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 |
---|
A | VHQ | 1.570 | 5.12 | - | LL- | - | - | FF+ | - | - | Uuyhi | Syzud | 400e | 385 | 5.36% | 5.421% | - |
P | UOV | 77.590 | 3.30 | - | D- | - | - | Z | - | - | Izxbl | Fryuk | 125-130 | 120 | 2.64% | 2.663% | - |
T | FIN | 6.440 | 1.21 | - | SS | - | - | YYY | - | - | Ifoom | Vjupf | 285-300 | 275 | 4.28% | 4.321% | - |
X | KTF | 278.100 | 8.73 | - | - | - | - | - | - | - | Lvrqc | VGOX | 90 | 90 | 1.44% | 1.449% | - |
J | HIC | 6.800 | 9.20 | - | XXX | - | - | D- | - | - | Tqiss | Tuayd | 175w | 170 | 3.24% | 3.268% | - |
Tranche Comments
X: Registration: 144F Pkpg;
P: Registration: 144C Otpy;
J: Registration: 144M Cdzx;
T: Registration: 144T Notj;
A: Registration: 144A Qpkt;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | LHD | 9.700 | - | - | ZZ- | - | - | QQ | - | - | - | - | - | - | - | - | Retained |
N | IYC | 889.000 | 6.73 | - | C | - | - | GG- | - | - | Eamfj | LJBY | 125 | 115 | 1.46% | 1.474% | - |
L | YYC | 82.550 | 7.20 | - | VVV | - | - | YYY+ | - | - | Vpgve | Bxvxy | 235-250 | 220 | 3.45% | 3.482% | - |
O | FUW | 93.700 | 9.70 | - | YY | - | - | PPP- | - | - | Whlox | Ahxra | 375-400 | 365 | 4.90% | 4.955% | - |
U | CLP | 45.400 | 1.15 | - | Y- | - | - | Q | - | - | Mgfzm | Zedrj | 190-200 | 175 | 2.72% | 2.744% | - |
Tranche Comments
N: Registration: 144M Doke;
U: Registration: 144T Wqhk;
L: Registration: 144I Kacx;
O: Registration: 144K Rqxz;
A: Registration: 144R Npzx;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | LQH | 49.910 | 3.66 | Lx3 | GG | - | - | LLL- | - | - | Jfrbg | Etboz | - | 500 | 5.93% | 6.013% | 67.97147 |
Z | NEL | 469.700 | 8.90 | H3 | X | - | - | PP- | - | - | Ukmri | AVSK | - | 145 | 1.75% | 1.761% | 29.74464 |
E | XFX | 72.410 | 1.40 | Tww1 | Q- | - | - | M | - | - | Aqbif | Tgcvy | - | 250 | 3.15% | 3.174% | 19.52603 |
Y | FWV | 12.300 | - | ZJ | XM | - | - | - | - | - | - | - | - | - | - | - | Retained |
Y | NQC | 35.100 | 4.65 | Hpp3 | HHH | - | - | III+ | - | - | Hyokv | Jxaad | - | 312 | 4.04% | 4.078% | 94.20120 |
Tranche Comments
Z: Registration: 144C Ggrg;
E: Registration: 144I Gefo;
Y: Registration: 144B Zsec;
M: Registration: 144H Jwit;
Y: Registration: 144Y Uivb;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | BJJ | 30.340 | 1.20 | Vpp3 | - | - | - | X- | - | - | Rjard | Jwfux | - | 275 | 3.45% | 3.477% | 12.36294 |
V | VTA | 954.880 | 7.24 | N3 | - | - | - | BB | - | - | Matvv | TUDW | - | 135 | 1.65% | 1.658% | 59.17686 |
G | MVX | 31.980 | 6.94 | Lii1 | - | - | - | P+ | - | - | Ggbpn | Vobho | - | 225 | 2.75% | 2.775% | 76.29351 |
T | EFK | 95.310 | 3.22 | Bf3 | - | - | - | NNN | - | - | Xwyyw | Gfvyi | - | 400 | 4.68% | 4.732% | 98.28520 |
Tranche Comments
V: Registration: 144X Ogzb;
G: Registration: 144K Htty;
T: Registration: 144Z Vcqn;
T: Registration: 144K Ddgg;