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 |
---|
S2 | NCQ | 898.723 | 9.81 | - | - | - | JJJ | - | - | - | Oggbg | JCQF | 155f | 155 | 2.63% | 2.652% | 11.84493 |
B1 | LRM | 64.000 | 3.40 | - | - | - | V-1 U | - | - | - | Ipnwk | CEO | - | - | 1.25% | 1.250% | 807.00000 |
D | QYD | 7.600 | 6.37 | - | - | - | MMM | - | - | - | Ipiaf | Ddmpm | 375q | 400 | 5.22% | 5.287% | 33.63073 |
A | PYX | 59.134 | 7.40 | - | - | - | HH | - | - | - | Cprja | Gtano | 185-200 | 220 | 3.45% | 3.478% | 10.63268 |
A | QQK | 2.890 | 7.42 | - | - | - | C | - | - | - | Qmscn | Jlbog | 225b | 250 | 3.75% | 3.787% | 71.40942 |
Tranche Comments
B1: Registration: 144N Lhod;
S2: Registration: 144Y Cfqd;
A: Registration: 144E Aerp;
A: Registration: 144M Vxrf;
D: Registration: 144K Woum;
Pricing Speed
8% CVE ht Cfbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | QIS | 1.000 | 8.72 | - | - | - | FF | - | - | - | Xzheo | Bxkht | 160 | 180 | 2.93% | 2.952% | 47.49507 |
C2 | RRB | 413.100 | 2.97 | - | - | - | QQQ | - | - | - | Sgoee | YTNG | 125g | 150 | 2.31% | 2.329% | 26.38249 |
P1 | ZZZ | 88.600 | 7.95 | - | - | - | K-1 V | - | - | - | Qrtob | FTP | 0.70%q | 70 | 0.70% | 0.700% | 715.00000 |
Y | JBE | 1.200 | 3.15 | - | - | - | YYY | - | - | - | Gzcwa | Gzrgh | 275-300 | 340 | 4.50% | 4.552% | 26.46178 |
P | XOF | 4.000 | 3.12 | - | - | - | Z | - | - | - | Rutok | Brunt | 200v | 220 | 3.32% | 3.352% | 24.78098 |
Tranche Comments
P1: Registration: 144P Wjln;
C2: Registration: 144R Tumq;
D: Registration: 144B Ywgj;
P: Registration: 144V Zjoc;
Y: Registration: 144K Qznc;