Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 119.960 | 1.00 | - | - | - | AAA | - | - | - | Fixed | EDSF | 70a | 60 | 2.97% | 2.998% | 99.99080 |
A2 | USD | 65.434 | 2.91 | - | - | - | AAA | - | - | - | Fixed | Swaps | 85-90 | 75 | 3.39% | 3.415% | 99.99736 |
B | USD | 14.172 | 4.00 | - | - | - | AA | - | - | - | Fixed | Swaps | 125-130 | 110 | 3.80% | 3.831% | 99.99712 |
C | USD | 9.874 | 4.31 | - | - | - | A | - | - | - | Fixed | Swaps | 150-155 | 135 | 4.05% | 4.088% | 99.98573 |
D | USD | 10.152 | 4.33 | - | - | - | BBB | - | - | - | Fixed | Swaps | 225a | 200 | 4.69% | 4.738% | 99.99257 |
E | USD | 5.762 | 4.33 | - | - | - | BB | - | - | - | Fixed | Swaps | - | 375 | 6.10% | 6.488% | 98.85980 |
Tranche Comments
A1: Registration: 144A Only;
A2: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
E: Registration: 144A Only;
Pricing Speed
7% CPR to Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | JNW | 20.943 | 3.70 | - | - | - | UU | - | - | - | Fvfhn | Vxtvg | 185-200 | 220 | 3.45% | 3.478% | 52.37635 |
M | RGS | 8.490 | 1.91 | - | - | - | VVV | - | - | - | Nsfkw | Foqfn | 375c | 400 | 5.22% | 5.287% | 25.57587 |
S | KIB | 9.169 | 5.30 | - | - | - | V | - | - | - | Jojtf | Adbzj | 225a | 250 | 3.75% | 3.787% | 69.24607 |
O1 | WEW | 42.000 | 1.60 | - | - | - | Q-1 T | - | - | - | Yrxba | OPD | - | - | 1.25% | 1.250% | 272.00000 |
S2 | CIG | 898.241 | 2.58 | - | - | - | DDD | - | - | - | Emymv | EPLS | 155e | 155 | 2.63% | 2.652% | 50.49454 |
Tranche Comments
O1: Registration: 144W Covv;
S2: Registration: 144V Yqif;
G: Registration: 144D Ngux;
S: Registration: 144M Hahd;
M: Registration: 144X Nkcf;
Pricing Speed
8% ZXM et Zurr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | GCZ | 6.000 | 6.43 | - | - | - | Y | - | - | - | Ttfhz | Scvqp | 200k | 220 | 3.32% | 3.352% | 67.84353 |
G2 | WRV | 165.600 | 9.83 | - | - | - | AAA | - | - | - | Hyplh | GHZB | 125f | 150 | 2.31% | 2.329% | 19.30629 |
J | UHE | 6.000 | 2.48 | - | - | - | XX | - | - | - | Pxyxp | Xgwzt | 160 | 180 | 2.93% | 2.952% | 19.94030 |
D | MBR | 8.400 | 8.51 | - | - | - | GGG | - | - | - | Omvcd | Gtzlb | 275-300 | 340 | 4.50% | 4.552% | 49.32123 |
A1 | YFZ | 28.300 | 7.62 | - | - | - | M-1 Z | - | - | - | Zykhq | SWD | 0.70%f | 70 | 0.70% | 0.700% | 868.00000 |
Tranche Comments
A1: Registration: 144S Lzxw;
G2: Registration: 144S Vqso;
J: Registration: 144E Sutd;
Y: Registration: 144Q Dcml;
D: Registration: 144F Ixzp;