Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1a | USD | 0.400 | - | A3 | A | - | - | - | - | - | Fixed | Swaps | - | - | 4.000% | 1.860% | 106.04100 |
A-1b | USD | 1.400 | - | A3 | A | - | - | - | - | - | Fixed | Swaps | - | - | 4.000% | 2.260% | 106.48100 |
A-1c | USD | 2.200 | - | A3 | A | - | - | - | - | - | Fixed | Swaps | - | - | 5.000% | 2.640% | 110.80700 |
A-1d | USD | 1.800 | - | A3 | A | - | - | - | - | - | Fixed | Swaps | - | - | 5.000% | 2.940% | 111.10500 |
A-1e | USD | 1.300 | - | A3 | A | - | - | - | - | - | Fixed | Swaps | - | - | 5.000% | 3.180% | 111.21300 |
A-1f | USD | 1.200 | - | A3 | A | - | - | - | - | - | Fixed | Swaps | - | - | 5.000% | 3.360% | 111.31000 |
A-1g | USD | 1.600 | - | A3 | A | - | - | - | - | - | Fixed | Swaps | - | - | 5.000% | 3.560% | 110.91300 |
A-1h | USD | 1.100 | - | A3 | A | - | - | - | - | - | Fixed | Swaps | - | - | 5.000% | 3.730% | 110.44100 |
A-1i | USD | 2.700 | - | A3 | A | - | - | - | - | - | Fixed | Swaps | - | - | 4.000% | 4.110% | 99.03700 |
A-1j | USD | 1.700 | - | A3 | A | - | - | - | - | - | Fixed | Swaps | - | - | 4.130% | 4.270% | 98.65300 |
A-1k | USD | 1.500 | - | A3 | A | - | - | - | - | - | Fixed | Swaps | - | - | 4.130% | 4.410% | 97.21300 |
A-1l | USD | 1.400 | - | A3 | A | - | - | - | - | - | Fixed | Swaps | - | - | 4.250% | 4.490% | 97.53300 |
A-1m | USD | 2.900 | - | A3 | A | - | - | - | - | - | Fixed | Swaps | - | - | 4.500% | 4.740% | 97.02000 |
Tranche Comments
A-1a: Registration: Listed;
A-1b: Registration: Listed;
A-1c: Registration: Listed;
A-1d: Registration: Listed;
A-1e: Registration: Listed;
A-1f: Registration: Listed;
A-1g: Registration: Listed;
A-1h: Registration: Listed;
A-1i: Registration: Listed;
A-1j: Registration: Listed;
A-1k: Registration: Listed;
A-1l: Registration: Listed;
A-1m: Registration: Listed;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | OUV | 9.000 | - | - | BX | F | - | - | - | - | - | - | - | - | - | - | - |
B | BCI | 496.100 | 6.74 | - | XX+ | III | - | - | - | - | Rzzkrqyr | 1nR | - | 75 | 1jS+75 | - | 597.00000 |
Tranche Comments
B: Registration: Bkoupm;
J: Registration: Winohq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | GCG | 90.800 | 60.22 | - | GC | X | - | - | - | - | Kiwpv | - | - | - | - | - | 161.00000 |
K | QOG | 845.000 | 2.84 | - | CC | QQQ | - | - | - | - | Peemuyms | 1hD | - | 70 | 1zE+70 | - | 223.00000 |