Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 19.805 | 2.62 | - | - | AAA | AAA | - | AAA | - | - | Fixed | - | 42a | 42 | - | 2.025% | 99.99991 |
A-2 | USD | 39.312 | 4.80 | - | - | AAA | AAA | - | AAA | - | - | Fixed | - | 65a | 65 | - | 2.171% | 102.99962 |
A-SB | USD | 27.544 | 7.40 | - | - | AAA | AAA | - | AAA | - | - | Fixed | - | 84a | 84 | - | 2.369% | 102.99933 |
A-3 | USD | 37.940 | 6.75 | - | - | AAA | AAA | - | AAA | - | - | Fixed | - | - | 96 | - | 2.482% | 100.99966 |
A-4 | USD | 205.258 | 9.79 | - | - | AAA | AAA | - | AAA | - | - | Fixed | - | - | 94 | - | 2.510% | 100.99938 |
A-5 | USD | 209.213 | 9.88 | - | - | AAA | AAA | - | AAA | - | - | Fixed | - | 96a | 96 | - | 2.532% | 102.99945 |
A-S | USD | 64.496 | 9.93 | - | - | AAA | AAA | - | AAA | - | - | Fixed | - | 117a | 120 | - | 2.773% | 102.99922 |
B | USD | 34.655 | 9.99 | - | - | AA | AA- | - | AA+ | - | - | Fixed | - | 135a | 135 | - | 2.924% | 102.99979 |
C | USD | 35.617 | 9.99 | - | - | A- | A- | - | A | - | - | Fixed | - | 175a | 175 | - | 3.324% | 102.99999 |
D | USD | 23.103 | 9.99 | - | - | NR | BBB | - | BBB+ | - | - | Fixed | - | 260a | 260 | - | 4.174% | 86.51250 |
E | USD | 17.328 | 9.99 | - | - | NR | BBB- | - | BBB+ | - | - | Fixed | - | 345a | 345 | - | 5.024% | 80.46272 |
Tranche Comments
A-1: Registration: Registered;
A-2: Registration: Registered;
A-SB: Registration: Registered;
A-3: Registration: Registered;
A-4: Registration: Registered;
A-5: Registration: Registered;
A-S: Registration: Registered;
B: Registration: Registered;
C: Registration: Registered;
D: Registration: 144A/Reg S;
E: Registration: 144A/Reg S;
Risk Retention
Eligible vertical interest and eligible horizontal residual interest
AllReportsSurveillanceOther