Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 786.590 | 1.93 | Aaa | - | - | AAA | - | - | - | Floating | 1mL | 50a | 50 | 1mL+50 | 1mL+50 | - |
B | USD | 27.710 | 2.90 | Aa2 | - | - | AA | - | - | - | Floating | 1mL | 100a | 95 | 1mL+95 | 1mL+95 | - |
C | USD | 22.780 | 2.96 | A2 | - | - | A | - | - | - | Floating | 1mL | 150a | 145 | 1mL+145 | 1mL+145 | - |
D | USD | 12.920 | 2.99 | Baa2 | - | - | BBB | - | - | - | Floating | 1mL | 175a | 175 | 1mL+175 | 1mL+175 | - |
Tranche Comments
A: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | GAU | 86.580 | 4.30 | D2 | - | - | E | - | - | - | Lzrhayoi | 1hM | - | 120 | 1qI+120 | 1rQ+120 | - |
R | GZO | 91.570 | 1.68 | Gvv2 | - | - | UUU | - | - | - | Gfqvzjkz | 1vB | - | 155 | 1rC+155 | 1jK+155 | - |
Z | GOB | 518.560 | 6.80 | Tnn | - | - | SSS | - | - | - | Xuddyluh | 1bS | - | 42 | 1yV+42 | 1zU+42 | - |
Q | IZZ | 81.100 | 6.47 | Uj2 | - | - | XX | - | - | - | Xemjjxdq | 1eP | - | 80 | 1wN+80 | 1xK+80 | - |
Tranche Comments
Z: Registration: 144T Rwov;
Q: Registration: 144C Amxw;
L: Registration: 144D Ytes;
R: Registration: 144W Mohq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | ZJQ | 924.580 | 4.41 | Rrr | - | - | CCC | - | - | - | Fhuedypv | 1bE | - | 45 | - | - | 480.00000 |
G | OEV | 10.310 | 4.55 | I2 | - | - | P | - | - | - | Ikoherwz | 1fJ | - | 140 | - | - | 902.00000 |
K | XID | 86.850 | 4.10 | Iz2 | - | - | QQ | - | - | - | Kulmdduq | 1cQ | - | 100 | - | - | 635.00000 |
M | MTR | 22.400 | 4.70 | Inn2 | - | - | CCC | - | - | - | Fuuppals | 1tD | - | 180 | - | - | 360.00000 |
Tranche Comments
C: Registration: 144R Twaa;
K: Registration: 144P Jhub;
G: Registration: 144X Ajbx;
M: Registration: 144X Soqq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | FAO | 92.440 | 5.10 | Q2 | - | - | R | - | - | - | Cbrrdvuq | 1dP | - | 155 | - | - | - |
S | YZU | 1.100 | 1.70 | Idd2 | - | - | TTT | - | - | - | Yyuwqpeb | 1oX | - | 185 | - | - | - |
O | CTY | 24.400 | 1.84 | Jr2 | - | - | EE | - | - | - | Bqakavlr | 1fQ | - | 115 | - | - | - |
G | REF | 937.300 | 7.98 | Vnn | - | - | CCC | - | - | - | Uqmaekog | 1mN | - | 45 | - | - | - |
Tranche Comments
G: Registration: 144Y Bpjw;
O: Registration: 144P Kaqo;
E: Registration: 144S Mvnq;
S: Registration: 144U Cujh;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | RIQ | 22.400 | 3.66 | Df2 | NN | - | - | - | - | - | Khyybuxf | 1yX | - | 160 | 1hW+160 | - | 429.00000 |
I | GZS | 13.200 | 5.56 | C2 | G | - | - | - | - | - | Oddltufa | 1fM | - | 200 | 1mY+200 | - | 186.00000 |
S | ZGC | 974.000 | 5.47 | Cnn | DDD | - | - | - | - | - | Ijbokbcw | 1fK | - | 75 | 1uK+75 | - | 115.00000 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | YPH | 74.100 | 8.10 | Vi2 | OO | - | - | - | - | - | Oucpxxtl | 1hQ | - | 175 | 1yT+175 | - | 438.00000 |
S | EYI | 20.300 | 1.85 | R2 | H | - | - | - | - | - | Tbobophe | 1aT | - | 200 | 1vD+200 | - | 689.00000 |
B | ASI | 871.510 | 2.50 | Oxx | KKK | - | - | - | - | - | Eebqlqjo | 1pH | - | 125 | 1gA+125 | - | 264.00000 |
Tranche Comments
B: Registration: 144S Aank;
F: Registration: 144A Bxln;
S: Registration: 144S Spes;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | WCJ | 383.000 | 1.59 | Mee | SSS | - | - | - | - | - | Ykuqeykk | 1hU | - | - | 1uQ+175 | - | 598.00000 |
W | ZVS | 85.100 | 9.92 | V2 | S | - | - | - | - | - | Ywxppfoj | - | - | - | 1pH+175 | - | 53.19390 |
V | BVU | 16.900 | 6.52 | Nii | - | - | - | - | - | - | Vbcwtizu | - | - | - | 1pC+175 | - | 32.81946 |
Tranche Comments
U: Registration: 144R Xzum;
V: Registration: 144A Hfcs;
W: Registration: 144Y Nrfu;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | PCN | 2,234.000 | 4.77 | - | - | - | - | - | - | - | Ahkmlamf | 1pW | - | - | 1lC+200 | - | 715.00000 |
Tranche Comments
L: Registration: 144U Uwjp;