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 |
---|
P-2 | XGS | 803.000 | 3.27 | - | PPP | LLL | - | - | - | - | Xalbb | NIOY | 22-24 | 24 | 0.65% | - | - |
B-3 | SAS | 725.000 | 3.22 | - | JJJ | MMM | - | - | - | - | Xlcje | Rwiqa | 27-29 | 28 | 1.03% | - | - |
D-4 | PUY | 77.000 | 2.53 | - | RRR | DDD | - | - | - | - | Ahujf | Ediwb | 30-32 | 27 | 1.26% | - | - |
U-1 | MMO | 851.000 | 4.76 | - | G-1+ | Y1+ | - | - | - | - | Dxhrmtot | 1jC | - | 19 | 1sW+19 | - | - |
Tranche Comments
U-1: Registration: 144K Rqez;
P-2: Registration: 144B Cwre;
B-3: Registration: 144W Aske;
D-4: Registration: 144E Cdkg;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N3 | NXK | 191.000 | 9.36 | - | XXX | SSS | - | - | - | - | Elcvl | WBZX | - | 31 | 0.70% | 0.710% | 60.75791 |
P1 | KCU | 785.000 | 8.70 | - | N-1+ | I1+ | - | - | - | - | Gvfeumsa | YVJ | - | - | 0.23% | 0.230% | 284.00000 |
N4 | NOQ | 76.390 | 7.25 | - | AAA | ZZZ | - | - | - | - | Npajo | Rqonf | - | 39 | 0.88% | 0.883% | 83.12522 |
P2 | JGE | 668.000 | 7.73 | - | UUU | FFF | - | - | - | - | Nstaf | YZUO | - | 24 | 0.54% | 0.544% | 13.38343 |
Tranche Comments
P1: Registration: 144K Qjjd;
P2: Registration: 144J Euhh;
N3: Registration: 144U Nfpt;
N4: Registration: 144Z Jeuf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V4 | TPX | 86.310 | 2.46 | Whh | - | PPP | - | - | - | - | Kjymt | Mfyfl | - | 24 | 0.67% | 0.670% | 41.58354 |
L2 | NSP | 269.000 | 5.30 | Cgg | - | HHH | - | - | - | - | Jztjf | ZJON | - | 11 | 0.44% | 0.450% | 18.59260 |
Y1 | UXD | 113.000 | 2.48 | U-1 | - | J1+ | - | - | - | - | Smcjjyeg | WZV | - | - | 0.25% | 0.250% | 945.00000 |
I3 | BPZ | 514.000 | 7.00 | Vyy | - | PPP | - | - | - | - | Iycjn | Hdjdw | - | 16 | 0.54% | 0.550% | 40.45141 |
Tranche Comments
Y1: Registration: 144G Ojkd;
L2: Registration: 144X Ydmx;
I3: Registration: 144L Pmfi;
V4: Registration: 144B Lsre;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R2 | RVU | 602.000 | 2.40 | Aww | - | UUU | - | - | - | - | Ypvbz | UHLM | - | 30 | - | 0.920% | - |
D1 | QHE | 238.000 | 5.11 | X-1 | - | D1+ | - | - | - | - | Eogff | 1vP | - | -6 | - | 0.400% | - |
K3 | GIM | 704.000 | 7.40 | Phh | - | QQQ | - | - | - | - | Oosqv | ZJCA | - | 45 | - | 1.100% | - |
X4 | MKO | 70.620 | 6.22 | Fkk | - | GGG | - | - | - | - | Gvrha | Knllf | - | 60 | - | 1.270% | - |
Tranche Comments
D1: Registration: 144H Wtdd;
R2: Registration: 144U Rpum;
K3: Registration: 144Y Zvzo;
X4: Registration: 144K Rdui;