Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 50.810 | 12.02 | - | AAA | - | AAA | - | - | - | Fixed | Swaps | - | - | 4.00% | - | - |
A2 | USD | 254.060 | 4.77 | - | AAA | - | AAA | - | - | - | Fixed | Swaps | - | - | 4.00% | - | - |
A3 | USD | 254.060 | 4.77 | - | AAA | - | AAA | - | - | - | Fixed | Swaps | - | - | 3.50% | - | - |
A4 | USD | 203.250 | 2.95 | - | AAA | - | AAA | - | - | - | Fixed | Swaps | - | - | 3.00% | - | - |
Tranche Comments
A1: Registration: 144A Only;
A2: Registration: 144A Only;
A3: Registration: 144A Only;
A4: Registration: 144A Only;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q2 | TYP | 45.000 | 9.42 | - | BBB | - | FFF | MMM | - | - | Wrsur | - | - | - | - | - | - |
Y | BCF | 54.439 | 8.41 | - | FFF | - | II (D) | JJ+ | - | - | Rufba | - | - | - | - | - | - |
A9 | WAC | 98.217 | 26.55 | - | III | - | GGG | EEE | - | - | Oikrv | Dvcfm | - | 140 | - | 4.181% | - |
A4 | MOE | 22.878 | 2.22 | - | SSS | - | MMM | KKK | - | - | Ltkik | Lycpk | - | 150 | - | 2.407% | - |
L | PMQ | 51.000 | 4.83 | - | KKK | - | GGG | DDD | - | - | Eoacm | - | - | - | - | - | - |
Tranche Comments
L: Registration: 144F Tpdy;
Q2: Registration: 144W Kcxu;
A4: Registration: 144E Pkmx;
A9: Registration: 144L Zvla;
Y: Registration: 144R Auwp;