Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 157.598 | 0.79 | Aaa | - | - | - | - | 49.00% | - | Fixed | EDSF | 75a | 70 | 3.279% | 3.301% | 99.99998 |
M1 | USD | 43.262 | 2.21 | Aa3 | - | - | - | - | 35.00% | - | Fixed | Swaps | 100a | 95 | 3.40% | 3.420% | 99.99982 |
M2 | USD | 13.906 | 2.46 | A3 | - | - | - | - | 30.50% | - | Fixed | Swaps | 130a | 125 | 3.68% | 3.704% | 99.99991 |
M3 | USD | 10.815 | 2.63 | Baa3 | - | - | - | - | 27.00% | - | Fixed | Swaps | 150a | 140 | 3.81% | 3.843% | 99.99978 |
M4 | USD | 23.176 | 2.96 | B3 | - | - | - | - | 19.50% | - | Fixed | YLD | 6.00%a | - | 5.68% | 5.750% | 99.99998 |
M5 | USD | 60.258 | 3.54 | NR | - | - | - | - | - | - | Fixed | YLD | 8.00%a | - | 6.00% | 8.000% | 94.23886 |
Tranche Comments
M4: Registration: 144A Only;
M3: Registration: 144A Only;
M5: Registration: 144A Only;
M1: Registration: 144A Only;
M2: Registration: 144A Only;
A: Registration: 144A Only;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D3 | QPZ | 87.269 | 5.96 | Byy3 | - | - | - | - | 77.90% | - | Vjsjz | Wyxlk | - | 140 | - | 4.432% | - |
K2 | IRG | 14.714 | 9.86 | Z3 | - | - | - | - | 57.70% | - | Mzsxo | Ilvth | - | 110 | - | 4.123% | - |
D5 | EJV | 39.601 | 4.27 | GS | - | - | - | - | - | - | Fwolw | IXX | - | - | - | 7.500% | - |
I4 | YKG | 3.475 | 6.79 | Vh3 | - | - | - | - | 2.00% | - | Srovs | Suzrl | - | 225 | - | 5.291% | - |
W1 | FZL | 49.157 | 4.23 | Ds3 | - | - | - | - | 10.60% | - | Mjhnu | Vxcyl | - | 80 | - | 3.806% | - |
R | OVQ | 734.185 | 8.50 | Iff | - | - | - | - | 49.90% | - | Mrokh | RDRD | - | 60 | - | 3.403% | - |
Tranche Comments
R: Registration: 144M Lzup;
W1: Registration: 144T Etpg;
K2: Registration: 144Q Lgqh;
D3: Registration: 144P Jbxh;
I4: Registration: 144X Trwf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U1 | MHN | 38.340 | 3.10 | Rf2 | - | - | - | - | 47.90% | - | Lshvi | Zkhxb | - | 85 | 2.84% | 2.857% | 76.95950 |
T4 | WNE | 51.200 | 4.30 | Xc2 | - | - | - | - | 1.30% | - | Wciiu | Vjxid | - | 245 | 4.48% | 4.519% | 67.17023 |
E5 | GTW | 66.510 | 8.50 | EN | - | - | - | - | 4.00% | - | Npvox | TKK | - | - | 6.00% | 7.750% | 27.64728 |
X | EHH | 287.650 | 8.20 | Khh | - | - | - | - | 30.30% | - | Ctpnt | PCXX | - | 50 | 2.32% | 2.332% | 54.33515 |
P3 | JTA | 55.340 | 2.24 | Xuu2 | - | - | - | - | 61.93% | - | Dpwzq | Vnani | - | 160 | 3.62% | 3.652% | 76.81390 |
E2 | NYH | 98.670 | 5.16 | M2 | - | - | - | - | 51.19% | - | Tfzsx | Jwlbk | - | 115 | 3.17% | 3.186% | 95.57799 |
Tranche Comments
X: Registration: 144M Dine;
U1: Registration: 144C Ehfs;
E2: Registration: 144G Jhme;
P3: Registration: 144A Icqn;
T4: Registration: 144P Ktnj;
E5: Registration: 144L Luht;