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 |
---|
L1 | LIU | 66.110 | 1.68 | - | - | - | O-1 B | - | - | - | Oisnh | WWC | 0.55%o | 55 | 0.55% | 0.550% | - |
J | UXX | 3.220 | 3.32 | - | - | - | JJJ | - | - | - | Zlaej | Lwvzs | 350u | 325 | 4.50% | 4.552% | - |
A2 | MBR | 25.260 | 9.46 | Y3 | - | - | TT | - | - | - | Hhmxl | LOUM | 140w | 130 | 2.12% | 2.139% | - |
Y | XRU | 5.190 | 2.32 | Mzz2 | - | - | ZZ | - | - | - | Tqaoj | Hfart | 225r | 220 | 3.40% | 3.433% | - |
R | KGE | 7.770 | 6.81 | - | - | - | LL | - | - | - | Trold | Ugnmx | 465l | 450 | 5.75% | 5.821% | - |
Tranche Comments
L1: Registration: 144Q Tpaf;
A2: Registration: 144M Qcek;
Y: Registration: 144R Hwua;
J: Registration: 144U Ximk;
R: Registration: 144Z Dtfv;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | EWN | 3.200 | - | LF | - | - | QQQ | - | - | - | Ssqpq | JZL | - | - | 5.820% | 5.900% | 77.13812 |
U | PEM | 5.900 | 2.95 | Oss2 | - | - | J | - | - | - | Xtwaz | Fwxcj | - | 300 | 3.63% | 3.659% | 85.19508 |
P | FXJ | 88.780 | 8.42 | D3 | - | - | MM | - | - | - | Ablsh | WAKR | - | 165 | 1.95% | 1.959% | 18.98302 |
Tranche Comments
P: Registration: 144K Kagb;
U: Registration: 144H Icwa;
D: Registration: 144X Atuo;