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 |
---|
A5 | JWN | 66.475 | 8.65 | HM | - | - | - | - | - | - | Ahtll | SYG | - | - | - | 7.500% | - |
E2 | LGA | 67.494 | 6.27 | J3 | - | - | - | - | 97.30% | - | Eiese | Zxwau | - | 110 | - | 4.123% | - |
J1 | VQX | 34.282 | 6.18 | Ou3 | - | - | - | - | 88.70% | - | Qagjc | Zchfa | - | 80 | - | 3.806% | - |
S3 | LSM | 11.649 | 3.39 | Eyy3 | - | - | - | - | 75.20% | - | Cnzfd | Lmegv | - | 140 | - | 4.432% | - |
T | ALA | 322.699 | 6.70 | Koo | - | - | - | - | 74.30% | - | Wsugj | WWIB | - | 60 | - | 3.403% | - |
G4 | XSD | 8.572 | 2.23 | Ol3 | - | - | - | - | 8.00% | - | Lngkz | Bychf | - | 225 | - | 5.291% | - |
Tranche Comments
T: Registration: 144R Tifw;
J1: Registration: 144E Fkvq;
E2: Registration: 144R Nbbr;
S3: Registration: 144S Bmuh;
G4: Registration: 144M Vrsc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M5 | LAT | 99.540 | 2.10 | AG | - | - | - | - | 5.00% | - | Orbkx | MFR | - | - | 6.00% | 7.750% | 83.21054 |
O1 | RNK | 75.110 | 9.30 | Ga2 | - | - | - | - | 85.10% | - | Pssnq | Ntwip | - | 85 | 2.84% | 2.857% | 41.15807 |
M3 | EUE | 66.470 | 2.23 | Ddd2 | - | - | - | - | 73.85% | - | Crzne | Bffmx | - | 160 | 3.62% | 3.652% | 13.39460 |
T4 | MIJ | 26.400 | 2.30 | Ou2 | - | - | - | - | 9.80% | - | Xgzxr | Uokie | - | 245 | 4.48% | 4.519% | 57.44733 |
G | ROQ | 535.400 | 3.70 | Soo | - | - | - | - | 27.90% | - | Pfott | ZRPR | - | 50 | 2.32% | 2.332% | 64.37518 |
R2 | GJO | 33.720 | 3.76 | T2 | - | - | - | - | 30.17% | - | Yasgi | Ookof | - | 115 | 3.17% | 3.186% | 25.64030 |
Tranche Comments
G: Registration: 144F Khss;
O1: Registration: 144V Gtbc;
R2: Registration: 144H Cstc;
M3: Registration: 144Q Pogz;
T4: Registration: 144W Hhuc;
M5: Registration: 144F Akcr;