| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1A | USD | 123.323 | 2.59 | Aaa | AAA | - | - | - | 20.00% | - | Fixed | Swaps | 150a | 150 | 1.73% | 1.687% | 99.99999 |
| A1B | USD | 9.635 | 2.59 | Aa1 | AAA | - | - | - | 13.75% | - | Fixed | Swaps | 185 | 185 | 2.09% | 2.037% | 99.99999 |
| A2 | USD | 5.318 | 4.98 | Aa3 | AA | - | - | - | 10.30% | - | Fixed | Swaps | 225a | 225 | 2.53% | 2.503% | 99.99997 |
| A3 | USD | 6.243 | 4.98 | A3 | A | - | - | - | 6.25% | - | Fixed | Swaps | 275-300 | 300 | 3.28% | 3.253% | 99.99999 |
Tranche Comments
A1A: Registration: 144A/Reg S;
A1B: Registration: 144A/Reg S;
A2: Registration: 144A/Reg S;
A3: Registration: 144A/Reg S;
Pricing Speed
20% CPR to 30% Call