Issuers
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Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 168.977 | 1.38 | - | A- | - | - | A+ | - | - | Fixed | EDSF | 135a | 130 | 3.06% | 3.088% | 99.98894 |
B | USD | 21.048 | 3.58 | - | BBB- | - | - | BBB+ | - | - | Fixed | Swaps | 200-210 | 200 | 3.97% | 4.007% | 99.98693 |
C | USD | 15.546 | 4.20 | - | BB- | - | - | BB+ | - | - | Fixed | Swaps | 400-410 | 385 | 5.82% | 5.897% | 99.97850 |
D | USD | 15.660 | 4.32 | - | B- | - | - | B+ | - | - | Fixed | Swaps | 550-575 | 540 | 6.00% | 7.454% | 95.05262 |
Tranche Comments
A: First Pay: 2017-12-15; Registration: 144A Only;
B: First Pay: 2017-12-15; Registration: 144A Only;
C: First Pay: 2017-12-15; Registration: 144A Only;
D: First Pay: 2017-12-15; Registration: 144A Only;
Pricing Speed
20% CPR to 10% Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | KOZ | 4.313 | 2.17 | - | UUU | - | - | - | - | - | Pyygo | Hlzfk | - | 275 | 4.28% | 4.327% | - |
L | GHT | 82.791 | 4.48 | - | AA | - | - | - | - | - | Rlsrq | Syzyy | - | 600 | 6.00% | 7.689% | - |
J | BUD | 17.587 | 6.52 | - | M | - | - | - | - | - | Azxma | Hzhcq | - | 850 | 6.00% | 10.309% | - |
M | OKT | 703.465 | 8.15 | - | I- | - | - | - | - | - | Xuhtg | GVCZ | - | 175 | 2.61% | 2.625% | - |
Tranche Comments
M: Registration: 144F Daqt;
X: Registration: 144Q Hmvl;
L: Registration: 144L Umsv;
J: Registration: 144Y Dtxo;