| 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 |
|---|
| T | ZUC | 708.600 | 9.70 | - | U | - | - | - | - | - | Twnvo | Rqhbl | - | 140 | 4.34% | 4.382% | 18.74313 |
| O | FSP | 18.000 | 1.40 | - | XXX | - | - | - | - | - | Vbsnk | Qrzrn | - | 230 | 5.22% | 5.282% | 54.57104 |
Tranche Comments
T: Registration: 144M Mkgw;
O: Registration: 144K Tsqi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | KNJ | 948.000 | 4.40 | - | H | - | - | - | - | - | Acsqy | XIP | 4.00%w | - | 3.96% | 4.000% | 98.80204 |
| U | ZPS | 84.200 | 3.90 | - | RRR | - | - | - | - | - | Yhgpv | QKD | 4.90%c | - | 4.80% | 4.850% | 45.61252 |
Tranche Comments
P: Registration: 144R Xsne;
U: Registration: 144L Rnpb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | LIY | 22.600 | 8.90 | - | XXX | - | - | - | - | - | Nmvvv | JZK | - | - | 4.60% | 4.650% | 84.91268 |
| S | GVB | 932.650 | 6.20 | - | Q | - | - | - | - | - | Olsrr | XVE | - | - | 3.62% | 3.650% | 43.30090 |
Tranche Comments
S: Registration: 144L Wgiy;
K: Registration: 144S Rtzi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | COE | 431.000 | 6.00 | - | D | - | - | - | - | - | Phukk | CLY | - | - | 3.35% | 3.375% | 28.53364 |
Tranche Comments
A: Registration: 144S Dbbv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | WXH | 798.000 | 6.40 | - | A | - | - | - | - | - | Ucpsh | Bhtdk | - | - | 3.47% | 3.500% | 50.25078 |
Tranche Comments
S: Registration: 144M Ezzi;