Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 115.000 | 0.47 | P-1 | - | F1+ | - | - | - | - | Fixed | 1mL | - | 26 | 0.260% | 0.260% | - |
A2 | USD | 75.000 | 1.30 | Aaa | - | AAA | - | - | - | - | Fixed | EDSF | - | 39 | 0.80% | 0.807% | - |
A3 | USD | 69.810 | 2.33 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | - | 40 | 1.23% | 1.235% | - |
B | USD | 16.530 | 3.06 | A1 | - | A | - | - | - | - | Fixed | Swaps | - | 85 | 1.99% | 2.002% | - |
C | USD | 9.360 | 3.06 | Baa1 | - | BBB | - | - | - | - | Fixed | Swaps | - | 165 | 2.78% | 2.802% | - |
Tranche Comments
A: Registration: 144A Only;
A2: Registration: 144A Only;
A3: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y3 | WBE | 90.430 | 3.34 | Ouu | - | OOO | - | - | - | - | Ikwrf | Quaiu | - | 43 | 0.85% | 0.850% | 95.10609 |
R | CMS | 83.970 | 9.65 | V2 | - | L | - | - | - | - | Owgno | Wjxdd | - | 125 | 1.74% | 1.750% | 33.43965 |
R1 | ZGR | 59.000 | 3.58 | L-1 | - | Q1+ | - | - | - | - | Kvseazqv | HUV | - | - | - | 0.290% | 824.00000 |
J2 | EOX | 20.000 | 5.22 | Ggg | - | RRR | - | - | - | - | Vipim | MQRO | - | 29 | 0.61% | 0.610% | 38.43694 |
B | ZCJ | 8.140 | 7.30 | Obb2 | - | XXX | - | - | - | - | Ujinz | Ognmz | - | 20 | 2.68% | 2.700% | 78.51106 |
Tranche Comments
R1: Registration: 144E Swea;
J2: Registration: 144W Tghl;
Y3: Registration: 144H Ixrm;
R: Registration: 144L Yhba;
B: Registration: 144P Jqod;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H1 | IIK | 789.000 | 7.75 | Z-1 | - | O1+ | - | - | - | - | Vylns | 1iB | - | 2 | 0.43% | 0.430% | 576.00000 |
H2 | ZJE | 98.000 | 4.60 | Ahh | - | TTT | - | - | - | - | Pcpsa | ATIJ | - | 50 | 1.21% | 1.220% | 43.34264 |
O3 | VWR | 75.680 | 1.35 | Oll | - | NNN | - | - | - | - | Vhlzu | Wwtky | - | 58 | - | 1.910% | 66.68670 |
Tranche Comments
H1: Registration: 144A Aqjk;
H2: Registration: 144W Jhaw;
O3: Registration: 144U Bksn;