| 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 |
|---|
| K | AKJ | 81.800 | 20.34 | - | EE | - | K | - | - | - | Xfquqdhp | 1pF | - | 150 | 1gB+150 | - | 33.47052 |
| F-1F | HZX | 863.000 | 4.40 | - | GG+ | - | YYY | - | - | - | Nguwb | Umver | - | 80 | 1.97% | 1.987% | 47.43190 |
| W-1G | MPS | 129.000 | 4.10 | - | PP+ | - | FFF | - | - | - | Jfrxkilu | 1jF | - | 70 | 1zC+70 | - | 403.00000 |
Tranche Comments
F-1F: Registration: Vhvhig;
W-1G: Registration: Nikudz;
K: Registration: Ryxbmh; Comments: Agi-zhaail;
Risk Retention
Imgdqa, Gbqm
Pricing Speed
100% AAS zt 10% mhtbq cx mbhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | HLJ | 36.000 | 22.76 | - | B | - | K | - | - | - | Onubnxin | 1wX | - | 152 | 1tQ+152 | - | 44.52570 |
| O-1O | QCB | 923.000 | 5.26 | - | LL+ | - | NNN | - | - | - | Yhicg | Vcdzt | - | 85 | 1.53% | 1.544% | 80.15769 |
| N-1B | RUI | 578.000 | 7.17 | - | GG+ | - | KKK | - | - | - | Xddyfauk | 1aR | - | 75 | 1aW+75 | - | 885.00000 |
Tranche Comments
O-1O: Registration: Rckvnf;
N-1B: Registration: Qjzfxi;
G: Registration: Qyjxse;
Pricing Speed
100% XXX rw 105 cvtiv qc civv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | AAL | 623.300 | 8.86 | - | QQ+ | HHH | - | - | - | - | Efdptodf | 1gQ | - | - | 1zN+55 | - | 213.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | BRO | 969.000 | 3.20 | - | HH+ | UUU | - | - | - | - | Xbcbjxim | - | - | - | - | - | 971.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1 | CTP | 451.600 | 1.36 | - | YYY | LLL | - | - | - | - | Fvpxw | - | - | 100 | 3xK+85 | - | 39.27410 |
Tranche Comments
N1: Registration: Nkfxxs;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1 | PWZ | 766.800 | 9.37 | - | VVV | PPP | - | - | - | - | Uduqvmyr | - | - | - | 3yR+85 | - | 245.00000 |
Tranche Comments
Y1: Registration: Qiusah;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | GFE | 552.400 | 1.71 | - | GGG | MMM | - | - | - | - | Empsapfe | 3jF | - | 85 | 3xB+85 | - | 172.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | UND | 293.300 | 7.46 | - | XXX | III | - | - | - | - | Hmoqumzn | - | - | - | 3eB+105 | - | 97.76806 |
Tranche Comments
E: Registration: Ywcipb;