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 |
---|
Y-T2 | NKZ | 13.200 | 6.83 | - | GGG | - | - | - | - | - | Vzseg | Ptlax | - | 215 | 3.09% | 3.120% | 60.65737 |
A-A2 | QAG | 4.500 | 7.15 | - | M | - | - | - | - | - | Ykytp | Fwejv | - | 325 | 4.18% | 4.220% | 91.10949 |
X-E2 | OJJ | 88.800 | 4.61 | - | EE | - | - | - | - | - | Fsvuj | Pbrfw | - | 275 | 3.69% | 3.720% | 88.58580 |
Q-C2 | BAB | 86.400 | 7.20 | - | PPP | - | - | - | - | - | Dublc | Nlkko | - | 375 | 4.67% | 4.720% | 77.70484 |
Tranche Comments
Y-T2: Registration: 144Z Jeen;
X-E2: Registration: 144I Omdh;
A-A2: Registration: 144C Ywlt;
Q-C2: Registration: 144D Valr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-A1 | CYF | 565.200 | 9.38 | - | WWW | - | - | - | - | - | Dnuvj | CDVT | - | 185 | 2.30% | 2.310% | 270.00000 |
I-B1 | RBG | 8.700 | 6.92 | - | C | - | - | - | - | - | Lfigo | BUAF | - | 300 | 3.44% | 3.460% | 29.52782 |
M-Z1 | JUY | 78.300 | 3.11 | - | UUU | - | - | - | - | - | Mihla | OMBN | - | 350 | 3.93% | 3.960% | 44.75614 |
Q-W1 | MTR | 61.500 | 7.43 | - | II | - | - | - | - | - | Mvjqh | YCEA | - | 275 | 3.19% | 3.210% | 46.42554 |
Tranche Comments
X-A1: Registration: 144E Aibt;
Q-W1: Registration: 144N Vxjq;
I-B1: Registration: 144W Xfxw;
M-Z1: Registration: 144N Zcte;