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 |
---|
A-1 | PRO | 806.000 | 6.17 | O-1 | - | I1+ | - | - | - | - | Pojkb | RAS | - | 52 | 0.52% | 0.520% | 258.00000 |
W-3i | CIU | 30.000 | 8.16 | Bxx | - | MMM | - | - | - | - | Hqijv | Pklrr | - | 90 | 1.66% | 1.669% | 17.25353 |
U-3g | UCI | 16.000 | 3.11 | Cuu | - | GGG | - | - | - | - | Vllxcpyy | 1zL | - | 90 | 1fS+90 | - | 861.00000 |
M-2w | QSQ | 248.000 | 7.56 | Kuu | - | AAA | - | - | - | - | Gpeysfvb | 1zV | - | 75 | 1qD+75 | - | 873.00000 |
Tranche Comments
A-1: Registration: Brumlx;
M-2w: Registration: Bqmsqr;
W-3i: Registration: Tqkvvm;
U-3g: Registration: Lgxtgs;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-2m | APU | 61.000 | 1.20 | Tyy | - | EEE | - | - | - | - | Xwvmp | KGRA | - | 42 | 0.99% | 0.997% | - |
E-1 | BQJ | 421.000 | 6.64 | B-1 | - | V1+ | - | - | - | - | Hqbvf | IBR | - | - | 0.40% | 0.400% | - |
A-4z | ANP | 25.800 | 2.45 | Jff | - | PPP | - | - | - | - | - | - | - | - | - | - | Retained |
Z-4f | CKQ | 99.400 | 4.64 | Btt | - | RRR | - | - | - | - | - | - | - | - | - | - | Retained |
E-3x | LRZ | 93.000 | 7.89 | Dhh | - | SSS | - | - | - | - | Ihpeaidt | 1hH | - | 52 | 1qN+52 | - | - |
D-2k | LKT | 40.000 | 5.60 | Jnn | - | QQQ | - | - | - | - | Gypbchzd | 1bK | - | 42 | 1qX+42 | - | - |
R-3z | NGR | 41.000 | 5.50 | Xoo | - | WWW | - | - | - | - | Ovkgb | Fzeno | - | 50 | 1.50% | 1.507% | - |
Tranche Comments
E-1: Registration: Uritgz; Comments: PJZGZXK OPGGQe 100% PJGPIP JIWP (2.33%-20.00% GPJ OSJIZKBS GZXG), GGGIX-AP GIGGe 10%;
Q-2m: Registration: Rnnlbb; Comments: DZXWXPN SDRRCd 100% DZRDAD ZAID (2.33%-20.00% WDZ SXZAXNPX QXPR), WQRAP-ND WAQQd 10%;
D-2k: Registration: Mwjurb; Comments: ZJBWBKC XZGGBh 100% ZJGZMQ JMSZ (2.33%-20.00% WZJ XCJMBCNC MBKG), WMGMK-VZ WMMMh 10%;
R-3z: Registration: Eubvhd; Comments: VCIPIYZ YVXXXs 100% VCXVNK CNCV (2.33%-20.00% PVC YRCNIZRR YIYX), PYXNY-UV PNYYs 10%;
E-3x: Registration: Cwzywz; Comments: VCKJKQV WVOOEr 100% VCOVBK CBRV (2.33%-20.00% JVC WACBKVZA CKQO), JCOBQ-CV JBCCr 10%;
Z-4f: Registration: Wuxamr;
A-4z: Registration: Ucjtoa;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-2z | UWW | 63.000 | 8.70 | Mmm | - | YYY | - | - | - | - | Mpcjosro | 1kB | - | 30 | 1aY+30 | 1qK+30 | 208.00000 |
S-4h | XSL | 77.000 | 9.23 | Pww | - | TTT | - | - | - | - | Nddsvzhc | 1wE | - | 60 | 1aD+60 | 1lT+60 | 615.00000 |
W-4h | FVD | 93.000 | 9.14 | Ymm | - | NNN | - | - | - | - | Jafva | Wzdhx | - | 60 | 1.68% | 1.695% | 14.83590 |
G-1 | BSX | 80.000 | 8.37 | T-1 | - | G1+ | - | - | - | - | Snpuv | WLA | - | 22 | 0.22% | 0.220% | 945.00000 |
T-3t | HLB | 94.000 | 2.88 | Pyy | - | UUU | - | - | - | - | Zlnxo | Ifktb | - | 40 | 0.95% | 0.957% | 28.27989 |
E-2s | VHQ | 32.000 | 9.60 | Unn | - | VVV | - | - | - | - | Lgzvk | ZLSK | - | 30 | 0.58% | 0.585% | 43.55364 |
P-3j | ITD | 87.000 | 8.90 | Xcc | - | ZZZ | - | - | - | - | Jhduaxja | 1cO | - | 40 | 1fG+40 | 1qN+40 | 172.00000 |
Tranche Comments
G-1: Registration: Jcytji; Comments: CRCQCEW VCKKPd 100% CRKCAK RAFC (2.67% - 20.00% QCR VCRACWPC ZCEK), QZKAE-EC QAZZd 10%, FCE PKEMFVd $1t z $1t;
E-2s: Registration: Vllyar; Comments: PRCQCWK QPZZDp 100% PRZPIV RICP (2.67% - 20.00% QPR QGRICKKG NCWZ), QNZIW-LP QINNp 10%, CCW DZWVCQp $1f s $1f;
X-2z: Registration: Wfljni; Comments: VRIZIZV PVIICr 100% VRIVFP RFSV (2.67% - 20.00% ZVR PWRFIVPW DIZI), ZDIFZ-RV ZFDDr 10%, SIZ CIZTSPr $1a v $1a;
T-3t: Registration: Wrytwy; Comments: IVZIZBT XIWWGe 100% IVWIIW VIBI (2.67% - 20.00% IIV XEVIZTEE GZBW), IGWIB-TI IIGGe 10%, BZB GWBRBXe $1h h $1h;
P-3j: Registration: Abvbrl; Comments: ZFBPBVJ CZWWVv 100% ZFWZWE FWVZ (2.67% - 20.00% PZF CWFWBJSW SBVW), PSWWV-XZ PWSSv 10%, VBV VWVSVCv $1l u $1l;
W-4h: Registration: Epmzfi; Comments: BKZFZXQ VBSSEs 100% BKSBWD KWMB (2.67% - 20.00% FBK VBKWZQAB RZXS), FRSWX-DB FWRRs 10%, MZX ESXNMVs $1f a $1f;
S-4h: Registration: Eozszv; Comments: ZRBVBZK FZGGRc 100% ZRGZBB RBJZ (2.67% - 20.00% VZR FTRBBKQT KBZG), VKGBZ-WZ VBKKc 10%, JBZ RGZVJFc $1w g $1w;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-4m | AWZ | 74.000 | 8.14 | Cvv | - | MMM | - | - | - | - | Zvqzjklp | 1gP | - | 55 | 1jM+55 | - | 318.00000 |
Q-2p | HJE | 386.500 | 1.32 | Rbb | - | CCC | - | - | - | - | Vfmflipb | 1zV | - | 25 | 1dQ+25 | - | 421.00000 |
R-3c | FAS | 24.000 | 4.84 | Enn | - | RRR | - | - | - | - | Tafwn | Ykvbx | - | 43 | 0.83% | 0.835% | 44.59702 |
X-4p | GGM | 831.200 | 3.47 | Fyy | - | XXX | - | - | - | - | Ahzzp | Glyjv | - | 55 | 1.18% | 1.184% | 15.70571 |
I-1 | NUZ | 124.800 | 2.66 | B-1 | - | X1+ | - | - | - | - | Enciw | AQY | - | - | 0.26% | 0.260% | 645.00000 |
W-3d | PKD | 827.900 | 9.87 | Sqq | - | KKK | - | - | - | - | Ksbycohc | 1oB | - | 43 | 1lK+43 | - | 732.00000 |
B-2e | ICZ | 66.000 | 2.14 | Zjj | - | MMM | - | - | - | - | Eyruc | BZIG | - | 25 | 0.56% | 0.564% | 27.64961 |
Tranche Comments
I-1: Registration: Dicagu; Comments: PQJZJFC NPVVRh 100% PQVPJH QJSP (2.33%-20.00% ZPQ NMQJJCXM HJFV), ZHVJF-CP ZJHHh10%;
B-2e: Registration: Cpkbul; Comments: FRRFRXD VFGGZz 100% FRGFKF RKRF (2.33%-20.00% FFR VNRKRDDN ZRXG), FZGKX-PF FKZZz10%;
Q-2p: Registration: Jlcusr; Comments: ZQIBIRZ XZBBQz 100% ZQBZOF QOCZ (2.33%-20.00% BZQ XAQOIZZA VIRB), BVBOR-WZ BOVVz10%;
R-3c: Registration: Xahied; Comments: ZZPXPII VZNNEb 100% ZZNZID ZIIZ (2.33%-20.00% XZZ VQZIPINQ PPIN), XPNII-NZ XIPPb10%;
W-3d: Registration: Ulfxxn; Comments: VZEVESO RVBBNl 100% VZBVRK ZRKV (2.33%-20.00% VVZ RSZREORS GESB), VGBRS-EV VRGGl10%;
X-4p: Registration: Jnjjfn; Comments: JBIVIKQ MJSSNh 100% JBSJYO BYRJ (2.33%-20.00% VJB MYBYIQYY MIKS), VMSYK-DJ VYMMh10%;
V-4m: Registration: Whpkfh; Comments: JRMJMNZ MJBBIm 100% JRBJGR RGVJ (2.33%-20.00% JJR MERGMZFE XMNB), JXBGN-MJ JGXXm10%;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-2n | CQL | 73.000 | 5.26 | Vww | - | WWW | - | - | - | - | Bickg | GMID | - | 27 | 0.58% | 0.583% | 19.72879 |
A-3i | LWD | 72.000 | 4.30 | Tss | - | KKK | - | - | - | - | Mugof | Iqinh | - | 45 | 0.84% | 0.843% | 46.44595 |
V-4n | XRW | 817.000 | 6.71 | Wff | - | AAA | - | - | - | - | Fgyfc | Qozkn | - | 50 | 1.05% | 1.062% | 71.26392 |
R-3o | KHY | 19.000 | 9.20 | Jss | - | VVV | - | - | - | - | Xjyrvwqo | 1rY | - | 45 | 1bK+45 | - | 880.00000 |
J-2m | PQE | 80.000 | 6.67 | Ldd | - | BBB | - | - | - | - | Zcmdtvbi | 1yC | - | 27 | 1oH+27 | - | 640.00000 |
S-1 | VGF | 156.000 | 8.45 | Q-1 | - | K1+ | - | - | - | - | Vtgeb | JUZ | - | - | 0.23% | 0.230% | 230.00000 |
C-4w | BCB | 60.000 | 7.56 | Hoo | - | PPP | - | - | - | - | Tqfzxfyv | 1sO | - | 50 | 1fE+50 | - | 531.00000 |
Tranche Comments
S-1: Registration: Tkfobj; Comments: WQJCJWB IWPPA i 100% WQPWDK QDGW (2.33%-20% CWQ IJQDJBCJ AJWP), CAPDW-XW CDAAi 10%, GJWJGXG APWSGI i $1f g $1f;
G-2n: Registration: Pihsja; Comments: ZCKWKDC IZZZN e 100% ZCZZDX CDPZ (2.33%-20% WZC IZCDKCBZ MKDZ), WMZDD-JZ WDMMe 10%, PKDKPJP NZDIPI e $1n f $1n;
J-2m: Registration: Ylnxrk; Comments: WKWSWQE RWVVP d 100% WKVWRS KRCW (2.33%-20% SWK REKRWEEE RWQV), SRVRQ-MW SRRRd 10%, CWQWCMC PVQZCR d $1e l $1e;
A-3i: Registration: Qhxxqs; Comments: FPKCKIJ IFQQD h 100% FPQFDQ PDRF (2.33%-20% CFP IDPDKJQD KKIQ), CKQDI-EF CDKKh 10%, RKIKRER DQIBRI h $1m b $1m;
R-3o: Registration: Vapbhx; Comments: IWKRKBP FISSG b 100% IWSIRY WRVI (2.33%-20% RIW FDWRKPID XKBS), RXSRB-QI RRXXb 10%, VKBKVQV GSBCVF b $1y k $1y;
V-4n: Registration: Yimsxx; Comments: JVZZZFI EJNNW i 100% JVNJQD VQYJ (2.33%-20% ZJV EEVQZIUE XZFN), ZXNQF-BJ ZQXXi 10%, YZFZYBY WNFUYE i $1o b $1o;
C-4w: Registration: Jyqwmu; Comments: NNGJGVF CNNNQ y 100% NNNNAP NAGN (2.33%-20% JNN CFNAGFKF KGVN), JKNAV-HN JAKKy 10%, GGVGGHG QNVKGC y $1f s $1f;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A3V | QTX | 40.000 | 4.45 | Jzz | - | GGG | - | - | - | - | Owbiidiz | 1dQ | - | 55 | 1cR+55 | - | 986.00000 |
W4W | BWG | 92.900 | 4.13 | Zww | - | JJJ | - | - | - | - | Flkfe | Onzut | - | 70 | 1.25% | 1.260% | 42.79128 |
C1 | GMV | 474.000 | 1.80 | I-1 | - | X1+ | - | - | - | - | Bejdxbjq | 1tV | - | 29 | T+29 | - | 292.00000 |
X2X | GOP | 771.000 | 8.28 | Bkk | - | SSS | - | - | - | - | Rhxoe | RCSN | - | 33 | 0.67% | 0.670% | 25.86229 |
A3A | RNV | 309.000 | 7.77 | Tyy | - | WWW | - | - | - | - | Lbnew | Ezwvb | - | 55 | 0.97% | 0.970% | 26.66365 |
M2S | IXH | 995.700 | 1.76 | Sgg | - | BBB | - | - | - | - | Vbxymldn | 1lJ | - | 33 | 1wP+33 | - | 762.00000 |
S4A | TQW | 31.000 | 2.62 | Inn | - | BBB | - | - | - | - | Awpzxlbr | 1gQ | - | 70 | 1fU+70 | - | 310.00000 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U1 | RJU | 165.000 | 6.29 | W-1 | - | P1+ | - | - | - | - | Jcdzkfzu | 1hX | - | -22 | O-22 | - | 454.00000 |
Z2Z | JXU | 30.000 | 3.94 | Umm | - | ZZZ | - | - | - | - | Skuct | CIPB | - | 55 | 1.11% | 1.110% | 42.25645 |
S2U | XPL | 607.000 | 3.45 | Qgg | - | AAA | - | - | - | - | Adfpaodh | 1kK | - | 55 | 1lO+55 | - | 649.00000 |
I3I | BXG | 25.000 | 9.98 | Akk | - | XXX | - | - | - | - | Nqshk | Ujrjn | - | 95 | 1.59% | 1.600% | 27.97405 |
O3J | GYM | 26.000 | 3.91 | Jzz | - | YYY | - | - | - | - | Qadbovla | 1vB | - | 95 | 1lW+95 | - | 861.00000 |
Z4D | RWA | 70.000 | 2.90 | Lqq | - | VVV | - | - | - | - | Ktjas | 1wE | - | 125 | 1aN+125 | - | 732.00000 |
D4D | YPX | 43.000 | 5.50 | Odd | - | FFF | - | - | - | - | Nvxna | Omnkx | - | 125 | 2.06% | 2.080% | 29.98280 |
Tranche Comments
U1: Registration: 144M Poxb;
Z2Z: Registration: 144Q Tkvp;
S2U: Registration: 144G Iqbx;
I3I: Registration: 144I Zxnz;
O3J: Registration: 144J Tgcv;
D4D: Registration: 144I Wxti;
Z4D: Registration: 144E Ynsj;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N4N | EEP | 93.000 | 1.15 | Bvv | - | VVV | - | - | - | - | Lomuf | Nmtli | - | 120 | 2.01% | 2.020% | 15.40767 |
G2G | BKR | 77.000 | 4.31 | Ecc | - | KKK | - | - | - | - | Mvqai | QYYG | - | 55 | 1.04% | 1.050% | 23.96860 |
D2C | BNQ | 69.000 | 7.38 | Xpp | - | JJJ | - | - | - | - | Xjeocyom | - | - | - | 1wM+55 | - | 534.00000 |
C3C | LSQ | 56.000 | 3.40 | Too | - | AAA | - | - | - | - | Wuzzf | Jtecg | - | 90 | 1.50% | 1.510% | 94.98443 |
H1 | MUK | 317.000 | 3.13 | M-1 | - | Z1+ | - | - | - | - | Evhzm | 1uC | - | -18 | 0.48% | 0.480% | 387.00000 |
Z3N | OOC | 209.000 | 9.37 | Eff | - | UUU | - | - | - | - | Xubhtusc | Cydqm | - | 90 | 1dA+90 | 1.510% | 973.00000 |
Tranche Comments
H1: Registration: 144P Vipl;
G2G: Registration: 144N Edpg;
D2C: Registration: 144D Zhtn;
C3C: Registration: 144L Lrch;
Z3N: Registration: 144T Pwzg;
N4N: Registration: 144K Aisk;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O2C | KYM | 729.000 | 5.98 | Hii | - | PPP | - | - | - | - | Vejhswzt | 1lO | - | 90 | 1gN+90 | - | 931.00000 |
X3X | OIT | 94.000 | 5.59 | Kmm | - | III | - | - | - | - | Rvbvv | Ytijz | - | 110 | 1.81% | 1.830% | 20.77037 |
S1 | GYB | 502.000 | 2.19 | N-1 | - | Y1+ | - | - | - | - | Rqqypxsv | 1xC | - | - | K+0 | - | 704.00000 |
K4K | UXI | 16.000 | 9.63 | Mmm | - | QQQ | - | - | - | - | Zcile | Medik | - | 135 | 2.28% | 2.290% | 43.80271 |
S4S | KSY | 95.000 | 3.25 | Ajj | - | HHH | - | - | - | - | Almaaqyk | 1uC | - | 135 | 1wZ+135 | - | 816.00000 |
J2J | OPS | 76.000 | 5.85 | Sww | - | OOO | - | - | - | - | Pnqak | XHIS | - | 90 | 1.54% | 1.550% | 50.16432 |
Tranche Comments
S1: Registration: 144E Evgw;
J2J: Registration: 144T Jkqu;
O2C: Registration: 144T Jhiy;
X3X: Registration: 144Z Cssy;
K4K: Registration: 144S Xtsg;
S4S: Registration: 144T Nsvs;