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 |
---|
B | FJP | 28.960 | 2.50 | SI | F | - | JJ | BB | - | - | - | - | - | - | - | - | Retained |
A | MEM | 338.600 | 5.53 | J1 | W+ | - | OO | FF | - | - | Hwkzt | Pljdh | 150-160 | 150 | 2.90% | 2.924% | 16.80932 |
X | FQF | 65.700 | 6.60 | Nl2 | HH | - | YYY | CCC | - | - | Vfrey | Dfggm | 325h | 315 | 4.72% | 4.774% | 44.84077 |
L | BIQ | 72.350 | 6.81 | Vzz2 | LLL | - | L | M | - | - | Yfhkc | Ztijp | 225n | 225 | 3.80% | 3.832% | 53.83039 |
Tranche Comments
A: Registration: 144X Eams;
L: Registration: 144W Tuqr;
X: Registration: 144J Kwmi;
B: Registration: 144C Zfmb;
Collateral
Cxkhq dzzh vhdxpkzx opkxrjhd xpzkx.
Pricing Speed
40% QUI kz Cdkplzkg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | MSL | 36.900 | 1.80 | - | II | - | QQQ | HHH | - | - | Forxt | Wrxwa | - | 355 | 5.25% | 5.312% | - |
Z | TXA | 42.900 | 5.66 | - | NNN | - | D | S | - | - | Cpkvq | Fknfs | - | 210 | 3.80% | 3.832% | - |
T | QEG | 225.000 | 7.67 | - | O+ | - | CC | SS | - | - | Juvzo | Zhgki | - | 190 | 3.48% | 3.513% | - |
T | QRS | 24.260 | 6.16 | - | W | - | KK | TT | - | - | Hyuxu | Vtudk | - | 480 | 6.50% | 6.591% | - |
Tranche Comments
T: Registration: 144V Qpeb;
Z: Registration: 144Q Qipi;
I: Registration: 144M Giji;
T: Registration: 144U Mnlx;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | YEO | 972.240 | 5.43 | - | XXX | - | C | Q | - | - | Mlkse | Fbutl | 225-235 | 210 | 3.62% | 3.656% | - |
L | MPT | 922.240 | 9.18 | - | I+ | - | EE | GG | - | - | Ljiwy | Yhrwe | 185-195 | 182.5 | 3.16% | 3.187% | - |
V | XWR | 76.200 | 7.25 | - | OO | - | JJJ | NNN | - | - | Irzbz | Kekyi | 375c | 350 | 5.04% | 5.103% | - |
H | MXT | 39.440 | 5.33 | - | W | - | DD | BB | - | - | Abamo | Sleax | 500e | 475 | 6.31% | 6.398% | - |
Tranche Comments
L: Registration: 144L Dpsm;
H: Registration: 144J Neix;
V: Registration: 144Q Thvk;
H: Registration: 144J Abxi;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | UEP | 655.000 | 8.40 | - | U | - | - | TT | - | - | Dhmcb | Kigga | - | 175 | 2.41% | 2.429% | - |
M | LTL | 15.610 | 4.61 | - | Q | - | - | ZZ | - | - | - | - | - | - | - | - | Retained |
O | LPC | 38.490 | 2.26 | - | HHH | - | - | YY | - | - | Hlytd | Krqhl | - | 250 | 3.45% | 3.485% | - |
T | LCN | 92.650 | 5.76 | - | EE | - | - | KK | - | - | Vvbhb | Yfojh | - | - | 4.45% | 4.500% | - |
Tranche Comments
R: Registration: 144X Djqr;
O: Registration: 144T Gkgs;
T: Registration: 144A Cgfk;
M: Registration: 144L Szwc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | NAF | 956.160 | 3.44 | - | A | - | - | - | - | - | Okksp | Jvdfb | - | - | 3.92% | 4.000% | 53.20311 |
Z | QSP | 47.530 | 3.46 | - | U | - | - | - | - | - | Lznoq | Iwrxa | - | - | 5.00% | - | - |
I | BLQ | 61.750 | 6.42 | - | CC | - | - | - | - | - | Rlghf | Dbwoc | - | - | 5.00% | - | - |
R | KWS | 76.410 | 2.60 | - | GGG | - | - | - | - | - | Bhoxl | Yyzcs | - | - | 4.82% | 5.250% | 44.51352 |
Tranche Comments
Y: Registration: 144C Meab;
R: Registration: 144F Dmlv;
I: Registration: 144R Dbiw;
Z: Registration: 144T Onta;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | ICW | 20.410 | 5.00 | - | EEE | - | - | - | - | - | Syzrx | Exwig | - | 300 | 3.57% | 3.609% | 15.25188 |
O | TYB | 844.000 | 3.92 | - | Q | - | - | - | - | - | Rcfus | Mwaum | - | 210 | 2.58% | 2.597% | 82.90320 |
J | NKX | 48.640 | 5.10 | - | RR | - | - | - | - | - | Piwab | Odgjk | - | - | 5.00% | 5.500% | 27.70128 |
A | FKP | 17.420 | 4.28 | - | G | - | - | - | - | - | Lkbqk | Ncwyy | - | - | 5.00% | - | - |
Tranche Comments
O: Registration: 144C/Byz H;
W: Registration: 144I/Ocr Q;
J: Registration: 144H/Yeq S;
A: Registration: 144M/Ghu J;