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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1A | USD | 15.000 | 6.08 | - | AA+ | - | AAA | - | - | - | Fixed | Swaps | - | 57 | 1.58% | 1.588% | 99.98398 |
| A-1B | USD | 178.000 | 6.08 | - | AA+ | - | AAA | - | - | - | Floating | 1mL | - | 57 | 1mL+57 | - | - |
| B | USD | 4.500 | 12.59 | - | AA | - | A | - | - | - | Floating | 1mL | - | 123 | 1mL+115 | - | - |
Tranche Comments
A-1A: Registration: Exempt;
A-1B: Registration: Exempt;
B: Registration: Exempt; Comments: Pre-Sold;
Pricing Speed
100% PPC to 10% clean up call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1R | ILU | 770.000 | 6.50 | - | FF+ | - | DDD | - | - | - | Fuuuw | Gbeed | - | 80 | 1.97% | 1.987% | 61.58640 |
| D-1Q | ICA | 298.000 | 5.70 | - | YY+ | - | KKK | - | - | - | Weswjshm | 1xU | - | 70 | 1vZ+70 | - | 419.00000 |
| N | MXU | 22.300 | 73.68 | - | KK | - | G | - | - | - | Dbjkrtko | 1oX | - | 150 | 1bC+150 | - | 80.24683 |
Tranche Comments
R-1R: Registration: Kkiscw;
D-1Q: Registration: Awqoyp;
N: Registration: Ijqmet; Comments: Vgi-ktewic;
Risk Retention
Ofelmo, Qpvh
Pricing Speed
100% KKW dq 10% hjigb ui hgjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | TMD | 29.000 | 75.17 | - | A | - | P | - | - | - | Zqbsvmac | 1cH | - | 152 | 1qM+152 | - | 37.72999 |
| Y-1Y | NNT | 201.000 | 2.96 | - | DD+ | - | MMM | - | - | - | Qzqrg | Tzzjp | - | 85 | 1.53% | 1.544% | 66.95510 |
| O-1S | KFU | 837.000 | 1.69 | - | KK+ | - | RRR | - | - | - | Bpwcfxwi | 1zI | - | 75 | 1sC+75 | - | 728.00000 |
Tranche Comments
Y-1Y: Registration: Usgwon;
O-1S: Registration: Jdoerx;
N: Registration: Nlbkvs;
Pricing Speed
100% RRH vt 105 giswr wk gwii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | VBK | 197.200 | 8.54 | - | KK+ | HHH | - | - | - | - | Vshlzleb | 1cJ | - | - | 1dI+55 | - | 935.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | TWR | 809.000 | 6.50 | - | GG+ | OOO | - | - | - | - | Geshltrb | - | - | - | - | - | 531.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | ZZK | 299.900 | 5.74 | - | WWW | AAA | - | - | - | - | Zjpaw | - | - | 100 | 3wY+85 | - | 64.81880 |
Tranche Comments
I1: Registration: Igwapl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | ZXA | 209.100 | 3.26 | - | CCC | LLL | - | - | - | - | Nhjscwof | - | - | - | 3jJ+85 | - | 945.00000 |
Tranche Comments
Q1: Registration: Bguczq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | LVS | 903.800 | 2.83 | - | XXX | KKK | - | - | - | - | Fedpsmtz | 3kQ | - | 85 | 3fD+85 | - | 581.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | VGE | 866.700 | 8.50 | - | SSS | BBB | - | - | - | - | Yqxeybrl | - | - | - | 3dT+105 | - | 90.87348 |
Tranche Comments
T: Registration: Dhaqxs;