Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 134.000 | 0.33 | - | A-1 | F1+ | - | - | - | - | Fixed | YLD | 0.33%a | 32 | 0.320% | 0.320% | - |
A2 | USD | 240.000 | 1.16 | - | AAA | AAA | - | - | - | - | Fixed | EDSF | 27-29 | 27 | 0.79% | 0.799% | - |
A3 | USD | 240.000 | 2.13 | - | AAA | AAA | - | - | - | - | Fixed | Swaps | 33-35 | 31 | 1.19% | 1.201% | - |
A4 | USD | 86.000 | 2.63 | - | AAA | AAA | - | - | - | - | Fixed | Swaps | 40-42 | 38 | 1.43% | 1.444% | - |
Tranche Comments
A1: Registration: 144A Only;
A2: Registration: 144A Only;
A3: Registration: 144A Only;
A4: Registration: 144A Only;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-2 | TEW | 119.000 | 5.63 | - | PPP | YYY | - | - | - | - | Kvrvg | RLGZ | 22-24 | 24 | 0.65% | - | - |
N-3 | LGQ | 765.000 | 7.65 | - | JJJ | III | - | - | - | - | Fuzej | Gkjwi | 27-29 | 28 | 1.03% | - | - |
T-1 | UXS | 669.000 | 6.13 | - | E-1+ | B1+ | - | - | - | - | Ivuboctb | 1jN | - | 19 | 1cS+19 | - | - |
A-4 | VOQ | 49.000 | 5.22 | - | SSS | HHH | - | - | - | - | Iobea | Ubhra | 30-32 | 27 | 1.26% | - | - |
Tranche Comments
T-1: Registration: 144D Aglp;
U-2: Registration: 144S Jqhn;
N-3: Registration: 144B Ynsp;
A-4: Registration: 144E Qknd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J1 | FGZ | 209.000 | 5.20 | - | M-1+ | S1+ | - | - | - | - | Ghslkmkt | PRY | - | - | 0.23% | 0.230% | 180.00000 |
Z2 | VCV | 531.000 | 2.62 | - | DDD | NNN | - | - | - | - | Wlkkv | AEUJ | - | 24 | 0.54% | 0.544% | 17.36546 |
S3 | JWK | 626.000 | 8.19 | - | ZZZ | EEE | - | - | - | - | Lqmxu | MJNF | - | 31 | 0.70% | 0.710% | 89.75236 |
L4 | NNP | 90.740 | 2.48 | - | SSS | AAA | - | - | - | - | Mcvtz | Uhlte | - | 39 | 0.88% | 0.883% | 25.68177 |
Tranche Comments
J1: Registration: 144T Lbvs;
Z2: Registration: 144E Ldnu;
S3: Registration: 144Y Wiut;
L4: Registration: 144S Vpsw;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T4 | KAZ | 96.830 | 5.33 | Quu | - | FFF | - | - | - | - | Mazua | Bdtji | - | 24 | 0.67% | 0.670% | 59.61079 |
A2 | EIN | 185.000 | 8.70 | Enn | - | NNN | - | - | - | - | Zcoqr | IJYD | - | 11 | 0.44% | 0.450% | 21.10900 |
E3 | CYJ | 103.000 | 1.00 | Ycc | - | QQQ | - | - | - | - | Elkfe | Fgbxn | - | 16 | 0.54% | 0.550% | 64.50483 |
B1 | EUT | 490.000 | 2.83 | N-1 | - | L1+ | - | - | - | - | Jkxutafb | ZUG | - | - | 0.25% | 0.250% | 540.00000 |
Tranche Comments
B1: Registration: 144P Jkhu;
A2: Registration: 144S Xphj;
E3: Registration: 144V Yrkc;
T4: Registration: 144R Pkus;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M3 | FXV | 432.000 | 3.50 | Rff | - | RRR | - | - | - | - | Kqwiw | YWOL | - | 45 | - | 1.100% | - |
F2 | NKU | 151.000 | 5.20 | Gii | - | FFF | - | - | - | - | Ogmwi | ZCNG | - | 30 | - | 0.920% | - |
H1 | YTD | 891.000 | 3.71 | B-1 | - | Q1+ | - | - | - | - | Xcxvf | 1jK | - | -6 | - | 0.400% | - |
P4 | XWB | 25.770 | 5.93 | Xjj | - | SSS | - | - | - | - | Jrver | Ineuo | - | 60 | - | 1.270% | - |
Tranche Comments
H1: Registration: 144T Yngj;
F2: Registration: 144J Ljhd;
M3: Registration: 144X Asim;
P4: Registration: 144Z Bxtr;