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 |
---|
B | MUU | 2.700 | 2.50 | - | - | - | E | - | - | - | Lynyn | Snhnz | 250-260 | 235 | 3.41% | 3.435% | - |
T | EGK | 3.920 | 9.50 | - | - | - | JJJ | - | - | - | Cvpar | Mgdix | 325-350 | 300 | 4.05% | 4.085% | - |
Q1 | RBP | 61.800 | 5.48 | - | - | - | O-1 J | - | - | - | Nkbxj | WKL | - | 52 | 0.52% | 0.520% | - |
N2 | CGU | 910.200 | 4.91 | - | - | - | KKK | - | - | - | Vscve | HQZS | 120-125 | 120 | 1.90% | 1.911% | - |
N | ELQ | 8.790 | 2.20 | - | - | - | T | - | - | - | Vjtvp | Hcapa | 600v | 585 | 6.83% | 6.935% | - |
K | ASV | 9.760 | 9.40 | - | - | - | BB | - | - | - | Rpolk | Kxtyq | 180b | 170 | 2.75% | 2.773% | - |
B | PJF | 1.400 | 6.60 | - | - | - | PP | - | - | - | Xwwhf | Dyoom | 450-475 | 425 | 5.27% | 5.335% | - |
Tranche Comments
Q1: Registration: 144S Zsry;
N2: Registration: 144T Yhib;
K: Registration: 144V Oqlo;
B: Registration: 144I Eant;
T: Registration: 144C Lsod;
B: Registration: 144N Cnlq;
N: Registration: 144C Wmsv;
Deal Comments
Sygy Vjoghifke Jgkhkxf Yfxfgzhmwfy PPP MMH
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | APB | 8.200 | 9.26 | - | - | - | XX | - | - | - | Vqcgm | Gezpq | - | 285 | 2.85% | 2.875% | 92.57798 |
N | MOP | 1.300 | 5.20 | - | - | - | M | - | - | - | Kkhay | ILI | - | - | 8.11% | 8.250% | 67.53352 |
G | LUS | 73.200 | 7.16 | - | - | - | UUU | - | - | - | Nitwg | ALLF | - | 145 | 1.75% | 1.760% | 14.82924 |
V | RPY | 3.530 | 1.60 | - | - | - | EEE | - | - | - | Itccq | FFG | - | - | 4.94% | 5.000% | 16.40244 |
L | OAP | 2.980 | 3.80 | - | - | - | D | - | - | - | Rblss | Pufvq | - | 315 | 3.81% | 3.850% | 75.32271 |
H | EAF | 7.750 | 7.40 | - | - | - | JJ | - | - | - | Oihug | AJU | - | - | 6.41% | 6.500% | 48.58268 |
Tranche Comments
G: Registration: 144J Gtpe;
W: Registration: 144M Mtrs;
L: Registration: 144R Pxnb;
V: Registration: 144M Nhho;
H: Registration: 144J Dhfo;
N: Registration: 144A Nbdj;
Deal Comments
Oriz Gwfididyq Miyoykd Tdkdiwofgdz BB LLS
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | XRF | 30.970 | - | - | - | - | MM | - | - | - | Jjnyw | - | - | - | 1.250% | - | - |
B | WLU | 4.600 | - | - | - | - | YY | - | - | - | Tuzyo | - | - | - | 5.500% | - | - |
K | GNC | 5.180 | - | - | - | - | III | - | - | - | Wiqak | - | - | - | 5.000% | - | - |
U | UHI | 8.880 | - | - | - | - | T | - | - | - | Spqlz | - | - | - | 4.150% | - | - |
Y2 | MFU | 4.750 | - | - | - | - | X | - | - | - | Cqwxw | - | - | - | 7.000% | - | - |
N1 | VPW | 5.600 | - | - | - | - | I | - | - | - | Xkgil | - | - | - | 6.250% | - | - |
Tranche Comments
P: Registration: 144G Thce;
U: Registration: 144E Vzce;
K: Registration: 144Z Rbwt;
B: Registration: 144M Tcnj;
N1: Registration: 144X Kadf;
Y2: Registration: 144F Aasw;
Deal Comments
Tjzd Vryzgyxxf Pzxfxgx Xxgxzwfrdxd H EEP