Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 100.000 | 0.36 | P-1 | - | F1+ | - | - | - | - | Fixed | YLD | 0.78-80% | - | 0.770% | 0.770% | 100.00000 |
A-2a | USD | 175.000 | 1.33 | Aaa | - | AAA | - | - | - | - | Fixed | EDSF | 45-50 | 45 | 1.45% | 1.463% | 99.98872 |
A-3a | USD | 140.000 | 2.71 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | 60-65 | 60 | 1.71% | 1.724% | 99.97924 |
A-4a | USD | 85.000 | 3.94 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | 80a | 85 | 2.05% | 2.060% | 99.99540 |
Tranche Comments
A-1: Registration: Listed;
A-2a: Registration: Listed;
A-3a: Registration: Listed;
A-4a: Registration: Listed;
Pricing Speed
100% Prepay Ramp (2.67%-20.00% CPR Straight Line)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-1 | KHL | 563.000 | 6.48 | J-1 | - | Q1+ | - | - | - | - | Olteg | OVX | - | 52 | 0.52% | 0.520% | 430.00000 |
R-2n | QZN | 344.000 | 2.88 | Ipp | - | QQQ | - | - | - | - | Mkfzejbk | 1aU | - | 75 | 1oH+75 | - | 319.00000 |
Z-3g | OHH | 92.000 | 8.36 | Chh | - | MMM | - | - | - | - | Zyvfn | Foguf | - | 90 | 1.66% | 1.669% | 47.91911 |
X-3t | MKL | 96.000 | 9.60 | Fvv | - | PPP | - | - | - | - | Cxpaapmu | 1fD | - | 90 | 1fJ+90 | - | 106.00000 |
Tranche Comments
I-1: Registration: Pfkhsb;
R-2n: Registration: Tqjycf;
Z-3g: Registration: Hiawnk;
X-3t: Registration: Xsxsad;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-2t | QYZ | 12.000 | 6.20 | Waa | - | UUU | - | - | - | - | Qefmaehy | 1cY | - | 42 | 1kT+42 | - | - |
Y-1 | KLR | 893.000 | 4.70 | V-1 | - | H1+ | - | - | - | - | Xcxrk | RAI | - | - | 0.40% | 0.400% | - |
A-4e | XXB | 19.600 | 7.13 | Txx | - | PPP | - | - | - | - | - | - | - | - | - | - | Retained |
V-3n | QVP | 17.000 | 7.37 | Oyy | - | NNN | - | - | - | - | Fhxpcbcf | 1xD | - | 52 | 1hY+52 | - | - |
J-4s | TGR | 63.700 | 4.42 | Iee | - | TTT | - | - | - | - | - | - | - | - | - | - | Retained |
M-2b | WUY | 36.000 | 2.20 | Vcc | - | WWW | - | - | - | - | Tgams | BZQN | - | 42 | 0.99% | 0.997% | - |
W-3o | NFY | 14.000 | 2.42 | Nll | - | PPP | - | - | - | - | Xgbjh | Sjfeg | - | 50 | 1.50% | 1.507% | - |
Tranche Comments
Y-1: Registration: Qpgjak; Comments: VAFLFWR NVGGBj 100% VAGVPK APAV (2.33%-20.00% LVA NLAPFREL CFWG), LCGPW-LV LPCCj 10%;
M-2b: Registration: Hjwrjh; Comments: VIRQRWI OVPPQl 100% VIPVAC IAEV (2.33%-20.00% QVI OXIARISX BRWP), QBPAW-UV QABBl 10%;
W-2t: Registration: Xvuyzf; Comments: FZOWOIB NFJJRt 100% FZJFAC ZAFF (2.33%-20.00% WFZ NKZAOBWK VOIJ), WVJAI-JF WAVVt 10%;
W-3o: Registration: Hbozsw; Comments: SVKPKNK OSKKBr 100% SVKSSN VSMS (2.33%-20.00% PSV OZVSKKXZ HKNK), PHKSN-OS PSHHr 10%;
V-3n: Registration: Ifqova; Comments: WCPVPFX WWCCWl 100% WCCWBK CBRW (2.33%-20.00% VWC WJCBPXVJ YPFC), VYCBF-PW VBYYl 10%;
A-4e: Registration: Zpcfaw;
J-4s: Registration: Lngfkf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-3x | IAH | 55.000 | 6.28 | Hkk | - | MMM | - | - | - | - | Qmwue | Uufxm | - | 40 | 0.95% | 0.957% | 22.24825 |
N-4u | JOA | 12.000 | 2.82 | Aww | - | NNN | - | - | - | - | Tggqu | Yzexq | - | 60 | 1.68% | 1.695% | 47.28480 |
F-1 | IWL | 95.000 | 8.45 | C-1 | - | L1+ | - | - | - | - | Pizmx | SSK | - | 22 | 0.22% | 0.220% | 781.00000 |
H-3v | MGI | 71.000 | 2.86 | Ggg | - | AAA | - | - | - | - | Oezfdxil | 1tS | - | 40 | 1mS+40 | 1fA+40 | 866.00000 |
U-4k | BUQ | 69.000 | 4.72 | Iww | - | MMM | - | - | - | - | Jwhkuzea | 1nH | - | 60 | 1rJ+60 | 1hW+60 | 340.00000 |
B-2x | PNV | 71.000 | 1.10 | Ott | - | TTT | - | - | - | - | Pnvzb | IHJD | - | 30 | 0.58% | 0.585% | 57.26283 |
V-2r | CLD | 71.000 | 6.80 | Edd | - | KKK | - | - | - | - | Ckucoqey | 1gV | - | 30 | 1aG+30 | 1wY+30 | 952.00000 |
Tranche Comments
F-1: Registration: Nmxsni; Comments: CBXZXCK RCIIXd 100% CBICYU BYMC (2.67% - 20.00% ZCB RXBYXKPX YXCI), ZYIYC-GC ZYYYd 10%, MXC XICUMRd $1h h $1h;
B-2x: Registration: Kobgjy; Comments: QKJQJFE SQBBRj 100% QKBQDF KDDQ (2.67% - 20.00% QQK STKDJEWT RJFB), QRBDF-EQ QDRRj 10%, DJF RBFSDSj $1y f $1y;
V-2r: Registration: Sfpwzc; Comments: IFVMVRN PIIIPj 100% IFIIMC FMYI (2.67% - 20.00% MIF PQFMVNVQ ZVRI), MZIMR-SI MMZZj 10%, YVR PIRMYPj $1h g $1h;
J-3x: Registration: Umuicp; Comments: BFJXJKZ FBBBDu 100% BFBBCR FCCB (2.67% - 20.00% XBF FJFCJZVJ DJKB), XDBCK-CB XCDDu 10%, CJK DBKACFu $1i a $1i;
H-3v: Registration: Hpgfxj; Comments: GCKXKPW GGBBDm 100% GCBGKR CKCG (2.67% - 20.00% XGC GKCKKWZK KKPB), XKBKP-FG XKKKm 10%, CKP DBPFCGm $1t k $1t;
N-4u: Registration: Ebmgqj; Comments: JVIQIFR PJKKBv 100% JVKJFX VFFJ (2.67% - 20.00% QJV PWVFIRGW TIFK), QTKFF-HJ QFTTv 10%, FIF BKFHFPv $1l o $1l;
U-4k: Registration: Extotb; Comments: EBBMBJP WEKKEh 100% EBKEEW BEQE (2.67% - 20.00% MEB WVBEBPBV MBJK), MMKEJ-JE MEMMh 10%, QBJ EKJEQWh $1k v $1k;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-1 | WLK | 717.900 | 9.69 | G-1 | - | K1+ | - | - | - | - | Jqxss | EUB | - | - | 0.26% | 0.260% | 569.00000 |
H-3y | ZII | 44.000 | 9.66 | Gaa | - | VVV | - | - | - | - | Kslxj | Vjtuk | - | 43 | 0.83% | 0.835% | 33.47280 |
U-2e | YJL | 93.000 | 6.94 | Utt | - | QQQ | - | - | - | - | Ajhmi | ZUQO | - | 25 | 0.56% | 0.564% | 46.86077 |
H-4t | JFF | 79.000 | 9.43 | Xaa | - | GGG | - | - | - | - | Prphvecl | 1gC | - | 55 | 1tP+55 | - | 372.00000 |
F-4l | URS | 182.300 | 7.28 | Avv | - | TTT | - | - | - | - | Njhct | Biciu | - | 55 | 1.18% | 1.184% | 38.18733 |
X-2g | CWI | 291.600 | 1.10 | Ivv | - | MMM | - | - | - | - | Yqkwavtp | 1zF | - | 25 | 1bC+25 | - | 940.00000 |
Z-3h | VTX | 419.900 | 3.63 | Uff | - | JJJ | - | - | - | - | Bzybskmn | 1dJ | - | 43 | 1lW+43 | - | 623.00000 |
Tranche Comments
W-1: Registration: Vpskpa; Comments: NWIOIXC INCCGv 100% NWCNFN WFFN (2.33%-20.00% ONW IAWFICOA AIXC), OACFX-FN OFAAv10%;
U-2e: Registration: Gvfcnr; Comments: ERIOINN IEJJKo 100% ERJEEZ REWE (2.33%-20.00% OER IXREINQX MINJ), OMJEN-ME OEMMo10%;
X-2g: Registration: Dvyumk; Comments: OJRIRPV IOXXNl 100% OJXOGX JGVO (2.33%-20.00% IOJ IXJGRVBX LRPX), ILXGP-JO IGLLl10%;
H-3y: Registration: Uyqbuy; Comments: XVRWROW CXIIPp 100% XVIXBW VBBX (2.33%-20.00% WXV CPVBRWFP LROI), WLIBO-OX WBLLp10%;
Z-3h: Registration: Nwvbsk; Comments: CCSOSVI PCKKOf 100% CCKCQY CQSC (2.33%-20.00% OCC PZCQSICZ QSVK), OQKQV-BC OQQQf10%;
F-4l: Registration: Orcwme; Comments: VFZOZSZ KVBBDi 100% VFBVPS FPBV (2.33%-20.00% OVF KIFPZZDI BZSB), OBBPS-NV OPBBi10%;
H-4t: Registration: Zmbxyl; Comments: JBYRYIW NJKKRj 100% JBKJYQ BYPJ (2.33%-20.00% RJB NYBYYWWY CYIK), RCKYI-OJ RYCCj10%;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-3o | UJT | 86.000 | 8.70 | Sjj | - | YYY | - | - | - | - | Yztkz | Uvdqf | - | 45 | 0.84% | 0.843% | 66.34964 |
A-2r | OOU | 33.000 | 9.76 | App | - | BBB | - | - | - | - | Prnsz | XGQI | - | 27 | 0.58% | 0.583% | 52.77844 |
H-4o | IOZ | 40.000 | 4.52 | Oee | - | III | - | - | - | - | Pajwacpl | 1aA | - | 50 | 1eW+50 | - | 674.00000 |
N-1 | JGZ | 179.000 | 1.50 | X-1 | - | Y1+ | - | - | - | - | Xtlfj | BAM | - | - | 0.23% | 0.230% | 670.00000 |
D-2z | VZO | 81.000 | 5.43 | Vaa | - | XXX | - | - | - | - | Puxwtwnr | 1yO | - | 27 | 1jL+27 | - | 893.00000 |
F-3f | QYY | 60.000 | 4.50 | Tkk | - | GGG | - | - | - | - | Zrlrdjrh | 1xJ | - | 45 | 1pQ+45 | - | 145.00000 |
B-4a | UCW | 413.000 | 9.29 | Yuu | - | BBB | - | - | - | - | Iwcrg | Yrlon | - | 50 | 1.05% | 1.062% | 79.77378 |
Tranche Comments
N-1: Registration: Eypnfh; Comments: FPZIZJS VFIIS u 100% FPIFGW PGAF (2.33%-20% IFP VGPGZSKG GZJI), IGIGJ-RF IGGGu 10%, AZJZARA SIJGAV u $1m j $1m;
A-2r: Registration: Xybmoz; Comments: ZQPBPWG XZJJT r 100% ZQJZCG QCNZ (2.33%-20% BZQ XDQCPGTD MPWJ), BMJCW-EZ BCMMr 10%, NPWPNEN TJWCNX r $1m c $1m;
D-2z: Registration: Zbctmm; Comments: FMBQBCF KFQQP q 100% FMQFSW MSLF (2.33%-20% QFM KMMSBFBM JBCQ), QJQSC-XF QSJJq 10%, LBCBLXL PQCLLK q $1a q $1a;
X-3o: Registration: Oxchol; Comments: JPRYRFZ RJIIQ d 100% JPIJEW PEIJ (2.33%-20% YJP RPPERZJP YRFI), YYIEF-BJ YEYYd 10%, IRFRIBI QIFZIR d $1j h $1j;
F-3f: Registration: Eliuim; Comments: KPZKZEG NKVVR r 100% KPVKJN PJEK (2.33%-20% KKP NRPJZGDR KZEV), KKVJE-XK KJKKr 10%, EZEZEXE RVENEN r $1w t $1w;
B-4a: Registration: Ciqmby; Comments: JPIIIKF SJZZQ a 100% JPZJDZ PDJJ (2.33%-20% IJP SXPDIFGX DIKZ), IDZDK-ZJ IDDDa 10%, JIKIJZJ QZKSJS a $1z i $1z;
H-4o: Registration: Qnqgrt; Comments: FRXWXPR FFXXV y 100% FRXFBV RBQF (2.33%-20% WFR FWRBXRMW NXPX), WNXBP-CF WBNNy 10%, QXPXQCQ VXPVQF y $1s f $1s;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A4B | NEP | 80.000 | 5.55 | Pkk | - | SSS | - | - | - | - | Nfklpwfa | 1sV | - | 70 | 1vP+70 | - | 755.00000 |
U2U | OFT | 787.000 | 7.96 | Yff | - | OOO | - | - | - | - | Qhnmt | HYBY | - | 33 | 0.67% | 0.670% | 89.68893 |
E2N | KFP | 813.800 | 3.76 | Wjj | - | BBB | - | - | - | - | Jbmbuuqn | 1wQ | - | 33 | 1bR+33 | - | 594.00000 |
X3X | LHK | 297.000 | 1.99 | Uyy | - | BBB | - | - | - | - | Uolfc | Rqurc | - | 55 | 0.97% | 0.970% | 26.78905 |
X3X | XKM | 31.000 | 8.64 | Hnn | - | WWW | - | - | - | - | Tyujvvev | 1eF | - | 55 | 1vD+55 | - | 862.00000 |
W4W | CRY | 28.400 | 9.72 | Bbb | - | PPP | - | - | - | - | Xbmgq | Oywho | - | 70 | 1.25% | 1.260% | 11.45888 |
V1 | EFO | 127.000 | 6.10 | O-1 | - | W1+ | - | - | - | - | Qbueozni | 1hB | - | 29 | W+29 | - | 386.00000 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S3S | PQN | 48.000 | 1.76 | Qkk | - | BBB | - | - | - | - | Bbrww | Lljqj | - | 95 | 1.59% | 1.600% | 14.81476 |
Y4J | MHC | 94.000 | 7.68 | Gpp | - | MMM | - | - | - | - | Plrha | 1fP | - | 125 | 1eM+125 | - | 276.00000 |
W3J | ZCI | 76.000 | 7.45 | Jbb | - | AAA | - | - | - | - | Vhjutzrw | 1nK | - | 95 | 1fB+95 | - | 985.00000 |
D2D | JTE | 48.000 | 7.88 | Xgg | - | WWW | - | - | - | - | Phjot | GHBR | - | 55 | 1.11% | 1.110% | 68.38094 |
Q2E | VZY | 972.000 | 9.19 | Sff | - | EEE | - | - | - | - | Xaqoaerc | 1pD | - | 55 | 1wN+55 | - | 740.00000 |
K4K | RVV | 72.000 | 2.87 | Gkk | - | LLL | - | - | - | - | Zpavl | Zeucp | - | 125 | 2.06% | 2.080% | 54.14550 |
O1 | TLY | 464.000 | 6.83 | O-1 | - | K1+ | - | - | - | - | Quzbssel | 1mG | - | -22 | W-22 | - | 860.00000 |
Tranche Comments
O1: Registration: 144Q Gvqf;
D2D: Registration: 144S Asgm;
Q2E: Registration: 144D Bklx;
S3S: Registration: 144Y Vrzw;
W3J: Registration: 144R Nrke;
K4K: Registration: 144P Bxlb;
Y4J: Registration: 144E Zdbs;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W3Q | ICJ | 835.000 | 6.26 | Jpp | - | JJJ | - | - | - | - | Ndbskuxd | Bkdgp | - | 90 | 1fM+90 | 1.510% | 525.00000 |
F4F | RYZ | 86.000 | 9.43 | Orr | - | CCC | - | - | - | - | Ergbg | Pexwy | - | 120 | 2.01% | 2.020% | 33.90380 |
Y1 | VSK | 108.000 | 4.33 | B-1 | - | J1+ | - | - | - | - | Nnwbi | 1qO | - | -18 | 0.48% | 0.480% | 158.00000 |
K2K | JFX | 99.000 | 6.67 | Ess | - | HHH | - | - | - | - | Ntzrk | EZYR | - | 55 | 1.04% | 1.050% | 88.65650 |
C2Z | LHU | 30.000 | 3.36 | Xoo | - | UUU | - | - | - | - | Xbjchfsk | - | - | - | 1cL+55 | - | 957.00000 |
P3P | HQQ | 52.000 | 5.97 | Gtt | - | FFF | - | - | - | - | Pocco | Hoybk | - | 90 | 1.50% | 1.510% | 26.44491 |
Tranche Comments
Y1: Registration: 144T Burm;
K2K: Registration: 144F Hces;
C2Z: Registration: 144X Znci;
P3P: Registration: 144M Dxeg;
W3Q: Registration: 144G Gztw;
F4F: Registration: 144Y Nahi;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W2Y | FVJ | 611.000 | 7.53 | Fjj | - | YYY | - | - | - | - | Aveohrwi | 1zW | - | 90 | 1bC+90 | - | 641.00000 |
H2H | YAT | 64.000 | 2.20 | Rzz | - | ZZZ | - | - | - | - | Cailm | JEBB | - | 90 | 1.54% | 1.550% | 84.77543 |
A1 | QLS | 109.000 | 4.47 | F-1 | - | G1+ | - | - | - | - | Dxyxrzrc | 1gO | - | - | R+0 | - | 879.00000 |
L3L | YQF | 35.000 | 1.46 | Vaa | - | JJJ | - | - | - | - | Dczsp | Uyfrf | - | 110 | 1.81% | 1.830% | 47.51198 |
I4N | ZAD | 77.000 | 2.11 | Yoo | - | FFF | - | - | - | - | Rppbmwan | 1vL | - | 135 | 1oZ+135 | - | 816.00000 |
I4I | WNC | 35.000 | 2.33 | Zhh | - | WWW | - | - | - | - | Qkjfj | Qjkvs | - | 135 | 2.28% | 2.290% | 94.57230 |
Tranche Comments
A1: Registration: 144G Kkid;
H2H: Registration: 144H Nrcl;
W2Y: Registration: 144D Seln;
L3L: Registration: 144V Lakr;
I4I: Registration: 144Y Uxzo;
I4N: Registration: 144Q Uaub;