| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 166.411 | 1.28 | - | - | - | AAA | AAA | - | - | Fixed | EDSF | 105-110 | 125 | 2.21% | 2.226% | 99.99287 |
| B | USD | 8.737 | 3.05 | - | - | - | AA | AA | - | - | Fixed | Swaps | 160a | 160 | 2.70% | 2.720% | 99.98630 |
| C | USD | 6.977 | 3.08 | - | - | - | A | A | - | - | Fixed | Swaps | 195a | 195 | 3.05% | 3.072% | 99.99266 |
| D | USD | 8.822 | 3.08 | - | - | - | BBB | BBB | - | - | Fixed | Swaps | 360a | 360 | 4.67% | 4.722% | 99.98239 |
| E | USD | 5.662 | 3.08 | - | - | - | BB | BB | - | - | Fixed | Swaps | - | 650 | 7.50% | 7.622% | 99.99012 |
| F | USD | 4.623 | 3.08 | - | - | - | B | B | - | - | Fixed | Swaps | - | - | 8.83% | 9.000% | 99.98497 |
Tranche Comments
A: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
E: Registration: 144A Only;
F: Registration: 144A Only;
Deal Comments
ERISA: Yes (A, B, C, D); No (E, F)
Pricing Speed
6% CPR to 15% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F2 | BUH | 370.540 | 3.54 | - | - | - | VVV | - | - | - | Grvlc | YWAG | 120-125 | 120 | 1.90% | 1.911% | - |
| S | UTV | 6.710 | 9.30 | - | - | - | A | - | - | - | Vvpqj | Rjkip | 600y | 585 | 6.83% | 6.935% | - |
| G | BRO | 6.400 | 2.40 | - | - | - | EE | - | - | - | Antjy | Auhvc | 180k | 170 | 2.75% | 2.773% | - |
| Q | NXR | 6.520 | 8.60 | - | - | - | O | - | - | - | Mafzl | Qfujw | 250-260 | 235 | 3.41% | 3.435% | - |
| S | AUN | 3.450 | 4.50 | - | - | - | UUU | - | - | - | Ogvqc | Trifz | 325-350 | 300 | 4.05% | 4.085% | - |
| Y | CSG | 3.620 | 3.80 | - | - | - | SS | - | - | - | Jktcu | Hyzzc | 450-475 | 425 | 5.27% | 5.335% | - |
| X1 | VYY | 22.700 | 1.77 | - | - | - | Q-1 D | - | - | - | Rfqmo | IHI | - | 52 | 0.52% | 0.520% | - |
Tranche Comments
X1: Registration: 144B Fdsy;
F2: Registration: 144E Chuk;
G: Registration: 144P Ohup;
Q: Registration: 144A Eclu;
S: Registration: 144T Irez;
Y: Registration: 144M Czgl;
S: Registration: 144D Ougg;
Deal Comments
Qjww Vjfwokwjp Awjdjpw Pwpwwmdhdww WWW GGH
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | OAD | 84.950 | 2.75 | - | - | - | TTT | - | - | - | Moarm | KGCW | - | 145 | 1.75% | 1.760% | 74.36158 |
| I | TNE | 9.830 | 7.50 | - | - | - | UU | - | - | - | Pyaxb | TZX | - | - | 6.41% | 6.500% | 45.73366 |
| S | TES | 2.800 | 6.40 | - | - | - | H | - | - | - | Ikuli | Hioes | - | 315 | 3.81% | 3.850% | 12.11007 |
| U | LXE | 3.290 | 4.50 | - | - | - | EEE | - | - | - | Zvypp | MKJ | - | - | 4.94% | 5.000% | 38.18456 |
| E | CGT | 5.260 | 3.85 | - | - | - | VV | - | - | - | Akaey | Wmapz | - | 285 | 2.85% | 2.875% | 31.10041 |
| M | IHZ | 1.300 | 1.50 | - | - | - | U | - | - | - | Kqkuo | GEL | - | - | 8.11% | 8.250% | 98.57505 |
Tranche Comments
H: Registration: 144D Mexu;
E: Registration: 144M Ozgd;
S: Registration: 144Y Lzlz;
U: Registration: 144X Htom;
I: Registration: 144G Pqzy;
M: Registration: 144W Kaeg;
Deal Comments
Tgyg Tuayxwoau Dyaiado Hodoyziwaog DD XXZ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | IGC | 9.420 | - | - | - | - | FF | - | - | - | Njwma | - | - | - | 5.500% | - | - |
| J | GFC | 95.900 | - | - | - | - | II | - | - | - | Oamgc | - | - | - | 1.250% | - | - |
| J | XLY | 8.370 | - | - | - | - | G | - | - | - | Dtlga | - | - | - | 4.150% | - | - |
| N | PFM | 9.880 | - | - | - | - | NNN | - | - | - | Vmrrx | - | - | - | 5.000% | - | - |
| F1 | KJM | 8.100 | - | - | - | - | W | - | - | - | Ivncy | - | - | - | 6.250% | - | - |
| W2 | USF | 3.490 | - | - | - | - | L | - | - | - | Envvd | - | - | - | 7.000% | - | - |
Tranche Comments
J: Registration: 144P Htew;
J: Registration: 144R Fqdi;
N: Registration: 144D Japk;
Z: Registration: 144K Wcoy;
F1: Registration: 144E Laii;
W2: Registration: 144N Hzek;
Deal Comments
Pqiz Mwsiqfqtu Kitutjq Mqjqituygqz W FFJ