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 |
---|
I | BPB | 177.139 | 4.81 | Myy | - | - | - | - | - | - | Wlsfn | AAG | 90-95 | - | 3.96% | 4.000% | 60.56323 |
K | HFG | 17.720 | 81.15 | Zkk2 | - | - | - | - | - | - | Eklcn | NZL | 4.75-5.00% | - | 4.70% | 4.750% | 25.40423 |
Tranche Comments
I: Registration: 144D Tzvp;
K: Registration: 144A Mmcf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | TCV | 38.846 | 89.37 | Wxx2 | - | - | - | - | - | - | Zjqwx | TTS | 5.00%l | - | 4.70% | 4.750% | 81.36535 |
B | YNW | 514.722 | 17.34 | Zjj | - | - | - | - | - | - | Psuby | Vglxg | 95-105 | 85 | 3.74% | 3.778% | 95.32896 |
Tranche Comments
B: Registration: 144X Uprb;
K: Registration: 144Z Uzfs;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | ZHH | 75.650 | 61.20 | Auu | - | - | - | - | - | - | Kgmko | Wldav | 130-140 | 140 | 3.80% | 3.834% | 16.80700 |
S | TRT | 6.300 | 29.37 | Fcc2 | - | - | - | - | - | - | Pwwhd | WHU | 5.25%o | - | 5.43% | 5.500% | 63.40635 |
Tranche Comments
I: Registration: 144P Lkvn;
S: Registration: 144P Jpfi;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | OSW | 93.295 | 72.30 | Enn2 | - | - | VVV (A) | - | - | - | Vwasl | TCE | 5.25%t | - | 5.09% | 5.150% | 36.12709 |
S | VEX | 405.376 | 56.13 | Urr | - | - | JJJ | - | - | - | Glqrp | Hwhnn | 130-140 | 125 | 3.53% | 3.561% | 84.36249 |
Tranche Comments
S: Registration: 144G Nrwh;
U: Registration: 144Q Ptwi;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | OCN | 95.817 | 92.65 | Qjj2 | - | - | NNN | - | - | - | Qbogf | MPV | 5.50-.75% | 280 | 5.43% | 5.500% | 45.42054 |
Q | HXI | 329.499 | 12.79 | Wxx | - | - | UUU | - | - | - | Hwqcm | Ozznz | 150-160 | 140 | 3.99% | 4.032% | 31.76229 |
Tranche Comments
Q: Registration: 144D Fszn;
T: Registration: 144H Ezdn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | MJI | 103.267 | 31.69 | Bbb | - | - | MMM | - | - | - | Tmksd | Rnybb | - | 185 | 3.41% | 3.436% | 39.90865 |
Z | FSI | 95.000 | 10.32 | Tnn2 | - | - | GGG | - | - | - | Igakb | YAS | - | - | 5.19% | 5.250% | 49.95552 |
Tranche Comments
X: Registration: 144U Mdzl;
Z: Registration: 144T Qmit;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | VOC | 87.254 | 92.50 | Yff | - | - | CCC | - | - | - | Ultnn | RBP | - | - | 4.08% | 4.125% | 83.32362 |
C | JIE | 26.701 | 15.60 | Hbb2 | - | - | III (Y) | - | - | - | Fgroc | BNJ | - | - | 5.68% | 5.750% | 38.13420 |
Tranche Comments
C: Registration: 144E Gwsa;
C: Registration: 144W Ofki;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | JTJ | 487.870 | 39.60 | Hcc | - | - | WWW | - | - | - | Myszy | Dytpu | - | 135 | 3.87% | 3.910% | 73.95000 |
B | AXC | 56.940 | 87.25 | Idd2 | - | - | KKK | - | - | - | Zqaqc | Mfeof | - | 225 | 4.83% | 4.880% | 936.00000 |
Tranche Comments
T: Registration: 144R Tfww;
B: Registration: 144L Fspl;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | QAW | 340.472 | 40.93 | Xxx | - | - | TTT | - | - | - | Ayirk | Bmmwk | 120-125 | 125 | 3.26% | 3.290% | - |
W | OGN | 56.477 | 72.39 | Jnn2 | - | - | CCC | - | - | - | Tyqhb | Uyeff | 215g | 215 | 4.25% | 4.297% | - |
Tranche Comments
A: Registration: 144L Wbrk;
W: Registration: 144S Urkp;