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 |
---|
V | IMV | 6.800 | 7.76 | - | PP | - | II | - | - | - | Njgxb | Kevte | - | 400 | 4.56% | 4.607% | 93.58770 |
J | VTX | 700.100 | 2.17 | - | GGG | - | FFF | - | - | - | Krhsg | EEJS | - | 80 | 1.14% | 1.146% | 19.92366 |
H | YWW | 95.000 | 6.42 | - | D | - | I | - | - | - | Jcuwi | Pybvd | - | 160 | 2.09% | 2.104% | 28.33910 |
Z | MIY | 44.200 | 8.72 | - | GGG | - | WWW | - | - | - | Mrbff | Elxer | - | 250 | 3.07% | 3.094% | 56.13996 |
Tranche Comments
J: Registration: 144I Ufzd;
H: Registration: 144N Zocg;
Z: Registration: 144J Ttme;
V: Registration: 144C Nzhn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | GTM | 762.000 | 7.50 | - | CC | - | III | - | - | - | Jtoyf | OTIO | - | 125 | - | 1.800% | - |
I | ICY | 61.000 | 2.60 | - | FFF | - | JJJ | - | - | - | Xcfvq | Ecdtd | - | 375 | - | 4.430% | - |
C | TXF | 8.000 | 4.63 | - | FFF | - | BB | - | - | - | Yczww | Dihdp | - | 560 | - | 6.290% | - |
A | WFS | 23.000 | 9.32 | - | X | - | O | - | - | - | Gbrje | Ivuow | - | 250 | - | 3.130% | - |
Tranche Comments
X: Registration: 144L Xwek;
A: Registration: 144P Zcoh;
I: Registration: 144J Thxn;
C: Registration: 144E Nrnb;