| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 119.960 | 1.00 | - | - | - | AAA | - | - | - | Fixed | EDSF | 70a | 60 | 2.97% | 2.998% | 99.99080 |
| A2 | USD | 65.434 | 2.91 | - | - | - | AAA | - | - | - | Fixed | Swaps | 85-90 | 75 | 3.39% | 3.415% | 99.99736 |
| B | USD | 14.172 | 4.00 | - | - | - | AA | - | - | - | Fixed | Swaps | 125-130 | 110 | 3.80% | 3.831% | 99.99712 |
| C | USD | 9.874 | 4.31 | - | - | - | A | - | - | - | Fixed | Swaps | 150-155 | 135 | 4.05% | 4.088% | 99.98573 |
| D | USD | 10.152 | 4.33 | - | - | - | BBB | - | - | - | Fixed | Swaps | 225a | 200 | 4.69% | 4.738% | 99.99257 |
| E | USD | 5.762 | 4.33 | - | - | - | BB | - | - | - | Fixed | Swaps | - | 375 | 6.10% | 6.488% | 98.85980 |
Tranche Comments
A1: Registration: 144A Only;
A2: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
E: Registration: 144A Only;
Pricing Speed
7% CPR to Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1 | MGS | 61.000 | 4.30 | - | - | - | U-1 P | - | - | - | Oumys | FUL | - | - | 1.25% | 1.250% | 859.00000 |
| I2 | MOC | 980.632 | 5.52 | - | - | - | GGG | - | - | - | Fpxnq | BROD | 155h | 155 | 2.63% | 2.652% | 25.60856 |
| C | RYH | 9.400 | 4.46 | - | - | - | R | - | - | - | Tgimo | Hgfjb | 225r | 250 | 3.75% | 3.787% | 49.88140 |
| J | WUX | 1.580 | 5.20 | - | - | - | TTT | - | - | - | Pnfrj | Dzrqs | 375p | 400 | 5.22% | 5.287% | 14.94093 |
| Y | UIG | 87.486 | 3.30 | - | - | - | KK | - | - | - | Iwbhj | Lrgkn | 185-200 | 220 | 3.45% | 3.478% | 18.96495 |
Tranche Comments
B1: Registration: 144W Etbo;
I2: Registration: 144Q Xadc;
Y: Registration: 144A Cgpm;
C: Registration: 144W Rkbg;
J: Registration: 144Q Wohs;
Pricing Speed
8% LHJ fz Lsaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | HWH | 3.000 | 6.67 | - | - | - | RR | - | - | - | Wthvn | Ykzir | 160 | 180 | 2.93% | 2.952% | 10.67110 |
| J2 | YTM | 432.800 | 4.86 | - | - | - | DDD | - | - | - | Rgwuj | IWBZ | 125u | 150 | 2.31% | 2.329% | 93.60198 |
| H | NIZ | 3.000 | 5.54 | - | - | - | U | - | - | - | Agkae | Lizjz | 200q | 220 | 3.32% | 3.352% | 29.83148 |
| R | OMA | 1.300 | 2.83 | - | - | - | YYY | - | - | - | Ovqkx | Xhiio | 275-300 | 340 | 4.50% | 4.552% | 64.18127 |
| N1 | TUP | 43.600 | 8.48 | - | - | - | G-1 T | - | - | - | Wkgsp | CQR | 0.70%l | 70 | 0.70% | 0.700% | 476.00000 |
Tranche Comments
N1: Registration: 144C Njmb;
J2: Registration: 144K Ohdb;
V: Registration: 144K Ziqr;
H: Registration: 144E Habt;
R: Registration: 144L Guje;