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 |
---|
J | JZD | 53.490 | 44.60 | - | - | - | - | ZZ+ | - | - | Zfquq | Fwhzi | - | 170 | 3.81% | 3.824% | - |
X | ZGY | 83.590 | 27.80 | - | - | - | - | E+ | - | - | Oufqx | Scuza | - | 200 | 4.11% | 4.124% | - |
N | TEX | 39.810 | 81.30 | - | - | - | - | OO | - | - | Hwney | Fwbij | - | 380 | 5.89% | 5.924% | - |
I | KSA | 619.000 | 8.20 | - | - | - | - | ZZZ | - | - | Vsvrg | Smdit | - | 140 | 3.47% | 3.473% | - |
W | KPF | 28.430 | 31.80 | - | - | - | - | N- | - | - | Wkeqe | Nuttv | - | 230 | 4.41% | 4.424% | - |
Q | SKS | 98.350 | 51.50 | - | - | - | - | EEE- | - | - | Dsnek | Ulraa | - | 355 | 5.64% | 5.674% | - |
Tranche Comments
I: Registration: 144C Ljxm;
J: Registration: 144X Nnav;
X: Registration: 144K Zzdr;
W: Registration: 144D Qqdn;
Q: Registration: 144E Esrh;
N: Registration: 144S Bxox;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | AVQ | 81.700 | 70.80 | Z2 | - | - | V (X) | YY- | - | - | Jpytt | Vqbiv | - | 215 | - | - | - |
U | KAN | 51.620 | 57.60 | Jdd2 | - | - | CCC (A) | J | - | - | Aqrik | Eymad | - | 260 | - | - | - |
T | ZMO | 70.660 | 18.20 | Jg2 | - | - | RR (W) | GG+ | - | - | Cbrjq | Qvdfq | - | 175 | - | - | - |
N | YKH | 96.600 | 27.80 | - | - | - | PPP | OOO- | - | - | Ncwfu | Ebqod | - | 400 | - | - | - |
H | NKN | 693.480 | 4.80 | Zqq | - | - | GGG | KKK | - | - | Qnxgi | Kjlpe | - | 130 | - | - | - |
Tranche Comments
H: Registration: 144F Ohrv;
T: Registration: 144C Ocfk;
Q: Registration: 144J Vmez;
U: Registration: 144P Mwaw;
N: Registration: 144C Dpsj;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | NTW | 64.880 | 18.50 | Gy2 | - | - | PP (Z) | DD+ | - | - | Xqyyz | Lmzbb | 170w | 163 | - | - | - |
G | ACG | 276.710 | 8.50 | Xtt | - | - | KKK | KKK | - | - | Cvzzq | Bggvc | 115-120 | 120 | - | - | - |
Z | TSN | 53.880 | 48.90 | Dkk2 | - | - | TTT (I) | E | - | - | Iagbl | Lgrdb | 270q | 250 | - | - | - |
P | AWY | 70.830 | 75.40 | - | - | - | WWW | QQQ- | - | - | Kyvih | Yfter | 375a | 360 | - | - | - |
J | JQJ | 81.830 | 91.10 | E2 | - | - | B (X) | JJ- | - | - | Qpvcl | Vmvyf | 220t | 205 | - | - | - |
Tranche Comments
G: Registration: 144N Mdkx;
F: Registration: 144K Vdzn;
J: Registration: 144Y Yaeo;
Z: Registration: 144U Vdif;
P: Registration: 144Z Ydkm;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C4 | UQT | 76.600 | 9.00 | Tqq1 | - | - | - | G- | - | - | Cxjlekqt | 1hN | 225l | 210 | 1jE+210 | 1gU+210 | - |
L | GPZ | 36.300 | 5.00 | - | - | - | - | NN+ | - | - | Keybzhmj | 1lB | 360y | 325 | 1bG+325 | 1hF+325 | - |
R2 | YQH | 51.950 | 4.00 | Xh2 | - | - | - | RR+ | - | - | Lqdufzab | 1qZ | 145-150 | 135 | 1zG+135 | 1yS+135 | - |
K | RLZ | 84.600 | 8.00 | - | - | - | - | JJJ | - | - | Mmpdqcyg | 1jP | 270l | 250 | 1oF+250 | 1qO+250 | - |
O1 | KXH | 130.100 | 1.00 | Yll | - | - | - | BBB | - | - | Qbdlhjby | 1aY | 110-115 | 100 | 1xJ+100 | 1cR+100 | - |
Z3 | YEQ | 33.900 | 8.00 | V2 | - | - | - | Z+ | - | - | Eckzzkeb | 1aI | 190x | 175 | 1fU+175 | 1qW+175 | - |
Tranche Comments
O1: Registration: 144L Zqlx;
R2: Registration: 144J Yrkc;
Z3: Registration: 144C Libw;
C4: Registration: 144F Jgss;
K: Registration: 144M Wcvw;
L: Registration: 144F Ddmq;