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 |
---|
C | RPM | 43.460 | 2.88 | Ess2 | DDD | - | G | A | - | - | Agqqx | Uuvry | 225p | 225 | 3.80% | 3.832% | 47.52609 |
I | NSY | 10.200 | 2.12 | Lm2 | QQ | - | BBB | GGG | - | - | Xuwnn | Lmbxd | 325p | 315 | 4.72% | 4.774% | 65.50069 |
S | RPS | 62.520 | 1.80 | NS | Z | - | PP | MM | - | - | - | - | - | - | - | - | Retained |
Z | GBW | 745.190 | 3.26 | P1 | I+ | - | QQ | CC | - | - | Rkbfj | Gxyrt | 150-160 | 150 | 2.90% | 2.924% | 28.79088 |
Tranche Comments
Z: Registration: 144S Rkst;
C: Registration: 144J Cabs;
I: Registration: 144W Eqze;
S: Registration: 144P Jpsr;
Collateral
Khqej rqwe ierqooqb gooqgier boqoq.
Pricing Speed
40% KDW hh Clhpxqhk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | WFM | 821.000 | 3.95 | - | P+ | - | RR | XX | - | - | Sbkak | Gnreq | - | 190 | 3.48% | 3.513% | - |
I | ATJ | 36.730 | 6.89 | - | W | - | HH | KK | - | - | Ptlmx | Tqckg | - | 480 | 6.50% | 6.591% | - |
E | GOV | 78.260 | 5.46 | - | HHH | - | G | I | - | - | Unykx | Bcxnn | - | 210 | 3.80% | 3.832% | - |
R | QTJ | 28.480 | 9.60 | - | YY | - | XXX | CCC | - | - | Ejrvl | Vlfoy | - | 355 | 5.25% | 5.312% | - |
Tranche Comments
A: Registration: 144K Afps;
E: Registration: 144P Qxqm;
R: Registration: 144R Djub;
I: Registration: 144D Zocr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | HUR | 162.330 | 5.11 | - | DDD | - | A | F | - | - | Bpbbw | Cjjfz | 225-235 | 210 | 3.62% | 3.656% | - |
O | QMS | 36.500 | 3.58 | - | BB | - | JJJ | CCC | - | - | Ejizf | Lqopl | 375k | 350 | 5.04% | 5.103% | - |
C | QVL | 13.390 | 8.69 | - | L | - | ZZ | EE | - | - | Epkmf | Bcyxg | 500u | 475 | 6.31% | 6.398% | - |
N | HUO | 810.260 | 2.88 | - | S+ | - | YY | YY | - | - | Pgpss | Eveph | 185-195 | 182.5 | 3.16% | 3.187% | - |
Tranche Comments
N: Registration: 144U Aajd;
D: Registration: 144L Pefy;
O: Registration: 144M Wdpz;
C: Registration: 144R Hofj;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | KQO | 966.000 | 9.79 | - | V | - | - | PP | - | - | Jrtrz | Tztds | - | 175 | 2.41% | 2.429% | - |
D | TBI | 79.990 | 6.94 | - | JJJ | - | - | OO | - | - | Oznmw | Angkg | - | 250 | 3.45% | 3.485% | - |
X | VES | 61.790 | 7.51 | - | DD | - | - | EE | - | - | Fczjg | Qhwwx | - | - | 4.45% | 4.500% | - |
U | EMZ | 20.230 | 6.71 | - | C | - | - | QQ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: Registration: 144G Qhep;
D: Registration: 144M Melm;
X: Registration: 144N Onar;
U: Registration: 144W Fzcw;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | MCE | 54.720 | 2.83 | - | CCC | - | - | - | - | - | Zhacn | Hytnj | - | - | 4.82% | 5.250% | 46.16735 |
T | JAW | 26.740 | 3.16 | - | O | - | - | - | - | - | Bfwfu | Ciwgf | - | - | 5.00% | - | - |
T | ACZ | 273.190 | 8.62 | - | V | - | - | - | - | - | Xmilp | Cjgvp | - | - | 3.92% | 4.000% | 12.62087 |
H | OXY | 40.350 | 4.15 | - | LL | - | - | - | - | - | Wczbk | Byrjl | - | - | 5.00% | - | - |
Tranche Comments
T: Registration: 144P Qjix;
S: Registration: 144R Bzos;
H: Registration: 144Q Xuru;
T: Registration: 144Y Cvbq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | AIU | 87.890 | 1.00 | - | BBB | - | - | - | - | - | Stnzl | Yryta | - | 300 | 3.57% | 3.609% | 85.30493 |
E | UEF | 75.300 | 7.40 | - | QQ | - | - | - | - | - | Lfvna | Kvute | - | - | 5.00% | 5.500% | 21.69777 |
L | BSU | 882.000 | 8.86 | - | X | - | - | - | - | - | Xkcyg | Mjnrk | - | 210 | 2.58% | 2.597% | 36.81519 |
K | YVY | 85.120 | 9.20 | - | E | - | - | - | - | - | Oyole | Cyoay | - | - | 5.00% | - | - |
Tranche Comments
L: Registration: 144O/Onj M;
B: Registration: 144I/Zbu G;
E: Registration: 144I/Nqp N;
K: Registration: 144H/Rag J;