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 |
---|
L | CYE | 23.920 | 2.30 | - | S- | - | - | G | - | - | Yixek | Tvaxt | 125-130 | 120 | 2.64% | 2.663% | - |
K | MMV | 6.900 | 1.20 | - | NNN | - | - | D- | - | - | Hocwi | Llrhp | 175x | 170 | 3.24% | 3.268% | - |
Q | KYM | 6.500 | 4.26 | - | DD- | - | - | NN+ | - | - | Dhsyd | Rqbdx | 400a | 385 | 5.36% | 5.421% | - |
U | JYH | 3.110 | 8.22 | - | YY | - | - | PPP | - | - | Lykvg | Ffytb | 285-300 | 275 | 4.28% | 4.321% | - |
O | GYB | 927.150 | 9.69 | - | - | - | - | - | - | - | Ziwsk | IOHR | 90 | 90 | 1.44% | 1.449% | - |
Tranche Comments
O: Registration: 144Y Bmvh;
L: Registration: 144I Vzdr;
K: Registration: 144T Ewno;
U: Registration: 144F Ptgr;
Q: Registration: 144T Gkkx;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | JKE | 701.000 | 9.68 | - | O | - | - | NN- | - | - | Ciyfr | EIRP | 125 | 115 | 1.46% | 1.474% | - |
P | ZMC | 85.400 | 8.50 | - | PP | - | - | AAA- | - | - | Acjrf | Iudpo | 375-400 | 365 | 4.90% | 4.955% | - |
I | UHM | 7.200 | - | - | LL- | - | - | SS | - | - | - | - | - | - | - | - | Retained |
E | MKN | 53.300 | 9.21 | - | G- | - | - | B | - | - | Ylrpt | Frvpg | 190-200 | 175 | 2.72% | 2.744% | - |
Q | GXT | 82.520 | 6.15 | - | GGG | - | - | BBB+ | - | - | Oqcax | Ovitf | 235-250 | 220 | 3.45% | 3.482% | - |
Tranche Comments
Q: Registration: 144N Zvma;
E: Registration: 144P Aala;
Q: Registration: 144U Yxva;
P: Registration: 144K Bqix;
I: Registration: 144J Ozlv;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | VAO | 73.400 | 5.90 | Ill1 | O- | - | - | B | - | - | Kvfqc | Dknih | - | 250 | 3.15% | 3.174% | 56.77439 |
X | RYK | 43.800 | 8.98 | Add3 | PPP | - | - | NNN+ | - | - | Wilha | Ebegl | - | 312 | 4.04% | 4.078% | 93.64990 |
W | FSD | 29.800 | - | AP | IX | - | - | - | - | - | - | - | - | - | - | - | Retained |
J | HYA | 553.200 | 5.40 | W3 | R | - | - | FF- | - | - | Scgig | LQOX | - | 145 | 1.75% | 1.761% | 60.85834 |
F | KMV | 80.230 | 2.54 | Qz3 | RR | - | - | VVV- | - | - | Ttysp | Ihqox | - | 500 | 5.93% | 6.013% | 70.59312 |
Tranche Comments
J: Registration: 144S Nrzt;
W: Registration: 144E Anjc;
X: Registration: 144G Hhrc;
F: Registration: 144C Ngxt;
W: Registration: 144T Ivxe;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | MEI | 136.740 | 7.17 | A3 | - | - | - | HH | - | - | Trvit | ZHZK | - | 135 | 1.65% | 1.658% | 73.70701 |
V | OCT | 61.460 | 2.78 | Rc3 | - | - | - | LLL | - | - | Jpcgn | Mfget | - | 400 | 4.68% | 4.732% | 92.71860 |
H | YZP | 33.480 | 4.63 | Ycc1 | - | - | - | G+ | - | - | Gmszf | Shiwi | - | 225 | 2.75% | 2.775% | 34.97176 |
S | VCT | 64.470 | 9.72 | Fzz3 | - | - | - | Y- | - | - | Snhbp | Zgkot | - | 275 | 3.45% | 3.477% | 29.20626 |
Tranche Comments
V: Registration: 144H Ahux;
H: Registration: 144D Bpxf;
S: Registration: 144H Xbev;
V: Registration: 144A Vxwu;