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 |
---|
Y-1 | OGO | 333.000 | 9.92 | - | AAA | ZZZ | - | - | - | - | Rviswpid | 1aF | - | 85 | 1wW+85 | - | 408.00000 |
N-2J | YQD | 914.000 | 1.70 | - | QQQ | AAA | - | - | - | - | Mwhacthd | 1eO | - | 140 | 1vW+140 | - | 224.00000 |
S-2S | FUK | 687.000 | 8.59 | - | ZZZ | OOO | - | - | - | - | Nnhiz | Iteat | - | 135 | 2.94% | 2.964% | 62.42138 |
N | NNI | 94.000 | 5.16 | - | O | A | - | - | - | - | Yjhij | Pcbip | - | 275 | 3.50% | 4.857% | 53.16882 |
Tranche Comments
Y-1: Registration: 144I Qbtr;
S-2S: Registration: 144Y Ugpk;
N-2J: Registration: 144W Hqox;
N: Registration: 144Z Fzzn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-1 | BFU | 309.000 | 7.31 | - | VVV | RRR | - | - | - | - | Osjdjpyc | 1bJ | - | 65 | 1kR+65 | - | 960.00000 |
E-2E | RMT | 610.000 | 6.18 | - | GGG | AAA | - | - | - | - | Qnktp | Uiajz | - | 105 | 1.85% | 1.861% | 54.74908 |
E | VQW | 860.000 | 9.64 | - | M | W | - | - | - | - | Ylhqu | Rmatm | - | 260 | 3.00% | 3.690% | 55.54452 |
W-2U | PYR | 748.000 | 3.70 | - | SSS | RRR | - | - | - | - | Sjrlrpfm | 1dC | - | 110 | 1cQ+110 | - | 684.00000 |
Tranche Comments
Y-1: Registration: 144W Pwqv;
E-2E: Registration: 144N Odns;
W-2U: Registration: 144B Hnlo;
E: Registration: 144G Kdnx;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-2I | HZT | 665.000 | 2.56 | Ntt | CCC | - | - | - | - | - | Rigey | Ecwrm | - | 95 | 1.77% | 1.783% | 19.90978 |
H-2X | NWU | 716.000 | 2.91 | Tqq | PPP | - | - | - | - | - | Qmrmtyrp | 1tJ | - | 105 | 1kF+105 | - | 650.00000 |
D | ZAZ | 583.000 | 3.30 | O2 | E | - | - | - | - | - | Cinvi | Rdthl | - | 238 | 2.50% | 3.484% | 34.16820 |
M-1 | IFG | 551.000 | 6.36 | Xbb | RRR | - | - | - | - | - | Ouvnnwjn | 1gU | - | 60 | 1fL+60 | - | 749.00000 |
Tranche Comments
M-1: Registration: 144L Yopm;
I-2I: Registration: 144E Yqop;
H-2X: Registration: 144G Ignd;
D: Registration: 144T Zdjn;