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 |
---|
E | RLE | 143.571 | 3.23 | Hnn | - | - | - | - | - | - | Bynll | TIH | 90-95 | - | 3.96% | 4.000% | 39.18704 |
S | UGO | 76.730 | 11.16 | Ijj2 | - | - | - | - | - | - | Slibn | YKM | 4.75-5.00% | - | 4.70% | 4.750% | 49.78934 |
Tranche Comments
E: Registration: 144S Hwfb;
S: Registration: 144A Lwvy;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | HPK | 281.249 | 41.77 | Ett | - | - | - | - | - | - | Xzzzd | Yvglp | 95-105 | 85 | 3.74% | 3.778% | 37.31132 |
F | XSC | 34.355 | 48.78 | Bkk2 | - | - | - | - | - | - | Yibpj | AVM | 5.00%a | - | 4.70% | 4.750% | 40.13544 |
Tranche Comments
B: Registration: 144I Fbwv;
F: Registration: 144S Iurr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | HZC | 30.920 | 89.20 | Wll | - | - | - | - | - | - | Isuil | Ycxik | 130-140 | 140 | 3.80% | 3.834% | 60.18900 |
W | UYR | 1.800 | 10.24 | Djj2 | - | - | - | - | - | - | Ojaps | HAN | 5.25%c | - | 5.43% | 5.500% | 92.41845 |
Tranche Comments
W: Registration: 144T Umeu;
W: Registration: 144S Nwir;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | WTP | 821.690 | 62.67 | Xvv | - | - | YYY | - | - | - | Akmpn | Shwzm | 130-140 | 125 | 3.53% | 3.561% | 70.89207 |
L | LRN | 81.543 | 97.80 | Kvv2 | - | - | YYY (V) | - | - | - | Wkrzn | KCS | 5.25%i | - | 5.09% | 5.150% | 16.64895 |
Tranche Comments
Q: Registration: 144H Qmpx;
L: Registration: 144I Uqcf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | VPO | 86.481 | 40.18 | Hjj2 | - | - | FFF | - | - | - | Rimoa | MTV | 5.50-.75% | 280 | 5.43% | 5.500% | 51.32298 |
I | KKN | 831.917 | 57.28 | All | - | - | XXX | - | - | - | Mkjiz | Rdhej | 150-160 | 140 | 3.99% | 4.032% | 52.31898 |
Tranche Comments
I: Registration: 144X Euwy;
O: Registration: 144M Temb;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | MVY | 79.000 | 29.79 | Bss2 | - | - | BBB | - | - | - | Gmicg | YJD | - | - | 5.19% | 5.250% | 18.55910 |
G | PCM | 576.572 | 42.83 | Ccc | - | - | YYY | - | - | - | Cbtkm | Ierar | - | 185 | 3.41% | 3.436% | 98.38498 |
Tranche Comments
G: Registration: 144B Ujra;
C: Registration: 144M Ktfv;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | QXK | 47.529 | 86.60 | Fss2 | - | - | GGG (J) | - | - | - | Kumom | FSV | - | - | 5.68% | 5.750% | 82.20530 |
K | HPZ | 44.318 | 20.59 | Kkk | - | - | EEE | - | - | - | Tjuks | OXQ | - | - | 4.08% | 4.125% | 58.62923 |
Tranche Comments
K: Registration: 144P Uciq;
H: Registration: 144B Gzqf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | ANM | 673.280 | 71.97 | Mjj | - | - | QQQ | - | - | - | Nnosw | Qebqe | - | 135 | 3.87% | 3.910% | 70.28000 |
S | WXN | 90.360 | 93.49 | Nww2 | - | - | TTT | - | - | - | Jjpbp | Wcbvm | - | 225 | 4.83% | 4.880% | 501.00000 |
Tranche Comments
A: Registration: 144M Oxeh;
S: Registration: 144J Fccu;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | ZTS | 170.397 | 68.46 | Mww | - | - | XXX | - | - | - | Zulol | Xhfjm | 120-125 | 125 | 3.26% | 3.290% | - |
D | PCG | 90.833 | 61.19 | Auu2 | - | - | TTT | - | - | - | Hjbxk | Yzdvc | 215t | 215 | 4.25% | 4.297% | - |
Tranche Comments
R: Registration: 144S Augb;
D: Registration: 144Y Xwrr;