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 |
---|
R-2c | LFV | 306.000 | 5.38 | Ijj | - | III | - | - | - | - | Pxrmopfm | 1xS | - | 75 | 1fR+75 | - | 980.00000 |
W-1 | IPT | 424.000 | 8.67 | R-1 | - | I1+ | - | - | - | - | Crrhf | EOV | - | 52 | 0.52% | 0.520% | 148.00000 |
Z-3g | YBB | 44.000 | 3.32 | Sff | - | YYY | - | - | - | - | Zaiug | Tytgo | - | 90 | 1.66% | 1.669% | 64.53848 |
G-3m | FVR | 16.000 | 5.46 | Ctt | - | WWW | - | - | - | - | Teljeane | 1cB | - | 90 | 1rO+90 | - | 229.00000 |
Tranche Comments
W-1: Registration: Quzskj;
R-2c: Registration: Amijsg;
Z-3g: Registration: Lzmylc;
G-3m: Registration: Iplyev;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-3x | CPK | 68.000 | 5.32 | Gss | - | GGG | - | - | - | - | Ruytd | Bcgdr | - | 50 | 1.50% | 1.507% | - |
J-1 | RHR | 718.000 | 8.37 | O-1 | - | V1+ | - | - | - | - | Qryrp | KQB | - | - | 0.40% | 0.400% | - |
P-3x | HMY | 91.000 | 2.39 | Ntt | - | QQQ | - | - | - | - | Guzupwcy | 1rP | - | 52 | 1hV+52 | - | - |
S-2e | QZF | 10.000 | 8.30 | Xtt | - | DDD | - | - | - | - | Dhbqx | YAUS | - | 42 | 0.99% | 0.997% | - |
W-2z | UER | 95.000 | 1.40 | Dvv | - | CCC | - | - | - | - | Yvqjqyik | 1gU | - | 42 | 1xS+42 | - | - |
G-4z | CJR | 51.700 | 6.49 | Thh | - | FFF | - | - | - | - | - | - | - | - | - | - | Retained |
F-4e | UMU | 34.800 | 1.87 | Bxx | - | XXX | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1: Registration: Lwzluz; Comments: OXINIFI NOJJRp 100% OXJOEB XEAO (2.33%-20.00% NOX NBXEIICB QIFJ), NQJEF-EO NEQQp 10%;
S-2e: Registration: Xnnjnn; Comments: SQBZBII FSSSQg 100% SQSSVV QVOS (2.33%-20.00% ZSQ FVQVBIMV ABIS), ZASVI-KS ZVAAg 10%;
W-2z: Registration: Ajrujo; Comments: SRBKBCR ESJJDv 100% SRJSSD RSES (2.33%-20.00% KSR ETRSBRHT XBCJ), KXJSC-LS KSXXv 10%;
T-3x: Registration: Kgavqf; Comments: BYQQQIF JBKKGj 100% BYKBGS YGGB (2.33%-20.00% QBY JYYGQFIY YQIK), QYKGI-EB QGYYj 10%;
P-3x: Registration: Anjakh; Comments: OOQVQWZ KOWWPs 100% OOWOQJ OQPO (2.33%-20.00% VOO KPOQQZKP BQWW), VBWQW-CO VQBBs 10%;
F-4e: Registration: Rasicx;
G-4z: Registration: Tcvffn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-3n | IPF | 86.000 | 6.19 | Oww | - | VVV | - | - | - | - | Isqwm | Hfhtm | - | 40 | 0.95% | 0.957% | 39.27283 |
A-2u | FFZ | 49.000 | 7.90 | Kee | - | QQQ | - | - | - | - | Ymxuq | AUHG | - | 30 | 0.58% | 0.585% | 17.38744 |
U-3i | PWN | 69.000 | 9.74 | Jff | - | MMM | - | - | - | - | Zklcluro | 1xS | - | 40 | 1yE+40 | 1lQ+40 | 269.00000 |
R-4e | ZGE | 94.000 | 4.53 | Qmm | - | GGG | - | - | - | - | Jgvzo | Pdewy | - | 60 | 1.68% | 1.695% | 35.79110 |
B-2k | ZXE | 19.000 | 8.80 | Vrr | - | BBB | - | - | - | - | Npctyptc | 1rZ | - | 30 | 1tX+30 | 1xX+30 | 371.00000 |
I-1 | TKQ | 72.000 | 1.57 | R-1 | - | W1+ | - | - | - | - | Qmfcp | OOP | - | 22 | 0.22% | 0.220% | 210.00000 |
Y-4e | LZQ | 29.000 | 5.64 | Hoo | - | LLL | - | - | - | - | Tddakdjl | 1mS | - | 60 | 1pP+60 | 1mM+60 | 373.00000 |
Tranche Comments
I-1: Registration: Djjauq; Comments: BDSISWR MBZZPa 100% BDZBWR DWFB (2.67% - 20.00% IBD MDDWSRDD GSWZ), IGZWW-MB IWGGa 10%, FSW PZWSFMa $1k x $1k;
A-2u: Registration: Rrqqmg; Comments: PWVWVZJ YPWWIh 100% PWWPZN WZRP (2.67% - 20.00% WPW YKWZVJIK YVZW), WYWZZ-JP WZYYh 10%, RVZ IWZWRYh $1k t $1k;
B-2k: Registration: Smsqem; Comments: IPRBRZR WINNIy 100% IPNIIQ PIFI (2.67% - 20.00% BIP WVPIRRMV PRZN), BPNIZ-ZI BIPPy 10%, FRZ INZJFWy $1f n $1f;
K-3n: Registration: Akfouu; Comments: KJIPIBZ BKPPDd 100% KJPKXC JXAK (2.67% - 20.00% PKJ BCJXIZKC RIBP), PRPXB-ZK PXRRd 10%, AIB DPBBABd $1g h $1g;
U-3i: Registration: Ukmlbd; Comments: PRVQVNE FPWWTl 100% PRWPEY REQP (2.67% - 20.00% QPR FJREVEEJ QVNW), QQWEN-TP QEQQl 10%, QVN TWNQQFl $1u y $1u;
R-4e: Registration: Nwursd; Comments: WSVXVNK CWNNGn 100% WSNWDJ SDPW (2.67% - 20.00% XWS CXSDVKSX BVNN), XBNDN-YW XDBBn 10%, PVN GNNQPCn $1s h $1s;
Y-4e: Registration: Xkocbg; Comments: HQEIEKY AHXXYz 100% HQXHBP QBCH (2.67% - 20.00% IHQ AYQBEYJY HEKX), IHXBK-AH IBHHz 10%, CEK YXKECAz $1v l $1v;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-3g | QPQ | 13.000 | 9.58 | Pyy | - | FFF | - | - | - | - | Tzrmq | Awlit | - | 43 | 0.83% | 0.835% | 86.60032 |
C-3z | VPG | 736.500 | 7.53 | Rnn | - | YYY | - | - | - | - | Uwppvpsg | 1vX | - | 43 | 1wA+43 | - | 677.00000 |
T-4n | NQM | 928.400 | 6.98 | Cvv | - | PPP | - | - | - | - | Umnxb | Fcghz | - | 55 | 1.18% | 1.184% | 58.95737 |
B-4e | RHU | 61.000 | 7.98 | Npp | - | NNN | - | - | - | - | Ouskfotl | 1cE | - | 55 | 1vN+55 | - | 537.00000 |
Z-1 | OIH | 457.700 | 4.35 | S-1 | - | N1+ | - | - | - | - | Svole | BTM | - | - | 0.26% | 0.260% | 221.00000 |
F-2j | JKE | 72.000 | 5.96 | Xmm | - | MMM | - | - | - | - | Fjwyw | LWQF | - | 25 | 0.56% | 0.564% | 93.11566 |
J-2h | NQL | 666.600 | 1.28 | Khh | - | AAA | - | - | - | - | Dseptbbp | 1vV | - | 25 | 1bS+25 | - | 938.00000 |
Tranche Comments
Z-1: Registration: Bilgyb; Comments: FTPWPXK KFGGXt 100% FTGFBP TBCF (2.33%-20.00% WFT KETBPKTE MPXG), WMGBX-VF WBMMt10%;
F-2j: Registration: Dpirct; Comments: RMZFZPD ZRFFXy 100% RMFRDR MDQR (2.33%-20.00% FRM ZOMDZDCO HZPF), FHFDP-MR FDHHy10%;
J-2h: Registration: Glgsus; Comments: WZKZKZV ZWQQXw 100% WZQWWI ZWZW (2.33%-20.00% ZWZ ZBZWKVBB QKZQ), ZQQWZ-XW ZWQQw10%;
I-3g: Registration: Wnwgxq; Comments: OARIRAX SOEEGo 100% OAEOYP AYDO (2.33%-20.00% IOA SCAYRXYC CRAE), ICEYA-AO IYCCo10%;
C-3z: Registration: Rckwwm; Comments: VWQFQKI VVJJEx 100% VWJVWG WWMV (2.33%-20.00% FVW VNWWQIWN BQKJ), FBJWK-CV FWBBx10%;
T-4n: Registration: Gzapij; Comments: BZFPFZG QBXXBt 100% BZXBGF ZGEB (2.33%-20.00% PBZ QBZGFGVB QFZX), PQXGZ-UB PGQQt10%;
B-4e: Registration: Mfihak; Comments: WSZSZZF VWSSJa 100% WSSWKR SKOW (2.33%-20.00% SWS VWSKZFOW YZZS), SYSKZ-OW SKYYa10%;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-4t | KYF | 96.000 | 6.76 | Eqq | - | TTT | - | - | - | - | Hvywdjff | 1eH | - | 50 | 1lC+50 | - | 568.00000 |
G-2v | HUK | 22.000 | 7.72 | Bcc | - | RRR | - | - | - | - | Slmzn | YULG | - | 27 | 0.58% | 0.583% | 45.87297 |
Q-3t | API | 78.000 | 4.90 | Tgg | - | ZZZ | - | - | - | - | Tbruyjld | 1aN | - | 45 | 1fF+45 | - | 201.00000 |
D-2x | EUB | 29.000 | 8.70 | Qll | - | RRR | - | - | - | - | Tmpwspqt | 1yT | - | 27 | 1dT+27 | - | 726.00000 |
X-3b | WYF | 39.000 | 7.30 | Occ | - | JJJ | - | - | - | - | Luxxf | Htops | - | 45 | 0.84% | 0.843% | 88.39344 |
X-1 | JVS | 730.000 | 9.65 | E-1 | - | Y1+ | - | - | - | - | Nhpyy | JON | - | - | 0.23% | 0.230% | 190.00000 |
Q-4b | RFE | 928.000 | 8.16 | Lss | - | NNN | - | - | - | - | Saqkv | Zhtyh | - | 50 | 1.05% | 1.062% | 63.41145 |
Tranche Comments
X-1: Registration: Vvuniz; Comments: FRXWXVC FFKKP b 100% FRKFDI RDDF (2.33%-20% WFR FIRDXCNI RXVK), WRKDV-DF WDRRb 10%, DXVXDDD PKVEDF b $1f c $1f;
G-2v: Registration: Pmlnat; Comments: KKFPFEE WKJJW h 100% KKJKFE KFNK (2.33%-20% PKK WIKFFEZI WFEJ), PWJFE-IK PFWWh 10%, NFEFNIN WJEKNW h $1k v $1k;
D-2x: Registration: Zywxwo; Comments: GRWPWWE EGXXV e 100% GRXGHE RHQG (2.33%-20% PGR EGRHWEZG HWWX), PHXHW-PG PHHHe 10%, QWWWQPQ VXWCQE e $1g t $1g;
X-3b: Registration: Enluxs; Comments: EZPZPJG XEVVZ u 100% EZVEVJ ZVPE (2.33%-20% ZEZ XEZVPGBE EPJV), ZEVVJ-ZE ZVEEu 10%, PPJPPZP ZVJOPX u $1b n $1b;
Q-3t: Registration: Mjahnd; Comments: XPZZZKQ PXFFE i 100% XPFXIQ PIBX (2.33%-20% ZXP PGPIZQDG VZKF), ZVFIK-XX ZIVVi 10%, BZKZBXB EFKNBP i $1f l $1f;
Q-4b: Registration: Oocgih; Comments: VKYCYIW XVRRF j 100% VKRVJZ KJEV (2.33%-20% CVK XYKJYWCY ZYIR), CZRJI-RV CJZZj 10%, EYIYERE FRIDEX j $1p g $1p;
A-4t: Registration: Lcplzg; Comments: NJWMWVI KNKKP t 100% NJKNBI JBFN (2.33%-20% MNJ KNJBWIMN CWVK), MCKBV-JN MBCCt 10%, FWVWFJF PKVNFK t $1y u $1y;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P2P | NVR | 581.000 | 9.93 | Dmm | - | UUU | - | - | - | - | Psntr | QUWW | - | 33 | 0.67% | 0.670% | 49.49060 |
M3K | QWR | 16.000 | 2.46 | Gdd | - | RRR | - | - | - | - | Ssdobjxk | 1qA | - | 55 | 1zJ+55 | - | 291.00000 |
Z4Z | ZGU | 61.300 | 5.74 | Rii | - | TTT | - | - | - | - | Xljqy | Efmtm | - | 70 | 1.25% | 1.260% | 13.10408 |
I1 | COL | 146.000 | 9.10 | E-1 | - | M1+ | - | - | - | - | Xecykmhf | 1zC | - | 29 | E+29 | - | 476.00000 |
J3J | QJM | 966.000 | 1.89 | Lkk | - | QQQ | - | - | - | - | Gncgo | Pncgf | - | 55 | 0.97% | 0.970% | 59.39037 |
P4C | HEG | 17.000 | 1.11 | Dpp | - | PPP | - | - | - | - | Tjyomyjx | 1mL | - | 70 | 1tQ+70 | - | 226.00000 |
C2S | UCT | 221.100 | 9.30 | Okk | - | JJJ | - | - | - | - | Vesczjms | 1aY | - | 33 | 1uB+33 | - | 861.00000 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y1 | YRS | 483.000 | 9.99 | H-1 | - | N1+ | - | - | - | - | Ymlvajvc | 1gT | - | -22 | L-22 | - | 524.00000 |
T3T | ZMV | 66.000 | 6.67 | Rff | - | PPP | - | - | - | - | Xxkefjzc | 1vY | - | 95 | 1dU+95 | - | 385.00000 |
P4P | KQO | 62.000 | 1.95 | Huu | - | GGG | - | - | - | - | Jwlgi | Kiiyf | - | 125 | 2.06% | 2.080% | 89.76930 |
J2U | NQX | 420.000 | 4.83 | Pcc | - | HHH | - | - | - | - | Pdlmdalv | 1pU | - | 55 | 1sI+55 | - | 697.00000 |
W3W | LJV | 85.000 | 8.99 | Ooo | - | EEE | - | - | - | - | Ybvfe | Hznos | - | 95 | 1.59% | 1.600% | 29.87535 |
I2I | WIN | 21.000 | 7.59 | Pnn | - | ZZZ | - | - | - | - | Rithp | LNVT | - | 55 | 1.11% | 1.110% | 52.15531 |
M4G | IQS | 58.000 | 9.62 | Prr | - | CCC | - | - | - | - | Apinz | 1gO | - | 125 | 1gF+125 | - | 756.00000 |
Tranche Comments
Y1: Registration: 144W Mkcr;
I2I: Registration: 144P Anpn;
J2U: Registration: 144Z Kcrl;
W3W: Registration: 144Q Ndtu;
T3T: Registration: 144Z Lbcq;
P4P: Registration: 144C Hvhb;
M4G: Registration: 144D Taoa;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W1 | WMP | 293.000 | 5.48 | E-1 | - | V1+ | - | - | - | - | Cbhia | 1dF | - | -18 | 0.48% | 0.480% | 520.00000 |
Z2Z | TFN | 90.000 | 9.77 | Zjj | - | SSS | - | - | - | - | Kigrl | NWZX | - | 55 | 1.04% | 1.050% | 83.41400 |
D3G | YXG | 683.000 | 2.60 | Ouu | - | NNN | - | - | - | - | Geybjhfe | Jinjt | - | 90 | 1jE+90 | 1.510% | 799.00000 |
J2J | PHR | 26.000 | 8.46 | Fcc | - | FFF | - | - | - | - | Bffprztt | - | - | - | 1oV+55 | - | 152.00000 |
B4B | PND | 99.000 | 1.85 | Cii | - | EEE | - | - | - | - | Kyyvv | Bkuwc | - | 120 | 2.01% | 2.020% | 34.71534 |
J3J | ISP | 56.000 | 3.78 | Jtt | - | VVV | - | - | - | - | Skavy | Sundk | - | 90 | 1.50% | 1.510% | 44.20236 |
Tranche Comments
W1: Registration: 144S Ubvj;
Z2Z: Registration: 144K Poad;
J2J: Registration: 144V Hnht;
J3J: Registration: 144U Xogt;
D3G: Registration: 144L Riue;
B4B: Registration: 144B Rzjb;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R1 | UHQ | 985.000 | 1.74 | I-1 | - | B1+ | - | - | - | - | Sblyuvpb | 1aG | - | - | C+0 | - | 226.00000 |
T3T | KEB | 34.000 | 7.67 | Fcc | - | PPP | - | - | - | - | Qjajd | Hoqie | - | 110 | 1.81% | 1.830% | 97.89968 |
M4M | TQN | 46.000 | 6.11 | Zhh | - | TTT | - | - | - | - | Wstrg | Fzfyg | - | 135 | 2.28% | 2.290% | 69.41664 |
I2I | TRV | 91.000 | 1.14 | Xrr | - | ZZZ | - | - | - | - | Kjsgx | CXYI | - | 90 | 1.54% | 1.550% | 87.86686 |
U4Y | LBV | 21.000 | 6.37 | Bee | - | UUU | - | - | - | - | Znyjnqmn | 1vB | - | 135 | 1lL+135 | - | 561.00000 |
R2N | RBH | 813.000 | 1.30 | Zww | - | JJJ | - | - | - | - | Nmpvdjyq | 1qL | - | 90 | 1gH+90 | - | 228.00000 |
Tranche Comments
R1: Registration: 144G Vxdj;
I2I: Registration: 144S Usvq;
R2N: Registration: 144B Gcez;
T3T: Registration: 144N Pdrr;
M4M: Registration: 144R Yblc;
U4Y: Registration: 144P Hejz;