| 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 |
|---|
| M | WHJ | 48.200 | 99.72 | - | - | B | - | - | - | - | Kpqxpoos | 1kY | 275-285 | 150 | 1eN+150 | 1bJ+150 | - |
| R | XKM | 457.200 | 8.00 | Fvv | - | RRR | - | - | - | - | Cfpouwye | 1jZ | 75-80 | 80 | 1cR+80 | 1eV+80 | - |
Tranche Comments
R: Registration: 144E Ifjj;
M: Registration: 144B Tjal;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | PRE | 212.000 | 4.69 | Hqq | - | UUU | - | - | - | - | Guzsuhbr | 1jM | - | 80 | 1jG+80 | 1vN+85 | - |
| X | ZLP | 2.300 | 14.91 | G1 | - | I | - | - | - | - | Ujfcuril | 1bZ | - | 150 | 1yP+150 | 1zX+250 | - |
Tranche Comments
N: Registration: 144F Wknx;
X: Registration: 144K Svwa;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | MZD | 1.400 | 59.65 | P2 | - | E | - | - | - | - | Xlcvkdil | 1gS | - | 150 | 1vV+150 | - | - |
| D | WRS | 161.100 | 8.29 | Iuu | - | UUU | - | - | - | - | Ozwwyvcz | 1lS | - | 60 | 1uS+60 | - | - |
Tranche Comments
D: Registration: 144Q Cpoo;
M: Registration: 144Y Wafk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | XPT | 310.700 | 9.92 | Jyy | - | EEE | - | - | - | - | Hkrhomel | 1zO | 68 | 68 | 1yF+68 | 1uC+68 | - |
| J2 | YFN | 10.900 | 99.94 | Jh1 | - | V | - | - | - | - | Efpbyarj | 1mT | 215-225 | 150 | 1lF+150 | 1pA+215 | - |
Tranche Comments
C1: Registration: Ngazhb;
J2: Registration: Ncbmjq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | LFS | 8.000 | 69.56 | V3 | - | X | - | - | - | - | Xmycfvqw | 1zC | - | 100 | 1kQ+100 | 1nG+280 | - |
| X | FZY | 684.000 | 8.94 | Umm | - | FFF | - | - | - | - | Xhpjfwfm | 1xV | - | 70 | 1tV+70 | 1tP+90 | - |
Tranche Comments
X: Registration: 144X Opaw;
N: Registration: 144F Mqtx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | TSJ | 96.500 | 4.76 | - | I | X | - | - | - | - | Wtvze | - | - | - | 1.50% | - | 168.00000 |
| Z | CWW | 784.100 | 5.20 | - | VV+ | CCC | - | - | - | - | Xeprvwjz | 1qE | - | - | 1qA+57 | - | 777.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | CQU | 500.000 | 5.87 | - | YY+ | VV | - | - | - | - | Fssbysrn | 1sN | - | - | 1qJ+73 | - | - |
| D | TQU | 2.200 | 16.13 | - | OW | B | - | - | - | - | Zjkjjynf | 1tG | - | - | 1uB+350 | - | - |
Tranche Comments
E: Registration: 144I Abpp;
D: Registration: 144J Tmcd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1 | LJP | 991.110 | 8.70 | - | CCC | UUU | - | - | - | - | Kkwxdrlk | 3kA | - | - | 3hA+85 | - | 735.00000 |
Tranche Comments
O1: Registration: 144P Ujbr;