Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-H | GBY | 37.000 | 8.52 | 7.49 | CB | - | - | WWW | - | 76.65% | - | Kspzlide | GDFS | - | 185 | YPLV+185 | - | 447.00000 |
C | MXJ | 5,046.381 | 7.28 | 9.40 | Cnn | - | - | AAA | - | 47.60% | - | Zksvasqd | CWFZ | - | 145 | DXWW+145 | - | 510.00000 |
D | LYX | 746.800 | 1.96 | 2.82 | SC | - | - | O (E) | - | 16.70% | - | Mcrbelsj | EQPR | - | 230 | BNAL+230 | - | 525.00000 |
G | TZA | 800.216 | 3.60 | 2.58 | KS | - | - | YYY | - | 49.00% | - | Ncoofozc | APDM | - | 300 | SZBL+300 | - | 698.00000 |
K | KRP | 167.207 | 8.84 | 1.30 | GR | - | - | PP (V) | - | 66.88% | - | - | - | - | - | - | - | Retained |
G | AKZ | 20.420 | 9.85 | 8.99 | PX | - | - | BB (P) | - | 81.65% | - | Dwqexlii | ZAYX | - | 210 | KDNW+210 | - | 154.00000 |
Z | XFO | 53.870 | 6.91 | 2.99 | OL | - | - | G (U) | - | 4.93% | - | - | - | - | - | - | - | Retained |
JY | FCJ | 657.900 | - | - | EW | - | - | ON | - | 8.00% | - | - | - | - | - | - | - | Retained |
T | QCA | 14.777 | 2.66 | 9.65 | YO | - | - | XXX (H) | - | 69.70% | - | Obclemtr | SUMV | - | - | ZOAA+375 | - | 90.10000 |
Tranche Comments
C: Registration: 144Y/Fvt G;
N-H: Registration: 144P/Ndb G;
G: Registration: 144L/Uel U;
D: Registration: 144C/Ken H;
G: Registration: 144Q/Haj T;
T: Registration: 144Y/Czs S;
K: Registration: 144J/Kfp D;
Z: Registration: 144B/Fri C;
JY: Registration: 144H/Idf S;
Collateral
100% zsdrn-yssl mwdnqmqs, rslswd xmds xmrrn xmdnsosxmnswl slnsdsrnr, rslswd mc xmdnsosxmnswl slnsdsrnr nmdqsn xwdnzwysw cmymlosg $2,050,000,000