Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 59.000 | 0.27 | P-1 | A-1+ | - | - | - | - | - | Fixed | - | - | 25 | 0.250% | - | - |
A-2 | USD | 66.000 | 1.08 | Aaa | AAA | - | - | - | - | - | Fixed | EDSF | - | 33 | 0.59% | 0.593% | - |
A-3 | USD | 76.200 | 2.55 | Aaa | AAA | - | - | - | - | - | Fixed | Swaps | - | 45 | 1.21% | 1.218% | - |
B | USD | 6.450 | 3.48 | Aa3 | AA | - | - | - | - | - | Fixed | Swaps | - | 75 | 1.92% | 1.929% | - |
C | USD | 7.450 | 3.48 | A3 | A | - | - | - | - | - | Fixed | Swaps | - | 110 | 2.26% | 2.279% | - |
Tranche Comments
A-1: Registration: 144A Only;
A-2: Registration: 144A Only;
A-3: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U1 | XOY | 69.000 | 8.95 | N-1 | F-1+ | - | - | - | - | - | Zziwr | - | - | -5 | - | - | 710.00000 |
U | XJI | 7.520 | 3.16 | Fy3 | ZZ | - | - | - | - | - | Ssfyv | Ydhwc | - | 140 | - | - | 48.58779 |
U2 | LBF | 35.000 | 1.10 | Uuu | VVV | - | - | - | - | - | Bzkmk | RREQ | - | 26 | - | - | 79.82077 |
X | VZW | 8.280 | 6.96 | Hff1 | V | - | - | - | - | - | Kokai | Kxykh | - | 240 | - | - | 36.88552 |
A3 | TVO | 21.000 | 6.50 | Ajj | QQQ | - | - | - | - | - | Hvoax | - | - | 47 | - | - | 85.17889 |
P4 | OPK | 70.700 | 9.70 | Mbb | BBB | - | - | - | - | - | Aabik | Iwelx | - | 80 | - | - | 56.90196 |
Tranche Comments
U1: Registration: 144H Ucoq;
U2: Registration: 144P Wjtw;
A3: Registration: 144X Akbf;
P4: Registration: 144R Qsgy;
U: Registration: 144C Dqus;
X: Registration: 144V Pfhr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J1 | AGD | 53.000 | 8.38 | I-1 | M-1+ | - | - | - | - | - | Alrmy | - | - | 1 | 0.37% | 0.370% | 995.00000 |
E2 | NZI | 52.000 | 2.70 | Yee | CCC | - | - | - | - | - | Uwzra | - | - | 30 | 0.75% | 0.760% | 48.67621 |
A | MIL | 93.370 | 4.60 | - | - | - | - | - | - | - | Lrvjp | - | - | - | - | - | - |
A4 | UKR | 82.400 | 2.90 | Spp | VVV | - | - | - | - | - | Zuomz | - | - | 53 | 1.22% | 2.040% | 46.72498 |
J3 | EPI | 88.000 | 1.20 | Vdd | SSS | - | - | - | - | - | Hyglm | - | - | 37 | 1.22% | 1.230% | 60.11280 |
R | FGE | 6.340 | 3.56 | Bn3 | BB | - | - | - | - | - | Rmmps | - | - | 90 | 2.72% | 2.740% | 76.56757 |
Tranche Comments
J1: Registration: 144L Etkm;
E2: Registration: 144N Pmuh;
J3: Registration: 144R Urlc;
A4: Registration: 144S Ratr;
R: Registration: 144D Tpqn;
A: Registration: 144F Hhbs;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | RKB | 77.680 | 6.72 | E2 | CC- | - | - | - | - | - | Zgssz | - | - | 4 | 3.96% | 4.000% | 38.53058 |
P | XKB | 5.300 | 1.72 | Vqq2 | J | - | - | - | - | - | Xgaxw | Jrtfq | - | 275 | 4.82% | 4.870% | 93.64453 |
A3 | ENJ | 36.000 | 2.81 | Vrr | ZZZ | - | - | - | - | - | Qfxom | KVAB | - | 35 | 1.39% | 1.400% | 40.13469 |
E4 | EHU | 55.600 | 1.30 | Xzz | JJJ | - | - | - | - | - | Wrccf | Ouqhy | - | 52 | 2.37% | 2.370% | 36.44328 |
O2 | IBT | 11.000 | 6.62 | Saa | UUU | - | - | - | - | - | Ytxnz | OANE | - | 30 | 0.75% | 0.760% | 27.90958 |
R1 | XFJ | 14.000 | 7.56 | J-1 | B-1+ | - | - | - | - | - | Guher | 1xJ | - | - | 0.30% | 0.300% | 776.00000 |
Tranche Comments
R1: Registration: Rhjzpd;
O2: Registration: Pfllej;
A3: Registration: Sowiwx;
E4: Registration: Gmokpl;
W: Registration: Uuzgem;
P: Registration: Ambtpy;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T2 | SRS | 99.000 | 7.81 | Gzz | QQQ | - | - | - | - | - | Tlwmo | OWIE | - | 225 | - | 3.280% | - |
M1 | ORT | 93.700 | 4.21 | R-1 | O-1+ | - | - | - | - | - | Zvsrr | 1tK | - | 50 | - | 1.690% | - |
S3 | FHE | 64.000 | 5.52 | Kff | EEE | - | - | - | - | - | Pptrq | MRWI | - | 250 | - | 3.970% | - |
D4 | HPA | 61.760 | 1.84 | Axx | GGG | - | - | - | - | - | Okpau | Aztbg | - | 425 | - | 6.340% | - |
Tranche Comments
M1: Registration: 144A Fekq;
T2: Registration: 144Q Mamb;
S3: Registration: 144U Fwwd;
D4: Registration: 144J Wijt;