| 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 |
|---|
| X | ZNG | 99.650 | 8.29 | Khh | - | - | - | XXX | - | - | Bgami | XOUC | 50-55 | 50 | - | 2.202% | - |
Tranche Comments
X: First Pay: 2020-02-10; Registration: 144B Fauy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | TLD | 68.366 | - | Njj | - | - | - | WWW | - | - | Omlbe | NTGA | 40p | 40 | 3.220% | 3.239% | 76.38918 |
Tranche Comments
J: Registration: 144F Uzlv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | ZWK | 98.660 | 9.50 | Xaa | - | - | - | TTT | - | - | Gznmk | IRST | 35u | 32 | 1.87% | 1.877% | 85.39219 |
Tranche Comments
W: Registration: 144W Bsap;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | OSR | 64.556 | 9.90 | Rvv | - | - | - | EEE | - | - | Eqmsl | LCDZ | - | 55 | 1.47% | 1.482% | 61.81657 |
Tranche Comments
K: Registration: 144J Sttw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | THS | 38.100 | 9.70 | Jjj | - | - | - | NNN | - | - | Xcslu | ONOI | 70-75 | 60 | - | - | - |
Tranche Comments
C: Registration: 144S Vrrd; Comments: 10% OZFF;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | NXN | 99.860 | 5.71 | Vzz | SSS | - | - | - | - | - | Ehkhp | YYPJ | - | 85 | 1.19% | 1.195% | 62.89374 |
Tranche Comments
C: Registration: 144Z Oige;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | RGZ | 21.120 | 1.84 | Fii | DDD | - | - | - | - | - | Tglxc | BDGL | - | 85 | 1.23% | 1.240% | 95.70891 |
Tranche Comments
J: Registration: 144I Chhz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | MLW | 97.600 | 4.00 | Vbb | UUU | - | - | - | - | - | Gspck | EPZW | - | 140 | 1.99% | 2.000% | 39.93891 |
Tranche Comments
G: Registration: 144I Ffzd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | AZK | 44.850 | 6.32 | Ouu | YYY | - | - | - | - | - | Vsvrv | YYSM | - | 115 | 1.69% | - | - |
Tranche Comments
H: Registration: 144A Tdtq;