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 |
---|
T4 | UUF | 48.200 | 7.00 | Rll | - | FFF | - | - | - | - | Whlkh | Fywih | - | 60 | 1.39% | 1.396% | 46.61680 |
K2 | WHD | 140.000 | 4.30 | Qdd | - | YYY | - | - | - | - | Nzizh | OWXX | - | 37 | 0.73% | 0.740% | 70.56240 |
I | KCC | 55.200 | 9.58 | Ho1 | - | WW | - | - | - | - | - | - | - | - | - | - | - |
D3 | FND | 401.000 | 5.94 | Naa | - | TTT | - | - | - | - | Xfhsz | Xzqld | - | 47 | 1.02% | 1.028% | 77.16037 |
J | WPS | 79.900 | 7.77 | Ft2 | - | H | - | - | - | - | - | - | - | - | - | - | - |
O1 | TTA | 183.000 | 8.84 | K-1 | - | W1+ | - | - | - | - | Dqumhvcz | IPT | - | - | 0.23% | 0.230% | 507.00000 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R4 | PUJ | 13.530 | 1.27 | Ehh | - | GGG | - | - | - | - | Pwipn | Ahxzv | - | 57 | - | 1.280% | - |
C3 | HUB | 767.000 | 4.73 | Lcc | - | VVV | - | - | - | - | Jwyea | Gokvz | - | 40 | - | 1.050% | - |
H1 | ORF | 862.000 | 1.75 | R-1 | - | J1+ | - | - | - | - | Fppsmfmz | 1mC | - | - | B-19 | - | - |
U2 | AEN | 654.000 | 5.15 | Qll | - | CCC | - | - | - | - | Utogb | QRJN | - | 27 | - | 0.860% | - |
W | LFD | 89.150 | 1.59 | Ut1 | - | LL | - | - | - | - | Taonj | Uokue | - | 95 | - | 1.680% | - |
Y | LVR | 57.520 | 5.71 | Y1 | - | GGG | - | - | - | - | Uijbx | - | - | - | - | - | - |
D | FBX | 75.300 | 4.20 | Tv2 | - | R | - | - | - | - | Jmalz | - | - | - | - | - | - |
Tranche Comments
H1: Registration: 144F Qzpw;
U2: Registration: 144C Pnhc;
C3: Registration: 144T Agif;
R4: Registration: 144M Bvup;
W: Registration: 144A Dugp;
D: Registration: 144G Hcni;
Y: Registration: 144I Ombk;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | VOR | 55.480 | 2.58 | V2 | - | PPP | - | - | - | - | Oncxo | - | - | - | - | - | - |
D1 | UGW | 467.300 | 6.58 | Q-1 | - | X1+ | - | - | - | - | Ogpnm | 1qS | - | -5 | 0.51% | 0.510% | 779.00000 |
S2 | XUB | 992.000 | 5.73 | Zvv | - | VVV | - | - | - | - | Rkgam | WJPC | - | 40 | 1.14% | 1.150% | 61.56436 |
Y | LMO | 79.540 | 2.36 | Xp2 | - | V | - | - | - | - | Vipgr | - | - | - | - | - | - |
H3 | XGE | 575.000 | 9.24 | Zjj | - | LLL | - | - | - | - | Rhirn | Uljmo | - | 60 | 1.37% | 1.380% | 77.48812 |
B4 | VUO | 78.410 | 2.20 | Yzz | - | JJJ | - | - | - | - | Jbvbi | Azajh | - | 80 | 1.66% | 1.670% | 95.86367 |
X | AUC | 48.610 | 6.39 | Oa1 | - | LL | - | - | - | - | Vyxbs | - | - | - | - | - | - |
Tranche Comments
D1: Registration: 144A Usuq;
S2: Registration: 144H Hvqq;
H3: Registration: 144C Nmgg;
B4: Registration: 144N Fkso;
X: Registration: 144R Euha;
Y: Registration: 144Z Bqjp;
K: Registration: 144S Pmga;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | OIV | 72.440 | - | - | - | - | - | - | - | - | Wzgph | - | - | - | - | - | - |
W3 | KVT | 667.230 | 9.72 | M-1 | - | J1+ | - | - | - | - | Opppq | Ewqyu | - | 47 | - | 1.460% | - |
H | RIS | 76.400 | - | - | - | - | - | - | - | - | Kaxlj | - | - | - | - | - | - |
P1 | TOI | 486.000 | 6.85 | M-1 | - | E1+ | - | - | - | - | Gqwkn | 1cD | - | - | - | 0.380% | - |
U2 | WBD | 858.000 | 2.19 | Cqq | - | YYY | - | - | - | - | Togwl | QWZQ | - | 36 | - | 0.890% | - |
T | XAI | 86.380 | - | - | - | - | - | - | - | - | Nnsjp | - | - | - | - | - | - |
Tranche Comments
P1: Registration: Chnkvj;
U2: Registration: Anhyme;
W3: Registration: Olhuvs;
H: Registration: Lglgcl;
T: Registration: Ghvtqi;
H: Registration: Vpusay;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | XPB | 54.190 | - | - | - | - | - | - | - | - | Btxle | - | - | - | - | - | - |
X | YQX | 49.500 | - | - | - | - | - | - | - | - | Joain | - | - | - | - | - | - |
S3 | LHZ | 372.410 | 2.75 | Wzz | - | ZZZ | - | - | - | - | Bjjlv | YCOD | - | 80 | 1.92% | 1.940% | 70.37062 |
D1 | BVK | 836.800 | 2.69 | - | - | J1+ | - | - | - | - | Nsxkv | 1dQ | - | -1 | 0.38% | 0.380% | 968.00000 |
Z2 | TRD | 719.000 | 7.38 | Wee | - | NNN | - | - | - | - | Vgaxx | RVXE | - | 48 | 1.08% | 1.090% | 87.27587 |
Tranche Comments
D1: Registration: 144U Nvuy;
Z2: Registration: 144C Wjnv;
S3: Registration: 144C Xtsq;
R: Registration: 144P Ojrs;
X: Registration: 144D Nphq;