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 |
---|
R | QMM | 911.746 | 2.30 | Waa | - | - | - | - | 95.30% | - | Zanbt | CYOI | - | 60 | - | 3.403% | - |
V3 | TAK | 35.963 | 2.81 | Byy3 | - | - | - | - | 47.10% | - | Whmkc | Fmzez | - | 140 | - | 4.432% | - |
Y4 | BOH | 7.700 | 3.41 | Zf3 | - | - | - | - | 5.00% | - | Zoijy | Thlmc | - | 225 | - | 5.291% | - |
V1 | XUF | 27.106 | 6.83 | Nz3 | - | - | - | - | 60.70% | - | Oilcp | Xgarj | - | 80 | - | 3.806% | - |
O5 | EYB | 76.718 | 8.85 | CA | - | - | - | - | - | - | Pispw | UOS | - | - | - | 7.500% | - |
I2 | NRF | 70.534 | 9.73 | R3 | - | - | - | - | 67.50% | - | Looyb | Gmmzo | - | 110 | - | 4.123% | - |
Tranche Comments
R: Registration: 144J Oqce;
V1: Registration: 144B Lfxe;
I2: Registration: 144Q Eefw;
V3: Registration: 144Q Isll;
Y4: Registration: 144K Kicy;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N3 | PTL | 68.590 | 7.73 | Iqq2 | - | - | - | - | 13.77% | - | Jvfoi | Jdkol | - | 160 | 3.62% | 3.652% | 41.92710 |
M4 | MKW | 60.400 | 9.29 | Fc2 | - | - | - | - | 1.80% | - | Saiwl | Ivleh | - | 245 | 4.48% | 4.519% | 82.26745 |
B | MCA | 280.410 | 3.10 | Caa | - | - | - | - | 21.30% | - | Mboss | JZTX | - | 50 | 2.32% | 2.332% | 52.26123 |
N2 | IRJ | 97.490 | 9.93 | O2 | - | - | - | - | 51.34% | - | Ofuld | Uqeuq | - | 115 | 3.17% | 3.186% | 58.81221 |
G1 | KKZ | 27.710 | 2.70 | Cf2 | - | - | - | - | 59.70% | - | Znbnl | Lfdvo | - | 85 | 2.84% | 2.857% | 42.49642 |
S5 | WHD | 10.480 | 6.60 | HQ | - | - | - | - | 8.00% | - | Lqfvm | IXD | - | - | 6.00% | 7.750% | 57.76816 |
Tranche Comments
B: Registration: 144E Chpz;
G1: Registration: 144C Wnus;
N2: Registration: 144V Aarj;
N3: Registration: 144V Muen;
M4: Registration: 144H Ocod;
S5: Registration: 144G Rcag;