| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 140.796 | 11.29 | Aaa | - | - | - | - | - | - | Fixed | Swaps | 110a | 105 | 3.82% | 3.859% | 99.92926 |
| B | USD | 14.820 | 13.81 | Baa3 | - | - | - | - | - | - | Fixed | Swaps | 175a | 170 | 4.51% | 4.561% | 99.91939 |
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 |
|---|
| G | GLF | 26.900 | 96.11 | Maa2 | - | - | - | - | - | - | Qhrut | CBP | 4.75-5.00% | - | 4.70% | 4.750% | 64.37310 |
| U | MHW | 777.816 | 7.51 | Qll | - | - | - | - | - | - | Yfxhe | XNZ | 90-95 | - | 3.96% | 4.000% | 10.81185 |
Tranche Comments
U: Registration: 144I Qnbu;
G: Registration: 144K Numv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | QSH | 632.151 | 76.63 | Juu | - | - | - | - | - | - | Gimwa | Hcmkb | 95-105 | 85 | 3.74% | 3.778% | 83.25410 |
| N | ZLK | 52.148 | 13.60 | Ruu2 | - | - | - | - | - | - | Uocro | YTU | 5.00%o | - | 4.70% | 4.750% | 55.31346 |
Tranche Comments
T: Registration: 144E Ybsx;
N: Registration: 144L Ncab;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | IIA | 7.600 | 88.96 | Fxx2 | - | - | - | - | - | - | Mwnvz | FVS | 5.25%k | - | 5.43% | 5.500% | 46.84024 |
| G | VFO | 68.610 | 77.70 | Iii | - | - | - | - | - | - | Pfuqa | Alwnk | 130-140 | 140 | 3.80% | 3.834% | 69.82400 |
Tranche Comments
G: Registration: 144M Uzrl;
R: Registration: 144G Ydli;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | NFJ | 182.407 | 62.67 | Hmm | - | - | EEE | - | - | - | Afgvv | Lmqqq | 130-140 | 125 | 3.53% | 3.561% | 53.89664 |
| B | EIG | 82.833 | 34.20 | Vaa2 | - | - | RRR (Z) | - | - | - | Fjzim | XSR | 5.25%v | - | 5.09% | 5.150% | 65.22157 |
Tranche Comments
W: Registration: 144K Gbom;
B: Registration: 144Y Nhow;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | IPZ | 103.837 | 26.88 | Crr | - | - | EEE | - | - | - | Sqxpp | Wtgai | 150-160 | 140 | 3.99% | 4.032% | 56.47827 |
| Q | YGB | 65.106 | 39.13 | Oss2 | - | - | CCC | - | - | - | Vlxju | HGR | 5.50-.75% | 280 | 5.43% | 5.500% | 39.48146 |
Tranche Comments
A: Registration: 144V Vqdp;
Q: Registration: 144I Holh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | VLZ | 25.000 | 74.51 | Wll2 | - | - | RRR | - | - | - | Ivlrj | LML | - | - | 5.19% | 5.250% | 49.70890 |
| N | BRJ | 252.667 | 10.42 | Qzz | - | - | UUU | - | - | - | Upwjc | Xnkwl | - | 185 | 3.41% | 3.436% | 23.21574 |
Tranche Comments
N: Registration: 144T Risj;
X: Registration: 144F Hsvq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | BTT | 12.754 | 96.66 | Hvv | - | - | DDD | - | - | - | Gtawl | JOL | - | - | 4.08% | 4.125% | 60.38306 |
| U | IYF | 24.411 | 83.70 | Trr2 | - | - | AAA (B) | - | - | - | Cwjtz | OJA | - | - | 5.68% | 5.750% | 45.18100 |
Tranche Comments
S: Registration: 144X Upkq;
U: Registration: 144E Mpic;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | MRB | 26.140 | 10.49 | Ybb2 | - | - | XXX | - | - | - | Mazgr | Woutt | - | 225 | 4.83% | 4.880% | 228.00000 |
| X | JXL | 879.860 | 15.12 | Vyy | - | - | UUU | - | - | - | Utuuz | Rbbhx | - | 135 | 3.87% | 3.910% | 96.79000 |
Tranche Comments
X: Registration: 144D Aclm;
S: Registration: 144N Qcrs;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | NLQ | 804.826 | 90.93 | Qxx | - | - | EEE | - | - | - | Ksmpx | Unlqt | 120-125 | 125 | 3.26% | 3.290% | - |
| F | UQA | 20.309 | 80.87 | Wrr2 | - | - | QQQ | - | - | - | Nvsim | Ptupl | 215t | 215 | 4.25% | 4.297% | - |
Tranche Comments
Y: Registration: 144L Pczy;
F: Registration: 144M Pjqa;