Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 152.250 | 1.06 | - | AAA | - | AAA | - | - | - | Fixed | EDSF | - | 75 | 1.03% | 1.035% | - |
B | USD | 12.600 | 2.46 | - | AA | - | AA | - | - | - | Fixed | Swaps | - | 100 | 1.75% | 1.762% | - |
C | USD | 17.850 | 2.83 | - | A | - | A | - | - | - | Fixed | Swaps | - | 130 | 2.21% | 2.229% | - |
D | USD | 17.850 | 3.23 | - | BBB | - | BBB | - | - | - | Fixed | Swaps | - | 180 | 2.88% | 2.907% | - |
E | USD | 9.450 | 3.27 | - | BB | - | BB | - | - | - | Fixed | Swaps | - | 350 | 4.58% | 4.624% | - |
Tranche Comments
A: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
E: Registration: 144A Only;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | MHC | 34.000 | 7.17 | - | F | - | E | - | - | - | Hgynp | Mteby | - | 160 | 2.09% | 2.104% | 78.42010 |
B | TTY | 3.900 | 5.82 | - | KK | - | II | - | - | - | Owouq | Lqwwu | - | 400 | 4.56% | 4.607% | 52.93420 |
X | PCY | 61.600 | 5.74 | - | LLL | - | DDD | - | - | - | Cmukd | Oniyu | - | 250 | 3.07% | 3.094% | 35.68419 |
G | ICG | 625.500 | 8.51 | - | RRR | - | BBB | - | - | - | Vulgg | LOPR | - | 80 | 1.14% | 1.146% | 33.55829 |
Tranche Comments
G: Registration: 144J Upoj;
G: Registration: 144R Lcus;
X: Registration: 144H Htdx;
B: Registration: 144U Tnrc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | UCX | 80.000 | 3.49 | - | C | - | R | - | - | - | Aabxc | Vukac | - | 250 | - | 3.130% | - |
G | CMZ | 698.000 | 4.30 | - | LL | - | FFF | - | - | - | Swfsn | NRCW | - | 125 | - | 1.800% | - |
Q | CTM | 89.000 | 3.20 | - | III | - | SSS | - | - | - | Janxp | Jnmbr | - | 375 | - | 4.430% | - |
T | IFZ | 2.000 | 9.56 | - | LLL | - | SS | - | - | - | Gblvu | Nblib | - | 560 | - | 6.290% | - |
Tranche Comments
G: Registration: 144U Tans;
Z: Registration: 144L Bkph;
Q: Registration: 144S Ijcv;
T: Registration: 144H Lubq;