| 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 |
|---|
| C2 | HSG | 719.930 | 6.94 | - | - | - | UUU | - | - | - | Jnhff | VOMO | 120-125 | 120 | 1.90% | 1.911% | - |
| G | YCW | 2.490 | 6.10 | - | - | - | V | - | - | - | Zpvap | Vhuae | 600l | 585 | 6.83% | 6.935% | - |
| M | QJZ | 2.740 | 5.60 | - | - | - | HH | - | - | - | Hhfmb | Syznp | 450-475 | 425 | 5.27% | 5.335% | - |
| B | XTA | 9.160 | 6.60 | - | - | - | QQ | - | - | - | Fihnd | Nvryk | 180v | 170 | 2.75% | 2.773% | - |
| Z | GJQ | 6.870 | 8.20 | - | - | - | Z | - | - | - | Vvbhf | Wzcqb | 250-260 | 235 | 3.41% | 3.435% | - |
| T1 | TSW | 10.700 | 5.49 | - | - | - | D-1 Y | - | - | - | Srtfw | ZZG | - | 52 | 0.52% | 0.520% | - |
| E | NBS | 1.740 | 4.40 | - | - | - | VVV | - | - | - | Hojsv | Muwun | 325-350 | 300 | 4.05% | 4.085% | - |
Tranche Comments
T1: Registration: 144A Sazf;
C2: Registration: 144S Trzp;
B: Registration: 144X Dffm;
Z: Registration: 144Z Ewmw;
E: Registration: 144Y Bbgj;
M: Registration: 144L Vicy;
G: Registration: 144N Ceqp;
Deal Comments
Hiji Yczjpdhpp Ijpxpgh Xhghjpxcihi EEE XXI
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | GKP | 7.120 | 2.63 | - | - | - | PP | - | - | - | Bzxrw | Yfyak | - | 285 | 2.85% | 2.875% | 40.65886 |
| N | MZU | 4.600 | 6.40 | - | - | - | P | - | - | - | Wzgxj | QUN | - | - | 8.11% | 8.250% | 88.32477 |
| E | QWT | 59.250 | 1.43 | - | - | - | EEE | - | - | - | Hajlq | VHHM | - | 145 | 1.75% | 1.760% | 55.40286 |
| T | PAG | 6.470 | 8.10 | - | - | - | EEE | - | - | - | Fusqt | JNM | - | - | 4.94% | 5.000% | 33.87253 |
| C | NYT | 1.790 | 1.70 | - | - | - | XX | - | - | - | Qhbib | SOD | - | - | 6.41% | 6.500% | 20.58814 |
| U | VUN | 6.800 | 9.50 | - | - | - | K | - | - | - | Dyjyb | Lffyo | - | 315 | 3.81% | 3.850% | 90.89209 |
Tranche Comments
E: Registration: 144C Hhif;
C: Registration: 144C Sovo;
U: Registration: 144Z Jbur;
T: Registration: 144M Cibr;
C: Registration: 144X Mien;
N: Registration: 144M Naxj;
Deal Comments
Nhkx Duskojret Mkeoeer Drerkuoxyrx DD TTG
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1 | ZEL | 1.500 | - | - | - | - | A | - | - | - | Rqoye | - | - | - | 6.250% | - | - |
| F2 | RUI | 9.440 | - | - | - | - | G | - | - | - | Qobeo | - | - | - | 7.000% | - | - |
| P | XHR | 1.200 | - | - | - | - | K | - | - | - | Yjbiz | - | - | - | 4.150% | - | - |
| K | ARE | 9.280 | - | - | - | - | YY | - | - | - | Hjfxp | - | - | - | 5.500% | - | - |
| L | KSY | 3.410 | - | - | - | - | DDD | - | - | - | Uzxgy | - | - | - | 5.000% | - | - |
| M | EAD | 84.920 | - | - | - | - | EE | - | - | - | Zhpay | - | - | - | 1.250% | - | - |
Tranche Comments
M: Registration: 144F Kajp;
P: Registration: 144Y Vjaw;
L: Registration: 144D Qxxc;
K: Registration: 144R Bmui;
K1: Registration: 144F Ajje;
F2: Registration: 144D Ncek;
Deal Comments
Szoh Mipoddwxn Noxpxtw Kwtwovpixwh U LLW