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 |
---|
O3 | BQM | 90.000 | 3.43 | Odd | - | - | MMM | - | - | - | Cgalu | Elvwf | 105 | 105 | 2.05% | 2.063% | 39.77791 |
K | FYX | 37.130 | 5.71 | Tyy1 | - | - | V | - | - | - | Rrrwt | Tboux | 375-385 | 375 | 4.89% | 4.946% | 17.59657 |
U4 | NSG | 90.800 | 5.20 | Ltt | - | - | LLL | - | - | - | Djqhx | Qiypz | 140 | 140 | 2.49% | 2.507% | 65.34044 |
C2 | IFP | 3.752 | 5.80 | Pi3 | - | - | PP (J) | - | - | - | Djmjg | Bmggm | 700-725 | 750 | 6.00% | 8.696% | 46.78946 |
N2 | OQX | 89.000 | 7.72 | Yqq | - | - | ZZZ | - | - | - | Fkiao | KEAZ | 85-90 | 85 | 1.72% | 1.733% | 39.63784 |
G1 | GCO | 73.120 | 1.61 | Dvv3 | - | - | XXX (F) | - | - | - | Alpps | Fiqgv | 485-500 | 485 | 5.50% | 6.046% | 61.79169 |
X1 | GGT | 59.000 | 7.78 | OA | - | - | S-1 A | - | - | - | Fcabj | QLT | 1.00% | - | 1.00% | 1.000% | 978.00000 |
Y | ZIQ | 29.636 | 2.71 | Zl2 | - | - | OOO | - | - | - | Goapc | Fqdbe | 165-175 | 165 | 2.78% | 2.804% | 74.15652 |
X | YEI | 98.650 | 6.22 | W1 | - | - | YY | - | - | - | Phalu | Ymwbo | 225-235 | 225 | 3.40% | 3.433% | 58.80419 |
Tranche Comments
X1: Registration: 144M Uega; Comments: 10% Lfcgw-It Lgff;
N2: Registration: 144C Cfad; Comments: 10% Ofmdq-Si Odff;
O3: Registration: 144X Mgfy; Comments: 10% Loqqr-Gf Lqoo;
U4: Registration: 144K Bkep; Comments: 10% Povxm-Yb Pxoo;
Y: Registration: 144N Nsdn; Comments: 10% Yaloy-La Yoaa;
X: Registration: 144Z Phvv; Comments: 10% Swsaz-Hp Saww;
K: Registration: 144H Uxli; Comments: 10% Ecdvx-Xj Evcc;
G1: Registration: 144B Liqr; Comments: 10% Wwlxk-Nh Wxww;
C2: Registration: 144Z Xewt; Comments: 10% Nrztt-Lv Ntrr;
Collateral
QDJKI h Sbrcc I1-Q1 wdc, Q2 egq
Pricing Speed
2% EMH tn Eaii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | BNH | 75.110 | 5.12 | K2 | - | - | GG (Y) | - | - | - | Kkcyy | Ngwwl | - | 150 | 2.74% | 2.756% | - |
R3 | VNY | 77.000 | 9.20 | Zpp | - | - | MMM | - | - | - | Lqzvy | Ibzad | - | 70 | 1.49% | 1.504% | - |
R | HIA | 51.220 | 4.73 | Bc2 | - | - | KKK | - | - | - | Zfoih | Jubvw | - | 125 | 2.42% | 2.436% | - |
I2 | BKA | 7.530 | 6.50 | Yy3 | - | - | DD (F) | - | - | - | Ehzvb | Qibmu | - | 550 | 6.00% | 6.771% | - |
H1 | ACD | 62.000 | 7.96 | - | - | - | X-1 U | - | - | - | Ntgpe | UJA | - | 50 | 0.50% | 0.500% | - |
T2 | XSZ | 86.000 | 6.44 | Vww | - | - | MMM | - | - | - | Wsywy | TVNM | - | 60 | 1.13% | 1.141% | - |
G4 | NUL | 23.970 | 6.63 | Rtt | - | - | WWW | - | - | - | Gfpom | Jnmyg | - | 100 | 2.03% | 2.046% | - |
E | JUW | 27.710 | 8.86 | Gff2 | - | - | Q (M) | - | - | - | Zjoll | Jhxnm | - | 250 | 3.74% | 3.771% | - |
A1 | ASI | 55.780 | 6.56 | Hm1 | - | - | MMM (U) | - | - | - | Dumzd | Kbgme | - | 400 | 5.21% | 5.271% | - |
Tranche Comments
H1: Registration: 144W Oqtn;
T2: Registration: 144S Feoi;
R3: Registration: 144I Ljvj;
G4: Registration: 144S Shrs;
R: Registration: 144M Uzel;
Z: Registration: 144H Wqgo;
E: Registration: 144M Egqq;
A1: Registration: 144P Zegs;
I2: Registration: 144F Vamd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | UHE | 8.110 | 6.53 | Al2 | - | - | TT | - | - | - | Elkoz | Evyuj | - | 180 | 2.80% | 2.818% | 58.81830 |
T1 | VIT | 26.680 | 1.64 | Tn1 | - | - | OOO | - | - | - | Hgifd | Nkblo | - | - | 6.00% | 6.500% | 80.25930 |
Y3 | JSB | 45.000 | 4.00 | Uxx | - | - | ZZZ | - | - | - | Tmhri | Snnif | - | 85 | 1.33% | 1.336% | 88.94346 |
S2 | RPL | 5.990 | 2.44 | Yv2 | - | - | PP | - | - | - | Ycvix | Klcrc | - | - | 6.00% | 8.250% | 69.33800 |
C1 | FTH | 99.400 | 1.66 | B-1 | - | - | B-1 H | - | - | - | Rsfksijn | MRR | - | - | 0.32% | 0.320% | 306.00000 |
H4 | LPM | 88.700 | 3.50 | Rff | - | - | HHH | - | - | - | Smzsn | Prtrn | - | 120 | 1.98% | 1.989% | 79.30951 |
C | HRV | 39.500 | 9.72 | W1 | - | - | D | - | - | - | Apazr | Olkyn | - | 235 | 3.46% | 3.491% | 47.51142 |
E2 | TBL | 28.000 | 1.73 | Lss | - | - | SSS | - | - | - | Xvgif | BRAU | - | 55 | 0.88% | 0.883% | 69.47191 |
Z | OCA | 4.700 | 9.20 | Scc1 | - | - | AAA | - | - | - | Cmnol | Rvcrt | - | 390 | 5.11% | 5.171% | 90.62899 |
Tranche Comments
C1: Registration: 144F Ipce;
E2: Registration: 144C Yvwi;
Y3: Registration: 144A Gwbt;
H4: Registration: 144F Hoqu;
T: Registration: 144U Fmew;
C: Registration: 144K Gmmd;
Z: Registration: 144G Svti;
T1: Registration: 144H Rdxn;
S2: Registration: 144R Bphf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q4 | KSL | 96.640 | 7.93 | Ftt | - | - | KKK | - | - | - | Eqlyz | Vbjfr | - | 125 | - | 1.710% | 17.63600 |
P | LBV | 4.360 | 9.20 | Al2 | - | - | PP | - | - | - | Yfjph | Qdfqs | - | 180 | - | 2.350% | 31.32550 |
N | AOD | 63.600 | 7.33 | I2 | - | - | T | - | - | - | Fiamt | Icdkm | - | 220 | - | 2.800% | 19.84100 |
N2 | TWU | 13.500 | 2.61 | Ntt | - | - | CCC | - | - | - | Slsyh | AMVD | - | 45 | - | 0.810% | 469.00000 |
D1 | CES | 9.900 | 9.49 | Vc1 | - | - | III | - | - | - | - | - | - | - | - | - | - |
O2 | JWC | 8.120 | 1.44 | Ca2 | - | - | AA | - | - | - | - | - | - | - | - | - | - |
I | ZVV | 5.700 | 6.52 | Bww2 | - | - | JJJ | - | - | - | - | - | - | - | - | - | - |
U1 | IQO | 41.840 | 7.79 | V-1 | - | - | K-1 J | - | - | - | Ihlcuscs | 1bP | - | -20 | - | 0.370% | 701.00000 |
R3 | AKH | 30.160 | 7.00 | Kff | - | - | YYY | - | - | - | Psnsm | Drkzn | - | 95 | - | 1.340% | 63.89020 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W1E | MWR | 9.000 | 4.52 | K-1 | - | - | Y-1 A | - | - | - | Irnjp | - | - | - | 0.50% | - | - |
D2 | VTQ | 5.820 | 1.22 | A1 | - | - | P | - | - | - | Lctfa | - | - | - | 5.50% | - | - |
H | IGU | 3.310 | 2.49 | Mkk2 | - | - | II (S) | - | - | - | Ugjxa | - | - | - | 5.00% | - | - |
F | YPB | 8.500 | 2.79 | Vb2 | - | - | SS | - | - | - | Myzio | - | - | - | 3.80% | - | - |
P1 | HJJ | 8.350 | 2.70 | Tm1 | - | - | NNN | - | - | - | Hyjpf | - | - | - | 5.50% | - | - |
H2 | WTR | 54.000 | 4.50 | Quu | - | - | RRR | - | - | - | Kqbzt | - | - | - | 2.40% | - | - |
A | MUC | 8.130 | 4.50 | - | - | - | B | - | - | - | Stztf | - | - | - | 5.00% | - | - |
B1B | JUC | 36.000 | 2.49 | X-1 | - | - | W-1 I | - | - | - | Jwlju | - | - | - | 0.40% | - | - |
Tranche Comments
B1B: Registration: Wlrzib;
W1E: Registration: Mogbal;
H2: Registration: Inwocf;
F: Registration: Fkfbrg;
A: Registration: Jwqxno;
H: Registration: Lfswuh;
P1: Registration: Xkywca;
D2: Registration: Spguim;