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 |
---|
K3 | KLF | 701.000 | 5.93 | Urr | - | DDD | - | - | - | - | Jjbrq | Kqchq | - | 47 | 1.02% | 1.028% | 76.20451 |
X | JCI | 24.100 | 7.56 | Sa1 | - | AA | - | - | - | - | - | - | - | - | - | - | - |
E2 | TMH | 196.000 | 3.68 | Jee | - | KKK | - | - | - | - | Kcvcz | GQDI | - | 37 | 0.73% | 0.740% | 60.64280 |
I1 | THJ | 366.000 | 7.26 | J-1 | - | M1+ | - | - | - | - | Illrrfef | CRB | - | - | 0.23% | 0.230% | 369.00000 |
K4 | MOL | 32.200 | 5.00 | Xuu | - | CCC | - | - | - | - | Paxsk | Hjqdr | - | 60 | 1.39% | 1.396% | 65.82090 |
H | QSE | 34.700 | 6.55 | Lz2 | - | M | - | - | - | - | - | - | - | - | - | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M1 | POU | 816.000 | 1.42 | O-1 | - | G1+ | - | - | - | - | Lkksllda | 1nE | - | - | J-19 | - | - |
Q3 | VFF | 331.000 | 5.34 | Dtt | - | XXX | - | - | - | - | Xfayk | Fbktn | - | 40 | - | 1.050% | - |
Z2 | GZY | 419.000 | 1.10 | Nnn | - | KKK | - | - | - | - | Tmgtt | UNAD | - | 27 | - | 0.860% | - |
X | KZA | 90.430 | 9.43 | P1 | - | III | - | - | - | - | Szpsy | - | - | - | - | - | - |
O | XEG | 47.540 | 4.45 | Fu1 | - | BB | - | - | - | - | Uowmv | Mfmwg | - | 95 | - | 1.680% | - |
E4 | KNX | 99.210 | 4.28 | Vll | - | MMM | - | - | - | - | Xubwf | Wqgth | - | 57 | - | 1.280% | - |
X | EMB | 46.700 | 9.10 | Lc2 | - | N | - | - | - | - | Ygamh | - | - | - | - | - | - |
Tranche Comments
M1: Registration: 144K Xzbz;
Z2: Registration: 144H Ftcr;
Q3: Registration: 144A Xoiz;
E4: Registration: 144K Oarx;
O: Registration: 144Y Doiu;
X: Registration: 144K Fmoq;
X: Registration: 144E Mqzc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | NHO | 71.910 | 4.93 | Zu1 | - | QQ | - | - | - | - | Kjagq | - | - | - | - | - | - |
M2 | BBF | 456.000 | 9.11 | Nzz | - | VVV | - | - | - | - | Otqou | BJSZ | - | 40 | 1.14% | 1.150% | 19.71027 |
X3 | YHD | 763.000 | 5.48 | Naa | - | FFF | - | - | - | - | Cwqro | Pikqg | - | 60 | 1.37% | 1.380% | 64.37854 |
T4 | AMG | 22.620 | 7.90 | Guu | - | BBB | - | - | - | - | Oyozk | Mnhvw | - | 80 | 1.66% | 1.670% | 13.28737 |
U | NEW | 93.250 | 4.95 | X2 | - | PPP | - | - | - | - | Qtobs | - | - | - | - | - | - |
R | QPW | 19.120 | 6.72 | Sg2 | - | N | - | - | - | - | Izgxm | - | - | - | - | - | - |
U1 | ZRD | 309.300 | 7.71 | Y-1 | - | R1+ | - | - | - | - | Rcmca | 1yK | - | -5 | 0.51% | 0.510% | 128.00000 |
Tranche Comments
U1: Registration: 144K Amkm;
M2: Registration: 144E Cxcf;
X3: Registration: 144H Gkah;
T4: Registration: 144S Atoc;
L: Registration: 144G Vnbt;
R: Registration: 144F Cvun;
U: Registration: 144U Zmcc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | OGI | 53.830 | - | - | - | - | - | - | - | - | Zysoy | - | - | - | - | - | - |
L3 | QYE | 122.750 | 2.63 | A-1 | - | Z1+ | - | - | - | - | Zwoql | Hglfv | - | 47 | - | 1.460% | - |
I1 | PAY | 634.000 | 8.57 | B-1 | - | M1+ | - | - | - | - | Saiue | 1mI | - | - | - | 0.380% | - |
V | CPX | 39.800 | - | - | - | - | - | - | - | - | Eosrd | - | - | - | - | - | - |
G2 | ITL | 918.000 | 7.65 | Kff | - | HHH | - | - | - | - | Cquoh | QCMH | - | 36 | - | 0.890% | - |
A | JXU | 43.730 | - | - | - | - | - | - | - | - | Mbspd | - | - | - | - | - | - |
Tranche Comments
I1: Registration: Japfue;
G2: Registration: Ypwqeo;
L3: Registration: Ivxoju;
A: Registration: Eufbpj;
D: Registration: Ryyguf;
V: Registration: Jutkkt;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F2 | KWS | 913.000 | 8.82 | Epp | - | OOO | - | - | - | - | Cflku | XICN | - | 48 | 1.08% | 1.090% | 91.57620 |
C | BTZ | 67.400 | - | - | - | - | - | - | - | - | Anviw | - | - | - | - | - | - |
H1 | CQA | 366.300 | 9.71 | - | - | Z1+ | - | - | - | - | Ywaqn | 1iT | - | -1 | 0.38% | 0.380% | 457.00000 |
X3 | IJO | 959.890 | 5.50 | Udd | - | III | - | - | - | - | Jztay | XOLQ | - | 80 | 1.92% | 1.940% | 12.48857 |
H | UEF | 14.920 | - | - | - | - | - | - | - | - | Lqwmr | - | - | - | - | - | - |
Tranche Comments
H1: Registration: 144F Hrhp;
F2: Registration: 144R Mqrs;
X3: Registration: 144Q Ikqb;
H: Registration: 144B Opzg;
C: Registration: 144Y Aidl;