| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 342.577 | 2.22 | - | AAA | - | AAA | - | 15.60% | - | Fixed | Swaps | - | 75 | 1.18% | 1.142% | 99.99959 |
| A2 | USD | 27.601 | 2.22 | - | AA+ | - | AA | - | 8.80% | - | Fixed | Swaps | - | 105 | 1.48% | 1.442% | 99.99956 |
| A3 | USD | 20.903 | 2.22 | - | AA | - | A | - | 3.65% | - | Fixed | Swaps | - | 120 | 1.64% | 1.592% | 99.99977 |
| M1 | USD | 11.366 | 3.91 | - | BBB | - | BBB | - | 0.85% | - | Fixed | Swaps | - | 185 | 2.67% | 2.639% | 99.99758 |
| B1 | USD | 1.826 | 3.91 | - | BB | - | BB | - | 0.40% | - | Fixed | Swaps | - | 265 | 3.48% | 3.439% | 99.99953 |
| B2 | USD | 0.812 | 3.91 | - | B | - | B | - | 0.20% | - | WAC | - | - | - | - | - | Retained |
Tranche Comments
A1: Registration: 144A/Reg S;
A2: Registration: 144A/Reg S;
A3: Registration: 144A/Reg S;
M1: Registration: 144A/Reg S;
B1: Registration: 144A/Reg S;
B2: Registration: 144A/Reg S;
Pricing Speed
25 CPR to 30% clean up call
AllReportsSurveillanceOther