| 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 |
|---|
| H | FVV | 826.996 | 3.65 | Crr | - | - | - | - | - | - | Ccftj | MMU | 90-95 | - | 3.96% | 4.000% | 25.60887 |
| V | SXS | 46.790 | 88.34 | Jhh2 | - | - | - | - | - | - | Rpasd | KZF | 4.75-5.00% | - | 4.70% | 4.750% | 82.25476 |
Tranche Comments
H: Registration: 144Y Guvj;
V: Registration: 144Y Rgws;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | GYX | 696.132 | 23.11 | Xtt | - | - | - | - | - | - | Bnqrz | Lybmn | 95-105 | 85 | 3.74% | 3.778% | 79.13309 |
| N | PBR | 63.700 | 26.59 | Djj2 | - | - | - | - | - | - | Viffl | ALP | 5.00%y | - | 4.70% | 4.750% | 21.81272 |
Tranche Comments
N: Registration: 144G Vhql;
N: Registration: 144A Jemn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | XMO | 8.800 | 22.65 | Mdd2 | - | - | - | - | - | - | Nnobe | WXT | 5.25%r | - | 5.43% | 5.500% | 30.93459 |
| R | VSA | 74.800 | 85.60 | Tgg | - | - | - | - | - | - | Ivjyw | Segzv | 130-140 | 140 | 3.80% | 3.834% | 82.57300 |
Tranche Comments
R: Registration: 144S Fnhn;
Q: Registration: 144X Nxkx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | JBW | 86.922 | 54.60 | Fll2 | - | - | EEE (K) | - | - | - | Ehqhg | MRM | 5.25%b | - | 5.09% | 5.150% | 59.99245 |
| S | RVE | 561.543 | 97.65 | Vww | - | - | RRR | - | - | - | Umryn | Dnztm | 130-140 | 125 | 3.53% | 3.561% | 76.17858 |
Tranche Comments
S: Registration: 144P Npal;
O: Registration: 144R Heid;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | GWT | 640.364 | 72.74 | Wtt | - | - | GGG | - | - | - | Rwsja | Qtnrq | 150-160 | 140 | 3.99% | 4.032% | 84.41641 |
| I | BTG | 25.708 | 97.23 | Auu2 | - | - | QQQ | - | - | - | Xmhro | HVX | 5.50-.75% | 280 | 5.43% | 5.500% | 85.20260 |
Tranche Comments
U: Registration: 144H Jmmr;
I: Registration: 144B Odds;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | QGK | 97.000 | 92.27 | Kmm2 | - | - | XXX | - | - | - | Xcskw | NUR | - | - | 5.19% | 5.250% | 83.79967 |
| X | XNU | 840.241 | 70.72 | Ljj | - | - | KKK | - | - | - | Roziq | Fvhot | - | 185 | 3.41% | 3.436% | 33.97990 |
Tranche Comments
X: Registration: 144U Cdiw;
M: Registration: 144S Gflp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | HKC | 75.834 | 85.40 | Jtt2 | - | - | VVV (O) | - | - | - | Hscpz | EAK | - | - | 5.68% | 5.750% | 11.65680 |
| R | HMS | 23.871 | 94.37 | Bxx | - | - | SSS | - | - | - | Uvybv | KGV | - | - | 4.08% | 4.125% | 55.45791 |
Tranche Comments
R: Registration: 144S Pbqj;
L: Registration: 144J Mzfk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | UEE | 33.570 | 13.26 | Nqq2 | - | - | VVV | - | - | - | Rjqqm | Iqzel | - | 225 | 4.83% | 4.880% | 518.00000 |
| K | YNR | 710.960 | 57.45 | Qcc | - | - | AAA | - | - | - | Dfxuj | Ubwvw | - | 135 | 3.87% | 3.910% | 58.32000 |
Tranche Comments
K: Registration: 144V Ytfg;
H: Registration: 144F Wxcz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | UBJ | 97.350 | 83.31 | Muu2 | - | - | GGG | - | - | - | Uvoco | Ahdny | 215o | 215 | 4.25% | 4.297% | - |
| M | ZVV | 146.462 | 69.99 | Kll | - | - | SSS | - | - | - | Cuswh | Hgihy | 120-125 | 125 | 3.26% | 3.290% | - |
Tranche Comments
M: Registration: 144F Yzuj;
N: Registration: 144S Avpj;