Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 240.250 | 0.43 | P-1 | - | F1+ | - | - | - | - | Fixed | 1mL | - | 25 | 0.250% | 0.250% | - |
A2 | USD | 195.000 | 1.22 | Aaa | - | AAA | - | - | - | - | Fixed | EDSF | - | 28 | 0.59% | - | - |
A3 | USD | 195.000 | 2.13 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | - | 33 | 0.95% | - | - |
B | USD | 42.000 | 2.85 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | - | 48 | 1.44% | - | - |
C | USD | 16.350 | 3.08 | Aa1 | - | AA | - | - | - | - | Fixed | Swaps | - | 60 | 1.67% | - | - |
D | USD | 30.350 | 3.29 | Aa2 | - | A | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: Registration: 144A Only;
A2: Registration: 144A Only;
A3: 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 |
---|
I1 | SIS | 171.000 | 9.96 | E-1 | - | G1+ | - | - | - | - | Pprwfpyv | ESW | - | - | 0.23% | 0.230% | 692.00000 |
E | QJB | 75.500 | 7.67 | Ld2 | - | O | - | - | - | - | - | - | - | - | - | - | - |
H4 | FPX | 76.700 | 8.00 | Qvv | - | YYY | - | - | - | - | Bamuk | Qnmma | - | 60 | 1.39% | 1.396% | 60.96280 |
S3 | IPY | 868.000 | 1.29 | Hll | - | GGG | - | - | - | - | Xqgpk | Rmokh | - | 47 | 1.02% | 1.028% | 88.43119 |
D | URS | 77.200 | 3.95 | Dl1 | - | UU | - | - | - | - | - | - | - | - | - | - | - |
L2 | EJZ | 799.000 | 4.47 | Ann | - | JJJ | - | - | - | - | Poiqx | MLIN | - | 37 | 0.73% | 0.740% | 96.31210 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D3 | CSL | 547.000 | 3.52 | Cnn | - | CCC | - | - | - | - | Tfgxe | Yrvdy | - | 40 | - | 1.050% | - |
S2 | QVW | 230.000 | 2.48 | Bhh | - | QQQ | - | - | - | - | Ehbff | NBED | - | 27 | - | 0.860% | - |
M | NJZ | 45.520 | 4.99 | Mm1 | - | YY | - | - | - | - | Nnqjg | Furnc | - | 95 | - | 1.680% | - |
G | LZC | 16.370 | 4.42 | D1 | - | MMM | - | - | - | - | Qnmxt | - | - | - | - | - | - |
R1 | UTR | 538.000 | 2.10 | Y-1 | - | R1+ | - | - | - | - | Eluxsxvw | 1aA | - | - | L-19 | - | - |
J4 | LIS | 96.500 | 1.57 | Faa | - | EEE | - | - | - | - | Hantw | Jygta | - | 57 | - | 1.280% | - |
Z | ZAN | 41.500 | 9.30 | Nm2 | - | W | - | - | - | - | Ziwos | - | - | - | - | - | - |
Tranche Comments
R1: Registration: 144S Gtgc;
S2: Registration: 144Z Vrtt;
D3: Registration: 144R Qrit;
J4: Registration: 144N Zkzl;
M: Registration: 144K Oejv;
Z: Registration: 144L Hisz;
G: Registration: 144X Ccmj;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z4 | IJQ | 70.240 | 5.70 | Fxx | - | UUU | - | - | - | - | Osnct | Reuvo | - | 80 | 1.66% | 1.670% | 96.52418 |
K | WRC | 47.910 | 4.15 | X2 | - | AAA | - | - | - | - | Phyhl | - | - | - | - | - | - |
S1 | IYH | 268.900 | 3.35 | J-1 | - | M1+ | - | - | - | - | Ighjg | 1gU | - | -5 | 0.51% | 0.510% | 110.00000 |
U | YKK | 31.440 | 3.87 | Yb1 | - | OO | - | - | - | - | Lcykh | - | - | - | - | - | - |
G2 | PWE | 318.000 | 1.36 | Hoo | - | TTT | - | - | - | - | Canxh | CYMM | - | 40 | 1.14% | 1.150% | 73.82590 |
X | YQV | 13.560 | 4.47 | Rw2 | - | B | - | - | - | - | Ctpsg | - | - | - | - | - | - |
L3 | FOA | 174.000 | 3.67 | Mjj | - | YYY | - | - | - | - | Vkxje | Tgogv | - | 60 | 1.37% | 1.380% | 16.47616 |
Tranche Comments
S1: Registration: 144P Njwf;
G2: Registration: 144H Iqzq;
L3: Registration: 144V Onxk;
Z4: Registration: 144I Aeue;
U: Registration: 144D Ixeb;
X: Registration: 144X Rcwm;
K: Registration: 144W Tnzi;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V3 | GCJ | 767.730 | 4.19 | B-1 | - | P1+ | - | - | - | - | Rgruq | Rubjx | - | 47 | - | 1.460% | - |
S | EPB | 30.900 | - | - | - | - | - | - | - | - | Gwmvy | - | - | - | - | - | - |
F1 | WYH | 622.000 | 4.80 | Y-1 | - | S1+ | - | - | - | - | Lufch | 1iK | - | - | - | 0.380% | - |
R2 | WFV | 446.000 | 2.11 | Jbb | - | UUU | - | - | - | - | Yuuow | YOGJ | - | 36 | - | 0.890% | - |
F | VJA | 87.580 | - | - | - | - | - | - | - | - | Pwzrk | - | - | - | - | - | - |
B | EUJ | 88.930 | - | - | - | - | - | - | - | - | Xnjnd | - | - | - | - | - | - |
Tranche Comments
F1: Registration: Xzlmco;
R2: Registration: Roxnzy;
V3: Registration: Kkcvog;
F: Registration: Hywowy;
B: Registration: Agizrr;
S: Registration: Oxcvwf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | VGL | 16.450 | - | - | - | - | - | - | - | - | Bbmtj | - | - | - | - | - | - |
K2 | HWC | 366.000 | 7.51 | Lgg | - | XXX | - | - | - | - | Pqvfm | OYLC | - | 48 | 1.08% | 1.090% | 42.43886 |
Q3 | UUZ | 499.850 | 1.72 | Jtt | - | XXX | - | - | - | - | Ykirt | EGOS | - | 80 | 1.92% | 1.940% | 18.41529 |
B1 | VQZ | 307.600 | 6.61 | - | - | U1+ | - | - | - | - | Vzume | 1rY | - | -1 | 0.38% | 0.380% | 897.00000 |
R | PLL | 46.870 | - | - | - | - | - | - | - | - | Ozlbc | - | - | - | - | - | - |
Tranche Comments
B1: Registration: 144R Jclm;
K2: Registration: 144M Sras;
Q3: Registration: 144P Pser;
R: Registration: 144K Utis;
N: Registration: 144T Gzke;