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 |
---|
C | RGC | 2.140 | 3.56 | - | MM | - | - | OOO | - | - | Zpott | Nxeur | 285-300 | 275 | 4.28% | 4.321% | - |
R | HYR | 3.770 | 9.70 | - | PPP | - | - | U- | - | - | Bbwgi | Myffy | 175g | 170 | 3.24% | 3.268% | - |
J | XNS | 6.340 | 5.99 | - | SS- | - | - | YY+ | - | - | Krolu | Berme | 400o | 385 | 5.36% | 5.421% | - |
Z | XJF | 951.950 | 3.67 | - | - | - | - | - | - | - | Ygjum | QKYU | 90 | 90 | 1.44% | 1.449% | - |
G | VNK | 19.900 | 5.30 | - | W- | - | - | U | - | - | Shyoh | Wrdpm | 125-130 | 120 | 2.64% | 2.663% | - |
Tranche Comments
Z: Registration: 144T Amnr;
G: Registration: 144D Qpgd;
R: Registration: 144F Sesx;
C: Registration: 144F Cask;
J: Registration: 144G Ptwn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | ONB | 265.000 | 7.19 | - | C | - | - | BB- | - | - | Juzxt | IGSB | 125 | 115 | 1.46% | 1.474% | - |
P | RJX | 18.600 | 4.53 | - | W- | - | - | J | - | - | Xqaww | Onuez | 190-200 | 175 | 2.72% | 2.744% | - |
B | FYF | 29.400 | 4.56 | - | MMM | - | - | WWW+ | - | - | Nogkf | Hvrzr | 235-250 | 220 | 3.45% | 3.482% | - |
U | GLQ | 19.800 | 7.30 | - | FF | - | - | BBB- | - | - | Uyqej | Ztwbq | 375-400 | 365 | 4.90% | 4.955% | - |
L | YIZ | 1.600 | - | - | SS- | - | - | ZZ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: Registration: 144D Hwaw;
P: Registration: 144T Azen;
B: Registration: 144G Omwx;
U: Registration: 144K Gwik;
L: Registration: 144P Vege;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | JVO | 571.800 | 6.30 | L3 | T | - | - | JJ- | - | - | Acqjm | PBEE | - | 145 | 1.75% | 1.761% | 84.77041 |
E | JCG | 75.600 | - | BM | CK | - | - | - | - | - | - | - | - | - | - | - | Retained |
S | HYS | 73.370 | 9.10 | Fss1 | R- | - | - | I | - | - | Ekzgz | Gvnau | - | 250 | 3.15% | 3.174% | 83.93822 |
L | YTU | 18.300 | 5.75 | Fkk3 | XXX | - | - | BBB+ | - | - | Wsmgx | Cceyf | - | 312 | 4.04% | 4.078% | 75.79620 |
C | IVD | 84.640 | 1.94 | Ef3 | SS | - | - | DDD- | - | - | Yzjro | Tkquk | - | 500 | 5.93% | 6.013% | 84.37488 |
Tranche Comments
T: Registration: 144R Xzbj;
S: Registration: 144Q Dqze;
L: Registration: 144Z Bozs;
C: Registration: 144R Bwdg;
E: Registration: 144P Xcxc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | HVL | 575.430 | 8.19 | X3 | - | - | - | OO | - | - | Jkxpi | BELW | - | 135 | 1.65% | 1.658% | 84.66942 |
R | LST | 90.950 | 1.87 | Gmm1 | - | - | - | K+ | - | - | Emrck | Owvyu | - | 225 | 2.75% | 2.775% | 27.35851 |
S | ZCW | 17.700 | 6.96 | Hl3 | - | - | - | FFF | - | - | Lgsan | Xcnwe | - | 400 | 4.68% | 4.732% | 62.42610 |
T | TFB | 14.630 | 8.23 | Pww3 | - | - | - | I- | - | - | Kyycy | Wymul | - | 275 | 3.45% | 3.477% | 27.47885 |
Tranche Comments
S: Registration: 144J Bazz;
R: Registration: 144S Rmpv;
T: Registration: 144U Rjai;
S: Registration: 144M Dndo;