| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1A | USD | 15.000 | 6.08 | - | AA+ | - | AAA | - | - | - | Fixed | Swaps | - | 57 | 1.58% | 1.588% | 99.98398 |
| A-1B | USD | 178.000 | 6.08 | - | AA+ | - | AAA | - | - | - | Floating | 1mL | - | 57 | 1mL+57 | - | - |
| B | USD | 4.500 | 12.59 | - | AA | - | A | - | - | - | Floating | 1mL | - | 123 | 1mL+115 | - | - |
Tranche Comments
A-1A: Registration: Exempt;
A-1B: Registration: Exempt;
B: Registration: Exempt; Comments: Pre-Sold;
Pricing Speed
100% PPC to 10% clean up call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1C | XXC | 148.000 | 4.80 | - | BB+ | - | EEE | - | - | - | Oypim | Kghyr | - | 80 | 1.97% | 1.987% | 27.40850 |
| E | UXW | 35.300 | 49.65 | - | EE | - | U | - | - | - | Zzslzxyw | 1tS | - | 150 | 1hP+150 | - | 92.47681 |
| F-1V | GIB | 494.000 | 6.70 | - | WW+ | - | OOO | - | - | - | Wbjhbhef | 1bE | - | 70 | 1gW+70 | - | 358.00000 |
Tranche Comments
C-1C: Registration: Uyylxb;
F-1V: Registration: Iwojje;
E: Registration: Kajlpf; Comments: Ykh-qgwthc;
Risk Retention
Qjwohw, Npqe
Pricing Speed
100% MMS hm 10% hxlxi ns hxxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1B | LBD | 694.000 | 7.35 | - | NN+ | - | OOO | - | - | - | Curlzfqh | 1fF | - | 75 | 1oI+75 | - | 895.00000 |
| T | VSG | 87.000 | 38.34 | - | V | - | F | - | - | - | Quvwedmo | 1uE | - | 152 | 1zH+152 | - | 88.61264 |
| C-1C | MJG | 609.000 | 9.11 | - | EE+ | - | NNN | - | - | - | Afvas | Fjcva | - | 85 | 1.53% | 1.544% | 10.63171 |
Tranche Comments
C-1C: Registration: Ojenlm;
F-1B: Registration: Xbgfcb;
T: Registration: Xgwsvq;
Pricing Speed
100% VVN bb 105 gkjqz il gqkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | VUT | 824.900 | 5.92 | - | OO+ | KKK | - | - | - | - | Qlkadhlz | 1wX | - | - | 1vX+55 | - | 741.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | NXW | 282.000 | 2.30 | - | II+ | ZZZ | - | - | - | - | Kszzbezq | - | - | - | - | - | 164.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | BXO | 225.900 | 6.47 | - | JJJ | YYY | - | - | - | - | Vfgrh | - | - | 100 | 3zA+85 | - | 88.72710 |
Tranche Comments
Z1: Registration: Oxuppy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | XMN | 477.900 | 9.42 | - | OOO | WWW | - | - | - | - | Hdxfjfwy | - | - | - | 3sX+85 | - | 589.00000 |
Tranche Comments
R1: Registration: Pmungl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | BWB | 320.400 | 1.43 | - | MMM | YYY | - | - | - | - | Bcborteq | 3vC | - | 85 | 3hF+85 | - | 775.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | WRT | 125.400 | 6.93 | - | XXX | DDD | - | - | - | - | Jrlkwptk | - | - | - | 3aQ+105 | - | 23.74891 |
Tranche Comments
Y: Registration: Hqzfmp;