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 |
---|
XX | PMI | 45.500 | 2.67 | Xqq1 | CCC | BBB | - | - | - | - | Oolnu | XXYL | - | 300 | 6.54% | 4.080% | 183.91000 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y2 | EKM | 376.500 | 9.40 | - | HHH | TTT | - | - | - | - | Ywhcl | HNMU | - | 70 | 1.15% | 1.160% | 15.86814 |
T3 | KQT | 68.400 | 9.39 | - | L | V | - | - | - | - | Cjcya | IKBQ | - | 220 | 2.94% | 2.970% | 97.57937 |
D1 | GVI | 470.000 | 6.90 | - | A-1+ | S1+ | - | - | - | - | Vgvsh | 1iQ | - | -1 | 0.31% | 3.060% | 338.00000 |
Tranche Comments
D1: Registration: 144H Rdpq;
Y2: Registration: 144Z Jmlo;
T3: Registration: 144Z Juml;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I3 | MTM | 362.300 | 2.19 | - | BBB | I1+ | - | - | - | - | Vyuxk | ATPI | - | 150 | 2.82% | 2.840% | 54.39813 |
O2 | FGE | 452.400 | 7.58 | - | OOO | SSS | - | - | - | - | Jvjsa | RLXP | - | 110 | 1.85% | 1.870% | 61.58529 |
H1 | LXS | 653.000 | 3.23 | - | R-1+ | T1+ | - | - | - | - | Zzaof | 1vC | - | 30 | 1.01% | 1.010% | 145.00000 |
Tranche Comments
H1: Registration: Onrfrw;
O2: Registration: Cwbvfj;
I3: Registration: Ypcswk;