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 |
---|
J2 | YSZ | 81.638 | 7.59 | F3 | - | - | - | - | 16.10% | - | Dlrgj | Iwigm | - | 110 | - | 4.123% | - |
J1 | QRK | 91.821 | 4.18 | Hq3 | - | - | - | - | 44.50% | - | Eyrtb | Cnmkr | - | 80 | - | 3.806% | - |
R4 | MVH | 5.772 | 1.87 | Sl3 | - | - | - | - | 7.00% | - | Nwsxq | Ygtvg | - | 225 | - | 5.291% | - |
K | UWD | 688.505 | 6.90 | Snn | - | - | - | - | 32.10% | - | Acood | HPPJ | - | 60 | - | 3.403% | - |
O3 | YBX | 91.387 | 2.15 | Hdd3 | - | - | - | - | 97.50% | - | Cycyg | Iwwuz | - | 140 | - | 4.432% | - |
L5 | JSG | 20.840 | 9.49 | WD | - | - | - | - | - | - | Hwqox | PIT | - | - | - | 7.500% | - |
Tranche Comments
K: Registration: 144N Xvue;
J1: Registration: 144V Ihpc;
J2: Registration: 144Q Fecc;
O3: Registration: 144V Oqnf;
R4: Registration: 144L Lcvm;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z3 | ZCS | 44.820 | 4.57 | App2 | - | - | - | - | 76.26% | - | Rwofi | Ubcqq | - | 160 | 3.62% | 3.652% | 89.24700 |
T2 | YGP | 41.740 | 1.47 | T2 | - | - | - | - | 27.98% | - | Vfmgr | Mvdzz | - | 115 | 3.17% | 3.186% | 54.32051 |
E5 | BFX | 76.280 | 4.80 | VO | - | - | - | - | 7.00% | - | Cagrd | FWO | - | - | 6.00% | 7.750% | 36.35451 |
S | NOH | 474.780 | 1.90 | Epp | - | - | - | - | 74.50% | - | Fgprc | KPDB | - | 50 | 2.32% | 2.332% | 15.12149 |
Y1 | YBX | 56.290 | 8.60 | Py2 | - | - | - | - | 35.20% | - | Llufh | Vyjzx | - | 85 | 2.84% | 2.857% | 58.70190 |
Q4 | HTX | 23.800 | 3.67 | Bn2 | - | - | - | - | 1.20% | - | Wvsmc | Mxkvx | - | 245 | 4.48% | 4.519% | 47.17168 |
Tranche Comments
S: Registration: 144H Euss;
Y1: Registration: 144A Kgil;
T2: Registration: 144C Bcxg;
Z3: Registration: 144U Ymqg;
Q4: Registration: 144E Tbas;
E5: Registration: 144J Gpiv;