Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 159.968 | 4.67 | - | - | AAA | - | AAA | 33.63% | - | Fixed | Swaps | - | 110 | 1.83% | 1.823% | 99.99963 |
A2 | USD | 68.557 | 9.69 | - | - | AAA | - | AAA | 33.63% | - | Fixed | Swaps | - | 138 | 2.30% | 2.297% | 99.99681 |
B | USD | 36.582 | 9.84 | - | - | NR | - | AA- | 23.00% | - | Fixed | Swaps | - | 155 | 2.47% | 2.472% | 99.99681 |
C | USD | 23.240 | 9.84 | - | - | NR | - | A- | 16.25% | - | Fixed | Swaps | - | 165 | 2.57% | 2.572% | 99.99294 |
D | USD | 18.075 | 9.84 | - | - | NR | - | BBB | 11.00% | - | Fixed | Swaps | - | 200 | 2.92% | 2.922% | 99.99464 |
E | USD | 6.456 | 9.84 | - | - | NR | - | BB+ | 9.13% | - | Fixed | Swaps | - | 300 | 4.83% | 3.922% | 106.59194 |
F | USD | 9.037 | 9.84 | - | - | NR | - | BB- | - | - | - | - | - | - | - | - | Retained |
G | USD | 5.165 | 9.84 | - | - | NR | - | B | - | - | - | - | - | - | - | - | Retained |
H | USD | 17.214 | 9.84 | - | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: Registration: 144A/Reg S;
A2: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D: Registration: 144A/Reg S;
E: Registration: 144A/Reg S;
F: Registration: 144A/Reg S;
G: Registration: 144A/Reg S;
H: Registration: 144A/Reg S;
AllReportsSurveillanceOther