| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 88.864 | 1.49 | Aaa | - | - | - | AAA | - | - | Fixed | EDSF | - | 55 | 2.10% | 2.145% | 99.94327 |
Tranche Comments
A: First Pay: 2022-05-10; Registration: 144A/Reg S;
Pricing Speed
30% CLR to Maturity
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | KSO | 82.670 | 8.85 | Yss | - | - | - | QQQ | - | - | Btivs | IGQC | 50-55 | 50 | - | 2.202% | - |
Tranche Comments
V: First Pay: 2020-02-10; Registration: 144U Qaby;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | RSJ | 97.378 | - | Ejj | - | - | - | HHH | - | - | Qnyby | QNUP | 40y | 40 | 3.220% | 3.239% | 80.56905 |
Tranche Comments
C: Registration: 144E Xqms;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | QBY | 75.820 | 1.50 | Caa | - | - | - | DDD | - | - | Kztyk | EYKV | 35r | 32 | 1.87% | 1.877% | 74.48896 |
Tranche Comments
T: Registration: 144H Lwzq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | IMC | 94.507 | 5.90 | Hqq | - | - | - | VVV | - | - | Clico | REVW | - | 55 | 1.47% | 1.482% | 76.33882 |
Tranche Comments
B: Registration: 144B Cuxi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | KRD | 37.300 | 7.70 | Oee | - | - | - | DDD | - | - | Dqbrk | MKIB | 70-75 | 60 | - | - | - |
Tranche Comments
T: Registration: 144H Lbdu; Comments: 10% GNJJ;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | KJT | 66.380 | 2.45 | Djj | KKK | - | - | - | - | - | Xmahn | AMOV | - | 85 | 1.19% | 1.195% | 59.27053 |
Tranche Comments
R: Registration: 144M Sbwd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | HGX | 74.200 | 6.92 | Kee | WWW | - | - | - | - | - | Mbuma | NLCM | - | 85 | 1.23% | 1.240% | 28.35818 |
Tranche Comments
J: Registration: 144A Mfwh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | IAC | 85.240 | 7.00 | Nrr | DDD | - | - | - | - | - | Clmkx | VGIR | - | 140 | 1.99% | 2.000% | 30.26690 |
Tranche Comments
O: Registration: 144F Qnqq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | XBM | 29.860 | 4.92 | Gii | XXX | - | - | - | - | - | Otuxz | XEWW | - | 115 | 1.69% | - | - |
Tranche Comments
G: Registration: 144W Ezwh;