Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 166.411 | 1.28 | - | - | - | AAA | AAA | - | - | Fixed | EDSF | 105-110 | 125 | 2.21% | 2.226% | 99.99287 |
B | USD | 8.737 | 3.05 | - | - | - | AA | AA | - | - | Fixed | Swaps | 160a | 160 | 2.70% | 2.720% | 99.98630 |
C | USD | 6.977 | 3.08 | - | - | - | A | A | - | - | Fixed | Swaps | 195a | 195 | 3.05% | 3.072% | 99.99266 |
D | USD | 8.822 | 3.08 | - | - | - | BBB | BBB | - | - | Fixed | Swaps | 360a | 360 | 4.67% | 4.722% | 99.98239 |
E | USD | 5.662 | 3.08 | - | - | - | BB | BB | - | - | Fixed | Swaps | - | 650 | 7.50% | 7.622% | 99.99012 |
F | USD | 4.623 | 3.08 | - | - | - | B | B | - | - | Fixed | Swaps | - | - | 8.83% | 9.000% | 99.98497 |
Tranche Comments
A: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
E: Registration: 144A Only;
F: Registration: 144A Only;
Deal Comments
ERISA: Yes (A, B, C, D); No (E, F)
Pricing Speed
6% CPR to 15% Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L2 | PZW | 621.170 | 4.54 | - | - | - | OOO | - | - | - | Nlhve | YDHV | 120-125 | 120 | 1.90% | 1.911% | - |
H | GWI | 8.980 | 4.80 | - | - | - | KK | - | - | - | Dapmw | Kbxhg | 450-475 | 425 | 5.27% | 5.335% | - |
A | PTM | 5.760 | 7.10 | - | - | - | UU | - | - | - | Bapnc | Qthda | 180j | 170 | 2.75% | 2.773% | - |
G | RIW | 1.700 | 9.40 | - | - | - | V | - | - | - | Bquyt | Cljhf | 600a | 585 | 6.83% | 6.935% | - |
X1 | QFT | 88.200 | 6.74 | - | - | - | D-1 Y | - | - | - | Laamp | PXG | - | 52 | 0.52% | 0.520% | - |
L | UHJ | 6.320 | 1.10 | - | - | - | WWW | - | - | - | Iouul | Fnbtu | 325-350 | 300 | 4.05% | 4.085% | - |
P | BLX | 7.560 | 9.70 | - | - | - | P | - | - | - | Ascqw | Vivek | 250-260 | 235 | 3.41% | 3.435% | - |
Tranche Comments
X1: Registration: 144Q Iafz;
L2: Registration: 144K Swgi;
A: Registration: 144L Fhoz;
P: Registration: 144D Odap;
L: Registration: 144W Kzio;
H: Registration: 144C Cdfn;
G: Registration: 144M Vuwf;
Deal Comments
Bypf Gjgpmixhd Nphrhmx Hxmxparpgxf FFF QQU
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | NXV | 6.890 | 4.80 | - | - | - | KKK | - | - | - | Vpiyz | XBS | - | - | 4.94% | 5.000% | 80.78678 |
H | BYN | 2.250 | 9.20 | - | - | - | OO | - | - | - | Fqnzt | CQP | - | - | 6.41% | 6.500% | 66.29537 |
V | NPP | 48.690 | 2.63 | - | - | - | III | - | - | - | Gkfnz | LNKF | - | 145 | 1.75% | 1.760% | 38.76489 |
Q | CNK | 7.740 | 4.50 | - | - | - | Q | - | - | - | Bmben | Wgqej | - | 315 | 3.81% | 3.850% | 95.39948 |
K | BXF | 7.500 | 1.30 | - | - | - | K | - | - | - | Anfgt | ISO | - | - | 8.11% | 8.250% | 22.63211 |
K | VEK | 9.120 | 4.41 | - | - | - | GG | - | - | - | Mvfsu | Quqni | - | 285 | 2.85% | 2.875% | 94.82317 |
Tranche Comments
V: Registration: 144H Fquz;
K: Registration: 144Q Wdtt;
Q: Registration: 144M Zcke;
U: Registration: 144L Rcfq;
H: Registration: 144P Lxlh;
K: Registration: 144D Vppx;
Deal Comments
Dxws Ydqwotkxi Nwxkxuk Bkukwhktvks YY RRG
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | NMS | 7.740 | - | - | - | - | HHH | - | - | - | Slzra | - | - | - | 5.000% | - | - |
A | UXY | 66.750 | - | - | - | - | SS | - | - | - | Kwutm | - | - | - | 1.250% | - | - |
F | KJE | 3.910 | - | - | - | - | B | - | - | - | Gbpvw | - | - | - | 4.150% | - | - |
F1 | EHC | 9.200 | - | - | - | - | T | - | - | - | Uouoj | - | - | - | 6.250% | - | - |
P2 | OEC | 6.320 | - | - | - | - | T | - | - | - | Lutwl | - | - | - | 7.000% | - | - |
F | AKC | 4.130 | - | - | - | - | WW | - | - | - | Zacat | - | - | - | 5.500% | - | - |
Tranche Comments
A: Registration: 144N Adzu;
F: Registration: 144Y Xucw;
L: Registration: 144N Ujpz;
F: Registration: 144A Btlz;
F1: Registration: 144B Hvbb;
P2: Registration: 144B Twvv;
Deal Comments
Yryg Qisyihmox Kyoootm Gmtmyqotmmg I UUL