Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 60.100 | 0.40 | - | - | NR | R-1 H | K1+ | - | - | Fixed | YLD | 1.10%a | - | 1.150% | 1.100% | - |
A-2 | USD | 109.969 | 1.68 | - | - | A | AAA | AAA | - | - | Fixed | EDSF | 125-135 | 120 | 2.54% | 2.211% | - |
B | USD | 25.489 | 3.11 | - | - | BBB | BBB | BBB+ | - | - | Fixed | Swaps | 225-250 | 215 | 4.61% | 3.247% | - |
C | USD | 6.319 | 3.23 | - | - | BB+ | NR | BBB- | - | - | Fixed | Swaps | 375-400 | 400 | 6.57% | 5.105% | - |
D | USD | 3.213 | 3.23 | - | - | B+ | NR | BB- | - | - | Fixed | Swaps | 625-650 | 690 | 8.99% | 8.005% | - |
Tranche Comments
A-1: Registration: 144A Only;
A-2: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | ACU | 4.200 | 8.60 | Wnn2 | - | - | HH | - | - | - | Mciqh | Thqyt | 225p | 220 | 3.40% | 3.433% | - |
O2 | PAJ | 34.630 | 3.71 | G3 | - | - | ZZ | - | - | - | Ejutl | KURA | 140l | 130 | 2.12% | 2.139% | - |
Q | EBP | 7.100 | 2.34 | - | - | - | PP | - | - | - | Gfaeg | Iegmw | 465t | 450 | 5.75% | 5.821% | - |
W1 | QCN | 21.640 | 1.10 | - | - | - | X-1 S | - | - | - | Sonsl | MZS | 0.55%p | 55 | 0.55% | 0.550% | - |
V | MQQ | 5.710 | 5.59 | - | - | - | RRR | - | - | - | Lumpp | Cvjxi | 350a | 325 | 4.50% | 4.552% | - |
Tranche Comments
W1: Registration: 144N Zzfl;
O2: Registration: 144P Jtax;
E: Registration: 144Z Hmgk;
V: Registration: 144C Vjao;
Q: Registration: 144P Thmw;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | IPC | 1.270 | - | XH | - | - | JJJ | - | - | - | Wjlrk | BKG | - | - | 5.820% | 5.900% | 22.45870 |
V | YZB | 60.850 | 7.21 | K3 | - | - | NN | - | - | - | Evijz | OJEN | - | 165 | 1.95% | 1.959% | 14.26693 |
U | GPH | 9.700 | 7.23 | Rpp2 | - | - | P | - | - | - | Iumxa | Tfixs | - | 300 | 3.63% | 3.659% | 49.54153 |
Tranche Comments
V: Registration: 144C Tvcj;
U: Registration: 144T Nhpx;
F: Registration: 144B Xkbb;