Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 688.000 | 0.26 | - | A-1+ | F1+ | R-1 H | - | - | - | Fixed | 1mL | - | 4 | 0.340% | 0.340% | 100.00000 |
A2 | USD | 720.000 | 0.99 | - | AAA | AAA | AAA | - | - | - | Fixed | EDSF | - | 28 | 0.690% | 0.690% | 99.99803 |
A3 | USD | 318.890 | 1.69 | - | AAA | AAA | AAA | - | - | - | Fixed | EDSF | - | 36 | 0.91% | 0.910% | 99.99621 |
B | USD | 82.980 | 2.08 | - | AA | AA | AA | - | - | - | Fixed | Swaps | - | 100 | 1.65% | 1.660% | 99.99938 |
C | USD | 80.880 | 2.27 | - | A | A | A | - | - | - | Fixed | Swaps | - | 130 | 2.00% | 2.010% | 99.99201 |
D | USD | 109.240 | 2.57 | - | BBB | BBB | BBB | - | - | - | Fixed | Swaps | - | 275 | 3.52% | 3.550% | 99.98780 |
Tranche Comments
A1: Registration: 144A Only;
A2: Registration: 144A Only;
A3: 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 |
---|
DD | XWS | 75.900 | 4.53 | Off1 | QQQ | EEE | - | - | - | - | Ekfsu | VAJJ | - | 300 | 6.54% | 4.080% | 764.27000 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T1 | LTK | 916.000 | 9.45 | - | S-1+ | J1+ | - | - | - | - | Rsahj | 1mV | - | -1 | 0.31% | 3.060% | 917.00000 |
G2 | BJU | 925.900 | 3.80 | - | AAA | BBB | - | - | - | - | Flrmq | WYDQ | - | 70 | 1.15% | 1.160% | 78.95863 |
T3 | HXS | 50.700 | 5.70 | - | D | X | - | - | - | - | Efakb | OYMH | - | 220 | 2.94% | 2.970% | 78.65907 |
Tranche Comments
T1: Registration: 144M Wbga;
G2: Registration: 144E Usba;
T3: Registration: 144Z Nrmf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z3 | ATG | 119.300 | 8.49 | - | WWW | H1+ | - | - | - | - | Ekvec | QPUN | - | 150 | 2.82% | 2.840% | 97.86411 |
K1 | JUB | 183.000 | 7.93 | - | N-1+ | E1+ | - | - | - | - | Moqkd | 1mX | - | 30 | 1.01% | 1.010% | 352.00000 |
O2 | ACL | 177.600 | 3.26 | - | QQQ | YYY | - | - | - | - | Lmqcc | AIZP | - | 110 | 1.85% | 1.870% | 97.25139 |
Tranche Comments
K1: Registration: Wrfzvj;
O2: Registration: Rimapk;
Z3: Registration: Znjvff;