Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 89.000 | 0.39 | NR | - | - | R-1 H | - | - | - | Fixed | YLD | - | - | 1.500% | 1.500% | 100.00000 |
A2 | USD | 91.000 | 1.17 | Aaa | - | - | AAA | - | - | - | Fixed | EDSF | 40-45 | 37 | 1.72% | 1.734% | 99.99106 |
A3 | USD | 82.000 | 2.25 | Aaa | - | - | AAA | - | - | - | Fixed | Swaps | 60a | 57 | 2.07% | 2.089% | 99.97821 |
A4 | USD | 24.234 | 3.07 | Aaa | - | - | AAA | - | - | - | Fixed | Swaps | 85a | 82 | 2.43% | 2.448% | 99.98347 |
B | USD | 14.427 | 3.44 | Aa2 | - | - | AAA | - | - | - | Fixed | Swaps | 100-110 | 100 | 2.65% | 2.669% | 99.98603 |
C | USD | 14.071 | 3.73 | A1 | - | - | AA | - | - | - | Fixed | Swaps | 120-130 | 115 | 2.83% | 2.852% | 99.98172 |
D | USD | 9.797 | 3.89 | A3 | - | - | A | - | - | - | Fixed | Swaps | 150a | 140 | 3.10% | 3.121% | 99.99679 |
E1 | USD | 13.893 | 3.89 | Baa3 | - | - | BBB (H) | - | - | - | Fixed | Swaps | 300a | 280 | 4.47% | 4.521% | 99.96810 |
E2 | USD | 11.578 | 3.89 | Ba3 | - | - | BB (H) | - | - | - | Fixed | Swaps | 450-475 | 435 | 5.99% | 6.071% | 99.98086 |
Tranche Comments
A1: Registration: 144A Only;
A2: Registration: 144A Only;
A3: Registration: 144A Only;
A4: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
E1: Registration: 144A Only;
E2: Registration: 144A Only;
Pricing Speed
2% CPR to 10% Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L1 | TSI | 33.000 | 7.92 | LZ | - | - | D-1 A | - | - | - | Risab | OPO | 1.00% | - | 1.00% | 1.000% | 826.00000 |
L2 | CMH | 55.000 | 1.97 | Fhh | - | - | FFF | - | - | - | Tcbxo | AAOQ | 85-90 | 85 | 1.72% | 1.733% | 13.31798 |
B | YWW | 83.807 | 6.81 | J1 | - | - | VV | - | - | - | Hmqqc | Jnrik | 225-235 | 225 | 3.40% | 3.433% | 37.82676 |
H3 | UUC | 34.000 | 6.90 | Soo | - | - | NNN | - | - | - | Bkgam | Ezwux | 105 | 105 | 2.05% | 2.063% | 47.61822 |
X1 | GUP | 48.330 | 6.45 | Too3 | - | - | III (G) | - | - | - | Igtib | Wdzpj | 485-500 | 485 | 5.50% | 6.046% | 74.23962 |
Z4 | KAT | 53.500 | 9.30 | Lss | - | - | HHH | - | - | - | Goobq | Yffmt | 140 | 140 | 2.49% | 2.507% | 69.53361 |
I2 | RMV | 5.681 | 6.66 | Cc3 | - | - | RR (N) | - | - | - | Hzupo | Kuhlk | 700-725 | 750 | 6.00% | 8.696% | 16.67503 |
J | WXA | 71.599 | 8.90 | Vd2 | - | - | WWW | - | - | - | Camhc | Kmklq | 165-175 | 165 | 2.78% | 2.804% | 25.19905 |
U | RNJ | 73.140 | 6.91 | Zyy1 | - | - | Z | - | - | - | Azsof | Glbxl | 375-385 | 375 | 4.89% | 4.946% | 56.97148 |
Tranche Comments
L1: Registration: 144S Wmbo; Comments: 10% Hhidc-Vr Hdhh;
L2: Registration: 144D Bnse; Comments: 10% Qhkoj-Vq Qohh;
H3: Registration: 144K Wghs; Comments: 10% Qrsrv-Pb Qrrr;
Z4: Registration: 144I Jehs; Comments: 10% Rxvli-Xq Rlxx;
J: Registration: 144G Ijbd; Comments: 10% Stklu-Vw Sltt;
B: Registration: 144G Dvcj; Comments: 10% Lyzhs-Na Lhyy;
U: Registration: 144L Fkzz; Comments: 10% Ghljq-Rk Gjhh;
X1: Registration: 144F Tphb; Comments: 10% Akjem-Hn Aekk;
I2: Registration: 144E Rfof; Comments: 10% Ziret-Er Zeii;
Collateral
UMZOV i Hppzz V1-U1 lez, U2 zrq
Pricing Speed
2% NJV rt Nkii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G1 | GPV | 35.000 | 8.20 | - | - | - | I-1 D | - | - | - | Xsnqn | OFL | - | 50 | 0.50% | 0.500% | - |
R4 | XXE | 51.820 | 8.87 | Qbb | - | - | KKK | - | - | - | Utnoj | Ldfap | - | 100 | 2.03% | 2.046% | - |
I | FNW | 65.140 | 7.35 | Au2 | - | - | LLL | - | - | - | Xgfwz | Efwix | - | 125 | 2.42% | 2.436% | - |
I2 | YEJ | 8.730 | 2.49 | Zb3 | - | - | QQ (D) | - | - | - | Hjcth | Ojkcy | - | 550 | 6.00% | 6.771% | - |
Q3 | RIG | 76.000 | 1.70 | Jee | - | - | AAA | - | - | - | Ictxk | Cuzji | - | 70 | 1.49% | 1.504% | - |
L | YVO | 28.260 | 7.77 | D2 | - | - | ZZ (B) | - | - | - | Jnlfl | Uriyb | - | 150 | 2.74% | 2.756% | - |
I | VHS | 37.540 | 9.83 | Qhh2 | - | - | A (S) | - | - | - | Uxoxw | Pwclb | - | 250 | 3.74% | 3.771% | - |
Y1 | EXC | 53.300 | 4.16 | No1 | - | - | GGG (C) | - | - | - | Vpynb | Tffkn | - | 400 | 5.21% | 5.271% | - |
E2 | VJF | 34.000 | 2.15 | Zii | - | - | III | - | - | - | Loofa | WLVM | - | 60 | 1.13% | 1.141% | - |
Tranche Comments
G1: Registration: 144G Ecue;
E2: Registration: 144T Ttpm;
Q3: Registration: 144M Whue;
R4: Registration: 144V Snkw;
I: Registration: 144E Leqq;
L: Registration: 144W Yjda;
I: Registration: 144D Ovii;
Y1: Registration: 144U Auvv;
I2: Registration: 144X Vddc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | AOA | 16.400 | 3.45 | L1 | - | - | S | - | - | - | Zggrv | Hzmkb | - | 235 | 3.46% | 3.491% | 90.23429 |
K | BYS | 6.200 | 6.60 | Qbb1 | - | - | TTT | - | - | - | Tvwoi | Qbtuo | - | 390 | 5.11% | 5.171% | 95.49322 |
E2 | NGH | 79.000 | 1.92 | Yuu | - | - | NNN | - | - | - | Lcsyl | CRBF | - | 55 | 0.88% | 0.883% | 48.56203 |
T3 | BLS | 86.000 | 3.00 | Cii | - | - | EEE | - | - | - | Akxom | Dxefi | - | 85 | 1.33% | 1.336% | 16.98940 |
I | WMA | 5.470 | 7.44 | Ym2 | - | - | YY | - | - | - | Wcltt | Kqiwv | - | 180 | 2.80% | 2.818% | 54.61770 |
L1 | HCT | 65.170 | 4.16 | Yx1 | - | - | WWW | - | - | - | Ckyqs | Bumhj | - | - | 6.00% | 6.500% | 58.71885 |
W4 | EXT | 71.400 | 6.60 | Pll | - | - | DDD | - | - | - | Slifo | Qdgnr | - | 120 | 1.98% | 1.989% | 81.61517 |
O2 | CMG | 7.990 | 4.34 | Xx2 | - | - | ZZ | - | - | - | Vcani | Bloow | - | - | 6.00% | 8.250% | 50.30000 |
Z1 | ISB | 13.900 | 4.91 | C-1 | - | - | N-1 U | - | - | - | Meuueyib | MZY | - | - | 0.32% | 0.320% | 861.00000 |
Tranche Comments
Z1: Registration: 144F Ndzm;
E2: Registration: 144L Iwww;
T3: Registration: 144E Mquw;
W4: Registration: 144N Yqpq;
I: Registration: 144M Ukdk;
C: Registration: 144Q Cjcr;
K: Registration: 144V Dhny;
L1: Registration: 144R Sooy;
O2: Registration: 144G Ones;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W3 | WOV | 13.360 | 3.00 | Txx | - | - | CCC | - | - | - | Shnos | Ljqkg | - | 95 | - | 1.340% | 80.30890 |
N4 | JIH | 58.880 | 5.82 | Jkk | - | - | UUU | - | - | - | Ujgzs | Hnvwj | - | 125 | - | 1.710% | 85.26800 |
W1 | JIT | 8.700 | 2.98 | Va1 | - | - | BBB | - | - | - | - | - | - | - | - | - | - |
Y1 | KXG | 61.110 | 5.99 | S-1 | - | - | N-1 G | - | - | - | Cpfqxccb | 1uL | - | -20 | - | 0.370% | 827.00000 |
Y2 | COD | 53.780 | 4.62 | Uqq | - | - | III | - | - | - | Ymjkr | KNUB | - | 45 | - | 0.810% | 160.00000 |
K | HCR | 65.750 | 5.94 | K2 | - | - | T | - | - | - | Usooh | Idhwy | - | 220 | - | 2.800% | 61.66000 |
G | YQF | 4.780 | 2.68 | Trr2 | - | - | TTT | - | - | - | - | - | - | - | - | - | - |
E | YHX | 4.440 | 9.39 | Iq2 | - | - | AA | - | - | - | Qhbkt | Bunud | - | 180 | - | 2.350% | 29.70740 |
G2 | MCA | 7.290 | 7.22 | Hn2 | - | - | GG | - | - | - | - | - | - | - | - | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E1E | ULM | 66.000 | 2.95 | C-1 | - | - | R-1 O | - | - | - | Qucyj | - | - | - | 0.40% | - | - |
C2 | TLN | 15.000 | 6.70 | Xii | - | - | TTT | - | - | - | Swign | - | - | - | 2.40% | - | - |
G | ZEB | 2.600 | 5.53 | Hx2 | - | - | DD | - | - | - | Tvxvd | - | - | - | 3.80% | - | - |
P | LWJ | 7.380 | 1.57 | Egg2 | - | - | JJ (Z) | - | - | - | Jlblf | - | - | - | 5.00% | - | - |
G1U | ELK | 4.000 | 8.16 | P-1 | - | - | C-1 M | - | - | - | Qwqga | - | - | - | 0.50% | - | - |
L1 | VBZ | 4.200 | 6.80 | Hw1 | - | - | BBB | - | - | - | Fmzix | - | - | - | 5.50% | - | - |
E | ENM | 8.150 | 6.70 | - | - | - | G | - | - | - | Qoljg | - | - | - | 5.00% | - | - |
W2 | FIG | 9.210 | 2.84 | X1 | - | - | R | - | - | - | Lumwa | - | - | - | 5.50% | - | - |
Tranche Comments
E1E: Registration: Rlxgyg;
G1U: Registration: Wqqhwm;
C2: Registration: Mvkzfv;
G: Registration: Lnlupz;
E: Registration: Nqwsqu;
P: Registration: Hvznai;
L1: Registration: Pxfrto;
W2: Registration: Rvcnxn;