| 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 |
|---|
| Z | OEQ | 93.110 | 57.48 | Edd2 | - | - | - | - | - | - | Mnaes | YPQ | 4.75-5.00% | - | 4.70% | 4.750% | 62.17891 |
| T | CEC | 269.346 | 1.96 | All | - | - | - | - | - | - | Ojquk | RHM | 90-95 | - | 3.96% | 4.000% | 64.64990 |
Tranche Comments
T: Registration: 144M Tsly;
Z: Registration: 144Z Rtcl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | PTF | 281.343 | 55.78 | Abb | - | - | - | - | - | - | Daued | Kfren | 95-105 | 85 | 3.74% | 3.778% | 35.53639 |
| Y | MWY | 31.757 | 65.91 | Iyy2 | - | - | - | - | - | - | Tnyps | QVL | 5.00%y | - | 4.70% | 4.750% | 92.31910 |
Tranche Comments
O: Registration: 144H Yraw;
Y: Registration: 144J Pdut;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | KRN | 35.400 | 10.90 | Pgg | - | - | - | - | - | - | Bmxwm | Pgtyg | 130-140 | 140 | 3.80% | 3.834% | 34.45200 |
| Y | HED | 5.100 | 63.67 | Luu2 | - | - | - | - | - | - | Usity | KJZ | 5.25%d | - | 5.43% | 5.500% | 29.46083 |
Tranche Comments
B: Registration: 144B Xmnl;
Y: Registration: 144C Lmkq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | CHI | 682.667 | 21.25 | Guu | - | - | QQQ | - | - | - | Juwkl | Btcya | 130-140 | 125 | 3.53% | 3.561% | 37.64381 |
| Z | KWF | 95.367 | 97.50 | Mmm2 | - | - | MMM (Z) | - | - | - | Nhuon | VGI | 5.25%p | - | 5.09% | 5.150% | 50.36791 |
Tranche Comments
D: Registration: 144T Tkoh;
Z: Registration: 144Y Jafd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | OGV | 94.709 | 16.67 | Ebb2 | - | - | QQQ | - | - | - | Qqiam | YWY | 5.50-.75% | 280 | 5.43% | 5.500% | 37.19929 |
| A | YID | 337.258 | 42.79 | Stt | - | - | CCC | - | - | - | Fhmej | Xgerj | 150-160 | 140 | 3.99% | 4.032% | 78.29537 |
Tranche Comments
A: Registration: 144E Dddh;
Y: Registration: 144R Qgly;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | BSS | 528.630 | 87.59 | Jhh | - | - | EEE | - | - | - | Grwhv | Wkymz | - | 185 | 3.41% | 3.436% | 18.30003 |
| D | HHA | 38.000 | 86.91 | Orr2 | - | - | HHH | - | - | - | Bjxej | ART | - | - | 5.19% | 5.250% | 40.76028 |
Tranche Comments
Y: Registration: 144L Uojs;
D: Registration: 144D Lbuz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | PKT | 89.837 | 74.61 | Fkk | - | - | HHH | - | - | - | Hjokp | CIC | - | - | 4.08% | 4.125% | 58.64944 |
| R | URF | 68.964 | 24.10 | Kdd2 | - | - | QQQ (P) | - | - | - | Rsfnz | OXC | - | - | 5.68% | 5.750% | 41.64800 |
Tranche Comments
N: Registration: 144N Ooxk;
R: Registration: 144U Erxd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | KNT | 235.690 | 64.67 | Cmm | - | - | EEE | - | - | - | Evpzs | Mgclm | - | 135 | 3.87% | 3.910% | 84.96000 |
| P | YQB | 59.980 | 21.13 | Iee2 | - | - | EEE | - | - | - | Paujg | Aowra | - | 225 | 4.83% | 4.880% | 970.00000 |
Tranche Comments
P: Registration: 144X Ahkb;
P: Registration: 144E Fptj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | KCY | 73.956 | 71.22 | Orr2 | - | - | DDD | - | - | - | Kicfo | Miwbb | 215q | 215 | 4.25% | 4.297% | - |
| X | IIK | 547.720 | 14.75 | Jxx | - | - | AAA | - | - | - | Ofzkh | Uehxe | 120-125 | 125 | 3.26% | 3.290% | - |
Tranche Comments
X: Registration: 144Q Jrjj;
X: Registration: 144T Ovko;