Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | CGT | 790.500 | 4.10 | 3.50 | Yff | - | - | UUU | - | 24.60% | - | Neeqvska | 1tO | 107i | 107 | 1oW+107 | - | 749.00000 |
A | BUI | 70.551 | 5.74 | 6.72 | LO | - | - | MMM | - | 17.95% | - | Iulwfhow | 1vO | 220p | 220 | 1jU+220 | - | 821.00000 |
W | TFX | 93.821 | 1.48 | 4.90 | PR | - | - | U (V) | - | 9.60% | - | - | - | - | - | - | - | Retained |
H-W | TRV | 475.920 | 4.94 | 1.59 | BP | - | - | EEE | - | 21.67% | - | Vjyspiyi | 1tA | 140y | 140 | 1eH+140 | - | 195.00000 |
A | OON | 33.715 | 8.15 | 5.33 | IO | - | - | DD (V) | - | 36.77% | - | - | - | - | - | - | - | Retained |
D | YQC | 40.000 | 2.32 | 8.40 | NU | - | - | J (E) | - | 99.48% | - | Wuhfjhbl | 1kW | 185a | 185 | 1dC+185 | - | 321.00000 |
L | JRD | 20.160 | 4.60 | 8.67 | MS | - | - | TTT (I) | - | 28.40% | - | Izlbtbab | 1jG | 255m | 255 | 1sN+255 | - | 138.00000 |
M | CAW | 40.661 | 7.97 | 9.17 | BM | - | - | XX (J) | - | 81.65% | - | Fblduzrj | 1bM | 160e | 160 | 1iI+160 | - | 917.00000 |
WP | KEW | 601.700 | - | - | FX | - | - | PQ | - | 9.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: Registration: 144L/Hlc M;
H-W: Registration: 144U/Xuc D;
M: Registration: 144E/Zck V;
D: Registration: 144F/Glo H;
A: Registration: 144U/Lxz Y;
L: Registration: 144Q/Kng Q;
A: Registration: 144O/Oul Y;
W: Registration: 144M/Qxb C;
WP: Registration: 144Z/Lmq P;
Collateral
100% swiqr-vwqh zmirosoqq, qqhwmi ksiw ksqqt ksirwkwksrwmh whrqiqqrq, qqhwmi sm ksirwkwksrwmh whrqiqqrq rsioqr kmirsmvwm msvshkq $1,500,000,000