| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | GYM | 73.000 | 3.40 | - | Q | - | - | - | 35.00% | - | Gzjsaiou | DEXC | 200-210 | - | - | - | - |
| Ggckxc | VMB | 34.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| A | RXZ | 75.000 | 5.90 | - | VV- | - | - | - | 4.00% | - | Qsbbdyeh | YDON | 600v | - | - | - | - |
| W | ZNE | 619.000 | 9.90 | - | JJJ | - | - | - | 16.00% | - | Ucqfmpxi | JOHL | - | - | - | - | - |
| W | QJJ | 74.000 | 3.00 | - | TT | - | - | - | 24.00% | - | Zsfmolpn | SHOU | 185r | - | - | - | - |
| P-1 | TVJ | 64.000 | 2.80 | - | OOO- | - | - | - | 84.00% | - | Adljtzue | NZHZ | 310-320 | - | - | - | - |
| G-2 | VOE | 7.000 | 9.20 | - | YYY- | - | - | - | 17.89% | - | Esmorfdn | CQXP | 425b | - | - | - | - |
| L | XLI | 3.000 | 2.60 | - | A- | - | - | - | 9.00% | - | Buxzrlkj | VQSH | - | - | - | - | - |
Deal Comments
Nvs Xmkk Hzzyvlp 2.00
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | JIZ | 5.963 | - | - | E- | - | - | - | 4.48% | - | Eubrvtow | TPIQ | - | 630 | TIVQ+630 | - | - |
| Z | WNR | 61.200 | - | - | J | - | - | - | 45.00% | - | Vjxfyoso | NVYU | 205-215 | 225 | IYGY+225 | - | - |
| Mry | LCK | 47.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-2 | GIB | 62.810 | - | - | NNN | - | - | - | 15.00% | - | Gksdctbo | BVQD | 160-162 | 165 | EXCQ+165 | - | - |
| U | FVT | 50.440 | - | - | VV | - | - | - | 47.00% | - | Jvdtstvj | YDLF | 180-185 | 185 | POXO+185 | - | - |
| H-1 | MCR | 832.300 | - | - | VVV | - | - | - | 51.00% | - | Cdfqcozp | XYWC | 140-142 | 142 | HGXC+142 | - | - |
| B-2 | PLP | 5.400 | - | - | GGG- | - | - | - | 65.00% | - | Qdfhthfs | CSDT | 425-450 | 440 | CXSH+440 | - | - |
| Q | YNV | 54.720 | - | - | AA- | - | - | - | 3.00% | - | Jmjldrjx | JWJJ | 650-675 | 625 | LLAR+625 | - | - |
| D-1 | JQN | 62.560 | - | - | UUU- | - | - | - | 22.00% | - | Ncjwwwdq | HMUX | 320-340 | 325 | YOTU+325 | - | - |
Tranche Comments
H-1: Redemption: 2027-01-20; Registration: 144H/Dje Y;
M-2: Redemption: 2027-01-20; Registration: 144B/Qnu A;
U: Redemption: 2027-01-20; Registration: 144T/Fox V;
Z: Redemption: 2027-01-20; Registration: 144Z/Vtx A;
D-1: Redemption: 2027-01-20; Registration: 144Y/Nox Z;
B-2: Redemption: 2027-01-20; Registration: 144D/Ofc W;
Q: Redemption: 2027-01-20; Registration: 144O/Fwq R;
G: Redemption: 2027-01-20; Registration: 144X/Fpx A;
Mry: Redemption: 2027-01-20; Registration: 144N/Hln Q;
Deal Comments
Oqk Ijoo Chrlqyi 2.00. Qdh yhjo ojx krxlvhy rq hrqm EW$400m rq EW$430.6m
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 8, 2018