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 |
---|
M | QXY | 9.930 | 5.15 | - | II- | - | - | SS+ | - | - | Btfpo | Gktga | 400e | 385 | 5.36% | 5.421% | - |
J | JYW | 95.970 | 4.40 | - | G- | - | - | S | - | - | Dzsuo | Icxig | 125-130 | 120 | 2.64% | 2.663% | - |
K | QLG | 9.990 | 5.43 | - | CC | - | - | HHH | - | - | Xyqgd | Prqvq | 285-300 | 275 | 4.28% | 4.321% | - |
V | ONA | 909.230 | 4.64 | - | - | - | - | - | - | - | Nocbv | QEDX | 90 | 90 | 1.44% | 1.449% | - |
D | UOK | 5.830 | 5.90 | - | JJJ | - | - | M- | - | - | Coznl | Rzhwb | 175m | 170 | 3.24% | 3.268% | - |
Tranche Comments
V: Registration: 144W Szmk;
J: Registration: 144K Zaoa;
D: Registration: 144Q Pzvu;
K: Registration: 144V Cslj;
M: Registration: 144N Ohhr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | KYI | 921.000 | 6.53 | - | W | - | - | LL- | - | - | Cgczg | RAQJ | 125 | 115 | 1.46% | 1.474% | - |
U | MAB | 24.900 | 1.40 | - | DD | - | - | DDD- | - | - | Kazfr | Rzgfg | 375-400 | 365 | 4.90% | 4.955% | - |
I | EGN | 9.400 | - | - | HH- | - | - | WW | - | - | - | - | - | - | - | - | Retained |
O | LKM | 67.300 | 4.16 | - | H- | - | - | X | - | - | Agbbb | Xzhig | 190-200 | 175 | 2.72% | 2.744% | - |
Q | ZZK | 52.520 | 8.85 | - | ZZZ | - | - | YYY+ | - | - | Ctgai | Gnheo | 235-250 | 220 | 3.45% | 3.482% | - |
Tranche Comments
B: Registration: 144P Yerl;
O: Registration: 144D Orcs;
Q: Registration: 144M Rmpx;
U: Registration: 144I Xobc;
I: Registration: 144J Osll;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | AXV | 84.360 | 3.50 | Smm1 | H- | - | - | G | - | - | Nanjj | Gzckd | - | 250 | 3.15% | 3.174% | 79.13537 |
I | LID | 27.700 | 5.84 | Pp3 | JJ | - | - | TTT- | - | - | Tozqb | Eqnzy | - | 500 | 5.93% | 6.013% | 29.42742 |
Q | XNK | 81.300 | 1.58 | Icc3 | VVV | - | - | MMM+ | - | - | Urzrr | Gbxkk | - | 312 | 4.04% | 4.078% | 67.37060 |
P | LJO | 27.700 | - | IK | XE | - | - | - | - | - | - | - | - | - | - | - | Retained |
M | INL | 720.600 | 4.60 | R3 | J | - | - | NN- | - | - | Qazpg | YLED | - | 145 | 1.75% | 1.761% | 21.21558 |
Tranche Comments
M: Registration: 144S Siut;
F: Registration: 144H Mzsv;
Q: Registration: 144W Kkmq;
I: Registration: 144Y Ozbd;
P: Registration: 144H Ljsr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | IYY | 43.970 | 2.63 | Wii1 | - | - | - | E+ | - | - | Qygfg | Cwzti | - | 225 | 2.75% | 2.775% | 95.28063 |
C | ZOU | 43.680 | 6.52 | Ymm3 | - | - | - | Y- | - | - | Wwiig | Lnwuj | - | 275 | 3.45% | 3.477% | 74.12593 |
B | XRS | 660.810 | 7.18 | H3 | - | - | - | OO | - | - | Fbiki | BUKL | - | 135 | 1.65% | 1.658% | 57.71717 |
O | TOI | 99.160 | 7.54 | Mz3 | - | - | - | SSS | - | - | Hocjj | Cuvol | - | 400 | 4.68% | 4.732% | 95.92470 |
Tranche Comments
B: Registration: 144D Qkld;
D: Registration: 144P Acrl;
C: Registration: 144A Fexz;
O: Registration: 144P Eazf;