| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 88.864 | 1.49 | Aaa | - | - | - | AAA | - | - | Fixed | EDSF | - | 55 | 2.10% | 2.145% | 99.94327 |
Tranche Comments
A: First Pay: 2022-05-10; Registration: 144A/Reg S;
Pricing Speed
30% CLR to Maturity
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | MFS | 17.930 | 1.57 | Vyy | - | - | - | BBB | - | - | Hvywn | HJNW | 50-55 | 50 | - | 2.202% | - |
Tranche Comments
U: First Pay: 2020-02-10; Registration: 144H Wtze;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | PAR | 53.718 | - | Mzz | - | - | - | ZZZ | - | - | Mfzrv | KDPJ | 40e | 40 | 3.220% | 3.239% | 46.23106 |
Tranche Comments
Z: Registration: 144V Vptd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | PWP | 51.120 | 2.50 | Qhh | - | - | - | UUU | - | - | Raogv | PQKS | 35z | 32 | 1.87% | 1.877% | 97.24852 |
Tranche Comments
Y: Registration: 144Z Lvtp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | RUS | 65.956 | 5.50 | Qnn | - | - | - | UUU | - | - | Hhxma | JUBA | - | 55 | 1.47% | 1.482% | 42.48074 |
Tranche Comments
U: Registration: 144W Agpl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | ZTA | 53.400 | 5.70 | Hff | - | - | - | XXX | - | - | Okmqj | LCGC | 70-75 | 60 | - | - | - |
Tranche Comments
N: Registration: 144K Cnzj; Comments: 10% BONN;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | WNK | 16.200 | 8.24 | Ghh | KKK | - | - | - | - | - | Lvhop | TEBQ | - | 85 | 1.19% | 1.195% | 45.93540 |
Tranche Comments
I: Registration: 144A Qwna;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | TLZ | 93.760 | 6.30 | Ogg | HHH | - | - | - | - | - | Vogkm | TKBS | - | 85 | 1.23% | 1.240% | 74.87574 |
Tranche Comments
H: Registration: 144L Oiru;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | MVE | 15.620 | 7.00 | Dyy | YYY | - | - | - | - | - | Wgryb | VXKO | - | 140 | 1.99% | 2.000% | 33.55493 |
Tranche Comments
W: Registration: 144Y Zavr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | TJO | 17.730 | 3.66 | Ejj | FFF | - | - | - | - | - | Kfjse | MMAN | - | 115 | 1.69% | - | - |
Tranche Comments
A: Registration: 144E Vtle;