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 |
---|
F | YXS | 8.850 | 8.65 | Obb2 | - | - | MM | - | - | - | Lsptt | Ankvl | 225t | 220 | 3.40% | 3.433% | - |
G2 | JZO | 92.880 | 7.83 | D3 | - | - | DD | - | - | - | Jpbum | TTJT | 140k | 130 | 2.12% | 2.139% | - |
J1 | TEY | 72.210 | 9.92 | - | - | - | W-1 W | - | - | - | Zguvf | IKJ | 0.55%b | 55 | 0.55% | 0.550% | - |
D | VYE | 7.630 | 5.39 | - | - | - | YY | - | - | - | Ivyfg | Zuqik | 465n | 450 | 5.75% | 5.821% | - |
R | VQY | 3.240 | 6.37 | - | - | - | NNN | - | - | - | Gxuhx | Rwkdx | 350e | 325 | 4.50% | 4.552% | - |
Tranche Comments
J1: Registration: 144I Bxhf;
G2: Registration: 144T Njqx;
F: Registration: 144F Haiq;
R: Registration: 144U Ofdo;
D: Registration: 144D Qruw;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | GFM | 50.990 | 4.71 | O3 | - | - | KK | - | - | - | Wbocz | ATTT | - | 165 | 1.95% | 1.959% | 32.78252 |
J | YJX | 7.300 | 2.39 | Rxx2 | - | - | U | - | - | - | Sruxv | Lxzwm | - | 300 | 3.63% | 3.659% | 97.13097 |
X | QVP | 7.410 | - | TD | - | - | ZZZ | - | - | - | Jwfkx | INJ | - | - | 5.820% | 5.900% | 16.58453 |
Tranche Comments
E: Registration: 144N Vgrh;
J: Registration: 144C Iile;
X: Registration: 144L Wqvp;