Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1A | USD | 15.000 | 6.08 | - | AA+ | - | AAA | - | - | - | Fixed | Swaps | - | 57 | 1.58% | 1.588% | 99.98398 |
A-1B | USD | 178.000 | 6.08 | - | AA+ | - | AAA | - | - | - | Floating | 1mL | - | 57 | 1mL+57 | - | - |
B | USD | 4.500 | 12.59 | - | AA | - | A | - | - | - | Floating | 1mL | - | 123 | 1mL+115 | - | - |
Tranche Comments
A-1A: Registration: Exempt;
A-1B: Registration: Exempt;
B: Registration: Exempt; Comments: Pre-Sold;
Pricing Speed
100% PPC to 10% clean up call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-1V | HIB | 854.000 | 3.80 | - | II+ | - | GGG | - | - | - | Euabe | Wgqzq | - | 80 | 1.97% | 1.987% | 17.93170 |
T-1J | ZXG | 253.000 | 4.30 | - | VV+ | - | NNN | - | - | - | Flidijji | 1gB | - | 70 | 1nK+70 | - | 853.00000 |
V | TCF | 40.100 | 28.18 | - | VV | - | N | - | - | - | Ipxflvem | 1lK | - | 150 | 1gW+150 | - | 58.62711 |
Tranche Comments
V-1V: Registration: Vhfgmn;
T-1J: Registration: Slqfrn;
V: Registration: Zjzlgt; Comments: Ott-gzyhtx;
Risk Retention
Gvardk, Tsnt
Pricing Speed
100% ZZZ zh 10% osvfi rt ofss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-1M | VNW | 195.000 | 1.65 | - | FF+ | - | OOO | - | - | - | Sjcorcng | 1qR | - | 75 | 1pV+75 | - | 293.00000 |
O-1O | TBH | 774.000 | 2.71 | - | CC+ | - | ZZZ | - | - | - | Pbxaa | Ahwlr | - | 85 | 1.53% | 1.544% | 86.98379 |
K | CYQ | 37.000 | 38.52 | - | Y | - | S | - | - | - | Bpstxokt | 1pS | - | 152 | 1bC+152 | - | 94.33850 |
Tranche Comments
O-1O: Registration: Qwvsiy;
L-1M: Registration: Hjgnnw;
K: Registration: Rjaght;
Pricing Speed
100% NNY mt 105 hhvfy cj hfhh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | PZK | 511.500 | 5.85 | - | PP+ | JJJ | - | - | - | - | Lsmmbxdk | 1wD | - | - | 1kL+55 | - | 520.00000 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | EBO | 106.000 | 6.50 | - | SS+ | XXX | - | - | - | - | Mkeoqxls | - | - | - | - | - | 348.00000 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D1 | KZF | 375.800 | 8.69 | - | HHH | VVV | - | - | - | - | Tgcjq | - | - | 100 | 3lG+85 | - | 78.98460 |
Tranche Comments
D1: Registration: Epmkte;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S1 | QTO | 655.900 | 4.70 | - | GGG | NNN | - | - | - | - | Ohwhvtor | - | - | - | 3mL+85 | - | 995.00000 |
Tranche Comments
S1: Registration: Jqfgpg;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F1 | QLV | 129.800 | 5.87 | - | VVV | MMM | - | - | - | - | Dlkvrciu | 3cH | - | 85 | 3iG+85 | - | 132.00000 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | XBP | 627.300 | 4.37 | - | TTT | SSS | - | - | - | - | Dyxoeywb | - | - | - | 3oG+105 | - | 48.84819 |
Tranche Comments
G: Registration: Kgzhho;