Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 95.500 | 4.91 | - | A | - | - | A | - | - | Fixed | Swaps | 140-150 | 130 | 3.37% | 3.396% | 99.99907 |
A-2 | USD | 198.350 | 9.93 | - | A | - | - | A | - | - | Fixed | Swaps | 200a | 190 | 4.22% | 4.257% | 99.99415 |
B-1 | USD | 49.800 | 9.93 | - | BBB | - | - | BBB | - | - | Fixed | Swaps | 350 | 350 | 5.61% | 5.857% | 98.64507 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C1 | JTK | 613.400 | 6.98 | - | K | - | - | - | - | - | Yacbe | CLE | 4.20-30% | - | 4.16% | 4.200% | - |
H2 | TBF | 193.547 | 4.66 | - | D | - | - | - | - | - | Qgblu | PCH | 5.40-50% | - | 5.44% | 5.500% | - |
Tranche Comments
C1: Registration: 144Q Qchq;
H2: Registration: 144P Ssfm;