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 |
---|
R1 | WEM | 28.400 | 8.90 | - | - | - | E-1 O | - | - | - | Hnboq | ZGV | - | 52 | 0.52% | 0.520% | - |
N2 | YMF | 455.150 | 3.37 | - | - | - | OOO | - | - | - | Bznoo | LHXI | 120-125 | 120 | 1.90% | 1.911% | - |
N | PVD | 8.650 | 6.90 | - | - | - | Y | - | - | - | Yrnan | Qyjfx | 250-260 | 235 | 3.41% | 3.435% | - |
E | CSR | 9.830 | 6.70 | - | - | - | CC | - | - | - | Zycow | Zwokp | 450-475 | 425 | 5.27% | 5.335% | - |
H | WQR | 3.100 | 9.40 | - | - | - | RRR | - | - | - | Blaqh | Bxyps | 325-350 | 300 | 4.05% | 4.085% | - |
L | MMG | 5.860 | 9.30 | - | - | - | V | - | - | - | Gpihn | Iqfge | 600s | 585 | 6.83% | 6.935% | - |
W | VKP | 6.860 | 1.10 | - | - | - | PP | - | - | - | Ninfq | Mmbni | 180v | 170 | 2.75% | 2.773% | - |
Tranche Comments
R1: Registration: 144K Lfuv;
N2: Registration: 144K Pbpn;
W: Registration: 144V Jgjg;
N: Registration: 144A Ddfj;
H: Registration: 144B Fogu;
E: Registration: 144I Jdpz;
L: Registration: 144V Jpfr;
Deal Comments
Ooyz Hwqyiwsgr Jygegrs Gsrsyvebvsz DDD YYZ
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | FUM | 4.360 | 1.38 | - | - | - | XX | - | - | - | Ksnpu | Bxyha | - | 285 | 2.85% | 2.875% | 37.62074 |
M | HUH | 3.990 | 4.70 | - | - | - | RRR | - | - | - | Vftfh | PZB | - | - | 4.94% | 5.000% | 14.56024 |
J | YZS | 82.550 | 7.98 | - | - | - | GGG | - | - | - | Sfaoa | GGSH | - | 145 | 1.75% | 1.760% | 84.36064 |
G | RXH | 9.970 | 2.30 | - | - | - | S | - | - | - | Rxuxg | Lbpop | - | 315 | 3.81% | 3.850% | 88.85741 |
M | LZC | 9.270 | 6.40 | - | - | - | TT | - | - | - | Lqpqd | XBF | - | - | 6.41% | 6.500% | 33.28820 |
D | JTU | 7.600 | 9.80 | - | - | - | P | - | - | - | Rklqo | VSA | - | - | 8.11% | 8.250% | 88.14586 |
Tranche Comments
J: Registration: 144M Sqdh;
L: Registration: 144Q Yowp;
G: Registration: 144J Ojfk;
M: Registration: 144G Xhpn;
M: Registration: 144P Bgpr;
D: Registration: 144U Cncb;
Deal Comments
Zdyh Qfryzixog Eyoqokx Wxkxypqrfxh AA HHB
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | LFC | 8.520 | - | - | - | - | HH | - | - | - | Skonh | - | - | - | 5.500% | - | - |
S2 | RIG | 3.890 | - | - | - | - | O | - | - | - | Vyvof | - | - | - | 7.000% | - | - |
H | VMF | 3.110 | - | - | - | - | AAA | - | - | - | Txmxs | - | - | - | 5.000% | - | - |
V | PPB | 27.480 | - | - | - | - | CC | - | - | - | Rysay | - | - | - | 1.250% | - | - |
N1 | YZZ | 1.700 | - | - | - | - | U | - | - | - | Gbtns | - | - | - | 6.250% | - | - |
S | MSJ | 5.770 | - | - | - | - | A | - | - | - | Fqgza | - | - | - | 4.150% | - | - |
Tranche Comments
V: Registration: 144I Yjfp;
S: Registration: 144E Zihz;
H: Registration: 144T Mepo;
H: Registration: 144V Jsra;
N1: Registration: 144C Gqul;
S2: Registration: 144W Awjf;
Deal Comments
Byih Djqiurxuu Giupuox Xxoxizpfsxh A AAV