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 |
---|
L-C2 | GAR | 25.400 | 7.30 | - | TTT | - | - | - | - | - | Kiijw | Pcccf | - | 215 | 3.09% | 3.120% | 80.80473 |
M-H2 | ZAX | 28.400 | 7.13 | - | GG | - | - | - | - | - | Qvjkt | Uzlaa | - | 275 | 3.69% | 3.720% | 41.37025 |
D-H2 | KPK | 4.900 | 1.98 | - | A | - | - | - | - | - | Yzmwi | Skixv | - | 325 | 4.18% | 4.220% | 75.26554 |
R-U2 | KNH | 43.300 | 8.42 | - | JJJ | - | - | - | - | - | Qjjqa | Txmrn | - | 375 | 4.67% | 4.720% | 14.41757 |
Tranche Comments
L-C2: Registration: 144V Xezb;
M-H2: Registration: 144N Hqvt;
D-H2: Registration: 144Q Xnfc;
R-U2: Registration: 144E Nmhc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-Y1 | GYN | 5.100 | 8.98 | - | S | - | - | - | - | - | Fkune | YLDF | - | 300 | 3.44% | 3.460% | 16.37170 |
I-E1 | EPD | 545.600 | 7.47 | - | QQQ | - | - | - | - | - | Uxkvx | ZZCR | - | 185 | 2.30% | 2.310% | 427.00000 |
N-Z1 | GKM | 50.700 | 8.84 | - | ZZZ | - | - | - | - | - | Hlxvr | CCNH | - | 350 | 3.93% | 3.960% | 61.54819 |
M-M1 | YYG | 64.600 | 8.49 | - | MM | - | - | - | - | - | Vcwxz | AVHF | - | 275 | 3.19% | 3.210% | 96.63693 |
Tranche Comments
I-E1: Registration: 144A Hsjy;
M-M1: Registration: 144D Nqdc;
Z-Y1: Registration: 144H Dalq;
N-Z1: Registration: 144E Wvru;