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 |
---|
J | UFK | 11.884 | 8.45 | KR | - | - | - | UK | - | - | Qqbvl | Xtvfg | 485 | 485 | 5.97% | 5.991% | 77.31394 |
D | XKJ | 19.290 | 6.51 | XQ | - | - | - | FF- | - | - | Hltin | Smapu | 220-230 | 220 | 3.34% | 3.338% | 96.54698 |
H | WOT | 8.529 | 6.71 | OK | - | - | - | CP | - | - | - | - | - | - | - | - | Retained |
G | IVP | 68.870 | 1.80 | FR | - | - | - | KKK- | - | - | Kqlqm | Ljykv | 350 | 350 | 4.64% | 4.641% | 78.23420 |
T | EAX | 762.296 | 5.42 | Lll | - | - | - | III | - | - | Ocvjd | Ebmwc | 145-150 | 145 | 2.54% | 2.533% | 10.50337 |
V | KEF | 4.612 | 1.42 | PQ | - | - | - | PN | - | - | - | - | - | - | - | - | Retained |
R | RNJ | 98.254 | 5.67 | MG | - | - | - | BI | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: Registration: 144X Ccdi;
D: Registration: 144Z Khti;
G: Registration: 144G Qaeg;
J: Registration: 144K Srfy;
V: Registration: 144H Rfce;
R: Registration: 144T Npon;
H: Registration: 144Z Hvxj;
Deal Comments
Prkwgh zq wfiib QUM zq wfiib QUM fz 0 YPW zq wfii/zq bfzfrkzyb QUM zq bfzfrkzyc 4.25, 4.79, 4.88, 7.80, 9.07, 9.14, 9.57 rgilgwzktgiyb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | PGW | 24.556 | 6.98 | JS | - | - | - | AA | - | - | Uvucb | Tyvoh | - | 242 | 3.76% | 3.753% | 99.88487 |
N | AJH | 7.192 | 7.50 | GM | - | - | - | TO | - | - | - | - | - | - | - | - | Retained |
F | KML | 565.321 | 2.70 | Exx | - | - | - | KKK | - | - | Kipkl | Ckzmu | - | 170 | 2.90% | 2.884% | 75.78756 |
G | NLT | 66.678 | 6.37 | DO | - | - | - | X | - | - | Koymq | Hnmna | - | 350 | 4.83% | 4.838% | 14.12280 |
M | WHV | 2.665 | 9.64 | CV | - | - | - | JJJ- | - | - | Xfwwz | Ibziq | - | 525 | 6.56% | 6.588% | 79.45897 |
N | EVD | 4.375 | 4.39 | UV | - | - | - | OH | - | - | - | - | - | - | - | - | Retained |
Z | RCM | 19.169 | 3.50 | VR | - | - | - | XXX | - | - | Ntzrl | Kinji | - | 475 | 5.65% | 6.088% | 32.67560 |
Tranche Comments
F: Registration: 144H Zrdb;
A: Registration: 144I Nqcb;
G: Registration: 144V Grtj;
Z: Registration: 144P Tilb;
M: Registration: 144U Fepe;
N: Registration: 144P Oweh;
N: Registration: 144Z Jpti;
Deal Comments
Qpkgcm nf gnppd WEV nf gnppd