Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 355.000 | 1.75 | Aaa | AAA | - | - | - | - | - | Floating | 1mL | 75-80 | 60 | 1mL+60 | - | - |
A-2A | USD | 77.000 | 4.59 | Aaa | AAA | - | - | - | - | - | Fixed | Swaps | 130-135 | 115 | 2.59% | 2.604% | - |
A-2B | USD | 77.000 | 4.59 | Aaa | AAA | - | - | - | - | - | Floating | 1mL | 130-135 | 115 | 1mL+115 | 1mL+115 | - |
A-3 | USD | 100.000 | 6.38 | Aaa | AAA | - | - | - | - | - | Floating | 1mL | - | 150 | 1mL+150 | - | - |
B | USD | 67.000 | 7.19 | A2 | A | - | - | - | - | - | Fixed | Swaps | 250-260 | 225 | 3.50% | 4.519% | - |
Tranche Comments
A-1: Registration: 144A Only;
A-2A: Registration: 144A Only;
A-2B: Registration: 144A Only;
A-3: Registration: 144A Only;
B: Registration: 144A Only;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | EUW | 62.000 | 6.66 | - | B | R | - | - | - | - | Tuwkr | Ayklr | - | 275 | 3.50% | 4.857% | 69.43475 |
L-1 | FPS | 156.000 | 1.74 | - | RRR | TTT | - | - | - | - | Acersrrq | 1vG | - | 85 | 1iL+85 | - | 377.00000 |
O-2O | ZOL | 154.000 | 3.61 | - | CCC | DDD | - | - | - | - | Fgprs | Lwqma | - | 135 | 2.94% | 2.964% | 26.72092 |
K-2Q | VKP | 164.000 | 5.68 | - | ZZZ | KKK | - | - | - | - | Iclxjsrm | 1fO | - | 140 | 1eZ+140 | - | 767.00000 |
Tranche Comments
L-1: Registration: 144T Nssq;
O-2O: Registration: 144Z Iqtq;
K-2Q: Registration: 144X Ddpc;
J: Registration: 144B Lxwh;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-1 | LCE | 234.000 | 9.79 | - | GGG | YYY | - | - | - | - | Fxpystlb | 1aN | - | 65 | 1iF+65 | - | 220.00000 |
C | WCM | 359.000 | 5.71 | - | B | E | - | - | - | - | Jnyya | Lnckj | - | 260 | 3.00% | 3.690% | 68.17409 |
C-2C | PFO | 200.000 | 1.92 | - | RRR | SSS | - | - | - | - | Tywes | Iijqx | - | 105 | 1.85% | 1.861% | 75.26045 |
C-2N | ETG | 477.000 | 3.68 | - | XXX | TTT | - | - | - | - | Lchjzira | 1qL | - | 110 | 1lD+110 | - | 367.00000 |
Tranche Comments
O-1: Registration: 144K Mxdq;
C-2C: Registration: 144N Cphr;
C-2N: Registration: 144S Mhaw;
C: Registration: 144D Welc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-2E | FVM | 625.000 | 3.16 | Iaa | WWW | - | - | - | - | - | Grohb | Hccvj | - | 95 | 1.77% | 1.783% | 35.29009 |
E-1 | IEQ | 844.000 | 2.10 | Wzz | TTT | - | - | - | - | - | Plhsovsp | 1rQ | - | 60 | 1fP+60 | - | 190.00000 |
K-2K | FCG | 131.000 | 3.25 | Yll | LLL | - | - | - | - | - | Nlbokffe | 1qM | - | 105 | 1dX+105 | - | 477.00000 |
Q | APO | 946.000 | 7.62 | B2 | I | - | - | - | - | - | Mnnpd | Nlmff | - | 238 | 2.50% | 3.484% | 81.60370 |
Tranche Comments
E-1: Registration: 144E Ihzi;
E-2E: Registration: 144U Qiev;
K-2K: Registration: 144C Oxhk;
Q: Registration: 144C Mmoo;