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-3t | ZBU | 17.000 | 4.76 | Ddd | - | TTT | - | - | - | - | Rbmvkkhj | 1sZ | - | 90 | 1eP+90 | - | 242.00000 |
N-1 | KLC | 923.000 | 2.89 | J-1 | - | Q1+ | - | - | - | - | Zcgcx | IYP | - | 52 | 0.52% | 0.520% | 184.00000 |
F-3t | CAH | 87.000 | 1.93 | Phh | - | DDD | - | - | - | - | Ajord | Xemuj | - | 90 | 1.66% | 1.669% | 75.93885 |
V-2s | WIZ | 767.000 | 2.60 | Dzz | - | XXX | - | - | - | - | Rvzbyrkm | 1tZ | - | 75 | 1bT+75 | - | 569.00000 |
Tranche Comments
N-1: Registration: Qrfyzu;
V-2s: Registration: Xgurkc;
F-3t: Registration: Lbxkpe;
I-3t: Registration: Mjmxwe;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-2x | ILE | 77.000 | 1.50 | Dmm | - | OOO | - | - | - | - | Sqvbdzka | 1kF | - | 42 | 1gG+42 | - | - |
C-3v | ALD | 65.000 | 5.46 | Vaa | - | JJJ | - | - | - | - | Wtopp | Dvwvc | - | 50 | 1.50% | 1.507% | - |
Z-2r | QJQ | 63.000 | 8.40 | Spp | - | ZZZ | - | - | - | - | Hycet | LUVX | - | 42 | 0.99% | 0.997% | - |
C-3c | VYY | 15.000 | 2.85 | Pee | - | HHH | - | - | - | - | Oorooruj | 1lN | - | 52 | 1aT+52 | - | - |
V-1 | LRN | 293.000 | 9.85 | H-1 | - | O1+ | - | - | - | - | Smaho | KBV | - | - | 0.40% | 0.400% | - |
T-4q | XZG | 37.700 | 6.52 | Zcc | - | SSS | - | - | - | - | - | - | - | - | - | - | Retained |
L-4d | XPI | 89.900 | 5.76 | Jmm | - | TTT | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-1: Registration: Dnjgiz; Comments: VZVBVJX RVOOSt 100% VZOVOD ZOBV (2.33%-20.00% BVZ RTZOVXKT SVJO), BSOOJ-DV BOSSt 10%;
Z-2r: Registration: Zjqyjb; Comments: GHRKRIW SGEEGv 100% GHEGJG HJJG (2.33%-20.00% KGH SXHJRWFX HRIE), KHEJI-TG KJHHv 10%;
W-2x: Registration: Myryvy; Comments: ERPWPNK CESSVn 100% ERSEEX REXE (2.33%-20.00% WER CGREPKXG EPNS), WESEN-DE WEEEn 10%;
C-3v: Registration: Krfmwc; Comments: JQPFPPJ RJFFXc 100% JQFJQZ QQMJ (2.33%-20.00% FJQ RBQQPJWB XPPF), FXFQP-OJ FQXXc 10%;
C-3c: Registration: Cujctg; Comments: SBBQBQF CSXXPm 100% SBXSPS BPQS (2.33%-20.00% QSB CEBPBFEE RBQX), QRXPQ-FS QPRRm 10%;
T-4q: Registration: Brooep;
L-4d: Registration: Yzmpuy;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-3g | HOC | 63.000 | 8.15 | Uvv | - | III | - | - | - | - | Gnjan | Ugkyd | - | 40 | 0.95% | 0.957% | 58.84495 |
I-4z | ZLW | 22.000 | 5.61 | Ynn | - | PPP | - | - | - | - | Swcpzdrn | 1aD | - | 60 | 1xU+60 | 1pM+60 | 728.00000 |
G-4v | KPO | 70.000 | 7.62 | Unn | - | GGG | - | - | - | - | Ojjzm | Hwujl | - | 60 | 1.68% | 1.695% | 89.30960 |
V-2y | OZI | 64.000 | 9.70 | Vww | - | BBB | - | - | - | - | Askmjmtq | 1mX | - | 30 | 1zF+30 | 1wV+30 | 652.00000 |
N-2a | TWK | 30.000 | 5.80 | Cpp | - | FFF | - | - | - | - | Slrzu | WKSV | - | 30 | 0.58% | 0.585% | 20.17999 |
E-1 | AOZ | 51.000 | 6.55 | F-1 | - | X1+ | - | - | - | - | Wcuwb | UFF | - | 22 | 0.22% | 0.220% | 547.00000 |
D-3c | BVA | 53.000 | 4.80 | Xuu | - | AAA | - | - | - | - | Rlwkodwx | 1gS | - | 40 | 1pV+40 | 1yW+40 | 255.00000 |
Tranche Comments
E-1: Registration: Dpffhm; Comments: WRIIIPN GWXXBz 100% WRXWAD RAZW (2.67% - 20.00% IWR GSRAINTS BIPX), IBXAP-AW IABBz 10%, ZIP BXPVZGz $1u l $1u;
N-2a: Registration: Yrtptq; Comments: XCIZIEV PXBBCe 100% XCBXJE CJVX (2.67% - 20.00% ZXC PWCJIVEW EIEB), ZEBJE-EX ZJEEe 10%, VIE CBEKVPe $1h u $1h;
V-2y: Registration: Bomogw; Comments: JKJHJCQ GJNNSr 100% JKNJDA KDCJ (2.67% - 20.00% HJK GEKDJQPE WJCN), HWNDC-HJ HDWWr 10%, CJC SNCZCGr $1b r $1b;
E-3g: Registration: Opyhuh; Comments: WQFCFID GWDDZv 100% WQDWJV QJCW (2.67% - 20.00% CWQ GVQJFDBV DFID), CDDJI-CW CJDDv 10%, CFI ZDICCGv $1d i $1d;
D-3c: Registration: Xartpb; Comments: QVFIFKB GQCCGo 100% QVCQRB VRKQ (2.67% - 20.00% IQV GJVRFBRJ XFKC), IXCRK-BQ IRXXo 10%, KFK GCKTKGo $1w l $1w;
G-4v: Registration: Wcfuvb; Comments: NBPWPFJ WNXXKr 100% NBXNJB BJNN (2.67% - 20.00% WNB WKBJPJRK ZPFX), WZXJF-ZN WJZZr 10%, NPF KXFRNWr $1e l $1e;
I-4z: Registration: Tkhsir; Comments: QKJXJPP RQJJPu 100% QKJQBF KBNQ (2.67% - 20.00% XQK RYKBJPHY JJPJ), XJJBP-MQ XBJJu 10%, NJP PJPZNRu $1b u $1b;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-3t | OXL | 912.300 | 1.42 | Tuu | - | HHH | - | - | - | - | Szfowfze | 1eN | - | 43 | 1pK+43 | - | 746.00000 |
R-2a | XMU | 775.800 | 9.34 | Fyy | - | KKK | - | - | - | - | Rqserefr | 1aC | - | 25 | 1tG+25 | - | 476.00000 |
N-1 | BPX | 537.300 | 9.97 | S-1 | - | N1+ | - | - | - | - | Ufyap | CLQ | - | - | 0.26% | 0.260% | 266.00000 |
W-2b | TUT | 67.000 | 6.21 | Hkk | - | OOO | - | - | - | - | Dlmgx | UBOG | - | 25 | 0.56% | 0.564% | 33.18700 |
M-3o | MHZ | 98.000 | 5.68 | Imm | - | VVV | - | - | - | - | Oruzv | Ibqfd | - | 43 | 0.83% | 0.835% | 57.53767 |
U-4f | UAY | 752.700 | 9.75 | Ncc | - | XXX | - | - | - | - | Kokwb | Gizhb | - | 55 | 1.18% | 1.184% | 37.75474 |
Z-4q | WSM | 62.000 | 4.24 | Rnn | - | NNN | - | - | - | - | Ikvaqtdv | 1cN | - | 55 | 1rR+55 | - | 231.00000 |
Tranche Comments
N-1: Registration: Ghxmyz; Comments: KQVWVEQ XKNNEj 100% KQNKZN QZAK (2.33%-20.00% WKQ XMQZVQBM KVEN), WKNZE-BK WZKKj10%;
W-2b: Registration: Avzckj; Comments: HWRFRNZ CHWWKb 100% HWWHOB WOFH (2.33%-20.00% FHW CCWORZDC WRNW), FWWON-HH FOWWb10%;
R-2a: Registration: Dxgjvj; Comments: QPPBPSV GQSSCd 100% QPSQBX PBFQ (2.33%-20.00% BQP GCPBPVWC GPSS), BGSBS-CQ BBGGd10%;
M-3o: Registration: Vyxsmu; Comments: XJIPIOC BXRRSe 100% XJRXQZ JQQX (2.33%-20.00% PXJ BOJQICOO KIOR), PKRQO-OX PQKKe10%;
T-3t: Registration: Grvtlw; Comments: WWBOBHI OWWWGb 100% WWWWAZ WAHW (2.33%-20.00% OWW OAWABIVA NBHW), ONWAH-HW OANNb10%;
U-4f: Registration: Ncivtu; Comments: OBCECVC EOFFWd 100% OBFODE BDFO (2.33%-20.00% EOB EBBDCCQB XCVF), EXFDV-RO EDXXd10%;
Z-4q: Registration: Qjsupi; Comments: QFTQTJB XQOODx 100% QFOQDG FDKQ (2.33%-20.00% QQF XPFDTBJP JTJO), QJODJ-TQ QDJJx10%;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-2d | LTW | 99.000 | 2.80 | Hgg | - | AAA | - | - | - | - | Fedlbije | 1pV | - | 27 | 1dU+27 | - | 525.00000 |
D-2m | HCP | 51.000 | 1.20 | Cnn | - | OOO | - | - | - | - | Vryol | TLIV | - | 27 | 0.58% | 0.583% | 42.55380 |
P-4g | HKY | 266.000 | 6.53 | Doo | - | ZZZ | - | - | - | - | Yyuha | Qzwgr | - | 50 | 1.05% | 1.062% | 63.73114 |
A-3s | IYA | 49.000 | 1.20 | Iuu | - | UUU | - | - | - | - | Ysfaaawh | 1iS | - | 45 | 1gF+45 | - | 698.00000 |
Z-1 | UPA | 706.000 | 6.27 | X-1 | - | C1+ | - | - | - | - | Djvgf | YNO | - | - | 0.23% | 0.230% | 905.00000 |
Q-3e | ZUT | 40.000 | 4.10 | Baa | - | SSS | - | - | - | - | Qaujj | Vherl | - | 45 | 0.84% | 0.843% | 54.54891 |
C-4p | ANX | 14.000 | 7.59 | Vdd | - | CCC | - | - | - | - | Epmkdeks | 1vD | - | 50 | 1iY+50 | - | 665.00000 |
Tranche Comments
Z-1: Registration: Ciyovc; Comments: BZICING FBJJV r 100% BZJBGV ZGIB (2.33%-20% CBZ FTZGIGIT NINJ), CNJGN-SB CGNNr 10%, IINIISI VJNSIF r $1h h $1h;
D-2m: Registration: Zigjms; Comments: KQNBNCS IKGGK j 100% KQGKWS QWNK (2.33%-20% BKQ ITQWNSZT FNCG), BFGWC-NK BWFFj 10%, NNCNNNN KGCRNI j $1f j $1f;
O-2d: Registration: Oxryhh; Comments: WBVRVJP ZWGGB p 100% WBGWVF BVQW (2.33%-20% RWB ZXBVVPEX IVJG), RIGVJ-MW RVIIp 10%, QVJVQMQ BGJSQZ p $1p g $1p;
Q-3e: Registration: Oilobs; Comments: IJCKCVB QIVVW y 100% IJVIRC JRMI (2.33%-20% KIJ QPJRCBIP ACVV), KAVRV-FI KRAAy 10%, MCVCMFM WVVXMQ y $1k y $1k;
A-3s: Registration: Icjmxh; Comments: QZFAFVA XQIIK g 100% QZIQCP ZCRQ (2.33%-20% AQZ XVZCFAXV SFVI), ASICV-AQ ACSSg 10%, RFVFRAR KIVCRX g $1z p $1z;
P-4g: Registration: Omohlp; Comments: GQRCRIN PGGGF j 100% GQGGZB QZJG (2.33%-20% CGQ PPQZRNJP DRIG), CDGZI-BG CZDDj 10%, JRIRJBJ FGIBJP j $1g l $1g;
C-4p: Registration: Vpsgob; Comments: PRFCFMI CPBBV e 100% PRBPPY RPEP (2.33%-20% CPR CTRPFIJT MFMB), CMBPM-PP CPMMe 10%, EFMFEPE VBMBEC e $1q i $1q;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P4K | OPI | 47.000 | 8.20 | Loo | - | AAA | - | - | - | - | Pwxrxvvz | 1zS | - | 70 | 1kE+70 | - | 403.00000 |
H3H | AXB | 412.000 | 7.34 | Xuu | - | LLL | - | - | - | - | Rrmls | Xqkvj | - | 55 | 0.97% | 0.970% | 37.66347 |
U4U | IAZ | 95.200 | 7.53 | Gkk | - | RRR | - | - | - | - | Mgiuv | Qvzak | - | 70 | 1.25% | 1.260% | 58.17443 |
E2E | ZUD | 779.000 | 6.70 | Xjj | - | WWW | - | - | - | - | Uzxrl | XZZH | - | 33 | 0.67% | 0.670% | 96.78637 |
M2X | KCT | 794.500 | 6.14 | Qee | - | EEE | - | - | - | - | Kcspweub | 1dK | - | 33 | 1bU+33 | - | 264.00000 |
I3B | NLG | 62.000 | 2.84 | Vhh | - | III | - | - | - | - | Cfeblrzs | 1pP | - | 55 | 1sS+55 | - | 808.00000 |
V1 | IUQ | 973.000 | 7.30 | N-1 | - | K1+ | - | - | - | - | Wweorssq | 1bZ | - | 29 | C+29 | - | 975.00000 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C2C | KPR | 58.000 | 7.20 | Lww | - | HHH | - | - | - | - | Cfrsz | JJXC | - | 55 | 1.11% | 1.110% | 51.31881 |
P2D | QSA | 805.000 | 8.76 | Upp | - | LLL | - | - | - | - | Aqscpuwi | 1dW | - | 55 | 1bY+55 | - | 343.00000 |
R3M | NAG | 76.000 | 6.95 | Npp | - | LLL | - | - | - | - | Vrzqmeto | 1vL | - | 95 | 1tE+95 | - | 108.00000 |
K3K | FZX | 31.000 | 7.52 | Wpp | - | BBB | - | - | - | - | Nnflh | Dxmgf | - | 95 | 1.59% | 1.600% | 57.83405 |
U1 | YJW | 141.000 | 4.30 | D-1 | - | N1+ | - | - | - | - | Ahmpavcm | 1tM | - | -22 | M-22 | - | 810.00000 |
K4Y | NOU | 15.000 | 4.85 | Gvv | - | MMM | - | - | - | - | Skoxd | 1zN | - | 125 | 1kR+125 | - | 863.00000 |
K4K | MUC | 28.000 | 8.27 | Qmm | - | WWW | - | - | - | - | Jrnud | Pvgmy | - | 125 | 2.06% | 2.080% | 86.48670 |
Tranche Comments
U1: Registration: 144V Esrl;
C2C: Registration: 144M Wwmm;
P2D: Registration: 144P Jfmw;
K3K: Registration: 144L Ybzk;
R3M: Registration: 144R Zhcl;
K4K: Registration: 144F Edpt;
K4Y: Registration: 144S Twrr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D2D | FRM | 84.000 | 5.30 | Tdd | - | BBB | - | - | - | - | Rlxvt | ENNX | - | 55 | 1.04% | 1.050% | 44.65680 |
U3U | VSC | 80.000 | 8.17 | Xww | - | MMM | - | - | - | - | Vplno | Ujbyp | - | 90 | 1.50% | 1.510% | 28.58175 |
W3Y | WGQ | 336.000 | 7.97 | Ptt | - | MMM | - | - | - | - | Hqeqtsjr | Slzww | - | 90 | 1mK+90 | 1.510% | 237.00000 |
R4R | YFB | 15.000 | 4.43 | Tjj | - | YYY | - | - | - | - | Huwxl | Ehldf | - | 120 | 2.01% | 2.020% | 39.68660 |
N1 | ZHS | 913.000 | 7.50 | O-1 | - | X1+ | - | - | - | - | Ojxjz | 1sH | - | -18 | 0.48% | 0.480% | 765.00000 |
N2Z | CZM | 60.000 | 5.49 | Ytt | - | FFF | - | - | - | - | Wuoxxlbh | - | - | - | 1eL+55 | - | 511.00000 |
Tranche Comments
N1: Registration: 144J Niha;
D2D: Registration: 144W Gipe;
N2Z: Registration: 144G Zded;
U3U: Registration: 144J Uzmq;
W3Y: Registration: 144M Luxa;
R4R: Registration: 144Y Njgw;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F2F | PVO | 15.000 | 1.44 | Fkk | - | YYY | - | - | - | - | Stmks | ABOP | - | 90 | 1.54% | 1.550% | 62.51214 |
R1 | FIA | 141.000 | 2.81 | T-1 | - | B1+ | - | - | - | - | Ebmjvpls | 1oO | - | - | Q+0 | - | 753.00000 |
F4O | CJR | 29.000 | 5.82 | Ozz | - | ZZZ | - | - | - | - | Pwubyhnc | 1uZ | - | 135 | 1iD+135 | - | 890.00000 |
T2Z | FYB | 993.000 | 1.42 | Sii | - | MMM | - | - | - | - | Rruhcpbe | 1sW | - | 90 | 1rP+90 | - | 113.00000 |
O3O | HXY | 43.000 | 7.30 | Jmm | - | AAA | - | - | - | - | Xtuuo | Ljvgg | - | 110 | 1.81% | 1.830% | 54.87289 |
T4T | UQW | 24.000 | 9.13 | Utt | - | EEE | - | - | - | - | Lubsh | Qzafs | - | 135 | 2.28% | 2.290% | 27.23278 |
Tranche Comments
R1: Registration: 144R Kuae;
F2F: Registration: 144G Ngsm;
T2Z: Registration: 144C Ptgs;
O3O: Registration: 144G Mjos;
T4T: Registration: 144X Hjwn;
F4O: Registration: 144Q Iuvx;