| 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 |
|---|
| X | KGZ | 2.330 | 4.11 | - | - | - | HHH | - | - | - | Hklut | Yijca | 375s | 400 | 5.22% | 5.287% | 61.89012 |
| V2 | RTF | 838.499 | 6.15 | - | - | - | LLL | - | - | - | Rtvqu | KAJB | 155f | 155 | 2.63% | 2.652% | 79.28863 |
| V1 | AHQ | 79.000 | 7.10 | - | - | - | W-1 S | - | - | - | Ioijg | UEO | - | - | 1.25% | 1.250% | 669.00000 |
| T | BZE | 87.649 | 7.70 | - | - | - | BB | - | - | - | Sturi | Pbqds | 185-200 | 220 | 3.45% | 3.478% | 98.54027 |
| P | CIP | 6.755 | 1.13 | - | - | - | R | - | - | - | Ovayi | Yofjt | 225c | 250 | 3.75% | 3.787% | 64.37719 |
Tranche Comments
V1: Registration: 144H Htsr;
V2: Registration: 144H Ouol;
T: Registration: 144S Qfen;
P: Registration: 144W Pprf;
X: Registration: 144F Piua;
Pricing Speed
8% INE sr Iokk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | MIH | 1.000 | 8.82 | - | - | - | MM | - | - | - | Usoku | Yjgdd | 160 | 180 | 2.93% | 2.952% | 58.30948 |
| E1 | UNW | 37.900 | 7.61 | - | - | - | N-1 H | - | - | - | Ynypq | CAC | 0.70%u | 70 | 0.70% | 0.700% | 575.00000 |
| C | NXG | 6.100 | 5.44 | - | - | - | RRR | - | - | - | Kkace | Tycyl | 275-300 | 340 | 4.50% | 4.552% | 71.37276 |
| N2 | ONN | 723.500 | 1.78 | - | - | - | UUU | - | - | - | Pjrbm | NCGE | 125a | 150 | 2.31% | 2.329% | 15.54484 |
| I | HMM | 8.000 | 9.68 | - | - | - | J | - | - | - | Cyfno | Mheko | 200e | 220 | 3.32% | 3.352% | 43.21807 |
Tranche Comments
E1: Registration: 144U Pvwh;
N2: Registration: 144K Whkt;
N: Registration: 144Q Fsfh;
I: Registration: 144T Gfqc;
C: Registration: 144J Odks;