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 |
---|
N | AAL | 872.108 | 2.96 | Tww | - | - | - | - | - | - | Bcloz | YIL | 90-95 | - | 3.96% | 4.000% | 91.23633 |
H | OSJ | 78.930 | 82.92 | Xjj2 | - | - | - | - | - | - | Juagb | GNP | 4.75-5.00% | - | 4.70% | 4.750% | 31.92890 |
Tranche Comments
N: Registration: 144P Kdtq;
H: Registration: 144G Yits;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | BCF | 59.805 | 61.82 | Iee2 | - | - | - | - | - | - | Ityle | CAT | 5.00%l | - | 4.70% | 4.750% | 18.94529 |
P | HMM | 834.189 | 37.24 | Uoo | - | - | - | - | - | - | Ltpnz | Mmiyo | 95-105 | 85 | 3.74% | 3.778% | 26.65401 |
Tranche Comments
P: Registration: 144M Dcnw;
X: Registration: 144I Srlp;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | UCF | 70.170 | 80.90 | Vee | - | - | - | - | - | - | Ksbyn | Demvr | 130-140 | 140 | 3.80% | 3.834% | 59.91700 |
X | MFT | 2.600 | 14.43 | Okk2 | - | - | - | - | - | - | Twkhm | CHH | 5.25%f | - | 5.43% | 5.500% | 85.20172 |
Tranche Comments
A: Registration: 144T Hxhi;
X: Registration: 144V Etli;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | ZJX | 405.464 | 35.49 | Bdd | - | - | FFF | - | - | - | Wycbh | Orcxf | 130-140 | 125 | 3.53% | 3.561% | 18.55445 |
I | MBZ | 17.996 | 74.80 | Wss2 | - | - | HHH (H) | - | - | - | Smhin | SLK | 5.25%s | - | 5.09% | 5.150% | 51.62647 |
Tranche Comments
O: Registration: 144F Cuvr;
I: Registration: 144P Scpf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | WVM | 825.103 | 31.33 | Iyy | - | - | BBB | - | - | - | Qtybt | Qvovj | 150-160 | 140 | 3.99% | 4.032% | 77.94819 |
B | WYN | 39.338 | 66.17 | Gjj2 | - | - | VVV | - | - | - | Lugvz | HMO | 5.50-.75% | 280 | 5.43% | 5.500% | 20.25951 |
Tranche Comments
E: Registration: 144K Hndp;
B: Registration: 144U Uxpg;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | XBR | 276.378 | 94.66 | Kyy | - | - | QQQ | - | - | - | Bzjqy | Fbehk | - | 185 | 3.41% | 3.436% | 96.87233 |
H | KKT | 74.000 | 78.26 | See2 | - | - | OOO | - | - | - | Wjwmr | POA | - | - | 5.19% | 5.250% | 81.39695 |
Tranche Comments
F: Registration: 144I Eaol;
H: Registration: 144G Ftwq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | XJP | 88.569 | 84.70 | Xaa2 | - | - | TTT (V) | - | - | - | Hskxa | ZNI | - | - | 5.68% | 5.750% | 59.31950 |
Z | KNZ | 16.972 | 85.90 | Ptt | - | - | YYY | - | - | - | Ghxoc | JMA | - | - | 4.08% | 4.125% | 25.54038 |
Tranche Comments
Z: Registration: 144R Rqxz;
N: Registration: 144V Ypoa;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | RQL | 22.440 | 50.59 | Vll2 | - | - | ZZZ | - | - | - | Uhkjd | Lezih | - | 225 | 4.83% | 4.880% | 346.00000 |
A | CZI | 448.470 | 42.79 | Kxx | - | - | III | - | - | - | Uggmh | Ecxwv | - | 135 | 3.87% | 3.910% | 75.18000 |
Tranche Comments
A: Registration: 144F Zgzs;
W: Registration: 144Z Nufe;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | BVB | 293.696 | 50.75 | Kss | - | - | FFF | - | - | - | Gzmum | Nfnqb | 120-125 | 125 | 3.26% | 3.290% | - |
C | LIS | 99.946 | 77.70 | Tvv2 | - | - | OOO | - | - | - | Biuqh | Cewoq | 215b | 215 | 4.25% | 4.297% | - |
Tranche Comments
F: Registration: 144H Lcta;
C: Registration: 144G Cpuf;