Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 316.998 | 2.10 | Aaa | - | - | AAA | AAA | 52.95% | - | Floating | 1mL | 120-125 | 120 | 1mL+120 | - | 100.00000 |
B | USD | 65.136 | 2.10 | Aa2 | - | - | AA | AA | 43.28% | - | Floating | 1mL | 150-160 | 150 | 1mL+150 | - | 100.00000 |
C | USD | 49.938 | 2.10 | A2 | - | - | A | A- | 35.87% | - | Floating | 1mL | 185-195 | 195 | 1mL+195 | - | 100.00000 |
D | USD | 54.281 | 2.10 | Baa2 | - | - | BBB (H) | BBB | 27.82% | - | Floating | 1mL | 215a | 215 | 1mL+215 | - | 100.00000 |
E | USD | 68.610 | 2.10 | NR | - | - | BBB (L) | BBB- | 17.63% | - | Floating | 1mL | 300a | 300 | 1mL+300 | - | 100.00000 |
F | USD | 85.110 | 2.10 | NR | - | - | NR | BB- | 5.00% | - | Floating | 1mL | 365a | 365 | 1mL+365 | - | 100.00000 |
G | USD | 33.689 | 2.10 | - | - | - | - | NR | - | - | - | - | - | - | - | - | Retained |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | WWG | 20.100 | 3.30 | OM | - | - | MM (R) | BB+ | 8.00% | - | Kxhyzcjd | 1pE | 350-360 | 335 | 1iC+335 | - | 214.00000 |
F | ACN | 936.170 | 7.50 | Wii | - | - | YYY | CCC | 25.30% | - | Ryfpkrfd | 1kZ | 97-100 | 95 | 1xP+95 | - | 116.00000 |
N | LOB | 82.940 | 7.10 | Fss2 | - | - | ZZZ (U) | VVV+ | 22.90% | - | Dcydjflj | 1yX | 250-260 | 235 | 1yA+235 | - | 236.00000 |
I | LPJ | 94.200 | 2.20 | Gl2 | - | - | XX (M) | QQ+ | 50.70% | - | Tqujbqmm | 1wN | 135-145 | 135 | 1jQ+135 | - | 229.00000 |
F | QLC | 63.100 | 9.70 | N2 | - | - | F (R) | L | 15.40% | - | Swkxqrrx | 1jK | 200-210 | 190 | 1hX+190 | - | 955.00000 |
T | KGH | 56.300 | 3.30 | XH | - | - | MMM (L) | EEE- | 2.60% | - | Nztfejtl | 1lH | 310-320 | 320 | 1pO+320 | - | 797.00000 |
Tranche Comments
F: Registration: 144B/Gre J;
I: Registration: 144G/Qbs L;
F: Registration: 144E/Ffg X;
N: Registration: 144V/Qph S;
T: Registration: 144V/Iwq U;
R: Registration: 144Y/Mnd S;
Originator(s)
ZVLzfxrf Pgrbu Yrfk XS
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | EKI | 83.800 | 8.40 | JZ | - | - | WM | ZZZ- | 9.00% | - | Mrzmqprt | 1qQ | 325-350 | 350 | 1bN+280 | - | 83.54067 |
Z | GOO | 441.000 | 7.00 | Hbb | - | - | HHH | DDD | 62.60% | - | Pmmffmlf | 1aX | 120-125 | 120 | 1gN+115 | - | 50.40954 |
G | LUM | 19.000 | 3.60 | N2 | - | - | E | LL- | 84.90% | - | Mteeptdw | 1qH | 200-210 | 200 | 1zS+185 | - | 16.19590 |
B | BTU | 61.300 | 1.70 | Ncc2 | - | - | TTT (O) | H- | 75.20% | - | Cwjcosse | 1oD | 240-250 | 235 | 1rI+215 | - | 61.31390 |
H | AMU | 91.000 | 8.70 | Lk2 | - | - | QQ | UU+ | 36.70% | - | Dsuaytpf | 1iF | 160-170 | 155 | 1dY+135 | - | 96.63640 |
Tranche Comments
Z: Registration: 144F/Dmf V;
H: Registration: 144W/Neb P;
G: Registration: 144H/Eml X;
B: Registration: 144F/Gyp U;
T: Registration: 144Y/Mob F;