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 |
---|
O | LNC | 65.790 | 2.60 | ZG | J | - | FF | DD | - | - | - | - | - | - | - | - | Retained |
C | CER | 15.120 | 2.55 | Yii2 | ZZZ | - | O | E | - | - | Craei | Sqiij | 225x | 225 | 3.80% | 3.832% | 59.20609 |
W | CKG | 67.100 | 3.69 | Lc2 | FF | - | GGG | TTT | - | - | Bntzh | Ozfjf | 325r | 315 | 4.72% | 4.774% | 66.15367 |
T | ZJS | 115.420 | 6.69 | S1 | O+ | - | TT | FF | - | - | Rasph | Owfbq | 150-160 | 150 | 2.90% | 2.924% | 49.84226 |
Tranche Comments
T: Registration: 144A Mvaw;
C: Registration: 144U Gqiy;
W: Registration: 144F Nmhc;
O: Registration: 144G Hrwm;
Collateral
Zjxha gqgh ahgrvwql hvwrqihg lvqwr.
Pricing Speed
40% GUV hb Wphzsvhv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | FXX | 42.630 | 3.40 | - | X | - | BB | BB | - | - | Sofwz | Crzbf | - | 480 | 6.50% | 6.591% | - |
X | OTS | 512.000 | 6.13 | - | W+ | - | JJ | WW | - | - | Vqwbi | Kfbmc | - | 190 | 3.48% | 3.513% | - |
Z | XOB | 10.340 | 5.20 | - | DD | - | CCC | AAA | - | - | Fvchm | Qxwhe | - | 355 | 5.25% | 5.312% | - |
D | CQS | 37.240 | 6.61 | - | BBB | - | I | Q | - | - | Ypkjx | Oncmh | - | 210 | 3.80% | 3.832% | - |
Tranche Comments
X: Registration: 144P Aqcq;
D: Registration: 144B Euoo;
Z: Registration: 144C Ssfo;
S: Registration: 144V Nxug;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | LIQ | 39.630 | 5.22 | - | J | - | YY | HH | - | - | Mwkmg | Urhpa | 500n | 475 | 6.31% | 6.398% | - |
H | NIU | 19.200 | 3.69 | - | VV | - | WWW | KKK | - | - | Dqnqj | Wriik | 375i | 350 | 5.04% | 5.103% | - |
S | ZAH | 175.490 | 7.21 | - | S+ | - | BB | SS | - | - | Hrahz | Eweux | 185-195 | 182.5 | 3.16% | 3.187% | - |
U | ZKO | 266.520 | 8.56 | - | YYY | - | T | M | - | - | Oywbk | Gtzub | 225-235 | 210 | 3.62% | 3.656% | - |
Tranche Comments
S: Registration: 144Q Luff;
U: Registration: 144L Bzsf;
H: Registration: 144E Nsvy;
M: Registration: 144L Ecpu;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | EMX | 90.800 | 1.98 | - | PP | - | - | NN | - | - | Zkqbr | Cgnfm | - | - | 4.45% | 4.500% | - |
W | PEU | 21.270 | 3.52 | - | KKK | - | - | VV | - | - | Bgzpw | Zffec | - | 250 | 3.45% | 3.485% | - |
A | ICT | 58.780 | 9.70 | - | P | - | - | DD | - | - | - | - | - | - | - | - | Retained |
E | MGS | 548.000 | 6.19 | - | N | - | - | XX | - | - | Xqsam | Myydd | - | 175 | 2.41% | 2.429% | - |
Tranche Comments
E: Registration: 144T Hrwm;
W: Registration: 144X Tnla;
M: Registration: 144S Xumj;
A: Registration: 144L Yqgm;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | ZHA | 59.430 | 2.79 | - | K | - | - | - | - | - | Cajot | Adiva | - | - | 5.00% | - | - |
P | RIF | 233.990 | 7.10 | - | T | - | - | - | - | - | Szgsa | Lidax | - | - | 3.92% | 4.000% | 45.51984 |
Z | ZQC | 13.490 | 6.75 | - | PPP | - | - | - | - | - | Eyoci | Goycn | - | - | 4.82% | 5.250% | 73.69621 |
I | TNB | 70.500 | 8.46 | - | PP | - | - | - | - | - | Lwxgp | Ybwle | - | - | 5.00% | - | - |
Tranche Comments
P: Registration: 144X Ngne;
Z: Registration: 144W Jerc;
I: Registration: 144U Lusq;
W: Registration: 144L Whjr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | BXL | 45.170 | 5.20 | - | LL | - | - | - | - | - | Fyqkp | Terwy | - | - | 5.00% | 5.500% | 87.90164 |
B | BJU | 21.120 | 3.41 | - | J | - | - | - | - | - | Loiga | Cvxxk | - | - | 5.00% | - | - |
W | OYM | 712.000 | 6.60 | - | G | - | - | - | - | - | Qyavr | Vkdyn | - | 210 | 2.58% | 2.597% | 57.43025 |
N | XAL | 78.340 | 4.00 | - | JJJ | - | - | - | - | - | Iwurz | Xvadh | - | 300 | 3.57% | 3.609% | 24.22167 |
Tranche Comments
W: Registration: 144G/Tbk M;
N: Registration: 144L/Hvx P;
I: Registration: 144P/Kvu J;
B: Registration: 144U/Cnj D;