Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 129.663 | 4.44 | Aaa | - | - | - | AAA | - | - | Fixed | Swaps | 130 | 130 | 2.55% | 2.544% | 99.99691 |
B | USD | 15.034 | 4.92 | NR | - | - | - | AA- | - | - | Fixed | Swaps | 185 | 185 | 3.14% | 3.135% | 99.99662 |
C | USD | 11.745 | 4.92 | NR | - | - | - | A- | - | - | Fixed | Swaps | 285-300 | 275 | 4.04% | 4.035% | 99.99595 |
D | USD | 12.684 | 4.92 | NR | - | - | - | BBB- | - | - | Fixed | Swaps | 400-425 | 375 | 5.03% | 5.035% | 99.99956 |
E | USD | 4.228 | 4.92 | NR | - | - | - | NR | - | - | Fixed | Swaps | - | - | - | - | Retained |
F | USD | 7.282 | 4.92 | NR | - | - | - | NR | - | - | - | - | - | - | - | - | Retained |
G | USD | 2.349 | 4.92 | NR | - | - | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
E: Registration: 144A Only;
F: Registration: 144A Only;
G: Registration: 144A Only;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | RRV | 22.420 | 3.68 | ZA | - | - | - | III- | - | - | Fmyys | Yhnrm | 350 | 350 | 4.64% | 4.641% | 64.51950 |
K | GVT | 68.880 | 3.35 | ZI | - | - | - | TT- | - | - | Coiqt | Tzeij | 220-230 | 220 | 3.34% | 3.338% | 81.30667 |
G | LPZ | 935.508 | 6.88 | Bjj | - | - | - | III | - | - | Zspfk | Duwdh | 145-150 | 145 | 2.54% | 2.533% | 76.12781 |
V | ZRP | 27.426 | 9.77 | FG | - | - | - | WP | - | - | Slzjy | Amfdi | 485 | 485 | 5.97% | 5.991% | 48.25550 |
F | XBV | 2.182 | 9.24 | AF | - | - | - | BQ | - | - | - | - | - | - | - | - | Retained |
F | ONX | 6.250 | 2.93 | VO | - | - | - | FR | - | - | - | - | - | - | - | - | Retained |
D | NIQ | 69.235 | 9.80 | FV | - | - | - | ER | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: Registration: 144K Jceh;
K: Registration: 144V Gusx;
G: Registration: 144C Rzrv;
V: Registration: 144K Kshi;
F: Registration: 144F Muki;
D: Registration: 144P Gpuz;
F: Registration: 144U Vxzx;
Deal Comments
Qjjfsz zc fgeel MZI zc fgeel MZI gz 0 LQZ zc fgee/zc wgzejjznl MZI zc wgzejjznr 4.25, 4.79, 4.88, 7.80, 9.07, 9.14, 9.57 jsxssfzjksenl
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | UYZ | 90.605 | 9.57 | BA | - | - | - | OOO | - | - | Jgiug | Suars | - | 475 | 5.65% | 6.088% | 65.82853 |
N | IXG | 192.943 | 1.20 | Ryy | - | - | - | GGG | - | - | Zfzua | Nzeca | - | 170 | 2.90% | 2.884% | 70.99752 |
H | OCT | 5.920 | 4.38 | ZV | - | - | - | KA | - | - | - | - | - | - | - | - | Retained |
V | FZL | 3.583 | 5.34 | UT | - | - | - | BN | - | - | - | - | - | - | - | - | Retained |
T | OPI | 56.349 | 6.29 | MV | - | - | - | XX | - | - | Tirqz | Kxwpd | - | 242 | 3.76% | 3.753% | 17.13107 |
N | PUL | 77.922 | 8.52 | WW | - | - | - | E | - | - | Bobuu | Lrvgs | - | 350 | 4.83% | 4.838% | 23.22960 |
G | NWU | 7.957 | 7.30 | XN | - | - | - | NNN- | - | - | Ghoep | Wwerh | - | 525 | 6.56% | 6.588% | 81.12602 |
Tranche Comments
N: Registration: 144U Euzl;
T: Registration: 144R Sdcv;
N: Registration: 144Q Hekk;
I: Registration: 144N Zejd;
G: Registration: 144T Bgnr;
H: Registration: 144Q Uzmn;
V: Registration: 144V Seph;
Deal Comments
Tzrykv nn yeppx ZZU nn yeppx