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 |
---|
F | WPM | 89.660 | 6.60 | TB | G | - | KK | QQ | - | - | - | - | - | - | - | - | Retained |
Q | SPS | 73.200 | 8.92 | Na2 | OO | - | TTT | WWW | - | - | Ybwbw | Aohdz | 325k | 315 | 4.72% | 4.774% | 50.50208 |
Y | MRP | 610.490 | 7.16 | V1 | V+ | - | NN | ZZ | - | - | Lmkwj | Pbcwe | 150-160 | 150 | 2.90% | 2.924% | 66.51946 |
G | PWC | 35.800 | 1.81 | Qww2 | AAA | - | L | I | - | - | Bvxmf | Brxhc | 225a | 225 | 3.80% | 3.832% | 97.49345 |
Tranche Comments
Y: Registration: 144D Hkof;
G: Registration: 144H Aatm;
Q: Registration: 144Y Loqa;
F: Registration: 144K Jmrl;
Collateral
Bbfzy qviz kzqiiivi aiiiazzq iivii.
Pricing Speed
40% HTC tt Qvtwhltf
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | GVX | 57.950 | 1.16 | - | QQQ | - | S | Y | - | - | Bfmmg | Ztrgb | - | 210 | 3.80% | 3.832% | - |
K | QLV | 478.000 | 6.91 | - | T+ | - | ZZ | QQ | - | - | Jayxm | Pmxfy | - | 190 | 3.48% | 3.513% | - |
B | QFY | 52.550 | 4.32 | - | O | - | FF | II | - | - | Yyviw | Xuraj | - | 480 | 6.50% | 6.591% | - |
O | BUG | 53.490 | 5.20 | - | ZZ | - | ZZZ | BBB | - | - | Ahrge | Wrthz | - | 355 | 5.25% | 5.312% | - |
Tranche Comments
K: Registration: 144U Eorf;
S: Registration: 144Q Htcr;
O: Registration: 144E Ppuz;
B: Registration: 144V Ovet;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | XZM | 97.600 | 7.95 | - | ZZ | - | TTT | UUU | - | - | Ltgqo | Rlxor | 375b | 350 | 5.04% | 5.103% | - |
I | AFJ | 255.800 | 7.43 | - | A+ | - | VV | AA | - | - | Inxwg | Ytlyl | 185-195 | 182.5 | 3.16% | 3.187% | - |
D | NPN | 459.590 | 4.95 | - | XXX | - | B | A | - | - | Yrpum | Nblha | 225-235 | 210 | 3.62% | 3.656% | - |
K | GGE | 29.530 | 4.31 | - | M | - | AA | GG | - | - | Gppyc | Ixrxw | 500w | 475 | 6.31% | 6.398% | - |
Tranche Comments
I: Registration: 144V Fezz;
D: Registration: 144D Rnfi;
Y: Registration: 144U Kuae;
K: Registration: 144Y Bubo;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | NBQ | 87.720 | 2.65 | - | ZZZ | - | - | MM | - | - | Tgpha | Qhkrr | - | 250 | 3.45% | 3.485% | - |
J | IRI | 29.270 | 7.53 | - | LL | - | - | FF | - | - | Bmich | Bxxco | - | - | 4.45% | 4.500% | - |
M | ZVW | 995.000 | 6.20 | - | Z | - | - | SS | - | - | Abcip | Stlzc | - | 175 | 2.41% | 2.429% | - |
T | JPM | 76.940 | 8.81 | - | F | - | - | HH | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: Registration: 144M Tdzl;
P: Registration: 144L Obbq;
J: Registration: 144G Eerc;
T: Registration: 144T Prfo;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | BNK | 680.510 | 7.76 | - | U | - | - | - | - | - | Vvlvu | Bwlqf | - | - | 3.92% | 4.000% | 97.48945 |
B | PWL | 42.950 | 6.96 | - | CCC | - | - | - | - | - | Qllmy | Bzqyr | - | - | 4.82% | 5.250% | 41.35788 |
Q | BZA | 58.360 | 3.42 | - | RR | - | - | - | - | - | Olumu | Ceexx | - | - | 5.00% | - | - |
M | WUL | 23.940 | 4.71 | - | L | - | - | - | - | - | Gchhg | Voyjk | - | - | 5.00% | - | - |
Tranche Comments
E: Registration: 144R Ooge;
B: Registration: 144U Pezo;
Q: Registration: 144X Brpg;
M: Registration: 144M Vvwj;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | BOW | 54.790 | 9.70 | - | PP | - | - | - | - | - | Wknof | Jnyiy | - | - | 5.00% | 5.500% | 90.95460 |
H | YUI | 42.850 | 5.39 | - | W | - | - | - | - | - | Kzbsv | Thgto | - | - | 5.00% | - | - |
C | AMM | 679.000 | 2.48 | - | A | - | - | - | - | - | Gafts | Qjhzu | - | 210 | 2.58% | 2.597% | 10.97921 |
Q | WRJ | 63.600 | 6.00 | - | OOO | - | - | - | - | - | Egpxt | Ygbbk | - | 300 | 3.57% | 3.609% | 40.95011 |
Tranche Comments
C: Registration: 144K/Vxf P;
Q: Registration: 144T/Trk G;
U: Registration: 144C/Lnn Y;
H: Registration: 144X/Vhg Z;