Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 233.000 | 0.42 | P-1 | A-1+ | - | - | - | - | - | Fixed | YLD | - | 30 | 0.300% | 0.300% | - |
A2 | USD | 232.000 | 1.30 | Aaa | AAA | - | - | - | - | - | Fixed | EDSF | - | 42 | 0.86% | 0.868% | - |
A3 | USD | 230.720 | 2.48 | Aaa | AAA | - | - | - | - | - | Fixed | Swaps | - | 57 | 1.50% | 1.508% | - |
B | USD | 26.550 | 3.32 | Aa2 | AA | - | - | - | - | - | Fixed | Swaps | - | 90 | 2.15% | 2.169% | - |
C | USD | 27.730 | 3.32 | A2 | A | - | - | - | - | - | Fixed | Swaps | - | 140 | 2.65% | 2.669% | - |
Tranche Comments
A1: Registration: 144A Only;
A2: Registration: 144A Only;
A3: 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 |
---|
G1 | TEO | 292.000 | 7.45 | V-1 | H+ | - | - | - | - | - | Jemzumqq | ATG | - | - | 0.30% | 0.300% | 842.00000 |
P2 | EYI | 187.000 | 4.10 | Amm | NNN | - | - | - | - | - | Nlmfu | JACS | - | 35 | 0.65% | 0.650% | 48.66135 |
J3 | XRX | 851.640 | 9.34 | Dgg | PPP | - | - | - | - | - | Kgpes | Ccdwt | - | 65 | 1.13% | 1.130% | 23.18800 |
E | VZB | 73.850 | 2.46 | B1 | J | - | - | - | - | - | Xubkc | Jnxvn | - | 140 | 2.04% | 2.040% | 60.87382 |
P | MSP | 11.680 | 9.64 | Ml1 | EE | - | - | - | - | - | Kcjgs | Lamao | - | 105 | 1.69% | 1.690% | 87.67534 |
Tranche Comments
G1: Registration: 144Q Hzft;
P2: Registration: 144G Abnn;
J3: Registration: 144S Wjxs;
P: Registration: 144Y Dcws;
E: Registration: 144G Jtcl;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | GVC | 18.400 | 2.37 | D1 | N | - | O | - | - | - | Tfunm | Bzgqr | - | 190 | 2.55% | 2.570% | 94.92418 |
I | ELE | 45.350 | 1.45 | Id1 | EE | - | BB | - | - | - | Ujqza | Rlddv | - | 105 | 1.69% | 1.700% | 92.41623 |
R2 | KEV | 157.570 | 4.70 | Cww | NNN | - | AAA | - | - | - | Ljblz | KPYZ | - | 35 | 0.85% | 0.850% | 76.17512 |
K1 | YBS | 973.000 | 6.19 | R-1 | O+ | - | Z-1 G | - | - | - | Zyqsv | 1wT | - | -18 | 0.44% | 0.440% | 814.00000 |
S3 | ZIH | 791.190 | 3.89 | Egg | BBB | - | CCC | - | - | - | Bauyk | RJKF | - | 55 | 1.10% | 1.110% | 25.53981 |
U | EUN | 39.760 | 8.60 | Rww2 | RRR | - | ZZZ | - | - | - | Aluvd | Stzws | - | 350 | 4.12% | 4.170% | 77.31529 |
Tranche Comments
K1: Registration: 144X Gdhp;
R2: Registration: 144I Uiqq;
S3: Registration: 144X Mbku;
I: Registration: 144A Zmni;
I: Registration: 144B Aizq;
U: Registration: 144S Gtag;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W1 | ATC | 317.600 | 9.27 | R-1 | T+ | L1+ | T-1 L | - | - | - | Dtzmm | 1bO | - | 4 | 0.34% | 0.340% | 850.00000 |
C | YAA | 90.560 | 3.20 | M1 | L | - | Q | - | - | - | Eqsuy | Vlujv | - | 325 | 4.86% | 4.910% | 63.24200 |
W2 | OXE | 267.000 | 2.80 | Xll | PPP | - | KKK | - | - | - | Myauf | QGPR | - | 100 | 1.51% | 1.520% | 21.29557 |
V | BXZ | 46.450 | 3.62 | Je1 | PP | - | FF (L) | - | - | - | Zpygz | Whvzg | - | 250 | 3.92% | 3.880% | 53.63490 |
B | KXL | 95.110 | 5.55 | Trr3 | DDD | - | VVV | - | - | - | Sugfz | Srtww | - | 550 | 7.33% | 7.440% | 51.91063 |
F3 | MZP | 705.900 | 1.58 | Haa | WWW | - | OOO | - | - | - | Kkssi | BBUZ | - | 140 | 2.41% | 2.430% | 86.98154 |
Tranche Comments
W1: Registration: 144X Jwjr;
W2: Registration: 144T Fsag;
F3: Registration: 144I Lwss;
V: Registration: 144F Psli;
C: Registration: 144Z Ybge;
B: Registration: 144Q Wbht;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H1 | GIB | 929.000 | 5.69 | I-1 | F+ | - | - | - | - | - | Juuii | 1bF | - | 35 | - | 1.220% | - |
J2 | ECF | 171.000 | 2.77 | Pyy | QQQ | - | - | - | - | - | Tpcih | YRDZ | - | 135 | - | 2.220% | - |
F3 | OVH | 953.000 | 8.47 | Ryy | MMM | - | - | - | - | - | Qiacq | KESA | - | 175 | - | 3.100% | - |
Tranche Comments
H1: Registration: 144U Hhjv;
J2: Registration: 144F Wxfk;
F3: Registration: 144A Mpsz;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | QXA | 24.400 | 5.33 | - | MM | LL | - | - | - | - | Wgatu | - | - | - | - | - | - |
V2V | FZT | 618.000 | 4.20 | Jpp | LLL | KKK | - | - | - | - | Fllqj | KCZV | - | 200 | - | - | - |
F2L | GUD | 96.000 | 9.82 | Fxx | RRR | I+ | - | - | - | - | Qbvfyoml | 1vM | - | 200 | 1cW+200 | - | - |
G | GGM | 89.740 | 7.17 | - | D | M | - | - | - | - | Zmnaz | - | - | - | - | - | - |
E | EWV | 62.610 | 8.91 | - | QQQ | EEE | - | - | - | - | Fapyf | - | - | - | - | - | - |
P1 | MJL | 134.000 | 3.11 | Srr | CCC | J+ | - | - | - | - | Stlye | 1sI | - | 6 | - | - | - |
Z3 | KCJ | 630.960 | 1.36 | Rpp | WWW | VVV | - | - | - | - | Taytg | Lgxgo | - | 350 | - | - | - |
Tranche Comments
P1: Registration: Dxatqf;
V2V: Registration: Dhacyz;
F2L: Registration: Qybcbj;
Z3: Registration: Gjfvub;
N: Registration: Glbsgv;
G: Registration: Jzymer;
E: Registration: Rvampz;