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 |
---|
V | MTO | 117.800 | 7.97 | - | LL+ | CCC | - | - | - | - | Vsqryjcd | 1iW | - | 75 | 1pA+75 | - | 671.00000 |
B | TXS | 4.000 | - | - | CG | E | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
V: Registration: Cycplt;
B: Registration: Cpvxrb;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | RRW | 782.000 | 3.70 | - | WW | RRR | - | - | - | - | Mkhoxune | 1lS | - | 70 | 1yE+70 | - | 359.00000 |
I | QBC | 36.700 | 24.75 | - | KC | J | - | - | - | - | Cqoid | - | - | - | - | - | 678.00000 |