| 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 |
|---|
| L | BQI | 95.810 | 6.94 | Dff | - | - | - | CCC | - | - | Jrljm | JHBI | 50-55 | 50 | - | 2.202% | - |
Tranche Comments
L: First Pay: 2020-02-10; Registration: 144D Pdqu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | ANQ | 19.587 | - | Vbb | - | - | - | BBB | - | - | Ebyvy | YDDQ | 40s | 40 | 3.220% | 3.239% | 17.84165 |
Tranche Comments
D: Registration: 144L Raow;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | BFE | 78.780 | 4.60 | Xyy | - | - | - | AAA | - | - | Zcjqr | EHGS | 35m | 32 | 1.87% | 1.877% | 98.36875 |
Tranche Comments
A: Registration: 144B Dkeq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | NSD | 68.114 | 2.80 | Oww | - | - | - | UUU | - | - | Kjufv | JDEQ | - | 55 | 1.47% | 1.482% | 70.12211 |
Tranche Comments
W: Registration: 144I Cgic;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | CAC | 78.300 | 1.80 | Agg | - | - | - | SSS | - | - | Mcvot | CMBI | 70-75 | 60 | - | - | - |
Tranche Comments
A: Registration: 144J Dtdb; Comments: 10% EJTT;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | IEN | 28.160 | 4.47 | Baa | LLL | - | - | - | - | - | Cprry | WLRD | - | 85 | 1.19% | 1.195% | 92.26346 |
Tranche Comments
H: Registration: 144V Svne;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | GND | 92.270 | 9.41 | Ayy | CCC | - | - | - | - | - | Fhubw | JTBS | - | 85 | 1.23% | 1.240% | 35.28006 |
Tranche Comments
N: Registration: 144L Zxth;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | QVA | 41.530 | 4.00 | Lrr | KKK | - | - | - | - | - | Lccvf | AULV | - | 140 | 1.99% | 2.000% | 99.12752 |
Tranche Comments
D: Registration: 144I Eozm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | QEB | 45.650 | 4.79 | Iss | FFF | - | - | - | - | - | Ntaep | VNHQ | - | 115 | 1.69% | - | - |
Tranche Comments
D: Registration: 144S Ovzj;