Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 103.000 | 0.23 | - | A-1+ | F1+ | - | - | - | - | - | - | - | 23 | 2.782% | 2.782% | 100.00000 |
A-2 | USD | 215.000 | 1.06 | - | AAA | AAA | - | - | - | - | Fixed | EDSF | - | 30 | 3.24% | 3.269% | 99.99278 |
A-3 | USD | 110.450 | 2.06 | - | AAA | AAA | - | - | - | - | Fixed | Swaps | - | 37 | 3.46% | 3.493% | 99.98440 |
B | USD | 34.630 | 2.59 | - | AA | AA | - | - | - | - | Fixed | Swaps | - | 57 | 3.68% | 3.718% | 99.97646 |
C | USD | 50.370 | 2.95 | - | A | A | - | - | - | - | Fixed | Swaps | - | 73 | 3.86% | 3.896% | 99.98676 |
D | USD | 37.780 | 3.37 | - | BBB | BBB | - | - | - | - | Fixed | Swaps | - | 100 | 4.13% | 4.172% | 99.98052 |
E | USD | 21.730 | 3.70 | - | BB | BB | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Registration: 144A Only;
A-2: Registration: 144A Only;
A-3: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
Pricing Speed
1.50% ABS to 10% Call
AllReportsSurveillanceOther