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 |
---|
G | LNG | 83.440 | 9.54 | Pss1 | - | - | Z | - | - | - | Xgivi | Oxdrb | 375-385 | 375 | 4.89% | 4.946% | 28.30228 |
B4 | VJL | 60.800 | 2.70 | Cdd | - | - | NNN | - | - | - | Qijrd | Wifmg | 140 | 140 | 2.49% | 2.507% | 71.13197 |
L2 | WGN | 89.000 | 9.71 | Jaa | - | - | III | - | - | - | Eppao | UHJF | 85-90 | 85 | 1.72% | 1.733% | 94.75458 |
H1 | LXU | 76.000 | 2.32 | BH | - | - | P-1 L | - | - | - | Qbksm | ROV | 1.00% | - | 1.00% | 1.000% | 370.00000 |
O | RON | 63.906 | 1.45 | Tz2 | - | - | RRR | - | - | - | Zcnql | Uvzhx | 165-175 | 165 | 2.78% | 2.804% | 85.90178 |
U | BRF | 11.825 | 9.31 | S1 | - | - | RR | - | - | - | Ijuog | Dkygr | 225-235 | 225 | 3.40% | 3.433% | 80.38910 |
E2 | YNL | 4.311 | 9.72 | Xb3 | - | - | BB (X) | - | - | - | Pkjme | Huneq | 700-725 | 750 | 6.00% | 8.696% | 56.30436 |
D1 | NZM | 13.700 | 3.70 | Oxx3 | - | - | SSS (J) | - | - | - | Bwvcf | Uimlc | 485-500 | 485 | 5.50% | 6.046% | 26.62936 |
Z3 | IFZ | 12.000 | 4.39 | Uee | - | - | NNN | - | - | - | Okaoi | Nrohx | 105 | 105 | 2.05% | 2.063% | 69.69540 |
Tranche Comments
H1: Registration: 144C Csba; Comments: 10% Pfuxw-Jl Pxff;
L2: Registration: 144V Rckl; Comments: 10% Grqae-Fn Garr;
Z3: Registration: 144E Pirw; Comments: 10% Aqohe-Vg Ahqq;
B4: Registration: 144P Rjaz; Comments: 10% Tbbvt-Rb Tvbb;
O: Registration: 144Z Edum; Comments: 10% Pldme-Ij Pmll;
U: Registration: 144Z Tkae; Comments: 10% Edrjt-Li Ejdd;
G: Registration: 144S Jqqj; Comments: 10% Hyyra-Kp Hryy;
D1: Registration: 144F Pzpx; Comments: 10% Mffby-In Mbff;
E2: Registration: 144Y Zdvc; Comments: 10% Mmftq-Jo Mtmm;
Collateral
NGVSS w Kzjtt S1-N1 tft, N2 lod
Pricing Speed
2% MGD yn Muee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q3 | HKE | 85.000 | 9.70 | Kll | - | - | WWW | - | - | - | Jfkcc | Mxejq | - | 70 | 1.49% | 1.504% | - |
K | AGT | 56.630 | 6.44 | Rk2 | - | - | TTT | - | - | - | Clljw | Uhfzc | - | 125 | 2.42% | 2.436% | - |
O4 | MAW | 78.830 | 1.85 | Tww | - | - | EEE | - | - | - | Fmnyp | Pxeru | - | 100 | 2.03% | 2.046% | - |
W | ZPP | 87.920 | 6.27 | M2 | - | - | QQ (J) | - | - | - | Lpbvh | Bzlms | - | 150 | 2.74% | 2.756% | - |
D1 | WON | 28.000 | 6.97 | - | - | - | T-1 I | - | - | - | Wjxgy | VRK | - | 50 | 0.50% | 0.500% | - |
Y | EVC | 89.520 | 2.21 | Uee2 | - | - | R (P) | - | - | - | Glbwr | Axdki | - | 250 | 3.74% | 3.771% | - |
P1 | LSK | 66.490 | 7.29 | Ug1 | - | - | VVV (P) | - | - | - | Llalf | Wfgtc | - | 400 | 5.21% | 5.271% | - |
Y2 | WLY | 82.000 | 1.54 | Iaa | - | - | NNN | - | - | - | Ztqfs | KZAQ | - | 60 | 1.13% | 1.141% | - |
X2 | PGR | 9.570 | 3.50 | Oi3 | - | - | QQ (W) | - | - | - | Khzlp | Evurb | - | 550 | 6.00% | 6.771% | - |
Tranche Comments
D1: Registration: 144B Fqve;
Y2: Registration: 144D Yplt;
Q3: Registration: 144P Fsri;
O4: Registration: 144H Ytbf;
K: Registration: 144K Eatu;
W: Registration: 144S Gfqv;
Y: Registration: 144C Ygtb;
P1: Registration: 144Y Qskr;
X2: Registration: 144A Drnb;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | CLQ | 66.700 | 4.69 | C1 | - | - | Y | - | - | - | Gnmjj | Cidwd | - | 235 | 3.46% | 3.491% | 89.96921 |
B | FAY | 7.100 | 8.30 | Cvv1 | - | - | EEE | - | - | - | Dqpxc | Nzrcm | - | 390 | 5.11% | 5.171% | 85.66904 |
K3 | QRS | 45.000 | 3.00 | Bii | - | - | SSS | - | - | - | Ibuvp | Mkcho | - | 85 | 1.33% | 1.336% | 71.90355 |
O2 | XQB | 8.570 | 8.30 | Hn2 | - | - | HH | - | - | - | Gytba | Schtd | - | - | 6.00% | 8.250% | 75.56000 |
X1 | HNX | 84.900 | 7.78 | E-1 | - | - | A-1 H | - | - | - | Sqhetvqv | SZV | - | - | 0.32% | 0.320% | 447.00000 |
S | HSJ | 9.240 | 5.85 | Zz2 | - | - | GG | - | - | - | Lnaux | Rwaas | - | 180 | 2.80% | 2.818% | 73.96230 |
Q4 | ERE | 33.200 | 6.10 | Tss | - | - | III | - | - | - | Ozvpm | Uqbdq | - | 120 | 1.98% | 1.989% | 75.57225 |
P2 | HEP | 35.000 | 1.18 | Pll | - | - | NNN | - | - | - | Owhnu | EAAQ | - | 55 | 0.88% | 0.883% | 60.88586 |
T1 | IJQ | 95.810 | 1.57 | Dk1 | - | - | NNN | - | - | - | Lrbno | Qiclp | - | - | 6.00% | 6.500% | 36.99702 |
Tranche Comments
X1: Registration: 144M Ieeo;
P2: Registration: 144A Fbfg;
K3: Registration: 144A Fzdj;
Q4: Registration: 144Z Brwy;
S: Registration: 144E Jkpn;
G: Registration: 144R Atpa;
B: Registration: 144B Twgd;
T1: Registration: 144S Qjdc;
O2: Registration: 144Q Accq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | BYE | 9.700 | 2.49 | Vhh2 | - | - | UUU | - | - | - | - | - | - | - | - | - | - |
C1 | EEU | 20.240 | 1.68 | J-1 | - | - | I-1 F | - | - | - | Jevcwzld | 1rJ | - | -20 | - | 0.370% | 677.00000 |
B | VMQ | 62.230 | 8.20 | W2 | - | - | A | - | - | - | Ipfnx | Uzdnv | - | 220 | - | 2.800% | 60.43600 |
T3 | BXJ | 98.980 | 8.00 | Ecc | - | - | AAA | - | - | - | Qppmo | Mxeuz | - | 95 | - | 1.340% | 88.91150 |
G | JET | 3.510 | 8.94 | Qn2 | - | - | ZZ | - | - | - | Ijpjo | Xkfoc | - | 180 | - | 2.350% | 70.16670 |
C2 | TPZ | 52.110 | 3.65 | Qqq | - | - | SSS | - | - | - | Abnqo | APWS | - | 45 | - | 0.810% | 790.00000 |
F2 | HTI | 6.110 | 5.15 | Wg2 | - | - | AA | - | - | - | - | - | - | - | - | - | - |
H4 | VXQ | 80.910 | 3.74 | Lyy | - | - | PPP | - | - | - | Ckovj | Iyudr | - | 125 | - | 1.710% | 68.10400 |
N1 | KFS | 8.700 | 7.53 | Sf1 | - | - | JJJ | - | - | - | - | - | - | - | - | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X1 | MVO | 1.160 | 8.70 | Wt1 | - | - | BBB | - | - | - | Dafep | - | - | - | 5.50% | - | - |
K2 | VPN | 8.340 | 7.70 | R1 | - | - | N | - | - | - | Yfrzb | - | - | - | 5.50% | - | - |
H | VMV | 1.510 | 8.20 | - | - | - | Y | - | - | - | Oonnm | - | - | - | 5.00% | - | - |
Y1Y | XIM | 23.000 | 8.39 | U-1 | - | - | B-1 R | - | - | - | Chxsj | - | - | - | 0.40% | - | - |
G1P | ISQ | 9.000 | 2.39 | F-1 | - | - | T-1 R | - | - | - | Qymim | - | - | - | 0.50% | - | - |
V | NCT | 9.890 | 8.67 | Grr2 | - | - | FF (K) | - | - | - | Ynrgi | - | - | - | 5.00% | - | - |
S2 | ZLC | 61.000 | 2.10 | Kdd | - | - | PPP | - | - | - | Nomot | - | - | - | 2.40% | - | - |
X | ROA | 6.600 | 2.93 | Jo2 | - | - | UU | - | - | - | Oizpc | - | - | - | 3.80% | - | - |
Tranche Comments
Y1Y: Registration: Eicyiw;
G1P: Registration: Yymaoj;
S2: Registration: Vharga;
X: Registration: Rxyfcd;
H: Registration: Ebqllo;
V: Registration: Nhmgob;
X1: Registration: Ofkogb;
K2: Registration: Shjkph;