| 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 |
|---|
| I | KOO | 57.000 | 4.10 | - | RRR | - | - | - | - | - | Dkvko | Rnoun | - | 230 | 5.22% | 5.282% | 23.49725 |
| D | RLR | 554.200 | 2.30 | - | I | - | - | - | - | - | Knyes | Svlmv | - | 140 | 4.34% | 4.382% | 74.70048 |
Tranche Comments
D: Registration: 144J Uqvz;
I: Registration: 144S Spwj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | TYV | 845.000 | 1.50 | - | K | - | - | - | - | - | Olrjj | XPQ | 4.00%n | - | 3.96% | 4.000% | 65.90208 |
| N | IQL | 60.500 | 1.50 | - | BBB | - | - | - | - | - | Ctqsp | QCO | 4.90%o | - | 4.80% | 4.850% | 87.90767 |
Tranche Comments
M: Registration: 144Q Qear;
N: Registration: 144K Yfmb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | NAN | 58.900 | 7.40 | - | YYY | - | - | - | - | - | Shwqi | JWD | - | - | 4.60% | 4.650% | 59.80003 |
| Z | BJX | 413.700 | 2.30 | - | Z | - | - | - | - | - | Jplgm | BWF | - | - | 3.62% | 3.650% | 26.76883 |
Tranche Comments
Z: Registration: 144U Kafa;
E: Registration: 144J Keru;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | IBV | 822.000 | 1.00 | - | M | - | - | - | - | - | Huwtj | GRJ | - | - | 3.35% | 3.375% | 59.27010 |
Tranche Comments
P: Registration: 144Y Gjgt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | KYI | 601.000 | 8.30 | - | E | - | - | - | - | - | Fyvba | Ufxbh | - | - | 3.47% | 3.500% | 47.64809 |
Tranche Comments
B: Registration: 144Z Xcbr;