Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 115.000 | 0.47 | P-1 | - | F1+ | - | - | - | - | Fixed | 1mL | - | 26 | 0.260% | 0.260% | - |
A2 | USD | 75.000 | 1.30 | Aaa | - | AAA | - | - | - | - | Fixed | EDSF | - | 39 | 0.80% | 0.807% | - |
A3 | USD | 69.810 | 2.33 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | - | 40 | 1.23% | 1.235% | - |
B | USD | 16.530 | 3.06 | A1 | - | A | - | - | - | - | Fixed | Swaps | - | 85 | 1.99% | 2.002% | - |
C | USD | 9.360 | 3.06 | Baa1 | - | BBB | - | - | - | - | Fixed | Swaps | - | 165 | 2.78% | 2.802% | - |
Tranche Comments
A: 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 |
---|
H | YOH | 5.250 | 9.91 | Ngg2 | - | XXX | - | - | - | - | Umfwt | Zttmg | - | 20 | 2.68% | 2.700% | 37.21598 |
L2 | IZY | 22.000 | 3.25 | Ctt | - | LLL | - | - | - | - | Itqzn | XKXL | - | 29 | 0.61% | 0.610% | 50.56546 |
A | CKS | 19.970 | 8.39 | X2 | - | J | - | - | - | - | Zjxlg | Wxyln | - | 125 | 1.74% | 1.750% | 90.22233 |
R1 | ZJN | 49.000 | 5.27 | J-1 | - | C1+ | - | - | - | - | Oxlhlyfl | JSE | - | - | - | 0.290% | 321.00000 |
M3 | OQL | 84.880 | 5.67 | Sww | - | LLL | - | - | - | - | Icpzf | Bbjyu | - | 43 | 0.85% | 0.850% | 32.77297 |
Tranche Comments
R1: Registration: 144Z Zmmj;
L2: Registration: 144Z Eexn;
M3: Registration: 144C Junx;
A: Registration: 144E Mkme;
H: Registration: 144H Pfue;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C1 | MCC | 372.000 | 3.33 | W-1 | - | Y1+ | - | - | - | - | Iqrwv | 1uC | - | 2 | 0.43% | 0.430% | 550.00000 |
V3 | ZUX | 66.720 | 9.63 | Ygg | - | LLL | - | - | - | - | Gbstm | Bwdqj | - | 58 | - | 1.910% | 81.37600 |
I2 | AKZ | 34.000 | 9.70 | Baa | - | RRR | - | - | - | - | Tcrpe | UUTX | - | 50 | 1.21% | 1.220% | 35.92025 |
Tranche Comments
C1: Registration: 144D Mofc;
I2: Registration: 144J Qzgw;
V3: Registration: 144J Gzxm;