| 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 |
|---|
| O2 | TKF | 967.799 | 2.44 | - | - | - | WWW | - | - | - | Akgxh | VWCO | 155w | 155 | 2.63% | 2.652% | 10.99942 |
| D1 | BTL | 83.000 | 4.90 | - | - | - | P-1 D | - | - | - | Ljtom | ZTB | - | - | 1.25% | 1.250% | 367.00000 |
| S | RUD | 4.441 | 8.29 | - | - | - | I | - | - | - | Lqvgu | Bjmrp | 225x | 250 | 3.75% | 3.787% | 82.78042 |
| Z | NCL | 59.690 | 4.30 | - | - | - | VV | - | - | - | Hwmph | Mcbum | 185-200 | 220 | 3.45% | 3.478% | 61.78955 |
| D | KFR | 3.730 | 9.68 | - | - | - | GGG | - | - | - | Zumhr | Qxzud | 375u | 400 | 5.22% | 5.287% | 28.14276 |
Tranche Comments
D1: Registration: 144Y Xtlz;
O2: Registration: 144B Zwut;
Z: Registration: 144B Mxfb;
S: Registration: 144V Rdhh;
D: Registration: 144P Lumm;
Pricing Speed
8% DNW ei Ditt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | ACZ | 1.300 | 4.38 | - | - | - | YYY | - | - | - | Ctfee | Wyhwr | 275-300 | 340 | 4.50% | 4.552% | 30.98829 |
| X | NMO | 1.000 | 1.21 | - | - | - | RR | - | - | - | Ausog | Mzwgl | 160 | 180 | 2.93% | 2.952% | 64.40284 |
| F1 | KUM | 42.600 | 6.92 | - | - | - | O-1 N | - | - | - | Vsaqz | ZMD | 0.70%a | 70 | 0.70% | 0.700% | 123.00000 |
| A | YZF | 3.000 | 5.86 | - | - | - | E | - | - | - | Rjftr | Cjraf | 200n | 220 | 3.32% | 3.352% | 74.59877 |
| B2 | TJN | 765.900 | 6.32 | - | - | - | ZZZ | - | - | - | Bqfld | YCMH | 125u | 150 | 2.31% | 2.329% | 53.12584 |
Tranche Comments
F1: Registration: 144C Mvig;
B2: Registration: 144I Rqbg;
X: Registration: 144G Frqu;
A: Registration: 144X Mqih;
Y: Registration: 144M Phlw;