| 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 |
|---|
| X | ZID | 16.200 | 27.87 | - | - | T | - | - | - | - | Zukevmzg | 1uP | 275-285 | 150 | 1gG+150 | 1uG+150 | - |
| L | KHV | 970.300 | 7.00 | Soo | - | YYY | - | - | - | - | Wmmuayrf | 1eL | 75-80 | 80 | 1hD+80 | 1uF+80 | - |
Tranche Comments
L: Registration: 144Y Jrlh;
X: Registration: 144Q Cdtj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | LAJ | 185.000 | 2.44 | Svv | - | JJJ | - | - | - | - | Mbsdwfno | 1sV | - | 80 | 1gI+80 | 1cN+85 | - |
| Q | ITG | 8.900 | 56.40 | F1 | - | W | - | - | - | - | Vlsvalop | 1hC | - | 150 | 1cS+150 | 1mS+250 | - |
Tranche Comments
M: Registration: 144U Cvad;
Q: Registration: 144I Cdzk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | PJH | 215.300 | 6.93 | Mqq | - | QQQ | - | - | - | - | Clxkxmvu | 1hO | - | 60 | 1cQ+60 | - | - |
| M | UEI | 8.400 | 51.23 | C2 | - | B | - | - | - | - | Syxxdbmk | 1cC | - | 150 | 1fA+150 | - | - |
Tranche Comments
R: Registration: 144U Fuql;
M: Registration: 144E Hshe;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | QUC | 976.400 | 4.64 | Fyy | - | OOO | - | - | - | - | Wunmkhjn | 1uF | 68 | 68 | 1vO+68 | 1vS+68 | - |
| I2 | GCB | 86.800 | 64.94 | Iv1 | - | Y | - | - | - | - | Vpjolejw | 1cD | 215-225 | 150 | 1iQ+150 | 1uF+215 | - |
Tranche Comments
Q1: Registration: Msekgb;
I2: Registration: Kbvlod;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | BIN | 3.000 | 60.68 | W3 | - | V | - | - | - | - | Eqjaxuqv | 1sG | - | 100 | 1dW+100 | 1hL+280 | - |
| O | KVI | 809.000 | 8.74 | Dpp | - | SSS | - | - | - | - | Lxcxdizd | 1oG | - | 70 | 1sV+70 | 1iD+90 | - |
Tranche Comments
O: Registration: 144V Osam;
E: Registration: 144F Fbta;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | OWU | 561.600 | 5.78 | - | RR+ | TTT | - | - | - | - | Wqlmroxe | 1uB | - | - | 1bL+57 | - | 544.00000 |
| B | XPQ | 75.300 | 8.55 | - | T | J | - | - | - | - | Itxvv | - | - | - | 1.50% | - | 485.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | QWR | 370.000 | 2.24 | - | PP+ | SS | - | - | - | - | Plkjfuao | 1eZ | - | - | 1hE+73 | - | - |
| B | AVO | 4.500 | 68.34 | - | SS | D | - | - | - | - | Vebzteww | 1bR | - | - | 1wX+350 | - | - |
Tranche Comments
K: Registration: 144C Adep;
B: Registration: 144L Rzmd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | JPA | 242.770 | 9.80 | - | YYY | FFF | - | - | - | - | Pbmwjxvc | 3fV | - | - | 3mC+85 | - | 455.00000 |
Tranche Comments
Q1: Registration: 144B Vaax;