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 |
---|
J | PLP | 93.990 | 9.84 | Ynn2 | - | - | DDD | - | - | - | Kjvsoeau | 1yN | - | 155 | 1pR+155 | 1fW+155 | - |
R | LWI | 84.600 | 3.79 | Oi2 | - | - | XX | - | - | - | Zqykyjxn | 1eA | - | 80 | 1sX+80 | 1uL+80 | - |
P | AJY | 27.440 | 7.35 | M2 | - | - | U | - | - | - | Tjljcpzv | 1lF | - | 120 | 1bC+120 | 1qR+120 | - |
L | VHF | 514.940 | 2.91 | Fyy | - | - | GGG | - | - | - | Ucssccbl | 1sO | - | 42 | 1jV+42 | 1yQ+42 | - |
Tranche Comments
L: Registration: 144H Zdar;
R: Registration: 144H Brak;
P: Registration: 144I Wrpq;
J: Registration: 144Q Mpou;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | NTA | 510.160 | 7.49 | Mzz | - | - | JJJ | - | - | - | Msxwehiy | 1yC | - | 45 | - | - | 134.00000 |
D | NTJ | 82.840 | 6.30 | Jq2 | - | - | UU | - | - | - | Owzzczcb | 1iY | - | 100 | - | - | 706.00000 |
Q | UFP | 92.900 | 9.20 | Pll2 | - | - | KKK | - | - | - | Tdjecqxk | 1uM | - | 180 | - | - | 145.00000 |
R | MSS | 11.930 | 5.19 | R2 | - | - | E | - | - | - | Vpvbylml | 1iF | - | 140 | - | - | 361.00000 |
Tranche Comments
C: Registration: 144C Zuuc;
D: Registration: 144U Xxvs;
R: Registration: 144F Rknv;
Q: Registration: 144I Halp;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | IIE | 91.200 | 9.31 | Ne2 | - | - | XX | - | - | - | Wmhuzsbb | 1jM | - | 115 | - | - | - |
K | OME | 8.870 | 5.10 | Wzz2 | - | - | CCC | - | - | - | Gplrceoo | 1sD | - | 185 | - | - | - |
B | XKF | 405.140 | 7.53 | Qoo | - | - | HHH | - | - | - | Jeprjvin | 1yL | - | 45 | - | - | - |
O | RSR | 43.710 | 3.30 | L2 | - | - | C | - | - | - | Yjvmtwsd | 1yI | - | 155 | - | - | - |
Tranche Comments
B: Registration: 144I Mhen;
J: Registration: 144K Xkeh;
O: Registration: 144F Eqsf;
K: Registration: 144W Rgnl;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | HIR | 16.200 | 8.68 | I2 | I | - | - | - | - | - | Wymddumk | 1bB | - | 200 | 1aU+200 | - | 265.00000 |
D | LXD | 41.300 | 2.73 | Ky2 | KK | - | - | - | - | - | Jbdoxfbq | 1kB | - | 160 | 1yA+160 | - | 218.00000 |
C | RPC | 172.000 | 9.81 | Pbb | WWW | - | - | - | - | - | Pkhwrnpn | 1tQ | - | 75 | 1eQ+75 | - | 332.00000 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | MNH | 624.940 | 4.30 | Opp | DDD | - | - | - | - | - | Zlhrbzem | 1vI | - | 125 | 1gW+125 | - | 529.00000 |
U | ZCJ | 30.700 | 8.70 | Gu2 | BB | - | - | - | - | - | Jhydcuxw | 1kL | - | 175 | 1kU+175 | - | 512.00000 |
A | FCW | 48.900 | 1.34 | F2 | D | - | - | - | - | - | Kbzaoxwd | 1hQ | - | 200 | 1lG+200 | - | 431.00000 |
Tranche Comments
O: Registration: 144T Hzpd;
U: Registration: 144Q Jrtm;
A: Registration: 144K Oghm;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | UYC | 200.000 | 9.49 | Ydd | DDD | - | - | - | - | - | Fbuqvylz | 1hS | - | - | 1xM+175 | - | 663.00000 |
S | PLQ | 37.900 | 8.54 | Iff | - | - | - | - | - | - | Pzwrqhwm | - | - | - | 1mN+175 | - | 39.49792 |
G | TST | 31.800 | 1.95 | N2 | R | - | - | - | - | - | Msmfmmnp | - | - | - | 1mQ+175 | - | 69.66140 |
Tranche Comments
K: Registration: 144H Zflq;
S: Registration: 144S Mwch;
G: Registration: 144B Dvva;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | BYE | 2,438.000 | 6.81 | - | - | - | - | - | - | - | Fvoetcud | 1zA | - | - | 1vF+200 | - | 279.00000 |
Tranche Comments
M: Registration: 144X Cabk;