Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 221.400 | 1.53 | - | A | - | - | AA- | - | - | Fixed | EDSF | 110a | 105 | 1.75% | 1.758% | - |
B | USD | 17.550 | 3.77 | - | A- | - | - | A | - | - | Fixed | Swaps | 150-160 | 150 | 2.91% | 2.937% | - |
C | USD | 10.800 | 4.05 | - | BBB | - | - | A- | - | - | Fixed | Swaps | 215-225 | 210 | 3.58% | 3.607% | - |
D | USD | 8.770 | 4.05 | - | BB | - | - | BBB | - | - | Fixed | Swaps | 325a | 320 | 4.66% | 4.707% | - |
E | USD | 7.420 | 4.05 | - | BB- | - | - | BB+ | - | - | Fixed | Swaps | 415-425 | 405 | 5.49% | 5.557% | - |
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 |
---|
R | MBC | 92.680 | 9.20 | - | K- | - | - | W | - | - | Ypykb | Skiyc | 125-130 | 120 | 2.64% | 2.663% | - |
W | NUD | 9.260 | 9.80 | - | AAA | - | - | G- | - | - | Vvbxw | Lzlya | 175e | 170 | 3.24% | 3.268% | - |
D | YHO | 7.890 | 4.39 | - | WW- | - | - | LL+ | - | - | Onysd | Fgjal | 400l | 385 | 5.36% | 5.421% | - |
Y | QJN | 7.340 | 6.19 | - | DD | - | - | EEE | - | - | Jpaub | Yvnhy | 285-300 | 275 | 4.28% | 4.321% | - |
X | QEM | 330.500 | 4.64 | - | - | - | - | - | - | - | Vsuaq | BTYF | 90 | 90 | 1.44% | 1.449% | - |
Tranche Comments
X: Registration: 144Y Vhaz;
R: Registration: 144L Vktc;
W: Registration: 144F Nkaa;
Y: Registration: 144I Lzcm;
D: Registration: 144S Mbvy;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | PEK | 17.100 | 9.10 | - | FF | - | - | ZZZ- | - | - | Xygqu | Xgqgb | 375-400 | 365 | 4.90% | 4.955% | - |
U | LRE | 8.700 | - | - | YY- | - | - | MM | - | - | - | - | - | - | - | - | Retained |
V | CPA | 94.320 | 9.66 | - | OOO | - | - | NNN+ | - | - | Lyfvv | Izvlj | 235-250 | 220 | 3.45% | 3.482% | - |
J | NKH | 199.000 | 4.67 | - | L | - | - | DD- | - | - | Zhjzl | QZGK | 125 | 115 | 1.46% | 1.474% | - |
I | HVE | 84.500 | 8.49 | - | R- | - | - | U | - | - | Kmzfq | Dliza | 190-200 | 175 | 2.72% | 2.744% | - |
Tranche Comments
J: Registration: 144G Dmwz;
I: Registration: 144S Echx;
V: Registration: 144G Deur;
K: Registration: 144X Iaeu;
U: Registration: 144K Wauk;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | QEA | 31.160 | 8.69 | Aq3 | MM | - | - | AAA- | - | - | Ayqih | Dleat | - | 500 | 5.93% | 6.013% | 63.19147 |
B | MEU | 973.100 | 8.10 | F3 | P | - | - | WW- | - | - | Ubjmp | ZITM | - | 145 | 1.75% | 1.761% | 32.37233 |
K | YZD | 97.700 | - | KG | YO | - | - | - | - | - | - | - | - | - | - | - | Retained |
S | JUE | 10.220 | 3.40 | Yss1 | J- | - | - | E | - | - | Qjrgs | Dwhcy | - | 250 | 3.15% | 3.174% | 84.91975 |
C | VCJ | 36.400 | 1.61 | Dkk3 | DDD | - | - | OOO+ | - | - | Sjcja | Yvdpe | - | 312 | 4.04% | 4.078% | 21.97860 |
Tranche Comments
B: Registration: 144I Pmex;
S: Registration: 144Z Heua;
C: Registration: 144E Vgaa;
Y: Registration: 144K Jabz;
K: Registration: 144P Dhwc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | PGI | 99.300 | 6.86 | Smm1 | - | - | - | V+ | - | - | Jasvd | Exrda | - | 225 | 2.75% | 2.775% | 34.60214 |
N | NPO | 42.690 | 4.40 | Iii3 | - | - | - | H- | - | - | Emwjr | Vwunv | - | 275 | 3.45% | 3.477% | 77.95232 |
P | ZTI | 621.660 | 5.27 | L3 | - | - | - | MM | - | - | Ycfaf | KEET | - | 135 | 1.65% | 1.658% | 92.37297 |
P | NAS | 10.870 | 7.53 | Cp3 | - | - | - | VVV | - | - | Ynkpc | Lzxus | - | 400 | 4.68% | 4.732% | 18.75400 |
Tranche Comments
P: Registration: 144I Rjmt;
R: Registration: 144L Abjt;
N: Registration: 144Z Axto;
P: Registration: 144Z Tvkw;