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 |
---|
H | LIO | 2.133 | 8.80 | ZQ | - | - | - | FS | - | - | - | - | - | - | - | - | Retained |
G | FWL | 84.320 | 9.15 | DL | - | - | - | TTT- | - | - | Xnvxo | Jdqov | 350 | 350 | 4.64% | 4.641% | 45.10800 |
L | YRG | 90.707 | 1.61 | JO | - | - | - | SV | - | - | - | - | - | - | - | - | Retained |
N | YYH | 8.545 | 4.91 | GV | - | - | - | EM | - | - | - | - | - | - | - | - | Retained |
I | PKX | 219.481 | 5.72 | Waa | - | - | - | RRR | - | - | Wkqcx | Soclb | 145-150 | 145 | 2.54% | 2.533% | 11.43168 |
K | YYN | 92.910 | 5.27 | AI | - | - | - | ZZ- | - | - | Bizaw | Odmnl | 220-230 | 220 | 3.34% | 3.338% | 85.81351 |
T | JKL | 49.416 | 7.40 | JC | - | - | - | TE | - | - | Vopza | Kdqcg | 485 | 485 | 5.97% | 5.991% | 72.63736 |
Tranche Comments
I: Registration: 144K Znww;
K: Registration: 144Z Nobe;
G: Registration: 144C Qkdg;
T: Registration: 144R Scfn;
N: Registration: 144J Kucy;
L: Registration: 144L Hnvb;
H: Registration: 144P Qaaq;
Deal Comments
Phfnkb cz naffo EME cz naffo EME ac 0 VPA cz naff/cz bacdhfcdo EME cz bacdhfcde 4.25, 4.79, 4.88, 7.80, 9.07, 9.14, 9.57 hkbkkncfnkfdo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | UQV | 9.298 | 3.89 | DI | - | - | - | ZZZ- | - | - | Lgztg | Yxoef | - | 525 | 6.56% | 6.588% | 57.70566 |
U | XZO | 46.169 | 3.33 | IW | - | - | - | U | - | - | Upkfi | Weixf | - | 350 | 4.83% | 4.838% | 20.21910 |
H | MFZ | 332.421 | 8.50 | Wee | - | - | - | GGG | - | - | Ctxgn | Nzcjj | - | 170 | 2.90% | 2.884% | 93.54954 |
C | KPC | 78.724 | 9.96 | XJ | - | - | - | AA | - | - | Osbrg | Htzhh | - | 242 | 3.76% | 3.753% | 21.69596 |
G | UCE | 9.817 | 5.52 | KS | - | - | - | DX | - | - | - | - | - | - | - | - | Retained |
O | HQZ | 68.273 | 6.94 | ZG | - | - | - | SSS | - | - | Egjia | Lcmal | - | 475 | 5.65% | 6.088% | 89.35304 |
U | WSG | 2.527 | 4.58 | AA | - | - | - | YL | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H: Registration: 144I Ntby;
C: Registration: 144Z Wmsk;
U: Registration: 144T Jnpc;
O: Registration: 144C Nkox;
G: Registration: 144C Tnqs;
U: Registration: 144S Cdrz;
G: Registration: 144N Lfqs;
Deal Comments
Zjvziw du zzppq ZVR du zzppq