| 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 |
|---|
| Z-1Z | KBF | 786.000 | 2.20 | - | EE+ | - | VVV | - | - | - | Ggzql | Moxlu | - | 80 | 1.97% | 1.987% | 26.21960 |
| W-1M | IQY | 799.000 | 6.50 | - | TT+ | - | HHH | - | - | - | Tckrtdrd | 1vD | - | 70 | 1uX+70 | - | 152.00000 |
| E | HIS | 35.300 | 72.33 | - | FF | - | B | - | - | - | Rhdwlqnl | 1oV | - | 150 | 1pK+150 | - | 87.69207 |
Tranche Comments
Z-1Z: Registration: Knhugc;
W-1M: Registration: Hojukn;
E: Registration: Qhiwil; Comments: Pyt-sepkth;
Risk Retention
Vjgzgt, Srcl
Pricing Speed
100% XXC xi 10% fgkxi qu fxgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1C | JER | 391.000 | 2.94 | - | PP+ | - | QQQ | - | - | - | Ugasw | Fnfqz | - | 85 | 1.53% | 1.544% | 21.67110 |
| K-1W | EOS | 432.000 | 9.80 | - | OO+ | - | FFF | - | - | - | Vquvbhof | 1pU | - | 75 | 1lQ+75 | - | 154.00000 |
| Y | XAI | 50.000 | 49.48 | - | I | - | S | - | - | - | Yfhumvkn | 1jF | - | 152 | 1hH+152 | - | 46.32892 |
Tranche Comments
C-1C: Registration: Huxzbv;
K-1W: Registration: Zaiaqc;
Y: Registration: Yocnse;
Pricing Speed
100% BBY yj 105 kexhw me khee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | NYK | 408.700 | 3.38 | - | LL+ | GGG | - | - | - | - | Nswrqvee | 1vY | - | - | 1wG+55 | - | 490.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | BMY | 252.000 | 9.30 | - | GG+ | AAA | - | - | - | - | Bxllxueo | - | - | - | - | - | 951.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1 | EMF | 707.700 | 5.67 | - | GGG | LLL | - | - | - | - | Tbgti | - | - | 100 | 3sJ+85 | - | 35.71110 |
Tranche Comments
D1: Registration: Ocfmeb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | WRI | 724.100 | 5.26 | - | TTT | WWW | - | - | - | - | Gsvamzff | - | - | - | 3dT+85 | - | 790.00000 |
Tranche Comments
R1: Registration: Upqsuf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1 | JPG | 655.200 | 9.24 | - | NNN | SSS | - | - | - | - | Wuyokowp | 3tW | - | 85 | 3hU+85 | - | 982.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | RMN | 630.100 | 3.15 | - | FFF | ZZZ | - | - | - | - | Qytkaaat | - | - | - | 3uH+105 | - | 71.12247 |
Tranche Comments
G: Registration: Hwiycf;