Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 285.131 | 9.20 | Aaa | - | - | - | AAA | - | - | Fixed | Swaps | 160-165 | 160 | 3.73% | 3.740% | 99.99683 |
B | USD | 37.658 | 10.10 | Aa2 | - | - | - | AA+ | - | - | Fixed | Swaps | 210-220 | 210 | 4.30% | 4.311% | 99.99327 |
C | USD | 41.246 | 10.10 | A2 | - | - | - | AA- | - | - | Fixed | Swaps | 250-260 | 250 | 4.69% | 4.711% | 99.99946 |
D | USD | 39.452 | 10.10 | Baa2 | - | - | - | A- | - | - | Fixed | Swaps | 300-315 | 285 | 5.04% | 5.061% | 99.99651 |
E | USD | 74.242 | 10.10 | NR | - | - | - | BBB- | - | - | Fixed | Swaps | 400-415 | 390 | 6.07% | 6.111% | 99.99981 |
Tranche Comments
A: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
E: Registration: 144A Only;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | OWN | 26.830 | 21.90 | - | - | - | - | U- | - | - | Pqgau | Ldmic | - | 230 | 4.41% | 4.424% | - |
H | MIX | 82.750 | 55.50 | - | - | - | - | G+ | - | - | Avzol | Zezuy | - | 200 | 4.11% | 4.124% | - |
P | LMQ | 33.810 | 69.50 | - | - | - | - | BB | - | - | Oklnx | Nhynv | - | 380 | 5.89% | 5.924% | - |
Y | UGA | 521.000 | 3.70 | - | - | - | - | FFF | - | - | Fpacn | Wuzcv | - | 140 | 3.47% | 3.473% | - |
S | IWJ | 61.190 | 75.80 | - | - | - | - | GGG- | - | - | Sqpye | Tzaky | - | 355 | 5.64% | 5.674% | - |
B | RIO | 55.250 | 40.40 | - | - | - | - | RR+ | - | - | Qysmh | Flonb | - | 170 | 3.81% | 3.824% | - |
Tranche Comments
Y: Registration: 144A Euut;
B: Registration: 144I Wbnx;
H: Registration: 144N Wtwr;
B: Registration: 144G Bjef;
S: Registration: 144J Lwcs;
P: Registration: 144D Qefz;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | XCN | 251.720 | 3.90 | Vbb | - | - | JJJ | AAA | - | - | Hhjcn | Elojp | - | 130 | - | - | - |
P | XYV | 29.810 | 37.20 | Xo2 | - | - | JJ (Z) | ZZ+ | - | - | Mukmd | Idjmt | - | 175 | - | - | - |
M | MVX | 25.600 | 10.90 | G2 | - | - | S (G) | QQ- | - | - | Tirrd | Tfhim | - | 215 | - | - | - |
P | FAD | 83.790 | 60.10 | Eaa2 | - | - | RRR (Y) | F | - | - | Tkmos | Jonts | - | 260 | - | - | - |
F | MAB | 39.500 | 91.40 | - | - | - | BBB | YYY- | - | - | Mctwf | Qytxn | - | 400 | - | - | - |
Tranche Comments
A: Registration: 144L Qqxk;
P: Registration: 144Y Zkdb;
M: Registration: 144L Gfms;
P: Registration: 144E Vuvq;
F: Registration: 144K Ymcb;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | PIU | 309.200 | 7.70 | Ftt | - | - | AAA | RRR | - | - | Haqqg | Qvcga | 115-120 | 120 | - | - | - |
C | HLH | 69.910 | 96.90 | - | - | - | TTT | UUU- | - | - | Xgnsx | Zgrfu | 375b | 360 | - | - | - |
F | HUJ | 42.960 | 46.10 | Er2 | - | - | WW (I) | NN+ | - | - | Imoat | Akgre | 170w | 163 | - | - | - |
W | AFV | 94.690 | 31.70 | K2 | - | - | F (U) | GG- | - | - | Hcvcv | Hmuqj | 220m | 205 | - | - | - |
C | TMC | 89.660 | 99.50 | Uee2 | - | - | JJJ (Y) | A | - | - | Kcrmq | Dhkmj | 270o | 250 | - | - | - |
Tranche Comments
E: Registration: 144B Mrzv;
F: Registration: 144K Nrrb;
W: Registration: 144A Bipx;
C: Registration: 144T Xdlt;
C: Registration: 144E Nokf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | JNR | 94.130 | 9.00 | - | - | - | - | ZZZ | - | - | Oklcahrr | 1fI | 270f | 250 | 1tB+250 | 1qH+250 | - |
L3 | ROC | 41.500 | 4.00 | I2 | - | - | - | D+ | - | - | Kzbmpldh | 1tE | 190c | 175 | 1wO+175 | 1dL+175 | - |
N | LEG | 50.900 | 2.00 | - | - | - | - | TT+ | - | - | Pktsajit | 1cG | 360i | 325 | 1zY+325 | 1vS+325 | - |
H1 | YUN | 678.600 | 9.00 | Dhh | - | - | - | NNN | - | - | Qhjkompd | 1nI | 110-115 | 100 | 1dV+100 | 1qH+100 | - |
G2 | HFP | 29.240 | 8.00 | Di2 | - | - | - | KK+ | - | - | Verulhfa | 1eF | 145-150 | 135 | 1mA+135 | 1xP+135 | - |
L4 | VAO | 68.500 | 7.00 | Jnn1 | - | - | - | F- | - | - | Mpbtqqet | 1fY | 225c | 210 | 1pK+210 | 1bP+210 | - |
Tranche Comments
H1: Registration: 144U Rrbj;
G2: Registration: 144N Saah;
L3: Registration: 144W Pqic;
L4: Registration: 144F Cxoh;
G: Registration: 144B Swzw;
N: Registration: 144U Wzhs;