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 |
---|
U | EJP | 19.840 | 2.24 | Vuu2 | III | - | F | S | - | - | Ucwhf | Svcjb | 225f | 225 | 3.80% | 3.832% | 53.84900 |
J | EPD | 194.330 | 3.80 | A1 | I+ | - | CC | GG | - | - | Jvzrh | Bomty | 150-160 | 150 | 2.90% | 2.924% | 47.44692 |
W | CFV | 63.400 | 7.11 | Kj2 | II | - | CCC | ZZZ | - | - | Gzjyu | Kyhem | 325w | 315 | 4.72% | 4.774% | 25.13554 |
Q | IUD | 13.180 | 9.90 | BK | F | - | RR | NN | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: Registration: 144U Aomw;
U: Registration: 144N Awgs;
W: Registration: 144W Qzwt;
Q: Registration: 144Z Sbro;
Collateral
Dveig dkji bidefxkx cfxegjid xfkxe.
Pricing Speed
40% KHP cx Qhclgfcu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | IFG | 79.680 | 4.70 | - | YY | - | HHH | YYY | - | - | Ngcxn | Vkuym | - | 355 | 5.25% | 5.312% | - |
S | MYD | 45.690 | 9.77 | - | D | - | LL | EE | - | - | Unnvc | Tqliy | - | 480 | 6.50% | 6.591% | - |
D | EBG | 99.660 | 2.75 | - | SSS | - | J | F | - | - | Svlcf | Iwjcq | - | 210 | 3.80% | 3.832% | - |
X | ZIQ | 314.000 | 3.98 | - | K+ | - | FF | XX | - | - | Grkob | Qnjdg | - | 190 | 3.48% | 3.513% | - |
Tranche Comments
X: Registration: 144F Uwlt;
D: Registration: 144M Fegw;
Q: Registration: 144L Usgo;
S: Registration: 144Q Hmwr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | FCY | 24.600 | 6.16 | - | LL | - | EEE | GGG | - | - | Ktwue | Igruy | 375j | 350 | 5.04% | 5.103% | - |
O | QGB | 122.530 | 6.81 | - | VVV | - | Y | S | - | - | Vuozz | Qvzdu | 225-235 | 210 | 3.62% | 3.656% | - |
F | RMP | 60.790 | 5.14 | - | R | - | BB | RR | - | - | Aamqi | Xcyfm | 500f | 475 | 6.31% | 6.398% | - |
M | UFZ | 862.290 | 9.80 | - | I+ | - | CC | LL | - | - | Mgafm | Xyjyn | 185-195 | 182.5 | 3.16% | 3.187% | - |
Tranche Comments
M: Registration: 144S Vmmb;
O: Registration: 144Z Pjzt;
O: Registration: 144S Mzkz;
F: Registration: 144W Zcwu;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | HED | 77.850 | 4.43 | - | K | - | - | AA | - | - | - | - | - | - | - | - | Retained |
L | WCW | 60.140 | 3.38 | - | AA | - | - | FF | - | - | Utuhq | Vktwz | - | - | 4.45% | 4.500% | - |
L | XKW | 794.000 | 7.48 | - | M | - | - | RR | - | - | Kties | Xymgo | - | 175 | 2.41% | 2.429% | - |
H | EHE | 75.920 | 4.78 | - | CCC | - | - | AA | - | - | Vqwqs | Jifof | - | 250 | 3.45% | 3.485% | - |
Tranche Comments
L: Registration: 144Q Krnn;
H: Registration: 144J Puqk;
L: Registration: 144B Zrhb;
T: Registration: 144V Eubx;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | BOT | 865.910 | 8.66 | - | J | - | - | - | - | - | Utgkd | Bfohk | - | - | 3.92% | 4.000% | 30.17668 |
C | UUV | 47.830 | 8.66 | - | Z | - | - | - | - | - | Aqtru | Lqxqc | - | - | 5.00% | - | - |
T | HKP | 67.460 | 1.74 | - | PPP | - | - | - | - | - | Lcpis | Fokgm | - | - | 4.82% | 5.250% | 79.13106 |
R | BGV | 62.360 | 1.79 | - | XX | - | - | - | - | - | Uiuzl | Tyrcx | - | - | 5.00% | - | - |
Tranche Comments
T: Registration: 144K Ydxv;
T: Registration: 144V Gagc;
R: Registration: 144C Dawc;
C: Registration: 144B Zpte;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | JYB | 98.260 | 2.00 | - | CCC | - | - | - | - | - | Sijzi | Ofqir | - | 300 | 3.57% | 3.609% | 81.45335 |
P | KLI | 80.320 | 2.60 | - | CC | - | - | - | - | - | Stlxh | Twzvp | - | - | 5.00% | 5.500% | 63.92253 |
X | RRT | 948.000 | 1.99 | - | U | - | - | - | - | - | Kqskc | Tqqzk | - | 210 | 2.58% | 2.597% | 70.57217 |
X | FVE | 20.920 | 2.77 | - | O | - | - | - | - | - | Xzlwp | Nwgbx | - | - | 5.00% | - | - |
Tranche Comments
X: Registration: 144F/Rws S;
G: Registration: 144G/Kzj L;
P: Registration: 144O/Fuj W;
X: Registration: 144G/Pmr W;