| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 198.608 | 4.02 | - | - | AAA | - | AAA | 36.63% | 40.4% | Fixed | I-Curve | - | 210 | 4.74% | 5.255% | 99.99566 |
| B | USD | 24.679 | 6.11 | - | - | NR | - | AA | 28.75% | 45.5% | Fixed | I-Curve | - | 250 | 5.02% | 5.679% | 99.59668 |
| C | USD | 16.061 | 6.80 | - | - | NR | - | A | 23.63% | 48.7% | Fixed | I-Curve | - | 300 | 5.02% | 6.184% | 94.26695 |
| D | USD | 30.947 | 7.57 | - | - | NR | - | BBB | 13.75% | 55.0% | Fixed | I-Curve | - | 375 | 5.02% | 6.922% | 90.29305 |
| E | USD | 6.659 | 9.16 | - | - | NR | - | BBB- | 11.63% | 56.4% | Fixed | I-Curve | - | 575 | 5.02% | 8.889% | 76.40398 |
Tranche Comments
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D: Registration: 144A/Reg S;
E: Registration: 144A/Reg S;
Cut-Off Balance ($mm)
313.385878
Pricing Speed
100% of PPC curve
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