| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 371.292 | 1.96 | - | - | AAA | - | - | 17.15% | - | Fixed | EDSF | 100a | 100 | 1.92% | 1.860% | 99.99978 |
| A-2 | USD | 21.959 | 3.94 | - | - | AA | - | - | 12.25% | - | Fixed | Swaps | 135-140 | 145 | 2.73% | 2.698% | 99.99727 |
| A-3 | USD | 17.254 | 3.94 | - | - | A | - | - | 8.40% | - | Fixed | Swaps | 155-160 | 165 | 2.93% | 2.898% | 99.99910 |
| M-1 | USD | 12.324 | 3.94 | - | - | BBB | - | - | 5.65% | - | Fixed | Swaps | 210 | 210 | 3.39% | 3.348% | 99.99953 |
| B-1 | USD | 7.842 | 3.94 | - | - | BB | - | - | 3.90% | - | Fixed | Swaps | 310 | 310 | 3.94% | 4.348% | 98.38440 |
| B-2 | USD | 7.843 | 3.94 | - | - | B- | - | - | 2.15% | - | Fixed | Swaps | 400 | 400 | 3.94% | 5.248% | 95.27016 |
Tranche Comments
A-1: Registration: 144A/Reg S;
A-2: Registration: 144A/Reg S;
A-3: Registration: 144A/Reg S;
M-1: Registration: 144A/Reg S;
B-1: Registration: 144A/Reg S;
B-2: Registration: 144A/Reg S;
Deal Comments
Non-Call Period: Earlier of 3 years and 30% UPB
Pricing Speed
25% CPR to 30% Optional Redemption
AllReportsSurveillanceOther