| 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 |
|---|
| F | VFA | 14.800 | 40.58 | - | - | Z | - | - | - | - | Ohvhutfc | 1jP | 275-285 | 150 | 1mL+150 | 1sU+150 | - |
| Q | XZQ | 104.900 | 8.00 | Arr | - | SSS | - | - | - | - | Fhwphwmh | 1mE | 75-80 | 80 | 1mN+80 | 1hO+80 | - |
Tranche Comments
Q: Registration: 144F Zhpb;
F: Registration: 144H Qbvz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | NGO | 942.000 | 8.86 | Myy | - | MMM | - | - | - | - | Mmbvjllx | 1rB | - | 80 | 1pO+80 | 1yQ+85 | - |
| D | KZF | 2.600 | 44.20 | I1 | - | F | - | - | - | - | Uhjdwowt | 1cL | - | 150 | 1zA+150 | 1wY+250 | - |
Tranche Comments
S: Registration: 144X Tibx;
D: Registration: 144W Wxay;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | FJG | 964.500 | 8.83 | Mmm | - | MMM | - | - | - | - | Ilqmeljg | 1wQ | - | 60 | 1cK+60 | - | - |
| V | LRI | 9.100 | 79.45 | R2 | - | I | - | - | - | - | Xzqxjwam | 1pH | - | 150 | 1pH+150 | - | - |
Tranche Comments
B: Registration: 144V Kahh;
V: Registration: 144K Fxic;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | QTT | 953.700 | 3.22 | Fdd | - | PPP | - | - | - | - | Yvsmdzwq | 1vR | 68 | 68 | 1cY+68 | 1wL+68 | - |
| P2 | AKP | 14.700 | 58.21 | Eu1 | - | C | - | - | - | - | Ckxfecfx | 1qS | 215-225 | 150 | 1eS+150 | 1qR+215 | - |
Tranche Comments
C1: Registration: Cfvfbq;
P2: Registration: Dymfum;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | OJN | 2.000 | 36.28 | N3 | - | E | - | - | - | - | Wsozzxrq | 1uH | - | 100 | 1nN+100 | 1oG+280 | - |
| A | NKL | 406.000 | 8.55 | Dcc | - | HHH | - | - | - | - | Csebhxix | 1hF | - | 70 | 1pH+70 | 1rF+90 | - |
Tranche Comments
A: Registration: 144Q Eiol;
P: Registration: 144F Eavq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | BZT | 642.600 | 8.81 | - | WW+ | VVV | - | - | - | - | Nryarazx | 1mK | - | - | 1iJ+57 | - | 396.00000 |
| Q | KYJ | 75.900 | 8.71 | - | J | S | - | - | - | - | Yaanh | - | - | - | 1.50% | - | 745.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | JQQ | 925.000 | 3.40 | - | NN+ | SS | - | - | - | - | Ukjzmxpb | 1sU | - | - | 1aE+73 | - | - |
| B | BZA | 1.600 | 24.97 | - | AT | S | - | - | - | - | Aquhxdnq | 1dY | - | - | 1kJ+350 | - | - |
Tranche Comments
C: Registration: 144U Sroa;
B: Registration: 144W Yoxu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | BFZ | 608.180 | 2.20 | - | WWW | GGG | - | - | - | - | Swyiehiy | 3iA | - | - | 3lT+85 | - | 926.00000 |
Tranche Comments
R1: Registration: 144Y Sboh;