Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 436.250 | 2.96 | Aaa | AAA | - | - | - | - | - | Fixed | Swaps | 35-38 | 38 | 3.13% | 3.151% | 99.99864 |
A-2 | USD | 70.100 | 2.96 | Aaa | AAA | - | - | - | - | - | Floating | 1mL | 35-38 | 38 | 1mL+38 | - | 100.00000 |
B | USD | 34.686 | 2.96 | Aa2 | AA | - | - | - | - | - | Fixed | Swaps | 50-55 | 50 | 3.24% | 3.271% | 99.97489 |
C | USD | 31.218 | 2.96 | A2 | A | - | - | - | - | - | Fixed | Swaps | 70-75 | 70 | 3.44% | 3.471% | 99.98276 |
D | USD | 27.746 | 2.96 | Baa2 | BBB | - | - | - | - | - | Fixed | - | 95a | - | - | - | Retained |
Tranche Comments
D: Registration: 144A Only;
A-1: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
A-2: Registration: 144A Only;
AllReportsSurveillanceOther