| 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 |
|---|
| J | NJA | 6.580 | 3.10 | - | - | - | VVV | - | - | - | Vhroy | Sujyk | 325-350 | 300 | 4.05% | 4.085% | - |
| G2 | YES | 800.380 | 1.86 | - | - | - | KKK | - | - | - | Ojbix | INYS | 120-125 | 120 | 1.90% | 1.911% | - |
| G | KHV | 1.660 | 2.90 | - | - | - | WW | - | - | - | Cpcaq | Iqfpp | 450-475 | 425 | 5.27% | 5.335% | - |
| P | OMY | 9.490 | 8.50 | - | - | - | J | - | - | - | Xhgnu | Tkggn | 250-260 | 235 | 3.41% | 3.435% | - |
| Z1 | TFQ | 66.900 | 8.80 | - | - | - | Q-1 P | - | - | - | Mclhm | AHC | - | 52 | 0.52% | 0.520% | - |
| F | ZYD | 6.380 | 7.10 | - | - | - | DD | - | - | - | Xwzns | Lbjxw | 180x | 170 | 2.75% | 2.773% | - |
| Y | RNL | 6.930 | 8.10 | - | - | - | H | - | - | - | Nwxkb | Vhzcb | 600q | 585 | 6.83% | 6.935% | - |
Tranche Comments
Z1: Registration: 144Z Oaxy;
G2: Registration: 144R Rgmp;
F: Registration: 144M Rrrz;
P: Registration: 144P Iisv;
J: Registration: 144H Ntfs;
G: Registration: 144P Xbsu;
Y: Registration: 144A Hptt;
Deal Comments
Hsix Nufihukde Xidgdsk Xkskiugsrkx ZZZ LLT
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | NLZ | 2.630 | 5.42 | - | - | - | KK | - | - | - | Nhpxn | Nvfpo | - | 285 | 2.85% | 2.875% | 32.14513 |
| X | UCK | 7.500 | 8.20 | - | - | - | O | - | - | - | Kkfvu | JMZ | - | - | 8.11% | 8.250% | 80.86727 |
| J | CQQ | 7.640 | 8.50 | - | - | - | J | - | - | - | Aknew | Foohe | - | 315 | 3.81% | 3.850% | 88.31547 |
| P | JPX | 35.970 | 2.71 | - | - | - | GGG | - | - | - | Zlimt | WHMB | - | 145 | 1.75% | 1.760% | 95.13567 |
| Y | TCU | 3.370 | 3.10 | - | - | - | AAA | - | - | - | Rwujv | WFU | - | - | 4.94% | 5.000% | 93.70978 |
| E | XLH | 3.260 | 9.50 | - | - | - | EE | - | - | - | Oaycy | OJJ | - | - | 6.41% | 6.500% | 90.79789 |
Tranche Comments
P: Registration: 144E Chqy;
A: Registration: 144F Zery;
J: Registration: 144D Pjkg;
Y: Registration: 144E Ttuf;
E: Registration: 144N Sgkm;
X: Registration: 144S Wjql;
Deal Comments
Tkjh Tkyjdgsur Hjunucs Tscsjnntdsh JJ WWI
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | VUN | 63.770 | - | - | - | - | GG | - | - | - | Kgctk | - | - | - | 1.250% | - | - |
| G | BFA | 7.420 | - | - | - | - | JJJ | - | - | - | Ghyqu | - | - | - | 5.000% | - | - |
| E1 | TED | 6.900 | - | - | - | - | A | - | - | - | Jguyb | - | - | - | 6.250% | - | - |
| S | ZKN | 5.280 | - | - | - | - | P | - | - | - | Cuagy | - | - | - | 4.150% | - | - |
| M | RUQ | 7.570 | - | - | - | - | CC | - | - | - | Vqsgi | - | - | - | 5.500% | - | - |
| F2 | BLW | 7.180 | - | - | - | - | H | - | - | - | Mjutb | - | - | - | 7.000% | - | - |
Tranche Comments
K: Registration: 144H Huwc;
S: Registration: 144I Oucx;
G: Registration: 144F Tfcq;
M: Registration: 144Q Ugit;
E1: Registration: 144Z Uxii;
F2: Registration: 144H Dgal;
Deal Comments
Dzpo Upppisdnp Qpninpd Odpdpkixbdo V BBB