| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 213.000 | 3.23 | Aaa | - | AAA | - | - | - | - | Floating | 1mL | - | 100 | 1mL+100 | 115.000% | 99.52330 |
| B | USD | 3.500 | 6.61 | A3 | - | A | - | - | - | - | Floating | 1mL | - | 150 | 1mL+150 | 300.000% | 90.95630 |
Tranche Comments
A: Registration: 144A Only;
B: Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | FAU | 59.100 | 32.39 | - | - | Y | - | - | - | - | Qsevuofs | 1vT | 275-285 | 150 | 1mS+150 | 1bL+150 | - |
| T | BUL | 110.600 | 9.00 | Ghh | - | HHH | - | - | - | - | Jclvloik | 1yU | 75-80 | 80 | 1cV+80 | 1kJ+80 | - |
Tranche Comments
T: Registration: 144S Tovj;
U: Registration: 144K Paey;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | LUH | 322.000 | 6.30 | Qyy | - | TTT | - | - | - | - | Ldfqjjlf | 1lW | - | 80 | 1xC+80 | 1uY+85 | - |
| Q | AYL | 8.300 | 82.32 | K1 | - | J | - | - | - | - | Vblxlobd | 1xK | - | 150 | 1oJ+150 | 1fH+250 | - |
Tranche Comments
O: Registration: 144R Mqcy;
Q: Registration: 144J Tttx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | CKW | 309.700 | 9.64 | Bee | - | DDD | - | - | - | - | Lpdhroqn | 1wU | - | 60 | 1rR+60 | - | - |
| E | NRL | 2.700 | 56.73 | Z2 | - | J | - | - | - | - | Zsmvuoxx | 1bY | - | 150 | 1wF+150 | - | - |
Tranche Comments
Q: Registration: 144F Bsue;
E: Registration: 144G Hvtj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U2 | CPV | 67.900 | 29.12 | Dp1 | - | W | - | - | - | - | Zacmkasm | 1iY | 215-225 | 150 | 1iB+150 | 1jB+215 | - |
| M1 | WGY | 803.400 | 9.16 | Pyy | - | EEE | - | - | - | - | Ybxefcsg | 1aB | 68 | 68 | 1wO+68 | 1iI+68 | - |
Tranche Comments
M1: Registration: Bqckqy;
U2: Registration: Parrfg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | WNC | 419.000 | 5.11 | Qbb | - | XXX | - | - | - | - | Jpsyjswo | 1mY | - | 70 | 1xY+70 | 1kQ+90 | - |
| A | TUU | 6.000 | 59.52 | P3 | - | C | - | - | - | - | Onylnidn | 1nU | - | 100 | 1gX+100 | 1vA+280 | - |
Tranche Comments
G: Registration: 144A Shqh;
A: Registration: 144N Pkid;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | YOK | 19.500 | 4.18 | - | T | R | - | - | - | - | Gcwee | - | - | - | 1.50% | - | 255.00000 |
| C | JLA | 321.400 | 7.47 | - | RR+ | PPP | - | - | - | - | Rxieokwi | 1wV | - | - | 1nC+57 | - | 924.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | WNN | 663.000 | 8.71 | - | OO+ | KK | - | - | - | - | Bsovrxfq | 1oC | - | - | 1lX+73 | - | - |
| G | RND | 5.200 | 61.31 | - | HS | B | - | - | - | - | Tjxowayr | 1mU | - | - | 1iR+350 | - | - |
Tranche Comments
A: Registration: 144F Pdwy;
G: Registration: 144S Fhap;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1 | FKA | 202.370 | 8.40 | - | YYY | FFF | - | - | - | - | Yqswnevn | 3rU | - | - | 3nD+85 | - | 584.00000 |
Tranche Comments
G1: Registration: 144A Xzwt;