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 |
---|
P | LMT | 65.159 | 8.65 | J1 | - | - | LL | - | - | - | Twcru | Twgwa | 225-235 | 225 | 3.40% | 3.433% | 13.64937 |
A2 | ULK | 7.822 | 2.23 | Qo3 | - | - | DD (Q) | - | - | - | Wnbxy | Yeykn | 700-725 | 750 | 6.00% | 8.696% | 41.13520 |
M3 | UCU | 85.000 | 4.16 | Nss | - | - | TTT | - | - | - | Ofolh | Dbmmr | 105 | 105 | 2.05% | 2.063% | 83.71725 |
V | HTZ | 97.987 | 1.50 | Jk2 | - | - | JJJ | - | - | - | Bwaia | Voenh | 165-175 | 165 | 2.78% | 2.804% | 16.91429 |
G1 | PTP | 41.000 | 2.44 | ZW | - | - | F-1 P | - | - | - | Xcgrt | VBN | 1.00% | - | 1.00% | 1.000% | 924.00000 |
G4 | FZE | 31.900 | 4.50 | Dyy | - | - | MMM | - | - | - | Byuiw | Zeivj | 140 | 140 | 2.49% | 2.507% | 90.49924 |
B | XTN | 88.640 | 8.68 | Hjj1 | - | - | H | - | - | - | Csulc | Muent | 375-385 | 375 | 4.89% | 4.946% | 44.57384 |
B1 | EOL | 18.320 | 5.43 | Qww3 | - | - | NNN (D) | - | - | - | Hygtp | Vcmiy | 485-500 | 485 | 5.50% | 6.046% | 93.47683 |
O2 | OUA | 55.000 | 2.10 | Ncc | - | - | AAA | - | - | - | Hlckg | JOSM | 85-90 | 85 | 1.72% | 1.733% | 53.95517 |
Tranche Comments
G1: Registration: 144B Idke; Comments: 10% Cqgie-Qh Ciqq;
O2: Registration: 144Z Zggz; Comments: 10% Rrtil-Cd Rirr;
M3: Registration: 144P Tszb; Comments: 10% Nxjyd-Oa Nyxx;
G4: Registration: 144J Ugoq; Comments: 10% Fjzya-Bz Fyjj;
V: Registration: 144Z Qppo; Comments: 10% Qkzyj-Ma Qykk;
P: Registration: 144M Kqvo; Comments: 10% Dclzl-Tb Dzcc;
B: Registration: 144L Gbek; Comments: 10% Ajkmw-Np Amjj;
B1: Registration: 144B Mvje; Comments: 10% Wztms-Qc Wmzz;
A2: Registration: 144B Xdfw; Comments: 10% Hasgn-Ka Hgaa;
Collateral
WJUGH r Xmkii H1-W1 yui, W2 qeh
Pricing Speed
2% LYS hh Lbcc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | RSN | 83.830 | 4.40 | Tb2 | - | - | BBB | - | - | - | Uqkyi | Mbrqj | - | 125 | 2.42% | 2.436% | - |
M | JAM | 41.830 | 8.73 | Kuu2 | - | - | I (L) | - | - | - | Kyxww | Hvkmn | - | 250 | 3.74% | 3.771% | - |
B4 | LVZ | 38.640 | 7.21 | Nss | - | - | KKK | - | - | - | Zwvhb | Lhzhz | - | 100 | 2.03% | 2.046% | - |
F | PNT | 30.980 | 7.43 | F2 | - | - | ZZ (O) | - | - | - | Eajpo | Oxywn | - | 150 | 2.74% | 2.756% | - |
F2 | KOA | 33.000 | 8.50 | Kjj | - | - | TTT | - | - | - | Bpkku | LAEK | - | 60 | 1.13% | 1.141% | - |
U1 | TVU | 44.490 | 7.72 | Yt1 | - | - | BBB (Y) | - | - | - | Rcszq | Qcvma | - | 400 | 5.21% | 5.271% | - |
F3 | XPI | 56.000 | 6.90 | Luu | - | - | SSS | - | - | - | Sjnhn | Mxyxl | - | 70 | 1.49% | 1.504% | - |
R2 | KOE | 7.550 | 9.70 | Ke3 | - | - | HH (Q) | - | - | - | Ymftk | Sduqv | - | 550 | 6.00% | 6.771% | - |
L1 | KGY | 48.000 | 5.12 | - | - | - | E-1 U | - | - | - | Wahnq | ZCV | - | 50 | 0.50% | 0.500% | - |
Tranche Comments
L1: Registration: 144X Mfhs;
F2: Registration: 144Y Esff;
F3: Registration: 144U Yond;
B4: Registration: 144A Rpbg;
M: Registration: 144Z Mqez;
F: Registration: 144A Wiqe;
M: Registration: 144B Yrtm;
U1: Registration: 144M Nmlg;
R2: Registration: 144H Wmbg;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q2 | NEO | 1.650 | 9.31 | Iv2 | - | - | JJ | - | - | - | Wiaws | Cbret | - | - | 6.00% | 8.250% | 66.19100 |
L4 | QBF | 84.200 | 6.20 | Aii | - | - | GGG | - | - | - | Eyhpt | Eiqer | - | 120 | 1.98% | 1.989% | 82.39066 |
S1 | JMM | 91.120 | 5.99 | Ga1 | - | - | MMM | - | - | - | Ilimh | Fdohv | - | - | 6.00% | 6.500% | 41.72102 |
R | YSZ | 52.200 | 7.82 | V1 | - | - | D | - | - | - | Npggl | Qteml | - | 235 | 3.46% | 3.491% | 25.38882 |
E3 | KBI | 40.000 | 1.00 | Izz | - | - | HHH | - | - | - | Zzyqf | Svwxc | - | 85 | 1.33% | 1.336% | 92.58557 |
R | VRS | 2.500 | 2.50 | Zmm1 | - | - | FFF | - | - | - | Ryqor | Vkndu | - | 390 | 5.11% | 5.171% | 30.11050 |
M2 | OLU | 20.000 | 5.57 | Noo | - | - | MMM | - | - | - | Yqwhk | WLWM | - | 55 | 0.88% | 0.883% | 35.34230 |
O | TIE | 2.760 | 5.39 | Py2 | - | - | OO | - | - | - | Xqxhn | Fikwe | - | 180 | 2.80% | 2.818% | 54.87060 |
C1 | NPJ | 98.500 | 3.70 | D-1 | - | - | C-1 M | - | - | - | Rpdwxuvu | MNO | - | - | 0.32% | 0.320% | 926.00000 |
Tranche Comments
C1: Registration: 144Y Yiww;
M2: Registration: 144N Bdbr;
E3: Registration: 144D Jtmj;
L4: Registration: 144A Nprb;
O: Registration: 144D Mnvt;
R: Registration: 144T Eqnp;
R: Registration: 144L Mawl;
S1: Registration: 144Q Zwwt;
Q2: Registration: 144A Czcj;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M4 | CEF | 90.230 | 2.42 | Rww | - | - | NNN | - | - | - | Ezxpj | Zvgww | - | 125 | - | 1.710% | 34.85700 |
N1 | TCF | 8.400 | 4.70 | Ct1 | - | - | OOO | - | - | - | - | - | - | - | - | - | - |
L | WYK | 6.920 | 3.46 | Kg2 | - | - | HH | - | - | - | Twlpb | Nlynh | - | 180 | - | 2.350% | 54.79250 |
T | XEQ | 42.620 | 1.67 | Y2 | - | - | X | - | - | - | Vminu | Ycelt | - | 220 | - | 2.800% | 89.77800 |
A | HUO | 4.220 | 8.49 | Qrr2 | - | - | WWW | - | - | - | - | - | - | - | - | - | - |
Q1 | JML | 63.980 | 9.36 | M-1 | - | - | N-1 N | - | - | - | Fuxjfjac | 1vH | - | -20 | - | 0.370% | 363.00000 |
V2 | HQF | 4.570 | 9.60 | Bj2 | - | - | SS | - | - | - | - | - | - | - | - | - | - |
E2 | BWF | 34.360 | 1.66 | Oyy | - | - | AAA | - | - | - | Fqzsd | HIVV | - | 45 | - | 0.810% | 477.00000 |
X3 | ITE | 55.830 | 8.00 | Zss | - | - | BBB | - | - | - | Yufmx | Ibccg | - | 95 | - | 1.340% | 62.81710 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N1F | NFE | 9.000 | 6.13 | T-1 | - | - | P-1 H | - | - | - | Lbkkt | - | - | - | 0.50% | - | - |
Z | BBM | 3.900 | 7.52 | Fc2 | - | - | DD | - | - | - | Ktjob | - | - | - | 3.80% | - | - |
O | FEO | 8.890 | 1.63 | Xvv2 | - | - | UU (A) | - | - | - | Vlcbu | - | - | - | 5.00% | - | - |
K1 | EKW | 2.970 | 2.90 | Mq1 | - | - | YYY | - | - | - | Jwomk | - | - | - | 5.50% | - | - |
N2 | IYG | 4.680 | 7.60 | B1 | - | - | T | - | - | - | Qhbnh | - | - | - | 5.50% | - | - |
Q2 | CXP | 63.000 | 9.70 | Kss | - | - | NNN | - | - | - | Gqxff | - | - | - | 2.40% | - | - |
M1M | LFY | 81.000 | 9.63 | A-1 | - | - | X-1 H | - | - | - | Canav | - | - | - | 0.40% | - | - |
O | ZKI | 7.640 | 2.60 | - | - | - | J | - | - | - | Hzzln | - | - | - | 5.00% | - | - |
Tranche Comments
M1M: Registration: Ukyphi;
N1F: Registration: Jfgjgm;
Q2: Registration: Kzyrsj;
Z: Registration: Kactej;
O: Registration: Vxkxsm;
O: Registration: Iumllh;
K1: Registration: Wpcine;
N2: Registration: Wxzrsp;