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 |
---|
E | NMI | 4.750 | 9.40 | - | JJJ | - | - | F- | - | - | Ufpju | Yjtrs | 175l | 170 | 3.24% | 3.268% | - |
W | YYO | 758.190 | 8.20 | - | - | - | - | - | - | - | Izlfj | XVOD | 90 | 90 | 1.44% | 1.449% | - |
N | BEX | 59.890 | 5.70 | - | W- | - | - | M | - | - | Lkjvk | Qzdia | 125-130 | 120 | 2.64% | 2.663% | - |
I | ANS | 2.590 | 2.57 | - | RR- | - | - | GG+ | - | - | Jjpia | Zweuo | 400c | 385 | 5.36% | 5.421% | - |
P | QYV | 4.140 | 4.89 | - | KK | - | - | III | - | - | Vmcjw | Mzfci | 285-300 | 275 | 4.28% | 4.321% | - |
Tranche Comments
W: Registration: 144H Sdwm;
N: Registration: 144F Waoh;
E: Registration: 144T Zuqu;
P: Registration: 144E Rxkl;
I: Registration: 144K Bbfy;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | XBK | 25.800 | 3.22 | - | I- | - | - | E | - | - | Jtghm | Jwygy | 190-200 | 175 | 2.72% | 2.744% | - |
E | ZII | 53.100 | 1.60 | - | UU | - | - | TTT- | - | - | Vvqgj | Jorvy | 375-400 | 365 | 4.90% | 4.955% | - |
Z | EMK | 4.800 | - | - | II- | - | - | AA | - | - | - | - | - | - | - | - | Retained |
I | PQT | 97.800 | 1.81 | - | YYY | - | - | GGG+ | - | - | Oacpu | Jrhgu | 235-250 | 220 | 3.45% | 3.482% | - |
A | UNK | 564.000 | 6.74 | - | R | - | - | QQ- | - | - | Jyyoj | UOOK | 125 | 115 | 1.46% | 1.474% | - |
Tranche Comments
A: Registration: 144A Vbbr;
O: Registration: 144M Oolx;
I: Registration: 144T Jsbq;
E: Registration: 144C Zozz;
Z: Registration: 144V Fgiw;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | CSC | 96.660 | 8.85 | Pf3 | WW | - | - | JJJ- | - | - | Maqak | Ctzyp | - | 500 | 5.93% | 6.013% | 93.56554 |
E | ZWC | 67.970 | 4.10 | Czz1 | B- | - | - | E | - | - | Qhuys | Etjdj | - | 250 | 3.15% | 3.174% | 57.66911 |
P | XGT | 71.700 | - | GY | CF | - | - | - | - | - | - | - | - | - | - | - | Retained |
S | XID | 763.900 | 2.40 | P3 | G | - | - | LL- | - | - | Hgljz | PMOG | - | 145 | 1.75% | 1.761% | 28.83831 |
V | TXZ | 85.700 | 5.92 | Mxx3 | III | - | - | SSS+ | - | - | Djznk | Ccqbz | - | 312 | 4.04% | 4.078% | 82.30600 |
Tranche Comments
S: Registration: 144D Zcvn;
E: Registration: 144J Gcbf;
V: Registration: 144V Sctb;
A: Registration: 144F Bakk;
P: Registration: 144H Oxmx;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | IJR | 86.850 | 4.91 | Tzz1 | - | - | - | W+ | - | - | Emxzi | Rjvmf | - | 225 | 2.75% | 2.775% | 38.41478 |
L | MJK | 90.890 | 9.24 | Xo3 | - | - | - | WWW | - | - | Dqiez | Gzoyr | - | 400 | 4.68% | 4.732% | 68.96910 |
F | RAD | 76.440 | 2.35 | Xyy3 | - | - | - | P- | - | - | Zaves | Obltq | - | 275 | 3.45% | 3.477% | 38.34701 |
Z | NSN | 669.890 | 6.71 | B3 | - | - | - | YY | - | - | Wjpqt | KGCQ | - | 135 | 1.65% | 1.658% | 48.22105 |
Tranche Comments
Z: Registration: 144T Gpdi;
G: Registration: 144W Sfop;
F: Registration: 144K Swxs;
L: Registration: 144X Ozcj;