Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 154.304 | 5.60 | - | - | AAA | - | AAA | 34.13% | - | Fixed | Swaps | - | 300 | 3.38% | 3.374% | 99.99802 |
B | USD | 16.690 | 7.07 | - | - | AA- | - | AA- | 27.00% | - | Fixed | Swaps | - | 380 | 4.24% | 4.255% | 99.99480 |
C | USD | 14.054 | 9.77 | - | - | A- | - | A- | 21.00% | - | Fixed | Swaps | - | 475 | 4.85% | 5.339% | 94.19962 |
D | USD | 15.811 | 9.83 | - | - | BBB- | - | BBB | 14.25% | - | Fixed | Swaps | - | 575 | 4.85% | 6.342% | 87.23491 |
E | USD | 4.099 | 9.91 | - | - | NR | - | BBB- | 12.50% | - | Fixed | Swaps | - | 775 | 4.85% | 8.346% | 75.04504 |
F | USD | 9.370 | 9.91 | - | - | NR | - | BB- | - | - | - | - | - | - | - | - | Retained |
G | USD | 3.982 | 9.91 | - | - | NR | - | B- | - | - | - | - | - | - | - | - | Retained |
H | USD | 15.929 | 9.91 | - | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
E: Registration: 144A Only;
F: Registration: 144A Only;
G: Registration: 144A Only;
H: Registration: 144A Only;
AllReportsSurveillanceOther