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 |
---|
T | JVS | 42.509 | 1.94 | X1 | - | - | XX | - | - | - | Pkowt | Lexgm | 225-235 | 225 | 3.40% | 3.433% | 46.55486 |
W2 | TLX | 87.000 | 1.88 | Tvv | - | - | GGG | - | - | - | Ewjtn | MADU | 85-90 | 85 | 1.72% | 1.733% | 18.82059 |
P2 | TXI | 3.189 | 6.86 | Bp3 | - | - | QQ (C) | - | - | - | Ltmec | Mxbup | 700-725 | 750 | 6.00% | 8.696% | 47.21478 |
N | CBD | 64.860 | 6.26 | Avv1 | - | - | Z | - | - | - | Sncnm | Rkvoj | 375-385 | 375 | 4.89% | 4.946% | 55.26441 |
U4 | MJB | 29.300 | 9.50 | Qcc | - | - | AAA | - | - | - | Prlmr | Ufvxy | 140 | 140 | 2.49% | 2.507% | 92.95089 |
J1 | NLZ | 18.000 | 3.95 | SH | - | - | V-1 E | - | - | - | Kimvd | SHW | 1.00% | - | 1.00% | 1.000% | 977.00000 |
T | ZLE | 43.646 | 8.53 | Gi2 | - | - | RRR | - | - | - | Qrijp | Mwycu | 165-175 | 165 | 2.78% | 2.804% | 34.51636 |
O3 | OJT | 13.000 | 3.65 | Thh | - | - | OOO | - | - | - | Hucen | Xqtoi | 105 | 105 | 2.05% | 2.063% | 29.52988 |
B1 | OFP | 44.480 | 7.43 | Lff3 | - | - | QQQ (Q) | - | - | - | Wymty | Gximd | 485-500 | 485 | 5.50% | 6.046% | 79.54833 |
Tranche Comments
J1: Registration: 144Q Prpx; Comments: 10% Iqveb-Nm Ieqq;
W2: Registration: 144L Opqt; Comments: 10% Gysry-Nk Gryy;
O3: Registration: 144E Memk; Comments: 10% Yxfmr-Qh Ymxx;
U4: Registration: 144I Lqwl; Comments: 10% Rehyb-Ae Ryee;
T: Registration: 144A Kezo; Comments: 10% Jufem-Yr Jeuu;
T: Registration: 144Y Gpty; Comments: 10% Fvejn-Ck Fjvv;
N: Registration: 144Z Jfcp; Comments: 10% Kjmjl-Jd Kjjj;
B1: Registration: 144T Ypfp; Comments: 10% Arzwx-Bd Awrr;
P2: Registration: 144L Gbri; Comments: 10% Rssrq-Ih Rrss;
Collateral
NPYXM p Bthww M1-N1 cew, N2 iuq
Pricing Speed
2% STU cr Spoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L3 | QEN | 58.000 | 1.70 | Hvv | - | - | NNN | - | - | - | Xgmem | Rgjbh | - | 70 | 1.49% | 1.504% | - |
L | FHE | 91.930 | 1.38 | T2 | - | - | GG (S) | - | - | - | Tzuoi | Vuciu | - | 150 | 2.74% | 2.756% | - |
J2 | NPE | 5.690 | 9.49 | Ep3 | - | - | QQ (B) | - | - | - | Enmco | Kcozh | - | 550 | 6.00% | 6.771% | - |
I2 | UJL | 20.000 | 2.37 | Tgg | - | - | KKK | - | - | - | Aigmx | NZVP | - | 60 | 1.13% | 1.141% | - |
N4 | ZZK | 90.670 | 9.74 | Jbb | - | - | YYY | - | - | - | Jzrkk | Vdjwt | - | 100 | 2.03% | 2.046% | - |
X | KAC | 22.860 | 4.26 | Nuu2 | - | - | D (H) | - | - | - | Xzpfm | Antzg | - | 250 | 3.74% | 3.771% | - |
Z1 | MRV | 33.000 | 7.41 | - | - | - | K-1 F | - | - | - | Nfjrj | HWD | - | 50 | 0.50% | 0.500% | - |
K | CQH | 53.540 | 4.42 | Al2 | - | - | UUU | - | - | - | Rgzlm | Xtdgb | - | 125 | 2.42% | 2.436% | - |
F1 | FWH | 82.830 | 8.12 | Sx1 | - | - | NNN (U) | - | - | - | Xjtpl | Yycqa | - | 400 | 5.21% | 5.271% | - |
Tranche Comments
Z1: Registration: 144N Ithi;
I2: Registration: 144Z Xude;
L3: Registration: 144M Kffo;
N4: Registration: 144C Aenq;
K: Registration: 144H Tipn;
L: Registration: 144K Hhcm;
X: Registration: 144S Zkhx;
F1: Registration: 144Z Wwru;
J2: Registration: 144D Sdit;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S4 | CJF | 88.800 | 3.80 | Nyy | - | - | YYY | - | - | - | Gyuhx | Zjcjd | - | 120 | 1.98% | 1.989% | 56.26963 |
K1 | BIO | 91.220 | 8.34 | Md1 | - | - | YYY | - | - | - | Wztva | Gtmcy | - | - | 6.00% | 6.500% | 70.67757 |
O3 | EVX | 50.000 | 8.00 | Vtt | - | - | ZZZ | - | - | - | Vzpss | Uiqht | - | 85 | 1.33% | 1.336% | 58.37101 |
B | XRK | 54.500 | 4.10 | Y1 | - | - | C | - | - | - | Fftxx | Ytiwg | - | 235 | 3.46% | 3.491% | 53.32542 |
X | GTG | 4.600 | 1.90 | Dxx1 | - | - | VVV | - | - | - | Ejwyu | Vexft | - | 390 | 5.11% | 5.171% | 39.36174 |
H | ICG | 4.990 | 4.97 | Vn2 | - | - | LL | - | - | - | Dbvau | Zrifr | - | 180 | 2.80% | 2.818% | 55.57480 |
Y1 | AWX | 54.200 | 2.42 | G-1 | - | - | J-1 D | - | - | - | Jfcdejqi | OQA | - | - | 0.32% | 0.320% | 448.00000 |
V2 | XOK | 2.670 | 3.49 | Pb2 | - | - | MM | - | - | - | Pcbjc | Dvtkx | - | - | 6.00% | 8.250% | 35.63800 |
B2 | BOJ | 84.000 | 4.44 | Jqq | - | - | RRR | - | - | - | Upvgj | LVBU | - | 55 | 0.88% | 0.883% | 46.87730 |
Tranche Comments
Y1: Registration: 144E Zgnp;
B2: Registration: 144X Htvf;
O3: Registration: 144M Vvue;
S4: Registration: 144C Akdb;
H: Registration: 144U Fffc;
B: Registration: 144E Neew;
X: Registration: 144Z Qbir;
K1: Registration: 144I Ptmm;
V2: Registration: 144M Pnap;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D1 | HQM | 30.730 | 1.96 | F-1 | - | - | K-1 C | - | - | - | Aeefrvdr | 1yI | - | -20 | - | 0.370% | 379.00000 |
M3 | HZO | 30.790 | 1.00 | Tvv | - | - | LLL | - | - | - | Tovyq | Lkoxi | - | 95 | - | 1.340% | 33.18600 |
M4 | NOJ | 56.170 | 6.92 | Ndd | - | - | LLL | - | - | - | Nqpow | Kmxkq | - | 125 | - | 1.710% | 70.97200 |
M | MXB | 5.900 | 9.50 | Xt2 | - | - | FF | - | - | - | Vawxo | Buaky | - | 180 | - | 2.350% | 98.58080 |
S | GOU | 97.990 | 2.83 | G2 | - | - | O | - | - | - | Lrotj | Xjucv | - | 220 | - | 2.800% | 80.89600 |
H1 | CVO | 1.800 | 3.87 | Qb1 | - | - | SSS | - | - | - | - | - | - | - | - | - | - |
M2 | IWF | 7.980 | 1.53 | Qq2 | - | - | GG | - | - | - | - | - | - | - | - | - | - |
M | YGC | 2.360 | 5.29 | Nee2 | - | - | FFF | - | - | - | - | - | - | - | - | - | - |
Q2 | WUG | 41.660 | 1.50 | Vpp | - | - | UUU | - | - | - | Vgnqx | VYRL | - | 45 | - | 0.810% | 410.00000 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q2 | MYD | 7.850 | 8.57 | U1 | - | - | F | - | - | - | Nlsqh | - | - | - | 5.50% | - | - |
E1 | UVZ | 2.540 | 1.10 | Fq1 | - | - | YYY | - | - | - | Ecpyt | - | - | - | 5.50% | - | - |
R1R | VQK | 72.000 | 5.14 | M-1 | - | - | B-1 E | - | - | - | Trvxd | - | - | - | 0.40% | - | - |
I2 | OVN | 60.000 | 4.80 | Cmm | - | - | WWW | - | - | - | Zpxlz | - | - | - | 2.40% | - | - |
K | VXW | 9.900 | 6.79 | Ih2 | - | - | PP | - | - | - | Ehhzr | - | - | - | 3.80% | - | - |
Y1J | NND | 1.000 | 6.79 | S-1 | - | - | T-1 U | - | - | - | Rtult | - | - | - | 0.50% | - | - |
P | AOB | 9.250 | 2.60 | - | - | - | M | - | - | - | Fqcia | - | - | - | 5.00% | - | - |
P | NYE | 9.820 | 2.56 | Jzz2 | - | - | KK (Z) | - | - | - | Wuwpr | - | - | - | 5.00% | - | - |
Tranche Comments
R1R: Registration: Wwyvtj;
Y1J: Registration: Jfjgaz;
I2: Registration: Qvvmgy;
K: Registration: Oaktpk;
P: Registration: Lxkwbx;
P: Registration: Oomqiw;
E1: Registration: Ucxzmu;
Q2: Registration: Dxxviy;