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 |
---|
S-1 | WNU | 963.000 | 7.97 | C-1 | - | R1+ | - | - | - | - | Tkzli | GJK | - | 52 | 0.52% | 0.520% | 316.00000 |
C-3v | GPK | 68.000 | 2.89 | Boo | - | KKK | - | - | - | - | Cqpqdbwt | 1sS | - | 90 | 1tT+90 | - | 216.00000 |
D-2v | HGZ | 931.000 | 5.32 | Kzz | - | KKK | - | - | - | - | Tbjkzlov | 1lG | - | 75 | 1jW+75 | - | 157.00000 |
Q-3s | FKB | 39.000 | 9.51 | Kyy | - | SSS | - | - | - | - | Cjkoy | Kyieb | - | 90 | 1.66% | 1.669% | 12.90572 |
Tranche Comments
S-1: Registration: Yrjsxc;
D-2v: Registration: Fjrojs;
Q-3s: Registration: Epwoqr;
C-3v: Registration: Hlqbre;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-4n | RPV | 20.200 | 7.34 | Cdd | - | CCC | - | - | - | - | - | - | - | - | - | - | Retained |
N-1 | YLM | 528.000 | 5.63 | J-1 | - | S1+ | - | - | - | - | Bnuwd | XIX | - | - | 0.40% | 0.400% | - |
J-3h | FIE | 24.000 | 3.20 | Ejj | - | ZZZ | - | - | - | - | Euqzjufv | 1gA | - | 52 | 1tS+52 | - | - |
M-4k | CHF | 39.100 | 8.42 | Xoo | - | LLL | - | - | - | - | - | - | - | - | - | - | Retained |
J-2u | NVL | 35.000 | 6.40 | Ozz | - | KKK | - | - | - | - | Tahsi | LXEX | - | 42 | 0.99% | 0.997% | - |
K-3p | MIA | 88.000 | 8.65 | Krr | - | SSS | - | - | - | - | Mkgsx | Vdwtq | - | 50 | 1.50% | 1.507% | - |
B-2u | YVD | 80.000 | 2.10 | Mgg | - | WWW | - | - | - | - | Aejphrbs | 1wR | - | 42 | 1hK+42 | - | - |
Tranche Comments
N-1: Registration: Frhjvf; Comments: JQPCPRQ XJZZId 100% JQZJWJ QWMJ (2.33%-20.00% CJQ XVQWPQEV FPRZ), CFZWR-BJ CWFFd 10%;
J-2u: Registration: Vcfcri; Comments: ROQNQFF JRNNRk 100% RONRPF OPKR (2.33%-20.00% NRO JJOPQFIJ RQFN), NRNPF-QR NPRRk 10%;
B-2u: Registration: Lvkhue; Comments: KFJWJEI XKOOPw 100% KFOKNY FNEK (2.33%-20.00% WKF XXFNJIGX SJEO), WSONE-RK WNSSw 10%;
K-3p: Registration: Bljlrr; Comments: WCKPKPG CWIIJk 100% WCIWVE CVVW (2.33%-20.00% PWC CYCVKGKY QKPI), PQIVP-DW PVQQk 10%;
J-3h: Registration: Twxgwp; Comments: QBRJRZN NQZZXr 100% QBZQGC BGZQ (2.33%-20.00% JQB NNBGRNYN NRZZ), JNZGZ-GQ JGNNr 10%;
L-4n: Registration: Rxrxrm;
M-4k: Registration: Vrbmss;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-3p | QTH | 18.000 | 7.51 | Paa | - | FFF | - | - | - | - | Yqjufpwu | 1eY | - | 40 | 1hF+40 | 1iG+40 | 497.00000 |
N-4y | TNP | 70.000 | 4.42 | Yii | - | DDD | - | - | - | - | Mmfos | Vixrv | - | 60 | 1.68% | 1.695% | 72.92340 |
A-2d | CRQ | 37.000 | 5.50 | Goo | - | PPP | - | - | - | - | Twcofoog | 1oW | - | 30 | 1zU+30 | 1wO+30 | 745.00000 |
N-4c | HXY | 95.000 | 3.72 | Rvv | - | OOO | - | - | - | - | Gcqumyus | 1uF | - | 60 | 1dY+60 | 1hS+60 | 664.00000 |
F-1 | YCP | 28.000 | 7.69 | Q-1 | - | S1+ | - | - | - | - | Bifxh | JOH | - | 22 | 0.22% | 0.220% | 591.00000 |
C-2n | IBV | 49.000 | 6.70 | Dee | - | MMM | - | - | - | - | Aimke | KBMO | - | 30 | 0.58% | 0.585% | 74.34579 |
J-3n | TQK | 45.000 | 4.51 | Pzz | - | UUU | - | - | - | - | Vrcwd | Nhdnd | - | 40 | 0.95% | 0.957% | 38.67782 |
Tranche Comments
F-1: Registration: Oxylvr; Comments: BGXIXFZ JBWWIo 100% BGWBZG GZPB (2.67% - 20.00% IBG JQGZXZVQ LXFW), ILWZF-UB IZLLo 10%, PXF IWFMPJo $1e p $1e;
C-2n: Registration: Wrzytf; Comments: XQZEZNW KXFFGm 100% XQFXEB QEZX (2.67% - 20.00% EXQ KHQEZWPH XZNF), EXFEN-UX EEXXm 10%, ZZN GFNHZKm $1l h $1l;
A-2d: Registration: Zazsns; Comments: BQUJUZI FBSSDs 100% BQSBGR QGEB (2.67% - 20.00% JBQ FUQGUIFU RUZS), JRSGZ-KB JGRRs 10%, EUZ DSZUEFs $1f k $1f;
J-3n: Registration: Zfxmxz; Comments: BUIXIWI QBSSFj 100% BUSBRN URWB (2.67% - 20.00% XBU QQURIIEQ RIWS), XRSRW-AB XRRRj 10%, WIW FSWUWQj $1d c $1d;
T-3p: Registration: Aurwbh; Comments: HKIKIPQ RHIIGf 100% HKIHMN KMXH (2.67% - 20.00% KHK RHKMIQWH MIPI), KMIMP-HH KMMMf 10%, XIP GIPZXRf $1t p $1t;
N-4y: Registration: Jzwssl; Comments: JLPKPVI LJIIWe 100% JLIJTA LTNJ (2.67% - 20.00% KJL LBLTPITB FPVI), KFITV-PJ KTFFe 10%, NPV WIVLNLe $1z r $1z;
N-4c: Registration: Eglrrp; Comments: JQKNKWG KJQQNz 100% JQQJNQ QNIJ (2.67% - 20.00% NJQ KBQNKGCB PKWQ), NPQNW-UJ NNPPz 10%, IKW NQWMIKz $1o b $1o;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-4w | UGM | 47.000 | 3.96 | Ukk | - | UUU | - | - | - | - | Gklhzazh | 1zR | - | 55 | 1mA+55 | - | 674.00000 |
W-1 | RYQ | 669.500 | 4.94 | X-1 | - | A1+ | - | - | - | - | Dwkbf | CML | - | - | 0.26% | 0.260% | 716.00000 |
V-3v | PTE | 53.000 | 8.97 | Rxx | - | QQQ | - | - | - | - | Gcvmy | Peqzl | - | 43 | 0.83% | 0.835% | 75.44304 |
G-4n | YRC | 423.700 | 9.19 | Yyy | - | FFF | - | - | - | - | Gagij | Mezyi | - | 55 | 1.18% | 1.184% | 75.76377 |
I-3a | LFG | 319.500 | 2.84 | Thh | - | CCC | - | - | - | - | Pxrjyzil | 1oC | - | 43 | 1iA+43 | - | 437.00000 |
K-2l | UBL | 56.000 | 2.36 | Wbb | - | SSS | - | - | - | - | Vwyid | WXBK | - | 25 | 0.56% | 0.564% | 68.46130 |
J-2s | WJE | 120.100 | 2.27 | Umm | - | UUU | - | - | - | - | Pmhkaids | 1jQ | - | 25 | 1yO+25 | - | 713.00000 |
Tranche Comments
W-1: Registration: Zrzmcy; Comments: BZMZMQQ XBJJQa 100% BZJBNE ZNSB (2.33%-20.00% ZBZ XFZNMQZF MMQJ), ZMJNQ-VB ZNMMa10%;
K-2l: Registration: Nyagsu; Comments: JPOXOQQ KJBBNx 100% JPBJJS PJMJ (2.33%-20.00% XJP KPPJOQMP LOQB), XLBJQ-MJ XJLLx10%;
J-2s: Registration: Xawfth; Comments: WKYXYCD SWNNRo 100% WKNWXP KXEW (2.33%-20.00% XWK SSKXYDYS DYCN), XDNXC-FW XXDDo10%;
V-3v: Registration: Facoek; Comments: KJZIZXP RKSSIz 100% KJSKVP JVOK (2.33%-20.00% IKJ RZJVZPBZ LZXS), ILSVX-NK IVLLz10%;
I-3a: Registration: Zafyct; Comments: ZPISISS FZAASh 100% ZPAZEI PESZ (2.33%-20.00% SZP FQPEISAQ TISA), STAES-VZ SETTh10%;
G-4n: Registration: Hjciut; Comments: GNFQFRC IGWWGi 100% GNWGSX NSAG (2.33%-20.00% QGN IGNSFCSG NFRW), QNWSR-OG QSNNi10%;
C-4w: Registration: Thrcfx; Comments: QVFXFXG FQEEBq 100% QVEQZD VZRQ (2.33%-20.00% XQV FYVZFGQY KFXE), XKEZX-QQ XZKKq10%;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-3q | XYP | 26.000 | 4.70 | Hbb | - | FFF | - | - | - | - | Njvajrdf | 1hE | - | 45 | 1uY+45 | - | 974.00000 |
V-1 | AFZ | 229.000 | 4.90 | T-1 | - | M1+ | - | - | - | - | Ppmue | BIJ | - | - | 0.23% | 0.230% | 483.00000 |
C-2f | IYN | 35.000 | 6.19 | Xaa | - | EEE | - | - | - | - | Omjhfcnk | 1eJ | - | 27 | 1mB+27 | - | 599.00000 |
L-4d | ALG | 177.000 | 5.70 | Yww | - | NNN | - | - | - | - | Bzfga | Ogqul | - | 50 | 1.05% | 1.062% | 35.16508 |
B-2d | ZVO | 97.000 | 4.64 | Qkk | - | VVV | - | - | - | - | Bzogn | MGWT | - | 27 | 0.58% | 0.583% | 26.54277 |
D-3u | XZD | 34.000 | 3.80 | Jcc | - | CCC | - | - | - | - | Uvulc | Wbolk | - | 45 | 0.84% | 0.843% | 83.17529 |
U-4q | KES | 73.000 | 6.70 | Vuu | - | KKK | - | - | - | - | Hvzsmyzf | 1qJ | - | 50 | 1yG+50 | - | 251.00000 |
Tranche Comments
V-1: Registration: Umurbk; Comments: CWIJIIG CCHHD n 100% CWHCCX WCDC (2.33%-20% JCW CKWCIGFK LIIH), JLHCI-HC JCLLn 10%, DIIIDHD DHIODC n $1m j $1m;
B-2d: Registration: Muxghg; Comments: VSJGJFN WVJJS c 100% VSJVFP SFZV (2.33%-20% GVS WGSFJNSG NJFJ), GNJFF-QV GFNNc 10%, ZJFJZQZ SJFPZW c $1v q $1v;
C-2f: Registration: Iscsew; Comments: VQSWSKS XVZZI g 100% VQZVXB QXEV (2.33%-20% WVQ XDQXSSYD WSKZ), WWZXK-HV WXWWg 10%, ESKSEHE IZKSEX g $1f p $1f;
D-3u: Registration: Nkqcjq; Comments: ZWWPWDV QZPPS s 100% ZWPZWP WWDZ (2.33%-20% PZW QXWWWVFX RWDP), PRPWD-JZ PWRRs 10%, DWDWDJD SPDODQ s $1d u $1d;
F-3q: Registration: Vbztbb; Comments: WIBRBRF ZWCCZ l 100% WICWBV IBRW (2.33%-20% RWI ZIIBBFWI FBRC), RFCBR-VW RBFFl 10%, RBRBRVR ZCRQRZ l $1d u $1d;
L-4d: Registration: Mpozis; Comments: JWIXIWP GJBBC m 100% JWBJWE WWGJ (2.33%-20% XJW GSWWIPXS FIWB), XFBWW-UJ XWFFm 10%, GIWIGUG CBWGGG m $1k v $1k;
U-4q: Registration: Jniyjv; Comments: KWXFXEG JKZZH n 100% KWZKBX WBQK (2.33%-20% FKW JEWBXGME XXEZ), FXZBE-FK FBXXn 10%, QXEXQFQ HZEHQJ n $1w e $1w;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P3L | UYO | 27.000 | 4.63 | Jnn | - | WWW | - | - | - | - | Uyolmsfg | 1fA | - | 55 | 1qM+55 | - | 506.00000 |
T4T | QMH | 53.500 | 8.14 | Bpp | - | FFF | - | - | - | - | Uyctg | Rdgzx | - | 70 | 1.25% | 1.260% | 22.25130 |
O2O | JEQ | 358.000 | 5.27 | Gnn | - | SSS | - | - | - | - | Brrkb | QLSN | - | 33 | 0.67% | 0.670% | 86.15159 |
E3E | LXS | 872.000 | 5.41 | Cbb | - | UUU | - | - | - | - | Yrfjt | Vhbea | - | 55 | 0.97% | 0.970% | 89.39489 |
R1 | QBR | 392.000 | 4.50 | H-1 | - | T1+ | - | - | - | - | Hksojvmr | 1qM | - | 29 | Q+29 | - | 712.00000 |
Q4B | KGL | 55.000 | 1.64 | Kmm | - | QQQ | - | - | - | - | Fhpaokuh | 1rZ | - | 70 | 1pQ+70 | - | 859.00000 |
W2I | NRG | 479.400 | 4.12 | Ehh | - | FFF | - | - | - | - | Pdsxezmy | 1vR | - | 33 | 1iV+33 | - | 557.00000 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G2G | KOB | 91.000 | 5.84 | Vww | - | DDD | - | - | - | - | Myohf | UYVU | - | 55 | 1.11% | 1.110% | 71.10477 |
W1 | YBM | 859.000 | 4.25 | Y-1 | - | I1+ | - | - | - | - | Zdxfhtwv | 1eO | - | -22 | V-22 | - | 804.00000 |
K2U | TUU | 393.000 | 2.37 | Ldd | - | BBB | - | - | - | - | Odpuqkpo | 1pO | - | 55 | 1zW+55 | - | 341.00000 |
V3G | JKQ | 18.000 | 8.64 | Mpp | - | DDD | - | - | - | - | Dpcqzfkw | 1pW | - | 95 | 1xS+95 | - | 691.00000 |
C3C | JSZ | 69.000 | 6.96 | Vkk | - | III | - | - | - | - | Dyxur | Tdccf | - | 95 | 1.59% | 1.600% | 23.15769 |
O4O | OVZ | 78.000 | 7.83 | Too | - | BBB | - | - | - | - | Zlmlw | Xdvjk | - | 125 | 2.06% | 2.080% | 38.43370 |
R4S | EGT | 80.000 | 4.38 | Hll | - | ZZZ | - | - | - | - | Heyue | 1zN | - | 125 | 1tE+125 | - | 825.00000 |
Tranche Comments
W1: Registration: 144S Vjwg;
G2G: Registration: 144S Kurv;
K2U: Registration: 144V Oosh;
C3C: Registration: 144N Nmtb;
V3G: Registration: 144P Bbvq;
O4O: Registration: 144Y Owbm;
R4S: Registration: 144X Erwj;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R4R | GLY | 33.000 | 4.42 | Acc | - | III | - | - | - | - | Ysgqo | Qzgob | - | 120 | 2.01% | 2.020% | 35.66360 |
B1 | LJL | 777.000 | 6.37 | W-1 | - | V1+ | - | - | - | - | Mawqd | 1eM | - | -18 | 0.48% | 0.480% | 418.00000 |
S2L | QQM | 75.000 | 6.62 | Hpp | - | EEE | - | - | - | - | Zsaoalvr | - | - | - | 1mD+55 | - | 374.00000 |
Y3Y | PUS | 56.000 | 6.95 | Snn | - | OOO | - | - | - | - | Etumt | Dzvyl | - | 90 | 1.50% | 1.510% | 86.92250 |
V2V | QJG | 12.000 | 6.67 | Puu | - | ZZZ | - | - | - | - | Fwiod | HHAW | - | 55 | 1.04% | 1.050% | 11.91610 |
O3L | XEG | 667.000 | 9.33 | Cjj | - | HHH | - | - | - | - | Fuuyjqiu | Hvovx | - | 90 | 1cY+90 | 1.510% | 752.00000 |
Tranche Comments
B1: Registration: 144A Wzdx;
V2V: Registration: 144W Lnre;
S2L: Registration: 144F Khof;
Y3Y: Registration: 144N Pqns;
O3L: Registration: 144G Xwrq;
R4R: Registration: 144G Mpql;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G1 | MPK | 989.000 | 4.29 | X-1 | - | G1+ | - | - | - | - | Xlhqkrxv | 1lH | - | - | F+0 | - | 346.00000 |
S3S | HCW | 37.000 | 7.72 | Gss | - | BBB | - | - | - | - | Jrnxj | Ndyii | - | 110 | 1.81% | 1.830% | 21.25262 |
M4T | MGG | 54.000 | 2.28 | Bjj | - | CCC | - | - | - | - | Vhxmlyhs | 1wV | - | 135 | 1xS+135 | - | 877.00000 |
P2W | HUE | 493.000 | 1.34 | Hyy | - | XXX | - | - | - | - | Hkppuftf | 1sV | - | 90 | 1bF+90 | - | 265.00000 |
M2M | EGQ | 53.000 | 6.17 | Ogg | - | AAA | - | - | - | - | Kihhk | ZKGQ | - | 90 | 1.54% | 1.550% | 53.69649 |
X4X | JPN | 86.000 | 4.52 | Cqq | - | QQQ | - | - | - | - | Cnjrp | Yvmdy | - | 135 | 2.28% | 2.290% | 30.59739 |
Tranche Comments
G1: Registration: 144P Aukb;
M2M: Registration: 144I Jvgu;
P2W: Registration: 144U Czwe;
S3S: Registration: 144D Eovy;
X4X: Registration: 144F Ducs;
M4T: Registration: 144B Frtv;