Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-T1 | USD | 221.890 | 2.03 | - | AAA | - | - | - | - | - | Fixed | Swaps | - | 140 | 2.38% | 2.392% | 99.99972 |
B-T1 | USD | 40.550 | 2.03 | - | AA | - | - | - | - | - | Fixed | Swaps | - | 215 | 3.12% | 3.142% | 99.99969 |
C-T1 | USD | 9.080 | 2.03 | - | A | - | - | - | - | - | Fixed | Swaps | - | 265 | 3.61% | 3.642% | 99.99952 |
D-T1 | USD | 28.480 | 2.03 | - | BBB | - | - | - | - | - | Fixed | Swaps | - | 310 | 4.06% | 4.092% | 99.99948 |
Tranche Comments
A-T1: Registration: 144A Only;
B-T1: Registration: 144A Only;
C-T1: Registration: 144A Only;
D-T1: Registration: 144A Only;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-Q2 | VJD | 8.900 | 6.70 | - | H | - | - | - | - | - | Fnyll | Ifzye | - | 325 | 4.18% | 4.220% | 76.82767 |
N-Y2 | OVZ | 82.200 | 3.81 | - | CCC | - | - | - | - | - | Cukwk | Wkbxi | - | 375 | 4.67% | 4.720% | 90.19479 |
X-G2 | ILZ | 49.800 | 7.59 | - | OOO | - | - | - | - | - | Uihjm | Ncgvr | - | 215 | 3.09% | 3.120% | 19.34823 |
Z-Z2 | HSG | 87.100 | 5.14 | - | JJ | - | - | - | - | - | Swneh | Zbtgp | - | 275 | 3.69% | 3.720% | 16.52890 |
Tranche Comments
X-G2: Registration: 144G Mwxw;
Z-Z2: Registration: 144L Tsga;
K-Q2: Registration: 144L Ivka;
N-Y2: Registration: 144Q Tcfo;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-N1 | ZWA | 789.900 | 2.82 | - | ZZZ | - | - | - | - | - | Zalgm | NBHN | - | 185 | 2.30% | 2.310% | 310.00000 |
Q-Y1 | FVD | 16.200 | 8.85 | - | QQ | - | - | - | - | - | Dgzzx | BIWI | - | 275 | 3.19% | 3.210% | 62.18984 |
C-F1 | BXT | 4.600 | 3.22 | - | Q | - | - | - | - | - | Ayiqw | RWLR | - | 300 | 3.44% | 3.460% | 54.95858 |
C-W1 | JVQ | 55.400 | 6.76 | - | KKK | - | - | - | - | - | Urxpd | RMGS | - | 350 | 3.93% | 3.960% | 27.78434 |
Tranche Comments
J-N1: Registration: 144X Drrm;
Q-Y1: Registration: 144I Wbzk;
C-F1: Registration: 144W Rzot;
C-W1: Registration: 144J Zrgj;