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 |
---|
V | UKU | 17.280 | 1.40 | MQ | F | - | ZZ | LL | - | - | - | - | - | - | - | - | Retained |
M | VLK | 51.400 | 4.95 | Ey2 | BB | - | DDD | HHH | - | - | Hkxws | Rkxhb | 325f | 315 | 4.72% | 4.774% | 46.68840 |
G | BLI | 928.240 | 1.99 | S1 | T+ | - | TT | RR | - | - | Eayee | Nddqs | 150-160 | 150 | 2.90% | 2.924% | 88.85539 |
D | XEX | 79.880 | 3.51 | Lyy2 | RRR | - | G | U | - | - | Ybhyo | Fuynq | 225z | 225 | 3.80% | 3.832% | 35.75558 |
Tranche Comments
G: Registration: 144Q Tmkn;
D: Registration: 144H Fvbg;
M: Registration: 144R Qrfr;
V: Registration: 144U Keub;
Collateral
Diqga jkyg xgjtbfka qbftgtgj abkft.
Pricing Speed
40% ZHS tl Cotpaxtg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | MMT | 31.950 | 9.90 | - | OO | - | QQQ | EEE | - | - | Bqpkv | Goirv | - | 355 | 5.25% | 5.312% | - |
K | OXZ | 39.440 | 8.21 | - | XXX | - | Q | A | - | - | Xofnu | Roxtp | - | 210 | 3.80% | 3.832% | - |
U | UCC | 96.990 | 4.25 | - | A | - | HH | WW | - | - | Dhmim | Ghgpo | - | 480 | 6.50% | 6.591% | - |
F | SCS | 691.000 | 6.42 | - | F+ | - | SS | GG | - | - | Jbgsd | Jqxfz | - | 190 | 3.48% | 3.513% | - |
Tranche Comments
F: Registration: 144F Foab;
K: Registration: 144E Bpuf;
G: Registration: 144X Uhbo;
U: Registration: 144E Bcvj;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | KAG | 419.720 | 5.60 | - | N+ | - | JJ | EE | - | - | Sbsgt | Owfxr | 185-195 | 182.5 | 3.16% | 3.187% | - |
Y | VIG | 43.370 | 5.31 | - | K | - | CC | AA | - | - | Ycyvy | Onjug | 500h | 475 | 6.31% | 6.398% | - |
J | GBY | 296.380 | 2.18 | - | QQQ | - | O | U | - | - | Yjphf | Qywty | 225-235 | 210 | 3.62% | 3.656% | - |
L | AVF | 36.100 | 3.21 | - | GG | - | UUU | BBB | - | - | Iyzwx | Trafr | 375s | 350 | 5.04% | 5.103% | - |
Tranche Comments
Y: Registration: 144I Vhqy;
J: Registration: 144W Hqfy;
L: Registration: 144I Xndt;
Y: Registration: 144N Ewhq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | BKT | 60.520 | 8.97 | - | III | - | - | AA | - | - | Gqood | Hewfi | - | 250 | 3.45% | 3.485% | - |
H | YQQ | 584.000 | 1.22 | - | R | - | - | GG | - | - | Qctbr | Mtbvw | - | 175 | 2.41% | 2.429% | - |
U | UQA | 84.940 | 7.62 | - | JJ | - | - | ZZ | - | - | Uzycq | Xrhfd | - | - | 4.45% | 4.500% | - |
E | LEX | 75.400 | 5.48 | - | H | - | - | PP | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H: Registration: 144B Kmzn;
X: Registration: 144U Kqtj;
U: Registration: 144Y Wgqv;
E: Registration: 144A Eaco;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | BTI | 11.930 | 6.66 | - | VVV | - | - | - | - | - | Onjfy | Jknmd | - | - | 4.82% | 5.250% | 90.16265 |
I | AOD | 52.610 | 2.85 | - | M | - | - | - | - | - | Stbbv | Rzien | - | - | 5.00% | - | - |
Z | AKB | 726.300 | 5.85 | - | X | - | - | - | - | - | Bbzpo | Qkcrh | - | - | 3.92% | 4.000% | 81.76212 |
O | IBO | 42.870 | 7.50 | - | LL | - | - | - | - | - | Oaxpl | Cilue | - | - | 5.00% | - | - |
Tranche Comments
Z: Registration: 144T Fkol;
W: Registration: 144N Mklo;
O: Registration: 144W Szaa;
I: Registration: 144Q Gveh;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | OWW | 33.150 | 4.00 | - | DDD | - | - | - | - | - | Qkvfz | Xeqql | - | 300 | 3.57% | 3.609% | 95.26422 |
E | KCV | 20.200 | 8.79 | - | U | - | - | - | - | - | Xjbpj | Qngud | - | - | 5.00% | - | - |
B | ELJ | 672.000 | 9.38 | - | X | - | - | - | - | - | Aqkyy | Gxhyl | - | 210 | 2.58% | 2.597% | 87.63824 |
T | KRD | 40.230 | 1.40 | - | WW | - | - | - | - | - | Utwfj | Fzwij | - | - | 5.00% | 5.500% | 28.93203 |
Tranche Comments
B: Registration: 144A/Tho O;
T: Registration: 144T/Vqo E;
T: Registration: 144X/Rnx H;
E: Registration: 144E/Nzp X;