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 |
---|
T2 | TGJ | 346.484 | 5.70 | - | - | - | OOO | - | - | - | Kvxsj | QIRG | 155y | 155 | 2.63% | 2.652% | 37.98404 |
E | QFG | 1.797 | 3.97 | - | - | - | B | - | - | - | Srvhe | Bwauh | 225n | 250 | 3.75% | 3.787% | 74.93666 |
X | HOL | 35.970 | 6.80 | - | - | - | AA | - | - | - | Ggziq | Bongw | 185-200 | 220 | 3.45% | 3.478% | 58.56573 |
F | IWJ | 8.510 | 9.96 | - | - | - | RRR | - | - | - | Rmjhz | Fnahn | 375q | 400 | 5.22% | 5.287% | 84.21743 |
P1 | RIJ | 21.000 | 7.30 | - | - | - | K-1 N | - | - | - | Qbblp | KVK | - | - | 1.25% | 1.250% | 852.00000 |
Tranche Comments
P1: Registration: 144F Qqjx;
T2: Registration: 144C Fjft;
X: Registration: 144M Rfav;
E: Registration: 144H Iidt;
F: Registration: 144A Kxxy;
Pricing Speed
8% SWF mn Svrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | PKD | 99.500 | 9.32 | - | - | - | D-1 X | - | - | - | Bcyne | PLI | 0.70%n | 70 | 0.70% | 0.700% | 971.00000 |
P | LBT | 5.900 | 2.69 | - | - | - | QQQ | - | - | - | Urjnh | Uhtxf | 275-300 | 340 | 4.50% | 4.552% | 31.83839 |
R2 | HRB | 219.700 | 6.88 | - | - | - | III | - | - | - | Rscxv | AXGG | 125h | 150 | 2.31% | 2.329% | 89.23106 |
B | PIP | 7.000 | 2.51 | - | - | - | UU | - | - | - | Zavjk | Rkhas | 160 | 180 | 2.93% | 2.952% | 42.15797 |
M | PCA | 7.000 | 5.15 | - | - | - | Z | - | - | - | Pqruu | Xfxue | 200j | 220 | 3.32% | 3.352% | 65.66275 |
Tranche Comments
A1: Registration: 144L Twpg;
R2: Registration: 144V Rmpa;
B: Registration: 144U Lwut;
M: Registration: 144F Ghhf;
P: Registration: 144V Tnzg;