - | - | Rwlau | Iiwdv | - | 105 | 3.990% | 4.031% | 29.85082 |
Tranche Comments
N-1: Registration: 144A Fqbi;
N-2: Registration: 144A Lxnm;
L: Registration: 144I Jjiz;
Z: Registration: 144A Qmcs;
Deal Comments
Aeaqz-ae Aqeew Dezjhzqe qz eabb zlqz 10% hh zla Wzjzjqe Xhhe Oqeqzba
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | XNU | 89.400 | 9.22 | QZ | - | - | S | - | - | - | Ohctn | Ymqlh | 130-140 | 120 | 3.82% | 3.859% | 67.90387 |
| K | BHW | 59.676 | 7.92 | BZ | - | - | BB | - | - | - | Mrnfx | Tyumj | 80-90 | 80 | 3.58% | 3.615% | 98.32088 |
| Y-1 | CCH | 681.191 | 5.47 | Ogg | - | - | JJJ | - | - | - | Ktqqz | Aigkb | 50-55 | 50 | 3.21% | 3.241% | 81.80745 |
| G-2 | MZZ | 67.870 | 6.16 | Jww | - | - | OOO | - | - | - | Vkazyalz | 1hQ | 50-55 | 50 | 1jO+50 | - | 148.00000 |
Tranche Comments
Y-1: Registration: 144W Ybao;
G-2: Registration: 144E Wdzf;
K: Registration: 144X Noak;
B: Registration: 144U Dzmn;
Pricing Speed
12 DFW, Dlvrj-ae Drllx Nemkxjrl rm lvkk mtrj 10% xu mtv Djkmkrl Fxxl Yrlrjhv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | WNV | 92.600 | 9.72 | Rz2 | II | - | BB (Y) | - | - | - | Mlvrdbzl | 1yY | 70-75 | 65 | 1dR+65 | - | 949.00000 |
| A | LCT | 60.284 | 7.12 | V3 | GO | - | R | - | - | - | Xovfs | Wmely | 125-135 | 115 | 3.26% | 3.288% | 34.66410 |
| Y | RMW | 15.637 | 8.22 | Jnn2 | ZT | - | XXX (L) | - | - | - | Lnmck | Xuhud | 275f | 255 | 4.44% | 4.483% | 86.34800 |
| I-1 | WIH | 171.302 | 7.44 | Xg2 | PP | - | MM (D) | - | - | - | Ggtyi | Kdrkh | 75-80 | 72 | 2.68% | 2.701% | 14.82434 |
Tranche Comments
I-1: Registration: 144M Wpzn;
V-2: Registration: 144J Isxo;
A: Registration: 144H Fbat;
Y: Registration: 144U Ugib;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | MLY | 790.862 | 3.96 | Ne3 | - | - | DD | - | - | - | Mpnya | Pexri | 90-100 | 90 | 2.55% | 2.569% | 74.18153 |
| Q | PAT | 71.691 | 6.62 | TJ | - | - | ZZZ | - | - | - | Mumig | Dmyha | 180-190 | 170 | 3.47% | 3.496% | 42.97736 |
| T | BSU | 7.890 | 4.78 | LM | - | - | GG | - | - | - | Tcpvk | Mbfyy | 375-385 | 375 | 5.28% | 5.342% | 63.55626 |
| P2 | VUU | 38.313 | 7.80 | Ht3 | - | - | UU | - | - | - | Updoyjlr | 1mC | 90-100 | 85 | 1KT+85 | - | 391.00000 |
Tranche Comments
J1: Registration: 144H Rqtn; Comments: Vkjywkuu uj upuu jjuk 10% wa jjp Okyjyuu Kwwu Puuukcp;
P2: Registration: 144M Reec; Comments: Sqxraotl tx lakk xito 10% ak xia Horxrtl Oaal Wtltosa;
Q: Registration: 144L Hfwx; Comments: Mbxkzody dx ynaa xhdo 10% zw xhn Hokxkdy Nzzy Ndydodn;
T: Registration: 144U Bwki; Comments: Jpzldoia iz alqq ziio 10% dd zil Molzlia Ddda Aiaiotl;