Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 652.600 | 2.99 | 4.99 | Aaa | - | - | AAA | - | - | 23.2% | Floating | 1mL | 105a | 105 | 1mL+105 | - | 100.00000 |
B | USD | 109.100 | 2.99 | 4.99 | Aa3 | - | - | AA (H) | - | - | 27.0% | Floating | 1mL | 140a | 140 | 1mL+140 | - | 100.00000 |
C | USD | 96.500 | 2.99 | 4.99 | A3 | - | - | AA (L) | - | - | 30.5% | Floating | 1mL | 175a | 175 | 1mL+175 | - | 100.00000 |
D | USD | 252.552 | 2.99 | 4.99 | NR | - | - | A (L) | - | - | 39.4% | Floating | 1mL | 225a | 225 | 1mL+225 | - | 100.00000 |
E | USD | 169.554 | 2.99 | 4.99 | NR | - | - | BBB (L) | - | - | 45.5% | Floating | 1mL | 275a | 275 | 1mL+275 | - | 100.00000 |
F | USD | 255.851 | 2.99 | 4.99 | NR | - | - | BB (L) | - | - | 54.6% | Floating | 1mL | 325a | 325 | 1mL+325 | - | 100.00000 |
G | USD | 173.843 | 2.99 | 4.99 | NR | - | - | B (L) | - | - | 60.7% | - | - | - | - | - | - | Retained |
HRR | USD | 90.000 | 2.99 | 4.99 | NR | - | - | B (L) | - | - | 63.9% | - | - | - | - | - | - | Retained |
Tranche Comments
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; Comments: Preplaced;
HRR: Registration: 144A/Reg S; Comments: Preplaced;
AllReportsSurveillanceOther