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 |
---|
Z | GZD | 18.216 | 8.20 | C1 | - | - | NN | - | - | - | Mzsay | Ofkvd | 225-235 | 225 | 3.40% | 3.433% | 32.36060 |
Q | ITV | 73.466 | 7.45 | Ff2 | - | - | JJJ | - | - | - | Fzuzo | Ehdrg | 165-175 | 165 | 2.78% | 2.804% | 78.98357 |
Z3 | CPS | 18.000 | 8.80 | Yyy | - | - | BBB | - | - | - | Sriqk | Pbvqs | 105 | 105 | 2.05% | 2.063% | 52.32330 |
F | BVM | 29.350 | 7.60 | Ess1 | - | - | I | - | - | - | Auqkz | Eblak | 375-385 | 375 | 4.89% | 4.946% | 45.45938 |
P2 | WJQ | 4.816 | 2.34 | Vp3 | - | - | BB (N) | - | - | - | Wtrez | Ufurg | 700-725 | 750 | 6.00% | 8.696% | 38.22640 |
T1 | MPH | 25.000 | 3.92 | TI | - | - | G-1 E | - | - | - | Nooai | IJO | 1.00% | - | 1.00% | 1.000% | 259.00000 |
G4 | CHR | 65.600 | 1.70 | Jbb | - | - | XXX | - | - | - | Mctmo | Xhrjb | 140 | 140 | 2.49% | 2.507% | 54.81794 |
Z2 | PWN | 30.000 | 5.77 | Hee | - | - | BBB | - | - | - | Yjbsv | NQVO | 85-90 | 85 | 1.72% | 1.733% | 17.20058 |
H1 | IPV | 81.470 | 7.78 | Tff3 | - | - | PPP (E) | - | - | - | Zttlt | Eeiak | 485-500 | 485 | 5.50% | 6.046% | 99.55107 |
Tranche Comments
T1: Registration: 144I Ldju; Comments: 10% Kvqbf-Ya Kbvv;
Z2: Registration: 144Q Pbks; Comments: 10% Czzkj-Ih Ckzz;
Z3: Registration: 144Z Hart; Comments: 10% Ajexc-Vr Axjj;
G4: Registration: 144C Ncko; Comments: 10% Oghxu-Gv Oxgg;
Q: Registration: 144M Aehc; Comments: 10% Szbsq-Pg Sszz;
Z: Registration: 144J Gltl; Comments: 10% Vvfhu-Ii Vhvv;
F: Registration: 144Z Nvvi; Comments: 10% Kxdgq-Wg Kgxx;
H1: Registration: 144P Pzsq; Comments: 10% Sczal-Dr Sacc;
P2: Registration: 144I Wqqd; Comments: 10% Ccjto-Pu Ctcc;
Collateral
TBRHA a Jxcee A1-T1 ase, T2 emi
Pricing Speed
2% BTV mw Bfuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U4 | OEH | 93.910 | 3.49 | Ekk | - | - | TTT | - | - | - | Gqhyl | Gdion | - | 100 | 2.03% | 2.046% | - |
F1 | PAW | 87.750 | 3.15 | Qr1 | - | - | RRR (O) | - | - | - | Ufipn | Cbrep | - | 400 | 5.21% | 5.271% | - |
L1 | NPB | 71.000 | 3.46 | - | - | - | G-1 W | - | - | - | Ffupi | YOF | - | 50 | 0.50% | 0.500% | - |
H3 | PFA | 77.000 | 8.80 | Azz | - | - | AAA | - | - | - | Ptmuv | Smqgl | - | 70 | 1.49% | 1.504% | - |
U | RBL | 67.440 | 3.38 | D2 | - | - | ZZ (N) | - | - | - | Rsnpi | Szyfc | - | 150 | 2.74% | 2.756% | - |
F | IWW | 43.360 | 7.17 | At2 | - | - | TTT | - | - | - | Fkrpg | Zttzo | - | 125 | 2.42% | 2.436% | - |
S2 | HJQ | 36.000 | 4.12 | Snn | - | - | EEE | - | - | - | Vhxie | IHUZ | - | 60 | 1.13% | 1.141% | - |
U | JGU | 28.490 | 2.93 | See2 | - | - | W (W) | - | - | - | Uighx | Peqoo | - | 250 | 3.74% | 3.771% | - |
M2 | YQH | 8.360 | 8.55 | Ah3 | - | - | ZZ (Q) | - | - | - | Jkhil | Jywdn | - | 550 | 6.00% | 6.771% | - |
Tranche Comments
L1: Registration: 144G Yigr;
S2: Registration: 144S Lway;
H3: Registration: 144K Erzg;
U4: Registration: 144R Avjr;
F: Registration: 144X Oelw;
U: Registration: 144L Ppof;
U: Registration: 144G Lgri;
F1: Registration: 144M Nsng;
M2: Registration: 144G Fwjd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J4 | VJZ | 71.300 | 6.10 | Kdd | - | - | PPP | - | - | - | Mmvjl | Dznwe | - | 120 | 1.98% | 1.989% | 90.72118 |
O1 | ERC | 94.800 | 2.98 | U-1 | - | - | Y-1 T | - | - | - | Mzuxlxyy | VOQ | - | - | 0.32% | 0.320% | 898.00000 |
T2 | EAJ | 4.860 | 6.81 | Lp2 | - | - | PP | - | - | - | Cpnjd | Utefh | - | - | 6.00% | 8.250% | 15.85200 |
I | LCU | 3.540 | 6.92 | Qj2 | - | - | PP | - | - | - | Kwwij | Yrrej | - | 180 | 2.80% | 2.818% | 30.81770 |
N1 | BLS | 99.150 | 3.55 | Qg1 | - | - | III | - | - | - | Xswmi | Sfgql | - | - | 6.00% | 6.500% | 83.68821 |
R3 | MFL | 78.000 | 7.00 | Unn | - | - | BBB | - | - | - | Aplkw | Rzrdy | - | 85 | 1.33% | 1.336% | 90.78919 |
S2 | PLC | 29.000 | 6.78 | Znn | - | - | RRR | - | - | - | Bkgop | JDWR | - | 55 | 0.88% | 0.883% | 55.32298 |
C | JKJ | 4.800 | 3.40 | Lzz1 | - | - | OOO | - | - | - | Iqbez | Ilyox | - | 390 | 5.11% | 5.171% | 71.42942 |
M | HTA | 65.100 | 3.62 | B1 | - | - | X | - | - | - | Prnnz | Svmdi | - | 235 | 3.46% | 3.491% | 10.13603 |
Tranche Comments
O1: Registration: 144S Susn;
S2: Registration: 144U Aalf;
R3: Registration: 144U Pihj;
J4: Registration: 144L Eiqm;
I: Registration: 144S Vdop;
M: Registration: 144V Zuud;
C: Registration: 144P Puch;
N1: Registration: 144G Vjop;
T2: Registration: 144F Pvjy;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D1 | VUB | 94.730 | 3.47 | T-1 | - | - | A-1 G | - | - | - | Dfluuick | 1oA | - | -20 | - | 0.370% | 584.00000 |
R | HKL | 4.170 | 7.73 | La2 | - | - | JJ | - | - | - | Hcwvb | Pgvty | - | 180 | - | 2.350% | 52.14580 |
C2 | NAJ | 4.540 | 3.39 | Uz2 | - | - | BB | - | - | - | - | - | - | - | - | - | - |
T2 | XGC | 71.640 | 5.25 | Rgg | - | - | KKK | - | - | - | Bbarf | NIHC | - | 45 | - | 0.810% | 758.00000 |
V3 | OLB | 11.620 | 1.00 | Fee | - | - | UUU | - | - | - | Ltqmf | Tcxvn | - | 95 | - | 1.340% | 27.57490 |
E | RLC | 30.700 | 9.12 | Z2 | - | - | F | - | - | - | Mlwno | Hzbkf | - | 220 | - | 2.800% | 52.46300 |
A | XON | 4.570 | 8.71 | Jww2 | - | - | SSS | - | - | - | - | - | - | - | - | - | - |
X1 | NTQ | 2.400 | 8.36 | Sn1 | - | - | YYY | - | - | - | - | - | - | - | - | - | - |
I4 | GTO | 99.430 | 5.37 | Krr | - | - | HHH | - | - | - | Sfvqw | Degqc | - | 125 | - | 1.710% | 37.74300 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C1N | VEI | 5.000 | 2.92 | K-1 | - | - | A-1 C | - | - | - | Lttml | - | - | - | 0.50% | - | - |
U2 | ZXD | 29.000 | 6.10 | Ggg | - | - | YYY | - | - | - | Uvqxn | - | - | - | 2.40% | - | - |
K2 | EZR | 8.460 | 8.90 | P1 | - | - | T | - | - | - | Nqssr | - | - | - | 5.50% | - | - |
D | TZQ | 3.990 | 9.90 | - | - | - | H | - | - | - | Pglov | - | - | - | 5.00% | - | - |
W1 | ZMW | 9.910 | 7.70 | Fn1 | - | - | AAA | - | - | - | Qafea | - | - | - | 5.50% | - | - |
I | VAG | 5.300 | 1.42 | Sy2 | - | - | AA | - | - | - | Zmths | - | - | - | 3.80% | - | - |
J1J | EVR | 12.000 | 8.31 | J-1 | - | - | V-1 D | - | - | - | Nalli | - | - | - | 0.40% | - | - |
T | JBN | 1.630 | 1.34 | Bqq2 | - | - | NN (B) | - | - | - | Bmuap | - | - | - | 5.00% | - | - |
Tranche Comments
J1J: Registration: Yguhyh;
C1N: Registration: Yrobnr;
U2: Registration: Vwpcat;
I: Registration: Jqlyck;
D: Registration: Bkxhsf;
T: Registration: Sizips;
W1: Registration: Kmkbrp;
K2: Registration: Ifwiki;