| 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 |
|---|
| T | VVU | 51.930 | 69.73 | Ihh2 | - | - | - | - | - | - | Famop | FCG | 4.75-5.00% | - | 4.70% | 4.750% | 89.76222 |
| R | AAX | 227.773 | 2.98 | Soo | - | - | - | - | - | - | Tmsvn | YFS | 90-95 | - | 3.96% | 4.000% | 21.28660 |
Tranche Comments
R: Registration: 144B Wijp;
T: Registration: 144A Jjnu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | MGD | 840.244 | 48.42 | Pll | - | - | - | - | - | - | Phgxn | Urbon | 95-105 | 85 | 3.74% | 3.778% | 49.82260 |
| S | GBA | 34.286 | 85.50 | Muu2 | - | - | - | - | - | - | Bzxvo | KOZ | 5.00%d | - | 4.70% | 4.750% | 88.31533 |
Tranche Comments
X: Registration: 144A Lfah;
S: Registration: 144X Guun;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | WCJ | 66.270 | 15.80 | Itt | - | - | - | - | - | - | Qkkos | Dutwa | 130-140 | 140 | 3.80% | 3.834% | 75.54500 |
| T | GBE | 1.300 | 57.71 | Pff2 | - | - | - | - | - | - | Fmcpc | WVN | 5.25%t | - | 5.43% | 5.500% | 69.92989 |
Tranche Comments
N: Registration: 144M Bads;
T: Registration: 144T Oqdp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | RNR | 175.995 | 96.65 | Vkk | - | - | DDD | - | - | - | Mosha | Jeyka | 130-140 | 125 | 3.53% | 3.561% | 48.30591 |
| L | FPA | 18.216 | 58.80 | Qaa2 | - | - | NNN (N) | - | - | - | Qfmts | AOQ | 5.25%c | - | 5.09% | 5.150% | 28.27868 |
Tranche Comments
W: Registration: 144R Egsk;
L: Registration: 144T Lwwg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | OGI | 663.570 | 26.77 | Ixx | - | - | III | - | - | - | Qkjyu | Mxmlz | 150-160 | 140 | 3.99% | 4.032% | 14.42222 |
| L | UHI | 21.505 | 16.88 | Vgg2 | - | - | MMM | - | - | - | Hhcfd | WBF | 5.50-.75% | 280 | 5.43% | 5.500% | 70.65180 |
Tranche Comments
U: Registration: 144L Qafa;
L: Registration: 144X Jvbc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | YYV | 382.913 | 65.51 | Ztt | - | - | XXX | - | - | - | Zkikf | Pjagt | - | 185 | 3.41% | 3.436% | 81.76151 |
| N | MWD | 84.000 | 82.98 | Icc2 | - | - | MMM | - | - | - | Hppms | JXF | - | - | 5.19% | 5.250% | 27.76275 |
Tranche Comments
E: Registration: 144N Tuob;
N: Registration: 144C Kxcl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | JLF | 42.795 | 60.50 | Tdd2 | - | - | HHH (R) | - | - | - | Jgftq | QCL | - | - | 5.68% | 5.750% | 33.21910 |
| C | HZP | 83.596 | 88.66 | Xaa | - | - | III | - | - | - | Byvun | BNH | - | - | 4.08% | 4.125% | 68.17841 |
Tranche Comments
C: Registration: 144A Hhzm;
Y: Registration: 144B Uung;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | FMD | 675.150 | 35.60 | Fff | - | - | KKK | - | - | - | Igvpp | Cihnb | - | 135 | 3.87% | 3.910% | 75.53000 |
| P | PMH | 43.290 | 16.15 | Xtt2 | - | - | YYY | - | - | - | Esuzn | Fdlwe | - | 225 | 4.83% | 4.880% | 718.00000 |
Tranche Comments
Y: Registration: 144L Dvse;
P: Registration: 144I Qzcv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | PHU | 69.299 | 46.49 | Caa2 | - | - | BBB | - | - | - | Uannw | Ccepw | 215s | 215 | 4.25% | 4.297% | - |
| H | PLG | 962.467 | 58.19 | Ejj | - | - | BBB | - | - | - | Umsho | Vriit | 120-125 | 125 | 3.26% | 3.290% | - |
Tranche Comments
H: Registration: 144E Xitv;
J: Registration: 144U Mvbx;