| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 212.525 | 1.66 | - | - | AAA | - | AAA | 27.95% | - | Fixed | EDSF | 130a | 135 | 2.89% | 2.781% | 99.99936 |
| A-2 | USD | 18.141 | 3.94 | - | - | AA | - | AA+ | 21.80% | - | Fixed | Swaps | 160 | 160 | 3.48% | 3.440% | 99.99785 |
| A-3 | USD | 15.781 | 3.94 | - | - | A | - | A | 16.45% | - | Fixed | Swaps | 185 | 185 | 3.73% | 3.690% | 99.99706 |
| M-1 | USD | 13.421 | 3.94 | - | - | BBB | - | BBB+ | 11.90% | - | WAC | Swaps | 250a | 270 | - | 4.540% | 98.10196 |
| B-1 | USD | 8.701 | 3.94 | - | - | BB | - | BB+ | 8.95% | - | WAC | Swaps | 350a | 360 | - | 5.440% | 95.00427 |
| B-2A | USD | 10.767 | 3.94 | - | - | B- | - | B+ | 5.30% | - | Fixed | Swaps | 425a | - | - | - | - |
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-2A: Registration: 144A/Reg S;
Pricing Speed
25 CPR to 30% Call
AllReportsSurveillanceOther