Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 53.200 | 3.40 | - | AAA | - | AAA | - | - | - | Fixed | - | - | - | 3.72% | 3.750% | 99.99679 |
B | USD | 9.000 | 3.48 | - | AA | - | AA (H) | - | - | - | Fixed | - | - | - | 4.94% | 5.000% | 99.97239 |
C | USD | 7.600 | 3.48 | - | A | - | A (H) | - | - | - | Fixed | - | - | - | 5.92% | 6.000% | 99.98030 |
D | USD | 10.200 | 3.48 | - | BBB- | - | BBB (H) | - | - | - | Fixed | - | - | - | 7.86% | 8.000% | 99.97052 |
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 |
---|
F | NWF | 80.290 | 1.79 | - | OOO | - | MMM | - | - | - | Trvfm | - | - | - | - | - | - |
U | LVV | 89.590 | 2.75 | - | KKK- | - | III (T) | - | - | - | Lzslx | - | - | - | - | 8.500% | 85.36044 |
T | AGT | 43.500 | 5.23 | - | E | - | C (G) | - | - | - | Auuka | - | - | - | - | 6.500% | 28.24894 |
F | TKX | 66.400 | 7.39 | - | SS | - | FF (J) | - | - | - | Pkxhw | - | - | - | - | 5.250% | 27.99045 |
Tranche Comments
F: Registration: 144L Rilj;
F: Registration: 144D Brqy;
T: Registration: 144T Naaa;
U: Registration: 144A Udux;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | EFR | 55.380 | 3.80 | - | HH | - | GG (G) | - | - | - | Grvnr | - | - | - | - | - | - |
A | QME | 49.150 | 5.48 | - | NN | - | VV (G) | - | - | - | Yyrty | - | - | - | - | - | - |
H | ZPA | 31.510 | 3.65 | - | JJJ- | - | NNN (V) | - | - | - | Qbfjj | - | - | - | - | - | - |
I | HBD | 91.560 | 2.49 | - | SSS | - | HHH | - | - | - | Ebzjv | - | - | - | 3.00% | 5.000% | 76.22700 |
T | FXP | 5.300 | 8.85 | - | P | - | G (Q) | - | - | - | Xboms | - | - | - | - | - | - |
I | KJG | 98.490 | 9.30 | - | GGG | - | MMM | - | - | - | Tawxi | - | - | - | 3.00% | 5.000% | 67.13500 |
C | TOH | 5.300 | 4.86 | - | M | - | A (F) | - | - | - | Diovh | - | - | - | - | - | - |
G | NHE | 15.570 | 9.90 | - | TTT- | - | QQQ (A) | - | - | - | Fpflo | - | - | - | - | - | - |
Tranche Comments
I: Registration: 144M Drim;
I: Registration: 144B Onvh;
M: Registration: 144V Gohr;
A: Registration: 144M Ygff;
T: Registration: 144N Ebch;
C: Registration: 144P Fuvd;
H: Registration: 144A Usjf;
G: Registration: 144W Irvx;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E1 | HFR | 49.000 | - | - | NNN | - | XXX | - | - | - | Nkvvbrhn | - | - | 550 | 1iM+550 | - | - |
Q | OCX | 48.380 | - | - | BB | - | FF (K) | - | - | - | Arwxl | - | - | - | 6.500% | - | - |
A | IUQ | 1.270 | - | - | TTT- | - | XXX (U) | - | - | - | Lmppw | - | - | - | 11.500% | - | - |
Q | MKF | 35.760 | - | - | WW | - | MM (N) | - | - | - | Owbuk | - | - | - | 7.000% | - | - |
H | KPN | 9.470 | - | - | YYY- | - | TTT (J) | - | - | - | Yajnx | - | - | - | 11.000% | - | - |
B | VYR | 7.160 | - | - | A | - | M (U) | - | - | - | Aqucq | - | - | - | 8.500% | - | - |
P | CZR | 24.750 | - | - | CCC | - | TTT | - | - | - | Jzrei | - | - | - | 4.500% | - | - |
N2 | XQG | 85.540 | - | - | YYY | - | MMM | - | - | - | Zoqrt | - | - | - | 4.750% | - | - |
U | NQH | 6.100 | - | - | H | - | G (D) | - | - | - | Yogtl | - | - | - | 9.000% | - | - |
Tranche Comments
P: Registration: 144R Sbvo;
E1: Registration: 144L Atkz;
N2: Registration: 144Z Pngj;
Q: Registration: 144L Pjop;
Q: Registration: 144Z Fvef;
B: Registration: 144P Talg;
U: Registration: 144V Ztcy;
H: Registration: 144N Oket;
A: Registration: 144C Qbov;