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 |
---|
T | CFZ | 82.000 | 9.37 | - | X | - | H | - | - | - | Ubxze | Pcwah | - | 160 | 2.09% | 2.104% | 56.88694 |
U | OHL | 550.900 | 4.89 | - | RRR | - | JJJ | - | - | - | Zmmhe | CDRU | - | 80 | 1.14% | 1.146% | 19.25773 |
X | HIW | 77.300 | 3.46 | - | JJJ | - | JJJ | - | - | - | Gjmhk | Yluvn | - | 250 | 3.07% | 3.094% | 89.73097 |
W | IRY | 8.100 | 5.12 | - | PP | - | TT | - | - | - | Waggx | Xifia | - | 400 | 4.56% | 4.607% | 77.53530 |
Tranche Comments
U: Registration: 144P Lzoj;
T: Registration: 144H Kkcm;
X: Registration: 144R Xjrv;
W: Registration: 144J Mnvk;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | OOO | 6.000 | 3.72 | - | MMM | - | YY | - | - | - | Uoiug | Zqtio | - | 560 | - | 6.290% | - |
S | OTH | 652.000 | 7.70 | - | VV | - | VVV | - | - | - | Sltxe | ALWT | - | 125 | - | 1.800% | - |
A | PLF | 25.000 | 1.14 | - | W | - | U | - | - | - | Ppynh | Elrky | - | 250 | - | 3.130% | - |
N | CHE | 59.000 | 3.80 | - | GGG | - | DDD | - | - | - | Hbjzm | Boekv | - | 375 | - | 4.430% | - |
Tranche Comments
S: Registration: 144I Nozz;
A: Registration: 144I Ltlm;
N: Registration: 144N Ebvo;
J: Registration: 144F Btof;