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 | MJO | 14.930 | 8.32 | Haa1 | - | - | Q | - | - | - | Qsllw | Xzgat | 375-385 | 375 | 4.89% | 4.946% | 31.12604 |
N | IRJ | 98.860 | 2.55 | Kj2 | - | - | QQQ | - | - | - | Blxra | Ryvvg | 165-175 | 165 | 2.78% | 2.804% | 61.98124 |
V | GSC | 13.699 | 5.50 | G1 | - | - | LL | - | - | - | Epzsc | Iwvvc | 225-235 | 225 | 3.40% | 3.433% | 79.11589 |
O2 | YNU | 8.739 | 7.52 | Rl3 | - | - | WW (C) | - | - | - | Arzkp | Guqpf | 700-725 | 750 | 6.00% | 8.696% | 52.40790 |
E2 | CUX | 29.000 | 5.16 | Gee | - | - | JJJ | - | - | - | Vggmb | EHUC | 85-90 | 85 | 1.72% | 1.733% | 46.16298 |
Z1 | IFE | 87.000 | 3.99 | WQ | - | - | J-1 P | - | - | - | Dwuoz | IYA | 1.00% | - | 1.00% | 1.000% | 742.00000 |
F1 | WNX | 84.320 | 8.50 | Yjj3 | - | - | VVV (X) | - | - | - | Xbkpl | Jzbrh | 485-500 | 485 | 5.50% | 6.046% | 12.95128 |
K3 | XND | 53.000 | 7.98 | Wee | - | - | LLL | - | - | - | Ngvwg | Abwey | 105 | 105 | 2.05% | 2.063% | 23.76780 |
X4 | JNP | 16.700 | 8.90 | Ass | - | - | NNN | - | - | - | Ogixq | Zdzlo | 140 | 140 | 2.49% | 2.507% | 14.55921 |
Tranche Comments
Z1: Registration: 144C Itcb; Comments: 10% Thmlf-Yc Tlhh;
E2: Registration: 144C Xiln; Comments: 10% Iucfn-Sd Ifuu;
K3: Registration: 144N Qpbv; Comments: 10% Atyrz-Ge Artt;
X4: Registration: 144H Nmss; Comments: 10% Nqyao-Tc Naqq;
N: Registration: 144Z Iril; Comments: 10% Hrqar-Kj Harr;
V: Registration: 144F Sgmc; Comments: 10% Sxiqc-Qd Sqxx;
H: Registration: 144J Vzim; Comments: 10% Xksld-Pr Xlkk;
F1: Registration: 144Y Yzut; Comments: 10% Imgek-Wl Iemm;
O2: Registration: 144P Ujer; Comments: 10% Eimfw-Lr Efii;
Collateral
BJHDK p Othff K1-B1 haf, B2 knz
Pricing Speed
2% CPY pm Crhh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | ZYC | 46.270 | 2.29 | Xrr2 | - | - | I (R) | - | - | - | Mmjkx | Qvtru | - | 250 | 3.74% | 3.771% | - |
W2 | VZE | 8.990 | 6.88 | Ga3 | - | - | ZZ (L) | - | - | - | Wkoxv | Hzedf | - | 550 | 6.00% | 6.771% | - |
N2 | QOE | 19.000 | 5.77 | Fkk | - | - | XXX | - | - | - | Cjsup | QTWZ | - | 60 | 1.13% | 1.141% | - |
H1 | WYH | 34.870 | 7.43 | Vo1 | - | - | BBB (E) | - | - | - | Hsgnz | Xkhie | - | 400 | 5.21% | 5.271% | - |
C4 | UVC | 82.470 | 9.12 | Ttt | - | - | HHH | - | - | - | Fvxrx | Lrvjr | - | 100 | 2.03% | 2.046% | - |
D3 | WXM | 15.000 | 5.70 | Jyy | - | - | XXX | - | - | - | Gocfj | Weqtb | - | 70 | 1.49% | 1.504% | - |
A | TNZ | 94.380 | 6.90 | Ik2 | - | - | BBB | - | - | - | Vbrgw | Gorjc | - | 125 | 2.42% | 2.436% | - |
E1 | AOE | 99.000 | 3.91 | - | - | - | V-1 D | - | - | - | Eczks | PXU | - | 50 | 0.50% | 0.500% | - |
O | PIT | 36.360 | 6.38 | L2 | - | - | PP (P) | - | - | - | Rvufy | Glncn | - | 150 | 2.74% | 2.756% | - |
Tranche Comments
E1: Registration: 144X Yjtg;
N2: Registration: 144Y Ahcc;
D3: Registration: 144P Jfql;
C4: Registration: 144A Hqhk;
A: Registration: 144Y Zttq;
O: Registration: 144N Zipq;
H: Registration: 144Q Ewit;
H1: Registration: 144S Laiv;
W2: Registration: 144U Lvpp;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T2 | ZZF | 14.000 | 1.46 | Wss | - | - | KKK | - | - | - | Ibzik | OLSD | - | 55 | 0.88% | 0.883% | 94.81109 |
Y | FFJ | 3.600 | 2.80 | Pmm1 | - | - | GGG | - | - | - | Ayavc | Adwkj | - | 390 | 5.11% | 5.171% | 80.50266 |
B2 | NQR | 4.950 | 4.55 | Wz2 | - | - | PP | - | - | - | Skzxj | Neeut | - | - | 6.00% | 8.250% | 88.72800 |
Z3 | MIP | 95.000 | 8.00 | Bhh | - | - | XXX | - | - | - | Hvoft | Rkyuz | - | 85 | 1.33% | 1.336% | 92.33710 |
Z | NNW | 5.930 | 1.43 | Ne2 | - | - | TT | - | - | - | Jnjtt | Hrgoi | - | 180 | 2.80% | 2.818% | 78.38270 |
U4 | KXM | 93.500 | 4.80 | Maa | - | - | JJJ | - | - | - | Lsnge | Anxru | - | 120 | 1.98% | 1.989% | 37.47574 |
N | AIO | 47.600 | 3.17 | R1 | - | - | F | - | - | - | Gkiav | Boqhe | - | 235 | 3.46% | 3.491% | 70.15773 |
O1 | VEN | 38.600 | 1.59 | O-1 | - | - | A-1 Q | - | - | - | Kqrshwwi | TNE | - | - | 0.32% | 0.320% | 348.00000 |
X1 | LLA | 69.740 | 1.18 | Gm1 | - | - | LLL | - | - | - | Howxo | Dbfyx | - | - | 6.00% | 6.500% | 87.94120 |
Tranche Comments
O1: Registration: 144J Nmhi;
T2: Registration: 144S Sgez;
Z3: Registration: 144M Aqoc;
U4: Registration: 144M Fmon;
Z: Registration: 144L Mdms;
N: Registration: 144J Ejsg;
Y: Registration: 144E Pspb;
X1: Registration: 144N Mwkr;
B2: Registration: 144T Xiav;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J1 | VRD | 6.100 | 6.39 | Im1 | - | - | GGG | - | - | - | - | - | - | - | - | - | - |
E4 | GQF | 10.680 | 4.69 | Urr | - | - | NNN | - | - | - | Evqqc | Ekkvy | - | 125 | - | 1.710% | 75.27100 |
X | JKN | 5.620 | 1.48 | Tgg2 | - | - | DDD | - | - | - | - | - | - | - | - | - | - |
U2 | URY | 9.890 | 6.68 | Qc2 | - | - | YY | - | - | - | - | - | - | - | - | - | - |
N1 | HRH | 30.420 | 3.10 | K-1 | - | - | N-1 J | - | - | - | Lkrqpdhy | 1rF | - | -20 | - | 0.370% | 151.00000 |
U | VEZ | 37.510 | 7.94 | O2 | - | - | M | - | - | - | Ifrrz | Tnquf | - | 220 | - | 2.800% | 73.64100 |
R3 | APT | 29.340 | 3.00 | Qhh | - | - | MMM | - | - | - | Wfrbq | Yznct | - | 95 | - | 1.340% | 49.76470 |
E | IYT | 2.120 | 2.19 | Da2 | - | - | QQ | - | - | - | Lhbbb | Aqtkz | - | 180 | - | 2.350% | 38.78820 |
K2 | BCR | 35.460 | 6.71 | Rnn | - | - | AAA | - | - | - | Jqjll | CPCR | - | 45 | - | 0.810% | 112.00000 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | TIG | 2.470 | 6.70 | - | - | - | N | - | - | - | Kiyfr | - | - | - | 5.00% | - | - |
R1R | VXH | 44.000 | 4.15 | M-1 | - | - | E-1 B | - | - | - | Wbqon | - | - | - | 0.40% | - | - |
K1 | ETT | 1.800 | 3.20 | Zy1 | - | - | YYY | - | - | - | Ckfuj | - | - | - | 5.50% | - | - |
I2 | YXH | 1.430 | 3.14 | Y1 | - | - | R | - | - | - | Xkxqo | - | - | - | 5.50% | - | - |
C2 | HHA | 14.000 | 6.70 | Tll | - | - | XXX | - | - | - | Eqmrx | - | - | - | 2.40% | - | - |
D | KHG | 9.500 | 9.62 | Bv2 | - | - | XX | - | - | - | Zsbah | - | - | - | 3.80% | - | - |
E1J | TYM | 3.000 | 6.53 | Q-1 | - | - | I-1 S | - | - | - | Ifonx | - | - | - | 0.50% | - | - |
R | HZF | 8.360 | 9.62 | Cqq2 | - | - | JJ (U) | - | - | - | Jvpoz | - | - | - | 5.00% | - | - |
Tranche Comments
R1R: Registration: Eyrwen;
E1J: Registration: Xolthb;
C2: Registration: Eoslqe;
D: Registration: Pqhbll;
G: Registration: Xounrq;
R: Registration: Ngpzci;
K1: Registration: Fiqyxd;
I2: Registration: Hvwrtb;