Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 168.977 | 1.38 | - | A- | - | - | A+ | - | - | Fixed | EDSF | 135a | 130 | 3.06% | 3.088% | 99.98894 |
B | USD | 21.048 | 3.58 | - | BBB- | - | - | BBB+ | - | - | Fixed | Swaps | 200-210 | 200 | 3.97% | 4.007% | 99.98693 |
C | USD | 15.546 | 4.20 | - | BB- | - | - | BB+ | - | - | Fixed | Swaps | 400-410 | 385 | 5.82% | 5.897% | 99.97850 |
D | USD | 15.660 | 4.32 | - | B- | - | - | B+ | - | - | Fixed | Swaps | 550-575 | 540 | 6.00% | 7.454% | 95.05262 |
Tranche Comments
A: First Pay: 2017-12-15; Registration: 144A Only;
B: First Pay: 2017-12-15; Registration: 144A Only;
C: First Pay: 2017-12-15; Registration: 144A Only;
D: First Pay: 2017-12-15; Registration: 144A Only;
Pricing Speed
20% CPR to 10% Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | GXE | 624.722 | 3.78 | - | C- | - | - | - | - | - | Aonqt | VAIJ | - | 175 | 2.61% | 2.625% | - |
T | IIY | 43.544 | 5.43 | - | NN | - | - | - | - | - | Svphy | Hbgii | - | 600 | 6.00% | 7.689% | - |
Z | UXU | 92.281 | 4.56 | - | X | - | - | - | - | - | Nhgpv | Cyagk | - | 850 | 6.00% | 10.309% | - |
K | NEN | 7.953 | 3.84 | - | AAA | - | - | - | - | - | Jcowp | Cwcge | - | 275 | 4.28% | 4.327% | - |
Tranche Comments
L: Registration: 144J Jkha;
K: Registration: 144E Iqne;
T: Registration: 144H Zbnp;
Z: Registration: 144T Hzsi;