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 |
---|
I-2I | KTA | 84.800 | - | - | MMM | - | MMM | - | - | - | Zzsqi | IVJT | 25-30 | 25 | 1.870% | 1.886% | 82.95034 |
L-1 | GBA | 33.231 | - | - | DDD | - | EEE | - | - | - | Tbszehoe | 1jB | 60-65 | 55 | 1bT+55 | - | 386.00000 |
C-2C | GXK | 726.759 | - | - | RRR | - | VVV | - | - | - | Dwcly | Kwtqv | 75-80 | 75 | 2.810% | 2.830% | 34.36792 |
H | MFN | 2.467 | - | - | H | - | R | - | - | - | Cbnlq | Gqcyc | 140-150 | 130 | 3.290% | 3.318% | 58.92477 |
V | JZG | 94.876 | - | - | NN | - | MM | - | - | - | Vzpmq | Umxnx | 100-110 | 95 | 2.950% | 2.978% | 78.15389 |
Tranche Comments
L-1: Registration: 144M Owvj;
I-2I: Registration: 144K Xdxu;
C-2C: Registration: 144V Euhe;
V: Registration: 144J Vcmt;
H: Registration: 144Q Upml;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-2 | QEZ | 850.436 | 4.60 | Ohh | EEE | - | DDD | - | - | - | Mmrfw | Ulavq | 85-90 | 85 | 2.77% | 2.790% | 52.75987 |
Z | BXQ | 6.724 | 7.69 | G2 | RRR | - | C | - | - | - | Klyuz | Znmon | 180-190 | 175 | 3.61% | 3.641% | 37.80649 |
P | RFL | 85.239 | 5.80 | Y1 | G | - | GG | - | - | - | Ymnnx | Rlzvo | 120-130 | 115 | 3.02% | 3.039% | 22.43897 |
F-1 | BRZ | 27.000 | 7.36 | Znn | AAA | - | BBB | - | - | - | Kmjbu | OZOD | 25-30 | 25 | 1.63% | 1.637% | 66.30502 |