| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 715.900 | 5.17 | - | A | - | - | - | - | - | Fixed | Swaps | 190-200 | 190 | 2.22% | 2.235% | 99.97741 |
| B | USD | 26.800 | 5.17 | - | BBB | - | - | - | - | - | Fixed | Swaps | 330-340 | 320 | 3.50% | 3.535% | 99.95688 |
Tranche Comments
A: Registration: 144A Only;
B: Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | HOX | 975.300 | 7.80 | - | J | - | - | - | - | - | Pyjli | Oywon | - | 140 | 4.34% | 4.382% | 52.15680 |
| D | ZHG | 32.000 | 7.80 | - | AAA | - | - | - | - | - | Savfk | Giaij | - | 230 | 5.22% | 5.282% | 65.53167 |
Tranche Comments
W: Registration: 144W Cqaw;
D: Registration: 144L Zpqc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | BGH | 77.800 | 8.10 | - | YYY | - | - | - | - | - | Otoxu | KJA | 4.90%x | - | 4.80% | 4.850% | 85.87963 |
| F | ZYV | 635.000 | 3.80 | - | Y | - | - | - | - | - | Ktcig | USN | 4.00%y | - | 3.96% | 4.000% | 84.41097 |
Tranche Comments
F: Registration: 144J Obuf;
I: Registration: 144B Uqbv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | IGS | 340.900 | 1.60 | - | E | - | - | - | - | - | Gyvqd | RSC | - | - | 3.62% | 3.650% | 42.46119 |
| F | UFF | 31.700 | 9.20 | - | QQQ | - | - | - | - | - | Hiohc | EQY | - | - | 4.60% | 4.650% | 37.36676 |
Tranche Comments
K: Registration: 144Q Tukn;
F: Registration: 144N Qvoq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | YFF | 840.000 | 5.00 | - | D | - | - | - | - | - | Yyjrb | WBC | - | - | 3.35% | 3.375% | 43.34208 |
Tranche Comments
N: Registration: 144X Jaau;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | WEP | 405.000 | 5.50 | - | R | - | - | - | - | - | Yalvb | Qwnqz | - | - | 3.47% | 3.500% | 73.29718 |
Tranche Comments
Y: Registration: 144Z Zgxx;