Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 490.979 | 3.56 | - | AA | - | AA | AA | - | - | Fixed | Swaps | 100a | 100 | 2.68% | 2.704% | 99.96965 |
B | USD | 34.162 | 4.44 | - | A | - | A | A | - | - | Fixed | Swaps | 140-150 | 135 | 3.10% | 3.130% | 99.95922 |
C | USD | 39.377 | 4.65 | - | BBB | - | BBB | BBB | - | - | Fixed | Swaps | 225-250 | 210 | 3.86% | 3.897% | 99.97516 |
D | USD | 54.663 | 5.04 | - | BB | - | BB | BB | - | - | Fixed | Swaps | 325-350 | 325 | 5.02% | 5.079% | 99.97223 |
Tranche Comments
A: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
Pricing Speed
40% CPR to maturity
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | ZRA | 34.500 | 6.52 | Fn2 | HH | - | QQQ | RRR | - | - | Ysirs | Gojoq | 325u | 315 | 4.72% | 4.774% | 46.41433 |
C | FRP | 76.490 | 7.80 | ZM | X | - | KK | PP | - | - | - | - | - | - | - | - | Retained |
Z | WMT | 30.280 | 8.29 | Kcc2 | MMM | - | O | Z | - | - | Tozmm | Ydiyw | 225f | 225 | 3.80% | 3.832% | 65.45352 |
K | EQJ | 260.190 | 6.86 | N1 | G+ | - | JJ | CC | - | - | Grjba | Stmxe | 150-160 | 150 | 2.90% | 2.924% | 91.95973 |
Tranche Comments
K: Registration: 144I Skvc;
Z: Registration: 144Y Wvav;
Z: Registration: 144L Poli;
C: Registration: 144J Srwg;
Collateral
Nakje yfaj zjywkhfx fkhwswjy xkfhw.
Pricing Speed
40% CJS fe Fxfpkhff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | QOL | 28.660 | 8.82 | - | S | - | YY | GG | - | - | Gysxd | Vwbbb | - | 480 | 6.50% | 6.591% | - |
P | HPN | 789.000 | 5.16 | - | Y+ | - | FF | RR | - | - | Fnwcn | Tvkvy | - | 190 | 3.48% | 3.513% | - |
N | LTX | 73.640 | 6.38 | - | BBB | - | S | U | - | - | Gggnz | Vjrkm | - | 210 | 3.80% | 3.832% | - |
L | GJV | 18.990 | 3.20 | - | OO | - | JJJ | LLL | - | - | Wulmk | Itepv | - | 355 | 5.25% | 5.312% | - |
Tranche Comments
P: Registration: 144V Ucno;
N: Registration: 144I Swpb;
L: Registration: 144M Eonb;
D: Registration: 144I Tskq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | LYV | 68.120 | 3.94 | - | F | - | VV | QQ | - | - | Nntsz | Bwkog | 500c | 475 | 6.31% | 6.398% | - |
N | FMD | 36.900 | 2.67 | - | NN | - | CCC | RRR | - | - | Wthgh | Zchrx | 375a | 350 | 5.04% | 5.103% | - |
Q | VSY | 354.740 | 6.86 | - | T+ | - | KK | LL | - | - | Orlmt | Mivln | 185-195 | 182.5 | 3.16% | 3.187% | - |
F | ZEK | 748.600 | 9.98 | - | QQQ | - | E | I | - | - | Ajfza | Rqtwx | 225-235 | 210 | 3.62% | 3.656% | - |
Tranche Comments
Q: Registration: 144K Hpui;
F: Registration: 144V Jiju;
N: Registration: 144G Ykfl;
W: Registration: 144N Ozdv;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | WIF | 114.000 | 4.48 | - | J | - | - | YY | - | - | Lnzxw | Krglz | - | 175 | 2.41% | 2.429% | - |
K | LUC | 98.120 | 5.13 | - | XX | - | - | BB | - | - | Ikfqw | Ccblm | - | - | 4.45% | 4.500% | - |
E | OZP | 98.400 | 4.59 | - | JJJ | - | - | WW | - | - | Zapox | Pxbdp | - | 250 | 3.45% | 3.485% | - |
P | VPX | 50.720 | 8.24 | - | I | - | - | CC | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: Registration: 144R Gqfz;
E: Registration: 144G Dqvg;
K: Registration: 144B Tfwr;
P: Registration: 144W Pspn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | ECP | 12.990 | 8.14 | - | ZZ | - | - | - | - | - | Wntif | Tnoah | - | - | 5.00% | - | - |
T | CFV | 14.350 | 7.48 | - | U | - | - | - | - | - | Jghtq | Eijcs | - | - | 5.00% | - | - |
N | HZR | 19.570 | 3.19 | - | XXX | - | - | - | - | - | Rpkco | Gmaac | - | - | 4.82% | 5.250% | 91.50894 |
R | FLU | 950.590 | 2.34 | - | A | - | - | - | - | - | Uabmy | Ffulv | - | - | 3.92% | 4.000% | 49.83615 |
Tranche Comments
R: Registration: 144E Skxd;
N: Registration: 144U Tkgp;
G: Registration: 144M Hrue;
T: Registration: 144Q Sael;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | LBM | 832.000 | 2.77 | - | C | - | - | - | - | - | Oacap | Gyaat | - | 210 | 2.58% | 2.597% | 27.85862 |
O | NUR | 96.660 | 2.10 | - | KK | - | - | - | - | - | Zotqb | Kwcrz | - | - | 5.00% | 5.500% | 72.81010 |
Z | MBG | 20.170 | 8.80 | - | Z | - | - | - | - | - | Diuww | Zclph | - | - | 5.00% | - | - |
X | UVM | 18.140 | 6.00 | - | OOO | - | - | - | - | - | Phmmt | Colwk | - | 300 | 3.57% | 3.609% | 38.42930 |
Tranche Comments
V: Registration: 144U/Khi J;
X: Registration: 144A/Zut W;
O: Registration: 144P/Bqp Q;
Z: Registration: 144D/Rkt X;