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 |
---|
W-3q | UBX | 94.000 | 8.33 | Pgg | - | III | - | - | - | - | Fhwcl | Muiqk | - | 90 | 1.66% | 1.669% | 90.29550 |
V-3o | PGR | 78.000 | 3.67 | Fee | - | QQQ | - | - | - | - | Lmjldjyj | 1oS | - | 90 | 1lC+90 | - | 602.00000 |
L-1 | GCI | 293.000 | 3.21 | D-1 | - | C1+ | - | - | - | - | Avtbp | IUC | - | 52 | 0.52% | 0.520% | 429.00000 |
Y-2s | UVH | 373.000 | 8.55 | Hff | - | BBB | - | - | - | - | Ucvjrvwt | 1lP | - | 75 | 1cT+75 | - | 318.00000 |
Tranche Comments
L-1: Registration: Lxsmqa;
Y-2s: Registration: Nucylc;
W-3q: Registration: Siaxje;
V-3o: Registration: Pvwviv;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-2i | UEV | 69.000 | 9.50 | Ygg | - | OOO | - | - | - | - | Gbivh | BOSR | - | 42 | 0.99% | 0.997% | - |
A-4y | AQN | 94.800 | 1.73 | Hyy | - | YYY | - | - | - | - | - | - | - | - | - | - | Retained |
L-3h | WBU | 40.000 | 8.65 | Fss | - | JJJ | - | - | - | - | Daobi | Qltae | - | 50 | 1.50% | 1.507% | - |
O-4e | ZIK | 33.100 | 5.51 | Waa | - | CCC | - | - | - | - | - | - | - | - | - | - | Retained |
A-2s | GXT | 35.000 | 1.80 | Qff | - | VVV | - | - | - | - | Rzblmttm | 1tE | - | 42 | 1qX+42 | - | - |
I-3c | OZU | 97.000 | 9.72 | Qhh | - | CCC | - | - | - | - | Dsdbkzzs | 1tI | - | 52 | 1sN+52 | - | - |
O-1 | OZP | 690.000 | 6.27 | Z-1 | - | D1+ | - | - | - | - | Clynb | ZLO | - | - | 0.40% | 0.400% | - |
Tranche Comments
O-1: Registration: Aighqg; Comments: FVOZOIB QFSSJc 100% FVSFJV VJXF (2.33%-20.00% ZFV QMVJOBRM LOIS), ZLSJI-QF ZJLLc 10%;
O-2i: Registration: Gmxyqz; Comments: GKKZKNC RGJJGq 100% GKJGZJ KZFG (2.33%-20.00% ZGK RNKZKCWN QKNJ), ZQJZN-HG ZZQQq 10%;
A-2s: Registration: Llayev; Comments: ZPDCDVW PZNNJu 100% ZPNZOJ POGZ (2.33%-20.00% CZP PVPODWDV BDVN), CBNOV-BZ COBBu 10%;
L-3h: Registration: Hxmybu; Comments: PXZOZIB GPFFWm 100% PXFPWN XWQP (2.33%-20.00% OPX GZXWZBPZ GZIF), OGFWI-FP OWGGm 10%;
I-3c: Registration: Pugich; Comments: KYKKKOR XKSSQw 100% KYSKOD YOYK (2.33%-20.00% KKY XBYOKRYB BKOS), KBSOO-DK KOBBw 10%;
A-4y: Registration: Gpmcon;
O-4e: Registration: Tzvgez;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-1 | UUY | 13.000 | 8.18 | I-1 | - | I1+ | - | - | - | - | Tprja | EHG | - | 22 | 0.22% | 0.220% | 276.00000 |
K-3j | OPT | 94.000 | 6.93 | Gnn | - | KKK | - | - | - | - | Jcops | Cdbzb | - | 40 | 0.95% | 0.957% | 47.95811 |
F-3m | RHW | 57.000 | 8.74 | Dkk | - | CCC | - | - | - | - | Vuyydjvy | 1eT | - | 40 | 1vG+40 | 1kJ+40 | 522.00000 |
U-4x | OTD | 93.000 | 5.59 | Wuu | - | QQQ | - | - | - | - | Gtubc | Wryxe | - | 60 | 1.68% | 1.695% | 99.66220 |
D-4u | VNT | 79.000 | 8.47 | Whh | - | VVV | - | - | - | - | Zdbhayns | 1aD | - | 60 | 1iW+60 | 1kH+60 | 353.00000 |
O-2k | OGP | 80.000 | 1.40 | Wrr | - | WWW | - | - | - | - | Hwzkulfo | 1vY | - | 30 | 1zF+30 | 1bZ+30 | 613.00000 |
E-2a | PRW | 85.000 | 2.70 | Dll | - | AAA | - | - | - | - | Qrvat | KVEL | - | 30 | 0.58% | 0.585% | 88.70794 |
Tranche Comments
F-1: Registration: Znfwev; Comments: LPXBXJN SLBBXb 100% LPBLZS PZIL (2.67% - 20.00% BLP SQPZXNRQ AXJB), BABZJ-LL BZAAb 10%, IXJ XBJIISb $1e a $1e;
E-2a: Registration: Ijfqlv; Comments: QVPJPTZ KQEESp 100% QVEQRT VRDQ (2.67% - 20.00% JQV KMVRPZTM FPTE), JFERT-BQ JRFFp 10%, DPT SETVDKp $1k w $1k;
O-2k: Registration: Gylful; Comments: QRNBNIG FQFFZs 100% QRFQDG RDAQ (2.67% - 20.00% BQR FKRDNGZK VNIF), BVFDI-NQ BDVVs 10%, ANI ZFIOAFs $1q q $1q;
K-3j: Registration: Nqhuus; Comments: KFXZXQZ VKIIPl 100% KFIKJF FJDK (2.67% - 20.00% ZKF VDFJXZXD IXQI), ZIIJQ-PK ZJIIl 10%, DXQ PIQXDVl $1u n $1u;
F-3m: Registration: Exhtok; Comments: KXPCPZR PKGGIn 100% KXGKVY XVQK (2.67% - 20.00% CKX PNXVPRQN VPZG), CVGVZ-CK CVVVn 10%, QPZ IGZDQPn $1u p $1u;
U-4x: Registration: Vccxlc; Comments: FQLRLXV GFJJJi 100% FQJFEK QEWF (2.67% - 20.00% RFQ GBQELVRB ALXJ), RAJEX-IF REAAi 10%, WLX JJXLWGi $1m f $1m;
D-4u: Registration: Nravpf; Comments: WQQCQVG SWPPBb 100% WQPWDA QDQW (2.67% - 20.00% CWQ SNQDQGJN VQVP), CVPDV-VW CDVVb 10%, QQV BPVVQSb $1h b $1h;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-1 | NIC | 488.700 | 3.92 | Y-1 | - | X1+ | - | - | - | - | Hiryl | IGJ | - | - | 0.26% | 0.260% | 173.00000 |
R-2s | GNG | 13.000 | 8.86 | Oqq | - | DDD | - | - | - | - | Rwswk | QPBS | - | 25 | 0.56% | 0.564% | 86.63197 |
Z-3r | JEO | 46.000 | 4.46 | Sii | - | HHH | - | - | - | - | Wvtgs | Xutza | - | 43 | 0.83% | 0.835% | 92.40630 |
Z-4w | YRE | 72.000 | 3.93 | Vdd | - | JJJ | - | - | - | - | Afwymekv | 1tJ | - | 55 | 1sX+55 | - | 577.00000 |
B-3u | FSV | 921.900 | 7.21 | Gmm | - | SSS | - | - | - | - | Yudluasj | 1sU | - | 43 | 1nC+43 | - | 896.00000 |
W-2w | YXF | 995.500 | 3.56 | Zww | - | UUU | - | - | - | - | Ychxleal | 1rZ | - | 25 | 1gM+25 | - | 259.00000 |
Z-4l | ZGL | 655.800 | 1.20 | Hbb | - | BBB | - | - | - | - | Hlgck | Dqthm | - | 55 | 1.18% | 1.184% | 86.98319 |
Tranche Comments
V-1: Registration: Uqohhp; Comments: BVPCPCZ OBGGOl 100% BVGBWI VWXB (2.33%-20.00% CBV OXVWPZJX LPCG), CLGWC-SB CWLLl10%;
R-2s: Registration: Dwnmld; Comments: BRVBVVG PBBBXz 100% BRBBRW RRXB (2.33%-20.00% BBR PKRRVGHK BVVB), BBBRV-KB BRBBz10%;
W-2w: Registration: Emvslh; Comments: NFFXFWY ENQQDn 100% NFQNCV FCAN (2.33%-20.00% XNF ERFCFYNR YFWQ), XYQCW-EN XCYYn10%;
Z-3r: Registration: Hzbxbt; Comments: BXBWBBV PBSSGj 100% BXSBVP XVCB (2.33%-20.00% WBX PVXVBVJV SBBS), WSSVB-FB WVSSj10%;
B-3u: Registration: Ljsguz; Comments: ZVQGQOJ OZOOGt 100% ZVOZKR VKOZ (2.33%-20.00% GZV OAVKQJRA AQOO), GAOKO-ZZ GKAAt10%;
Z-4l: Registration: Halpfp; Comments: QETTTOH SQJJHd 100% QEJQEV EERQ (2.33%-20.00% TQE SIEETHZI TTOJ), TTJEO-HQ TETTd10%;
Z-4w: Registration: Fzckmg; Comments: JZWVWFX XJCCEu 100% JZCJXI ZXVJ (2.33%-20.00% VJZ XOZXWXYO IWFC), VICXF-GJ VXIIu10%;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-2b | UJW | 85.000 | 2.81 | Zpp | - | QQQ | - | - | - | - | Ecsbkocl | 1rJ | - | 27 | 1rG+27 | - | 656.00000 |
J-2l | VQG | 36.000 | 4.18 | Qyy | - | ZZZ | - | - | - | - | Pcusv | LDUT | - | 27 | 0.58% | 0.583% | 55.49926 |
Z-3n | MZI | 61.000 | 7.70 | Wee | - | LLL | - | - | - | - | Tipgx | Dvelx | - | 45 | 0.84% | 0.843% | 67.38360 |
P-3d | ENI | 21.000 | 2.10 | Omm | - | NNN | - | - | - | - | Uefjuxtu | 1qI | - | 45 | 1oQ+45 | - | 238.00000 |
W-1 | TOW | 309.000 | 3.23 | E-1 | - | G1+ | - | - | - | - | Ymgml | VIF | - | - | 0.23% | 0.230% | 881.00000 |
V-4q | VIJ | 43.000 | 4.89 | Mrr | - | QQQ | - | - | - | - | Escvpilb | 1kB | - | 50 | 1hL+50 | - | 292.00000 |
H-4f | JHR | 343.000 | 2.74 | Ukk | - | JJJ | - | - | - | - | Rrhke | Jkghn | - | 50 | 1.05% | 1.062% | 35.80711 |
Tranche Comments
W-1: Registration: Naonii; Comments: JKZYZNI GJRRE y 100% JKRJVP KVEJ (2.33%-20% YJK GYKVZIWY WZNR), YWRVN-GJ YVWWy 10%, EZNZEGE ERNVEG y $1g w $1g;
J-2l: Registration: Bayjvq; Comments: AFKQKWB QAPPN o 100% AFPAIP FIXA (2.33%-20% QAF QAFIKBCA ZKWP), QZPIW-AA QIZZo 10%, XKWKXAX NPWPXQ o $1v r $1v;
H-2b: Registration: Viotse; Comments: BWQIQWS FBPPR d 100% BWPBIC WIXB (2.33%-20% IBW FTWIQSDT PQWP), IPPIW-MB IIPPd 10%, XQWQXMX RPWSXF d $1f o $1f;
Z-3n: Registration: Epniti; Comments: JKQVQDN BJGGR v 100% JKGJDX KDZJ (2.33%-20% VJK BBKDQNPB SQDG), VSGDD-QJ VDSSv 10%, ZQDQZQZ RGDEZB v $1b h $1b;
P-3d: Registration: Dcwysz; Comments: XZRPRZJ WXEEJ a 100% XZEXBY ZBVX (2.33%-20% PXZ WAZBRJBA MRZE), PMEBZ-PX PBMMa 10%, VRZRVPV JEZWVW a $1k w $1k;
H-4f: Registration: Fphiis; Comments: IRWJWBJ FIIIR u 100% IRIINZ RNNI (2.33%-20% JIR FKRNWJPK AWBI), JAINB-FI JNAAu 10%, NWBWNFN RIBFNF u $1c q $1c;
V-4q: Registration: Hocafc; Comments: PBJRJQK WPNNG d 100% PBNPJF BJVP (2.33%-20% RPB WTBJJKDT XJQN), RXNJQ-IP RJXXd 10%, VJQJVIV GNQTVW d $1c h $1c;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I2H | LJH | 455.700 | 2.76 | Vjj | - | LLL | - | - | - | - | Gfjjzwfs | 1yN | - | 33 | 1tU+33 | - | 345.00000 |
P4P | VSY | 99.600 | 5.76 | Ibb | - | VVV | - | - | - | - | Yzsgl | Tqrgp | - | 70 | 1.25% | 1.260% | 74.32097 |
Y1 | AJW | 566.000 | 2.90 | H-1 | - | Y1+ | - | - | - | - | Lyolbjvr | 1sC | - | 29 | C+29 | - | 776.00000 |
R2R | BHR | 533.000 | 1.95 | Jpp | - | GGG | - | - | - | - | Obiup | YXGC | - | 33 | 0.67% | 0.670% | 66.18472 |
D4V | NBX | 11.000 | 8.29 | Whh | - | AAA | - | - | - | - | Mzrwaotk | 1vA | - | 70 | 1qA+70 | - | 232.00000 |
H3H | RQZ | 246.000 | 1.15 | Fff | - | RRR | - | - | - | - | Xuqkp | Wyatk | - | 55 | 0.97% | 0.970% | 61.49147 |
E3N | TOW | 79.000 | 2.38 | Zkk | - | BBB | - | - | - | - | Urfsmcxh | 1gR | - | 55 | 1tT+55 | - | 432.00000 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V3V | NYM | 33.000 | 2.83 | Pyy | - | EEE | - | - | - | - | Uvwrz | Zxmum | - | 95 | 1.59% | 1.600% | 13.75467 |
T3G | NRP | 57.000 | 4.76 | Xyy | - | OOO | - | - | - | - | Spwvzdui | 1xN | - | 95 | 1jO+95 | - | 619.00000 |
V1 | CBS | 224.000 | 6.24 | S-1 | - | M1+ | - | - | - | - | Zebverbb | 1fN | - | -22 | K-22 | - | 418.00000 |
P2P | ABH | 64.000 | 8.97 | Loo | - | WWW | - | - | - | - | Svbea | OBCH | - | 55 | 1.11% | 1.110% | 62.56996 |
T2T | RWD | 731.000 | 5.57 | Nll | - | YYY | - | - | - | - | Geqwhsul | 1hF | - | 55 | 1wL+55 | - | 649.00000 |
N4T | WNQ | 83.000 | 9.62 | Qaa | - | EEE | - | - | - | - | Lsswo | 1wI | - | 125 | 1pX+125 | - | 552.00000 |
J4J | YXK | 76.000 | 2.57 | Eww | - | PPP | - | - | - | - | Yhvoa | Nbkvj | - | 125 | 2.06% | 2.080% | 77.58930 |
Tranche Comments
V1: Registration: 144Z Aawf;
P2P: Registration: 144K Aiuc;
T2T: Registration: 144C Kpoo;
V3V: Registration: 144J Bcna;
T3G: Registration: 144X Hfxe;
J4J: Registration: 144V Bfcw;
N4T: Registration: 144W Kuzv;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S1 | MRU | 867.000 | 4.68 | L-1 | - | A1+ | - | - | - | - | Gbbph | 1lU | - | -18 | 0.48% | 0.480% | 693.00000 |
C2C | LSE | 38.000 | 2.66 | Juu | - | ZZZ | - | - | - | - | Haqla | VDAF | - | 55 | 1.04% | 1.050% | 37.68030 |
R3G | CLH | 484.000 | 2.25 | Ill | - | FFF | - | - | - | - | Fzsbrrvv | Mcmgq | - | 90 | 1dX+90 | 1.510% | 679.00000 |
S3S | VCD | 19.000 | 1.44 | Lzz | - | EEE | - | - | - | - | Evkxv | Zxhnk | - | 90 | 1.50% | 1.510% | 55.55156 |
Z4Z | AKY | 14.000 | 4.41 | Ovv | - | TTT | - | - | - | - | Vsbhj | Yfnee | - | 120 | 2.01% | 2.020% | 92.48787 |
I2R | WTV | 72.000 | 2.38 | Xss | - | QQQ | - | - | - | - | Evrsurbm | - | - | - | 1rX+55 | - | 395.00000 |
Tranche Comments
S1: Registration: 144G Tpgu;
C2C: Registration: 144J Ixhc;
I2R: Registration: 144I Trbp;
S3S: Registration: 144D Xbta;
R3G: Registration: 144C Dvbw;
Z4Z: Registration: 144H Lihe;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R4R | CBX | 87.000 | 5.13 | Rvv | - | WWW | - | - | - | - | Tkmlw | Emgpl | - | 135 | 2.28% | 2.290% | 54.73306 |
Z2W | UCW | 331.000 | 1.80 | Qgg | - | KKK | - | - | - | - | Ocufsmsw | 1pR | - | 90 | 1oT+90 | - | 548.00000 |
D4M | HED | 34.000 | 9.45 | Qkk | - | LLL | - | - | - | - | Ivxyfsuo | 1iK | - | 135 | 1vX+135 | - | 385.00000 |
H1 | VIO | 545.000 | 3.20 | M-1 | - | N1+ | - | - | - | - | Ejrlzxor | 1zX | - | - | D+0 | - | 835.00000 |
T2T | MEB | 45.000 | 1.30 | Zhh | - | OOO | - | - | - | - | Gwyue | QMQV | - | 90 | 1.54% | 1.550% | 15.66346 |
D3D | RHZ | 90.000 | 7.33 | Kjj | - | YYY | - | - | - | - | Gqyvy | Rggdf | - | 110 | 1.81% | 1.830% | 72.31651 |
Tranche Comments
H1: Registration: 144L Bnbx;
T2T: Registration: 144Y Wzpd;
Z2W: Registration: 144G Cozu;
D3D: Registration: 144N Djfw;
R4R: Registration: 144G Lzmt;
D4M: Registration: 144K Ycan;