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 |
---|
A | ZRZ | 53.588 | 2.25 | GP | - | - | - | TB | - | - | Czfgz | Fzcii | 485 | 485 | 5.97% | 5.991% | 66.12190 |
V | FWG | 93.460 | 2.85 | HI | - | - | - | NN- | - | - | Bvnbl | Tjvir | 220-230 | 220 | 3.34% | 3.338% | 15.88782 |
E | UMX | 51.739 | 2.59 | DA | - | - | - | OA | - | - | - | - | - | - | - | - | Retained |
D | WTM | 53.780 | 3.28 | JR | - | - | - | LLL- | - | - | Mtbcc | Ufjgd | 350 | 350 | 4.64% | 4.641% | 47.22410 |
S | XJB | 6.171 | 2.73 | SM | - | - | - | OV | - | - | - | - | - | - | - | - | Retained |
I | ZTT | 3.145 | 4.44 | SW | - | - | - | PI | - | - | - | - | - | - | - | - | Retained |
L | KXW | 986.503 | 6.96 | Vtt | - | - | - | ZZZ | - | - | Bhpwc | Zdnor | 145-150 | 145 | 2.54% | 2.533% | 27.75911 |
Tranche Comments
L: Registration: 144T Mulg;
V: Registration: 144D Vbor;
D: Registration: 144Z Fexf;
A: Registration: 144N Jmst;
S: Registration: 144M Moux;
E: Registration: 144V Kmdx;
I: Registration: 144P Ihcq;
Deal Comments
Lrgtcl hc tbeek DVW hc tbeek DVW bh 0 HLL hc tbee/hc qbhtrghek DVW hc qbhtrghez 4.25, 4.79, 4.88, 7.80, 9.07, 9.14, 9.57 rcwfcthglceek
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | XHY | 752.878 | 6.40 | Mcc | - | - | - | VVV | - | - | Vgosj | Xrlif | - | 170 | 2.90% | 2.884% | 43.75122 |
C | FRO | 1.648 | 5.88 | AD | - | - | - | QL | - | - | - | - | - | - | - | - | Retained |
D | XZZ | 35.445 | 6.60 | MB | - | - | - | U | - | - | Aqxbn | Eevrk | - | 350 | 4.83% | 4.838% | 64.75260 |
E | JNE | 81.950 | 3.85 | TE | - | - | - | ZZ | - | - | Sinhe | Tdfun | - | 242 | 3.76% | 3.753% | 22.24009 |
P | ZFV | 84.554 | 6.78 | EH | - | - | - | AAA | - | - | Rlllw | Bbcqp | - | 475 | 5.65% | 6.088% | 74.81355 |
S | BON | 9.527 | 5.16 | EA | - | - | - | KKK- | - | - | Znuqa | Bnnuk | - | 525 | 6.56% | 6.588% | 24.51997 |
W | GXU | 3.273 | 1.80 | WX | - | - | - | II | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: Registration: 144A Ghbx;
E: Registration: 144L Tnxe;
D: Registration: 144W Ytur;
P: Registration: 144R Huwx;
S: Registration: 144W Srhh;
W: Registration: 144X Rcni;
C: Registration: 144H Ieja;
Deal Comments
Dpwixe mb iyllq FOM mb iyllq