Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 275.000 | 0.30 | P-1 | A-1+ | - | - | - | - | - | Fixed | IntL | - | -4 | 1.960% | 1.960% | 100.00000 |
A-2a | USD | 371.250 | 1.13 | Aaa | AAA | - | - | - | - | - | Fixed | EDSF | 24-26 | 24 | 1.97% | 1.979% | 99.99904 |
A-2b | USD | 60.000 | 1.13 | Aaa | AAA | - | - | - | - | - | Floating | 1mL | 24-26 | 24 | 1mL+24 | - | 100.00000 |
A-3 | USD | 431.250 | 2.47 | Aaa | AAA | - | - | - | - | - | Fixed | Swaps | 35-37 | 33 | 1.93% | 1.940% | 99.99472 |
A-4 | USD | 112.500 | 3.82 | Aaa | AAA | - | - | - | - | - | Fixed | Swaps | 42-44 | 40 | 1.95% | 1.967% | 99.96701 |
Tranche Comments
A-1: Registration: Registered;
A-2a: Registration: Registered;
A-2b: Registration: Registered;
A-3: Registration: Registered;
A-4: Registration: Registered;
Risk Retention
Euro RR: No
Pricing Speed
1.3% ABS to 5% call
AllReportsSurveillanceOther