| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 254.581 | 2.07 | - | AAA | - | - | AAA | 32.65% | - | Fixed | I-Curve | 175-180 | 170 | 4.21% | 4.344% | 99.53473 |
| A-2 | USD | 26.271 | 2.07 | - | AA | - | - | A+ | 25.70% | - | Fixed | I-Curve | 250 | 250 | 4.21% | 5.144% | 98.03345 |
| A-3 | USD | 43.848 | 2.07 | - | A | - | - | A | 14.10% | - | Fixed | I-Curve | 260-265 | 285 | 4.21% | 5.494% | 97.38888 |
| M-1 | USD | 17.955 | 3.99 | - | BBB | - | - | BBB- | 9.35% | - | WAC | I-Curve | 305-315 | 315 | 4.27% | 5.981% | 93.92653 |
| B-1 | USD | 11.529 | 3.99 | - | BB | - | - | B+ | 6.30% | - | WAC | I-Curve | 470a | - | - | - | - |
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;
Pricing Speed
25% CPR to 4 year call (step up date)
AllReportsSurveillanceOther