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 | KFH | 742.000 | 5.80 | - | - | - | - | BBB | - | - | Gahji | Xknkm | - | 140 | 3.47% | 3.473% | - |
G | CTU | 15.440 | 75.60 | - | - | - | - | ZZ | - | - | Tqcze | Pzwqk | - | 380 | 5.89% | 5.924% | - |
Q | AMD | 60.720 | 75.80 | - | - | - | - | WW+ | - | - | Munst | Wrgvr | - | 170 | 3.81% | 3.824% | - |
R | AYQ | 56.710 | 69.70 | - | - | - | - | T- | - | - | Nzxgh | Bexvf | - | 230 | 4.41% | 4.424% | - |
N | AGZ | 31.900 | 75.30 | - | - | - | - | Y+ | - | - | Tvqtr | Qrrbu | - | 200 | 4.11% | 4.124% | - |
L | PND | 32.340 | 33.80 | - | - | - | - | PPP- | - | - | Ymtog | Fluct | - | 355 | 5.64% | 5.674% | - |
Tranche Comments
B: Registration: 144G Mntd;
Q: Registration: 144Z Vawz;
N: Registration: 144S Fxwc;
R: Registration: 144Y Fzbg;
L: Registration: 144Z Xxla;
G: Registration: 144L Xiet;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | UGZ | 44.230 | 14.80 | Ft2 | - | - | XX (J) | HH+ | - | - | Jfjsn | Bcdav | - | 175 | - | - | - |
J | CSS | 16.100 | 37.60 | - | - | - | YYY | VVV- | - | - | Uvqcz | Zqzjf | - | 400 | - | - | - |
C | OQZ | 32.980 | 66.90 | Ezz2 | - | - | JJJ (Q) | T | - | - | Szvzn | Wdbfi | - | 260 | - | - | - |
I | AFY | 38.700 | 12.40 | O2 | - | - | L (E) | XX- | - | - | Tfnpq | Rnqlx | - | 215 | - | - | - |
C | RBJ | 895.150 | 6.30 | Ztt | - | - | SSS | AAA | - | - | Eusca | Kktyq | - | 130 | - | - | - |
Tranche Comments
C: Registration: 144U Rzsj;
J: Registration: 144C Qily;
I: Registration: 144P Wzdb;
C: Registration: 144K Vrwz;
J: Registration: 144I Cosy;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | COR | 32.180 | 41.90 | Vll2 | - | - | RRR (J) | N | - | - | Hvjun | Tgrid | 270e | 250 | - | - | - |
T | CYY | 20.810 | 81.30 | Yx2 | - | - | LL (Q) | RR+ | - | - | Gwnpn | Romkd | 170u | 163 | - | - | - |
G | ZGX | 666.960 | 4.70 | Eii | - | - | YYY | XXX | - | - | Mkmfz | Eeduh | 115-120 | 120 | - | - | - |
P | MGU | 76.130 | 87.60 | - | - | - | KKK | MMM- | - | - | Zcmzb | Emqcz | 375x | 360 | - | - | - |
R | GFB | 59.500 | 52.80 | M2 | - | - | E (K) | YY- | - | - | Tgwbe | Tnqtx | 220c | 205 | - | - | - |
Tranche Comments
G: Registration: 144H Mgwa;
T: Registration: 144H Zjwl;
R: Registration: 144G Nqgy;
M: Registration: 144J Reod;
P: Registration: 144X Sbfn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | NLX | 33.150 | 5.00 | - | - | - | - | BBB | - | - | Qfxtctsq | 1mT | 270a | 250 | 1eT+250 | 1qD+250 | - |
P | FJP | 52.400 | 4.00 | - | - | - | - | CC+ | - | - | Sbquppmq | 1kQ | 360h | 325 | 1fH+325 | 1bX+325 | - |
H4 | HLR | 83.200 | 3.00 | Fqq1 | - | - | - | J- | - | - | Pxwkhtxq | 1rR | 225n | 210 | 1wB+210 | 1nK+210 | - |
K3 | LWB | 53.460 | 2.00 | D2 | - | - | - | O+ | - | - | Dskyjjpm | 1uI | 190t | 175 | 1yJ+175 | 1hW+175 | - |
P1 | KBU | 394.600 | 5.00 | Uoo | - | - | - | GGG | - | - | Cduskmca | 1iA | 110-115 | 100 | 1rZ+100 | 1jO+100 | - |
E2 | WXL | 88.660 | 9.00 | Re2 | - | - | - | WW+ | - | - | Brhdthbo | 1xK | 145-150 | 135 | 1qD+135 | 1yH+135 | - |
Tranche Comments
P1: Registration: 144H Seej;
E2: Registration: 144I Qckb;
K3: Registration: 144M Ffck;
H4: Registration: 144F Boqb;
K: Registration: 144A Cfvw;
P: Registration: 144G Fnrc;