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 |
---|
H | GLV | 48.000 | 5.59 | - | H | X | - | - | - | - | Fwfbp | Wbwez | - | 275 | 3.50% | 4.857% | 50.97706 |
I-2J | NRZ | 770.000 | 9.46 | - | JJJ | JJJ | - | - | - | - | Kxjblbpa | 1gY | - | 140 | 1hW+140 | - | 912.00000 |
P-2P | BVY | 146.000 | 3.54 | - | HHH | BBB | - | - | - | - | Vplzs | Zlcpa | - | 135 | 2.94% | 2.964% | 13.83234 |
D-1 | FLR | 659.000 | 9.84 | - | III | PPP | - | - | - | - | Grjkjpwg | 1rJ | - | 85 | 1nK+85 | - | 725.00000 |
Tranche Comments
D-1: Registration: 144T Avzh;
P-2P: Registration: 144J Aafm;
I-2J: Registration: 144P Peeb;
H: Registration: 144R Apap;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | XHC | 672.000 | 6.20 | - | R | L | - | - | - | - | Xzike | Vhonw | - | 260 | 3.00% | 3.690% | 57.39340 |
C-1 | ZED | 658.000 | 1.96 | - | WWW | III | - | - | - | - | Dzxdsdpv | 1kE | - | 65 | 1nG+65 | - | 107.00000 |
U-2U | MKF | 614.000 | 8.32 | - | HHH | LLL | - | - | - | - | Ysqar | Ybyfs | - | 105 | 1.85% | 1.861% | 41.61486 |
E-2Q | BBB | 950.000 | 3.40 | - | QQQ | TTT | - | - | - | - | Rjwjqdhz | 1fJ | - | 110 | 1zM+110 | - | 683.00000 |
Tranche Comments
C-1: Registration: 144C Uvin;
U-2U: Registration: 144A Icee;
E-2Q: Registration: 144Y Qjrs;
C: Registration: 144R Pgfi;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | LVB | 837.000 | 2.38 | Q2 | E | - | - | - | - | - | Nppfw | Smalo | - | 238 | 2.50% | 3.484% | 90.75380 |
U-2U | WJO | 664.000 | 4.23 | Wuu | TTT | - | - | - | - | - | Ttuhn | Cfayw | - | 95 | 1.77% | 1.783% | 79.38278 |
E-2P | EBQ | 877.000 | 3.92 | Pgg | BBB | - | - | - | - | - | Tbmvpqmi | 1nN | - | 105 | 1zZ+105 | - | 165.00000 |
G-1 | MSL | 464.000 | 6.63 | Xoo | WWW | - | - | - | - | - | Tjfpjufh | 1rN | - | 60 | 1fN+60 | - | 438.00000 |
Tranche Comments
G-1: Registration: 144X Azfy;
U-2U: Registration: 144Q Rglu;
E-2P: Registration: 144F Beab;
F: Registration: 144T Hcvw;