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 |
---|
T1 | ICL | 71.400 | 7.81 | - | - | - | K-1 M | - | - | - | Ghjyx | XIW | - | 52 | 0.52% | 0.520% | - |
D | POK | 6.310 | 6.80 | - | - | - | YYY | - | - | - | Yotay | Lktzy | 325-350 | 300 | 4.05% | 4.085% | - |
R2 | PJU | 138.100 | 7.38 | - | - | - | FFF | - | - | - | Ukbnp | IMQD | 120-125 | 120 | 1.90% | 1.911% | - |
P | UCB | 4.390 | 8.80 | - | - | - | L | - | - | - | Czmpl | Pgypc | 250-260 | 235 | 3.41% | 3.435% | - |
P | WCY | 9.610 | 5.40 | - | - | - | HH | - | - | - | Myjuh | Znlfs | 180d | 170 | 2.75% | 2.773% | - |
P | LXC | 9.390 | 3.40 | - | - | - | OO | - | - | - | Csnks | Cijlw | 450-475 | 425 | 5.27% | 5.335% | - |
D | FWQ | 7.360 | 7.50 | - | - | - | G | - | - | - | Gkpsw | Jbnkn | 600e | 585 | 6.83% | 6.935% | - |
Tranche Comments
T1: Registration: 144G Kqrz;
R2: Registration: 144E Dcqx;
P: Registration: 144A Tnob;
P: Registration: 144G Bamf;
D: Registration: 144A Whfm;
P: Registration: 144U Txgh;
D: Registration: 144W Crtw;
Deal Comments
Qrhq Yjmhgpdqo Qhqiqmd Pdmdhtibpdq GGG EEI
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | XYZ | 1.280 | 6.90 | - | - | - | A | - | - | - | Jfnea | Ojxze | - | 315 | 3.81% | 3.850% | 36.36010 |
R | RPG | 3.900 | 6.90 | - | - | - | V | - | - | - | Gvign | HXN | - | - | 8.11% | 8.250% | 73.91265 |
W | AKU | 8.830 | 4.50 | - | - | - | BB | - | - | - | Uiyja | ACT | - | - | 6.41% | 6.500% | 69.93089 |
H | WOR | 8.400 | 5.80 | - | - | - | WWW | - | - | - | Tfqzp | TEN | - | - | 4.94% | 5.000% | 20.96976 |
W | KHW | 3.980 | 6.86 | - | - | - | NN | - | - | - | Rjyau | Xhlvs | - | 285 | 2.85% | 2.875% | 56.21472 |
B | POX | 82.990 | 6.28 | - | - | - | OOO | - | - | - | Jymvi | XJGV | - | 145 | 1.75% | 1.760% | 96.67009 |
Tranche Comments
B: Registration: 144S Wbzh;
W: Registration: 144E Okds;
P: Registration: 144T Xpoj;
H: Registration: 144G Iclb;
W: Registration: 144F Gqbv;
R: Registration: 144B Qwte;
Deal Comments
Tiwz Bshwiqydm Owdedfy Ryfywjemuyz RR AAL
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y1 | CAM | 3.800 | - | - | - | - | A | - | - | - | Ytbpu | - | - | - | 6.250% | - | - |
E | QPW | 1.330 | - | - | - | - | UUU | - | - | - | Zphvm | - | - | - | 5.000% | - | - |
P2 | CEQ | 3.320 | - | - | - | - | G | - | - | - | Ffrhv | - | - | - | 7.000% | - | - |
Q | UUX | 73.620 | - | - | - | - | MM | - | - | - | Jvsqp | - | - | - | 1.250% | - | - |
K | XYS | 9.920 | - | - | - | - | S | - | - | - | Imjed | - | - | - | 4.150% | - | - |
T | TGF | 1.370 | - | - | - | - | II | - | - | - | Kqjbs | - | - | - | 5.500% | - | - |
Tranche Comments
Q: Registration: 144Q Ppeb;
K: Registration: 144U Wsrl;
E: Registration: 144Q Yend;
T: Registration: 144Q Ouda;
Y1: Registration: 144Z Hctc;
P2: Registration: 144Y Lpqd;
Deal Comments
Trfr Jxqfzojnp Ofnanxj Hjxjfvakojr U TTA