Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 215.070 | 0.99 | - | AAA | - | - | - | - | - | Fixed | - | - | - | 1.340% | 1.350% | 99.99386 |
A2 | USD | 387.120 | 2.99 | - | AAA | - | - | - | - | - | Fixed | - | - | - | 1.99% | 2.000% | 99.99502 |
B1 | USD | 17.810 | 0.99 | - | AA | - | - | - | - | - | Fixed | - | - | - | 1.740% | 1.750% | 99.99641 |
B2 | USD | 32.050 | 2.99 | - | AA | - | - | - | - | - | Fixed | Swaps | - | - | 2.48% | 2.500% | 99.97961 |
C1 | USD | 8.900 | 0.99 | - | A | - | - | - | - | - | Fixed | Swaps | - | - | 3.220% | 3.250% | 99.99200 |
C2 | USD | 16.030 | 2.99 | - | A | - | - | - | - | - | Fixed | - | - | - | 3.96% | 4.000% | 99.98011 |
D1 | USD | 8.220 | 0.99 | - | BBB | - | - | - | - | - | Fixed | - | - | - | 3.960% | 4.000% | 99.99315 |
D2 | USD | 14.800 | 2.99 | - | A | - | - | - | - | - | Fixed | - | - | - | 4.94% | 5.000% | 99.97589 |
Tranche Comments
A1: Registration: 144A Only;
A2: Registration: 144A Only;
B1: Registration: 144A Only;
B2: Registration: 144A Only;
C1: Registration: 144A Only;
C2: Registration: 144A Only;
D1: Registration: 144A Only;
D2: Registration: 144A Only;
AllReportsSurveillanceOther