| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 228.166 | 2.36 | - | - | AAA | AAA | - | 26.45% | - | Fixed | Swaps | 85-90 | 80 | 2.04% | 1.991% | 99.99978 |
| A-2 | USD | 23.266 | 6.05 | - | - | AA | AA | - | 18.95% | - | Fixed | Swaps | 135 | 135 | 3.01% | 2.994% | 99.99998 |
| M-1 | USD | 20.629 | 6.11 | - | - | A | A (L) | - | 12.30% | - | Fixed | Swaps | 155-160 | 155 | 3.21% | 3.197% | 99.99979 |
| M-2 | USD | 15.667 | 6.11 | - | - | BBB | BBB | - | 7.25% | - | Fixed | Swaps | 195a | 185 | 3.51% | 3.497% | 99.99947 |
Tranche Comments
A-1: Registration: 144A/Reg S;
A-2: Registration: 144A/Reg S;
M-1: Registration: 144A/Reg S;
M-2: Registration: 144A/Reg S;
Pricing Speed
15% CPR to 30% call
AllReportsSurveillanceOther