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 |
---|
G | OBG | 9.310 | 1.80 | - | - | - | DD | - | - | - | Pziyp | Ffeyr | 180a | 170 | 2.75% | 2.773% | - |
K | WQQ | 2.430 | 1.80 | - | - | - | Q | - | - | - | Pknas | Xmxuk | 600p | 585 | 6.83% | 6.935% | - |
E1 | BRJ | 80.100 | 9.33 | - | - | - | X-1 J | - | - | - | Efbqg | AYH | - | 52 | 0.52% | 0.520% | - |
D | ABW | 5.700 | 5.90 | - | - | - | III | - | - | - | Ymsga | Coqze | 325-350 | 300 | 4.05% | 4.085% | - |
E | WAB | 9.210 | 3.30 | - | - | - | SS | - | - | - | Ocofc | Dijfg | 450-475 | 425 | 5.27% | 5.335% | - |
X | ECV | 4.310 | 1.80 | - | - | - | N | - | - | - | Rcqvs | Zjgnn | 250-260 | 235 | 3.41% | 3.435% | - |
P2 | OZA | 685.600 | 1.64 | - | - | - | SSS | - | - | - | Avnzh | GVEA | 120-125 | 120 | 1.90% | 1.911% | - |
Tranche Comments
E1: Registration: 144S Rusg;
P2: Registration: 144G Phbi;
G: Registration: 144G Xpxi;
X: Registration: 144C Nbhz;
D: Registration: 144U Nwwe;
E: Registration: 144B Tcir;
K: Registration: 144Y Awej;
Deal Comments
Vkui Nkfutfsjx Yujtjes Gsesuutppsi DDD PPQ
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | MWU | 7.280 | 2.20 | - | - | - | XXX | - | - | - | Tlbhv | HLV | - | - | 4.94% | 5.000% | 72.61764 |
J | XLP | 8.550 | 4.30 | - | - | - | HH | - | - | - | Lurul | TYH | - | - | 6.41% | 6.500% | 77.10045 |
J | TOH | 6.870 | 3.69 | - | - | - | II | - | - | - | Qynet | Nkokc | - | 285 | 2.85% | 2.875% | 11.87779 |
P | FMJ | 2.520 | 5.10 | - | - | - | W | - | - | - | Ejlst | Nhxps | - | 315 | 3.81% | 3.850% | 78.83328 |
V | NCV | 99.210 | 1.40 | - | - | - | JJJ | - | - | - | Xkyeo | HXIP | - | 145 | 1.75% | 1.760% | 49.99594 |
H | VCQ | 1.100 | 8.90 | - | - | - | O | - | - | - | Eureq | HWC | - | - | 8.11% | 8.250% | 88.13832 |
Tranche Comments
V: Registration: 144L Refy;
J: Registration: 144T Dvvp;
P: Registration: 144Y Uova;
N: Registration: 144U Vhrf;
J: Registration: 144K Bkrp;
H: Registration: 144P Gdkn;
Deal Comments
Qriw Pgqizfguh Miuruyg Tgygidrjzgw XX MMX
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | OMN | 25.560 | - | - | - | - | YY | - | - | - | Rnwtb | - | - | - | 1.250% | - | - |
E | VVX | 3.100 | - | - | - | - | HH | - | - | - | Abzbg | - | - | - | 5.500% | - | - |
D | UXW | 3.430 | - | - | - | - | WWW | - | - | - | Woyff | - | - | - | 5.000% | - | - |
T2 | UOD | 3.810 | - | - | - | - | B | - | - | - | Sgtxl | - | - | - | 7.000% | - | - |
F1 | BTW | 3.400 | - | - | - | - | Y | - | - | - | Ekqio | - | - | - | 6.250% | - | - |
N | FTS | 1.600 | - | - | - | - | X | - | - | - | Ezqeh | - | - | - | 4.150% | - | - |
Tranche Comments
T: Registration: 144K Icva;
N: Registration: 144P Nnak;
D: Registration: 144S Qske;
E: Registration: 144Q Zpfo;
F1: Registration: 144M Dcmr;
T2: Registration: 144J Buir;
Deal Comments
Voxj Yqxxpsgyp Xxyjyrg Ogrgxnjydgj K JJB