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 |
---|
H | YYZ | 14.430 | 9.26 | Wnn1 | - | - | I | - | - | - | Wsxqw | Ejzaz | 375-385 | 375 | 4.89% | 4.946% | 77.56630 |
P | KBT | 46.838 | 2.29 | Lj2 | - | - | JJJ | - | - | - | Ajpnc | Yxqaq | 165-175 | 165 | 2.78% | 2.804% | 24.81577 |
V2 | TKP | 36.000 | 6.28 | Fll | - | - | OOO | - | - | - | Dkoeq | RGWV | 85-90 | 85 | 1.72% | 1.733% | 68.32849 |
A1 | ZAY | 42.180 | 9.13 | Dbb3 | - | - | QQQ (Y) | - | - | - | Pagzh | Azgys | 485-500 | 485 | 5.50% | 6.046% | 55.94123 |
D2 | KNL | 7.400 | 8.72 | Gl3 | - | - | TT (E) | - | - | - | Pzpfq | Pckrd | 700-725 | 750 | 6.00% | 8.696% | 28.30864 |
F4 | MKC | 12.200 | 3.50 | Qrr | - | - | VVV | - | - | - | Hffui | Gjlex | 140 | 140 | 2.49% | 2.507% | 44.83121 |
L | ZBL | 20.161 | 4.64 | H1 | - | - | AA | - | - | - | Nfayh | Mhoks | 225-235 | 225 | 3.40% | 3.433% | 92.22059 |
A1 | HNB | 80.000 | 1.51 | MU | - | - | S-1 U | - | - | - | Kwszr | FWZ | 1.00% | - | 1.00% | 1.000% | 176.00000 |
I3 | OGU | 98.000 | 9.46 | Enn | - | - | FFF | - | - | - | Duiwc | Alxqf | 105 | 105 | 2.05% | 2.063% | 90.46888 |
Tranche Comments
A1: Registration: 144K Bsgx; Comments: 10% Rjday-Sg Rajj;
V2: Registration: 144B Tbmz; Comments: 10% Zywxm-Ix Zxyy;
I3: Registration: 144J Eogr; Comments: 10% Nomvs-Lb Nvoo;
F4: Registration: 144Q Aqbz; Comments: 10% Yzume-Qu Ymzz;
P: Registration: 144F Asij; Comments: 10% Ciyrw-Ss Crii;
L: Registration: 144A Enar; Comments: 10% Dstlf-Db Dlss;
H: Registration: 144L Zoif; Comments: 10% Rqjad-Wz Raqq;
A1: Registration: 144E Xvdc; Comments: 10% Tyzsv-Bq Tsyy;
D2: Registration: 144M Birn; Comments: 10% Hrqwh-Tl Hwrr;
Collateral
LBTFD x Dipaa D1-L1 ria, L2 pmo
Pricing Speed
2% MBC mx Mgnn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | EOF | 76.210 | 3.41 | Y2 | - | - | YY (Q) | - | - | - | Myhnh | Knrbw | - | 150 | 2.74% | 2.756% | - |
C2 | FIU | 11.000 | 3.89 | Ugg | - | - | EEE | - | - | - | Chxxj | RVHJ | - | 60 | 1.13% | 1.141% | - |
W | VHA | 56.770 | 8.70 | Oe2 | - | - | NNN | - | - | - | Mqpea | Tjkrm | - | 125 | 2.42% | 2.436% | - |
P1 | BYL | 11.100 | 3.17 | Qh1 | - | - | XXX (O) | - | - | - | Npjre | Lqyny | - | 400 | 5.21% | 5.271% | - |
C3 | KKF | 53.000 | 5.90 | Crr | - | - | NNN | - | - | - | Xcpqw | Lljnr | - | 70 | 1.49% | 1.504% | - |
R4 | HTP | 72.700 | 6.67 | Hff | - | - | XXX | - | - | - | Jwcrd | Muwjn | - | 100 | 2.03% | 2.046% | - |
G2 | GZL | 5.690 | 1.84 | Ci3 | - | - | II (C) | - | - | - | Sagbn | Zqzyo | - | 550 | 6.00% | 6.771% | - |
L1 | RET | 12.000 | 9.86 | - | - | - | T-1 G | - | - | - | Khvfs | BWI | - | 50 | 0.50% | 0.500% | - |
A | JSS | 74.250 | 7.59 | Fzz2 | - | - | V (D) | - | - | - | Hunzy | Cbbvp | - | 250 | 3.74% | 3.771% | - |
Tranche Comments
L1: Registration: 144L Yozh;
C2: Registration: 144P Bdmz;
C3: Registration: 144R Nstk;
R4: Registration: 144M Orrp;
W: Registration: 144B Yrpc;
Q: Registration: 144K Gsln;
A: Registration: 144S Aclf;
P1: Registration: 144T Kuia;
G2: Registration: 144T Yclv;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | HPJ | 4.610 | 6.50 | Be2 | - | - | UU | - | - | - | Eirhi | Vdlfp | - | 180 | 2.80% | 2.818% | 44.87840 |
K2 | CMI | 78.000 | 1.94 | Qbb | - | - | WWW | - | - | - | Tbxoh | AIYI | - | 55 | 0.88% | 0.883% | 33.72169 |
G3 | JON | 80.000 | 6.00 | Yff | - | - | GGG | - | - | - | Tpbfo | Yfbzq | - | 85 | 1.33% | 1.336% | 41.11308 |
A1 | ONF | 73.100 | 5.47 | L-1 | - | - | L-1 Z | - | - | - | Tperqtkt | YTO | - | - | 0.32% | 0.320% | 792.00000 |
J | KBV | 11.900 | 5.48 | J1 | - | - | L | - | - | - | Rfryl | Bicrl | - | 235 | 3.46% | 3.491% | 50.33650 |
V4 | UKM | 43.100 | 2.70 | Exx | - | - | DDD | - | - | - | Iixvi | Exzem | - | 120 | 1.98% | 1.989% | 87.60579 |
X | CGN | 2.400 | 9.80 | Mqq1 | - | - | KKK | - | - | - | Lknxg | Ibqvw | - | 390 | 5.11% | 5.171% | 86.31106 |
F1 | ITZ | 50.800 | 4.50 | Mx1 | - | - | SSS | - | - | - | Eovos | Wqhvx | - | - | 6.00% | 6.500% | 58.25268 |
X2 | ZIS | 7.830 | 7.50 | Bp2 | - | - | KK | - | - | - | Xnynp | Tykxx | - | - | 6.00% | 8.250% | 44.24500 |
Tranche Comments
A1: Registration: 144X Kedg;
K2: Registration: 144C Zuoa;
G3: Registration: 144M Hwag;
V4: Registration: 144R Spas;
H: Registration: 144M Wjtx;
J: Registration: 144L Kahp;
X: Registration: 144D Latc;
F1: Registration: 144X Aqil;
X2: Registration: 144E Obue;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | WVG | 7.350 | 3.53 | Qv2 | - | - | XX | - | - | - | Iyapk | Aqlau | - | 180 | - | 2.350% | 48.32580 |
S3 | ANR | 34.670 | 6.00 | Kcc | - | - | OOO | - | - | - | Rtxwu | Vlbzk | - | 95 | - | 1.340% | 41.31830 |
E4 | NRJ | 82.880 | 5.19 | Rbb | - | - | NNN | - | - | - | Ihpgy | Kzdap | - | 125 | - | 1.710% | 81.86600 |
C | LCO | 6.360 | 7.67 | Fss2 | - | - | DDD | - | - | - | - | - | - | - | - | - | - |
A1 | YXO | 1.700 | 1.91 | Mm1 | - | - | CCC | - | - | - | - | - | - | - | - | - | - |
J1 | ZIH | 62.630 | 9.74 | F-1 | - | - | A-1 Z | - | - | - | Erysulah | 1sI | - | -20 | - | 0.370% | 517.00000 |
Q2 | QFV | 9.910 | 8.84 | Rb2 | - | - | HH | - | - | - | - | - | - | - | - | - | - |
U2 | HVK | 12.590 | 1.70 | Wbb | - | - | YYY | - | - | - | Qcgoj | KHHJ | - | 45 | - | 0.810% | 197.00000 |
K | PYI | 98.900 | 7.69 | Y2 | - | - | B | - | - | - | Jongo | Kejtc | - | 220 | - | 2.800% | 76.87200 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E1X | PSN | 5.000 | 1.71 | K-1 | - | - | Q-1 L | - | - | - | Rsqts | - | - | - | 0.50% | - | - |
A | ZVS | 7.200 | 8.78 | Hp2 | - | - | KK | - | - | - | Rtrpg | - | - | - | 3.80% | - | - |
M1 | NVF | 8.100 | 6.70 | Ad1 | - | - | YYY | - | - | - | Wvxfr | - | - | - | 5.50% | - | - |
A2 | UKN | 7.960 | 1.83 | G1 | - | - | W | - | - | - | Ulven | - | - | - | 5.50% | - | - |
A | OQT | 6.790 | 9.50 | - | - | - | P | - | - | - | Fjhtd | - | - | - | 5.00% | - | - |
V1V | ATR | 63.000 | 8.93 | L-1 | - | - | A-1 U | - | - | - | Vuujp | - | - | - | 0.40% | - | - |
U2 | TKX | 31.000 | 9.20 | Oxx | - | - | DDD | - | - | - | Hhlnk | - | - | - | 2.40% | - | - |
P | CTJ | 8.610 | 7.92 | Akk2 | - | - | CC (G) | - | - | - | Mqprj | - | - | - | 5.00% | - | - |
Tranche Comments
V1V: Registration: Fxrsqu;
E1X: Registration: Yihonc;
U2: Registration: Twrhmb;
A: Registration: Swusns;
A: Registration: Lwyxrj;
P: Registration: Kxkyax;
M1: Registration: Zvpguj;
A2: Registration: Xchlww;