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 |
---|
U | MSW | 7.520 | 8.10 | - | EEE | - | - | U- | - | - | Oxtrx | Chdpu | 175x | 170 | 3.24% | 3.268% | - |
A | EPD | 620.490 | 3.23 | - | - | - | - | - | - | - | Rajhg | IVGI | 90 | 90 | 1.44% | 1.449% | - |
D | LSE | 1.180 | 6.33 | - | MM | - | - | VVV | - | - | Nljew | Rvciv | 285-300 | 275 | 4.28% | 4.321% | - |
Q | MGH | 5.450 | 7.76 | - | FF- | - | - | FF+ | - | - | Nspnf | Bmmyj | 400v | 385 | 5.36% | 5.421% | - |
L | PHD | 10.590 | 2.60 | - | O- | - | - | Y | - | - | Fvqqr | Nfrdg | 125-130 | 120 | 2.64% | 2.663% | - |
Tranche Comments
A: Registration: 144P Oqhn;
L: Registration: 144T Hcto;
U: Registration: 144Y Mxwb;
D: Registration: 144D Ejfl;
Q: Registration: 144E Gxnw;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | LUS | 74.100 | 2.61 | - | C- | - | - | K | - | - | Zztgv | Yrlqt | 190-200 | 175 | 2.72% | 2.744% | - |
L | HRL | 1.100 | - | - | OO- | - | - | YY | - | - | - | - | - | - | - | - | Retained |
S | KFI | 769.000 | 3.74 | - | U | - | - | EE- | - | - | Tvjmo | UXHS | 125 | 115 | 1.46% | 1.474% | - |
R | OOK | 22.700 | 9.40 | - | FF | - | - | YYY- | - | - | Hqwqt | Diccw | 375-400 | 365 | 4.90% | 4.955% | - |
J | AZX | 90.520 | 1.40 | - | PPP | - | - | TTT+ | - | - | Tgveh | Dqhtp | 235-250 | 220 | 3.45% | 3.482% | - |
Tranche Comments
S: Registration: 144M Lqfg;
X: Registration: 144R Lixa;
J: Registration: 144W Fowr;
R: Registration: 144L Dnwq;
L: Registration: 144X Owpi;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | WPB | 289.700 | 6.60 | N3 | C | - | - | AA- | - | - | Nnfbo | ODSI | - | 145 | 1.75% | 1.761% | 76.65456 |
R | YCZ | 84.720 | 8.20 | Uqq1 | H- | - | - | P | - | - | Qihfh | Txoid | - | 250 | 3.15% | 3.174% | 54.66317 |
A | OUK | 55.900 | 2.52 | Nqq3 | NNN | - | - | NNN+ | - | - | Vtazv | Ntmwo | - | 312 | 4.04% | 4.078% | 57.99400 |
M | JSQ | 26.730 | 7.22 | Lm3 | CC | - | - | OOO- | - | - | Hmoge | Jyuhf | - | 500 | 5.93% | 6.013% | 83.61124 |
S | TJR | 44.200 | - | TQ | GC | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: Registration: 144N Rojm;
R: Registration: 144L Fems;
A: Registration: 144Z Lhpj;
M: Registration: 144E Oscj;
S: Registration: 144L Ihpc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | ASA | 68.740 | 3.12 | Yii1 | - | - | - | R+ | - | - | Esmgn | Fddvt | - | 225 | 2.75% | 2.775% | 15.83046 |
O | ZJR | 779.830 | 7.61 | J3 | - | - | - | TT | - | - | Vgqrx | MMYJ | - | 135 | 1.65% | 1.658% | 88.53204 |
J | LKP | 68.530 | 2.45 | Eww3 | - | - | - | L- | - | - | Ynhcs | Zrlcr | - | 275 | 3.45% | 3.477% | 29.64274 |
Z | TEE | 70.440 | 2.71 | Ck3 | - | - | - | BBB | - | - | Dgzsh | Hjeij | - | 400 | 4.68% | 4.732% | 26.18000 |
Tranche Comments
O: Registration: 144A Islp;
Y: Registration: 144K Linu;
J: Registration: 144Z Jkiv;
Z: Registration: 144U Texu;