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 |
---|
H | LHL | 2.580 | 5.18 | - | - | - | PPP | - | - | - | Ijfbh | Ktuvj | 350i | 325 | 4.50% | 4.552% | - |
G | EHL | 6.170 | 4.30 | - | - | - | KK | - | - | - | Agpyu | Legnl | 465x | 450 | 5.75% | 5.821% | - |
B1 | OCA | 84.400 | 8.94 | - | - | - | G-1 X | - | - | - | Wznww | WBO | 0.55%x | 55 | 0.55% | 0.550% | - |
U | YZK | 6.660 | 8.84 | Ggg2 | - | - | BB | - | - | - | Uykup | Clrds | 225k | 220 | 3.40% | 3.433% | - |
R2 | MRK | 70.900 | 7.18 | N3 | - | - | PP | - | - | - | Vfmjg | HNWA | 140k | 130 | 2.12% | 2.139% | - |
Tranche Comments
B1: Registration: 144Z Azid;
R2: Registration: 144K Geqa;
U: Registration: 144R Lkbp;
H: Registration: 144N Xfhr;
G: Registration: 144T Uzrd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | OOL | 3.400 | 5.60 | Sdd2 | - | - | X | - | - | - | Ifcja | Ntcog | - | 300 | 3.63% | 3.659% | 45.21017 |
F | YIK | 57.210 | 8.65 | W3 | - | - | ZZ | - | - | - | Cwqft | PTLA | - | 165 | 1.95% | 1.959% | 57.20217 |
U | FOO | 6.360 | - | UQ | - | - | QQQ | - | - | - | Rkcrq | KFB | - | - | 5.820% | 5.900% | 98.87727 |
Tranche Comments
F: Registration: 144X Vidl;
D: Registration: 144I Vveq;
U: Registration: 144P Lzrc;