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 |
---|
S2 | KVC | 17.626 | 7.49 | U3 | - | - | - | - | 22.40% | - | Dvopl | Utbpf | - | 110 | - | 4.123% | - |
H1 | KGH | 38.127 | 7.78 | Ie3 | - | - | - | - | 55.60% | - | Vssbw | Nuqej | - | 80 | - | 3.806% | - |
E4 | BKA | 7.181 | 5.74 | Xd3 | - | - | - | - | 2.00% | - | Qnvcf | Ddqex | - | 225 | - | 5.291% | - |
Q3 | WGG | 91.264 | 9.87 | Kzz3 | - | - | - | - | 29.80% | - | Fgckv | Umito | - | 140 | - | 4.432% | - |
L5 | JOV | 45.673 | 5.21 | GO | - | - | - | - | - | - | Yvgse | UJC | - | - | - | 7.500% | - |
X | HCP | 623.798 | 3.10 | Rqq | - | - | - | - | 85.80% | - | Crrzq | YKSZ | - | 60 | - | 3.403% | - |
Tranche Comments
X: Registration: 144M Gvot;
H1: Registration: 144W Zodo;
S2: Registration: 144W Ymgq;
Q3: Registration: 144Q Puds;
E4: Registration: 144Z Wjad;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | MOD | 481.100 | 1.40 | Mcc | - | - | - | - | 76.80% | - | Rhmle | JWIV | - | 50 | 2.32% | 2.332% | 24.54291 |
A1 | MVD | 73.670 | 1.90 | Sq2 | - | - | - | - | 44.80% | - | Wtpwf | Hwokd | - | 85 | 2.84% | 2.857% | 22.62356 |
L3 | KRF | 19.490 | 8.68 | Umm2 | - | - | - | - | 29.65% | - | Lowrw | Mykog | - | 160 | 3.62% | 3.652% | 14.29120 |
Z2 | PBX | 16.400 | 5.33 | J2 | - | - | - | - | 84.74% | - | Rhvgz | Jvyoz | - | 115 | 3.17% | 3.186% | 28.91470 |
J4 | YJX | 50.300 | 1.46 | Xg2 | - | - | - | - | 9.30% | - | Zjfgq | Yyqqi | - | 245 | 4.48% | 4.519% | 38.83773 |
L5 | RPX | 81.890 | 9.80 | OE | - | - | - | - | 9.00% | - | Tgahi | EAW | - | - | 6.00% | 7.750% | 74.11324 |
Tranche Comments
J: Registration: 144B Teav;
A1: Registration: 144C Rpko;
Z2: Registration: 144K Nhcx;
L3: Registration: 144J Yqgs;
J4: Registration: 144B Mecs;
L5: Registration: 144U Mfmk;