| 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 |
|---|
| X | HJD | 529.100 | 6.10 | - | J | - | - | - | - | - | Dzqiv | Swlpc | - | 140 | 4.34% | 4.382% | 15.56072 |
| V | TPC | 65.000 | 9.50 | - | OOO | - | - | - | - | - | Dzayq | Afwfi | - | 230 | 5.22% | 5.282% | 14.12118 |
Tranche Comments
X: Registration: 144C Nxsq;
V: Registration: 144U Rhvv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | AJV | 320.000 | 8.60 | - | E | - | - | - | - | - | Rvyqp | QXA | 4.00%r | - | 3.96% | 4.000% | 20.59810 |
| L | BQI | 10.400 | 1.90 | - | XXX | - | - | - | - | - | Kjzve | AWP | 4.90%j | - | 4.80% | 4.850% | 43.27388 |
Tranche Comments
H: Registration: 144Q Chnq;
L: Registration: 144F Gzhd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | ZJC | 566.680 | 7.80 | - | X | - | - | - | - | - | Rznwu | FKA | - | - | 3.62% | 3.650% | 84.86143 |
| G | VCU | 62.700 | 6.40 | - | BBB | - | - | - | - | - | Zrftg | ZRR | - | - | 4.60% | 4.650% | 82.64454 |
Tranche Comments
N: Registration: 144D Gmmm;
G: Registration: 144F Rnxc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | TEW | 817.000 | 2.00 | - | L | - | - | - | - | - | Xrner | HJI | - | - | 3.35% | 3.375% | 74.71395 |
Tranche Comments
N: Registration: 144N Gitd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | ONR | 930.000 | 6.60 | - | C | - | - | - | - | - | Jfvmn | Ggeyo | - | - | 3.47% | 3.500% | 23.79973 |
Tranche Comments
H: Registration: 144P Xnhf;