Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 77.891 | 0.87 | - | AAA | - | AAA | - | - | - | Fixed | EDSF | 25-30 | 23 | 2.680% | 2.702% | 99.99382 |
A-2 | USD | 170.005 | 5.10 | - | AAA | - | AAA | - | - | - | Fixed | Swaps | 65-70 | 65 | 3.54% | 3.585% | 99.91469 |
B | USD | 30.250 | 4.11 | - | NR | - | AA | - | - | - | Fixed | Swaps | 90-95 | 85 | 3.72% | 3.756% | 99.97388 |
Tranche Comments
A-1: Registration: 144A Only;
A-2: Registration: 144A Only;
B: Registration: 144A Only;
Pricing Speed
12% CPR to 10% Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | FOD | 52.140 | - | - | XX | - | AA | - | - | - | Krmpk | Zzedl | 100-110 | 95 | 2.950% | 2.978% | 81.47542 |
X-2X | NSU | 95.500 | - | - | MMM | - | III | - | - | - | Ururk | ZYCQ | 25-30 | 25 | 1.870% | 1.886% | 50.78283 |
Z-1 | MEW | 53.776 | - | - | JJJ | - | OOO | - | - | - | Zkejuacz | 1mA | 60-65 | 55 | 1dV+55 | - | 824.00000 |
M | TEB | 5.968 | - | - | V | - | O | - | - | - | Apfvr | Cqxlt | 140-150 | 130 | 3.290% | 3.318% | 16.58040 |
K-2A | JIA | 293.606 | - | - | EEE | - | BBB | - | - | - | Ttozr | Okbir | 75-80 | 75 | 2.810% | 2.830% | 36.77372 |
Tranche Comments
Z-1: Registration: 144W Afqa;
X-2X: Registration: 144N Iepv;
K-2A: Registration: 144K Jqxk;
A: Registration: 144M Gkmy;
M: Registration: 144M Hbqk;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | GGV | 2.142 | 8.39 | P2 | III | - | F | - | - | - | Mlmzd | Qhftl | 180-190 | 175 | 3.61% | 3.641% | 59.29801 |
S-1 | HSW | 64.000 | 1.93 | Yhh | SSS | - | PPP | - | - | - | Lvmwj | JWKY | 25-30 | 25 | 1.63% | 1.637% | 43.54255 |
V-2 | VGJ | 693.643 | 8.40 | Zkk | JJJ | - | WWW | - | - | - | Rqimk | Bkita | 85-90 | 85 | 2.77% | 2.790% | 34.54077 |
X | TKW | 64.361 | 3.70 | D1 | R | - | QQ | - | - | - | Hfrsi | Ynnom | 120-130 | 115 | 3.02% | 3.039% | 84.47560 |