| 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 |
|---|
| D | ZEY | 88.000 | 7.50 | - | DDD | - | - | - | - | - | Srvzj | Idjan | - | 230 | 5.22% | 5.282% | 50.33572 |
| K | YJU | 642.200 | 8.90 | - | Z | - | - | - | - | - | Qnulq | Hwkyr | - | 140 | 4.34% | 4.382% | 11.57694 |
Tranche Comments
K: Registration: 144E Vwgv;
D: Registration: 144T Smln;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | XRT | 678.000 | 7.80 | - | Y | - | - | - | - | - | Igmtu | PRK | 4.00%u | - | 3.96% | 4.000% | 21.95397 |
| R | GRJ | 10.600 | 8.70 | - | NNN | - | - | - | - | - | Surme | BXF | 4.90%c | - | 4.80% | 4.850% | 86.73459 |
Tranche Comments
O: Registration: 144J Gals;
R: Registration: 144B Kmut;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | PLR | 212.270 | 6.30 | - | I | - | - | - | - | - | Atzeo | WPF | - | - | 3.62% | 3.650% | 57.57017 |
| F | KXR | 75.800 | 7.80 | - | ZZZ | - | - | - | - | - | Ottuk | ZGR | - | - | 4.60% | 4.650% | 25.37879 |
Tranche Comments
W: Registration: 144D Euzi;
F: Registration: 144A Ivzb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | QHC | 500.000 | 7.00 | - | N | - | - | - | - | - | Yigki | YKE | - | - | 3.35% | 3.375% | 25.50310 |
Tranche Comments
G: Registration: 144L Gzua;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | YJP | 489.000 | 2.10 | - | D | - | - | - | - | - | Emxfe | Ddmxg | - | - | 3.47% | 3.500% | 76.45432 |
Tranche Comments
L: Registration: 144X Auzt;