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 |
---|
P1 | EGB | 73.360 | 8.19 | - | - | - | D-1 A | - | - | - | Uovfb | TYQ | 0.55%l | 55 | 0.55% | 0.550% | - |
P | JKO | 1.250 | 8.81 | Vaa2 | - | - | GG | - | - | - | Pzfpl | Nykae | 225q | 220 | 3.40% | 3.433% | - |
Q | FNE | 2.820 | 7.47 | - | - | - | JJ | - | - | - | Dpwsx | Eezls | 465b | 450 | 5.75% | 5.821% | - |
R2 | HXK | 13.180 | 7.49 | W3 | - | - | JJ | - | - | - | Pzjzv | ONQZ | 140i | 130 | 2.12% | 2.139% | - |
H | IWG | 6.860 | 2.45 | - | - | - | EEE | - | - | - | Xpujg | Yveoj | 350u | 325 | 4.50% | 4.552% | - |
Tranche Comments
P1: Registration: 144K Qkns;
R2: Registration: 144Y Nxcv;
P: Registration: 144N Hgel;
H: Registration: 144V Savl;
Q: Registration: 144E Uetx;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | ICB | 94.540 | 3.63 | Z3 | - | - | QQ | - | - | - | Qnuar | BADH | - | 165 | 1.95% | 1.959% | 84.75374 |
K | WAV | 5.790 | - | NE | - | - | DDD | - | - | - | Vzhza | EJT | - | - | 5.820% | 5.900% | 55.86307 |
M | HTS | 2.500 | 5.20 | Cii2 | - | - | E | - | - | - | Uvioo | Cokey | - | 300 | 3.63% | 3.659% | 82.95200 |
Tranche Comments
G: Registration: 144A Fwax;
M: Registration: 144X Qmpy;
K: Registration: 144V Hxlw;