Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 140.000 | 1.80 | - | AAA | - | - | AAA | 23.55% | - | Fixed | EDSF | - | 150 | 3.30% | 3.320% | 99.99999 |
A-1A | USD | 116.792 | 1.21 | - | AAA | - | - | AAA | 23.55% | - | Fixed | EDSF | - | 145 | 3.17% | 3.014% | 99.99908 |
A-1B | USD | 38.931 | 3.56 | - | AAA | - | - | AAA | 23.55% | - | Fixed | Swaps | - | 170 | 3.69% | 3.646% | 99.99855 |
A-2 | USD | 19.534 | 3.96 | - | AA | - | - | AA+ | 18.50% | - | Fixed | Swaps | - | 190 | 3.89% | 3.849% | 99.99907 |
A-3 | USD | 23.596 | 3.96 | - | A | - | - | A- | 12.40% | - | Fixed | Swaps | - | 210 | 4.00% | 4.049% | 99.67746 |
M-1 | USD | 15.666 | 3.96 | - | BBB | - | - | BBB- | 8.35% | - | Fixed | Swaps | - | 280 | 4.00% | 4.749% | 97.18871 |
B-1 | USD | 11.798 | 3.96 | - | BB | - | - | B- | 5.30% | - | Fixed | Swaps | - | 410 | 4.00% | 6.049% | 92.78162 |
Tranche Comments
A-1: Registration: 144A/Reg S;
A-1A: Registration: 144A/Reg S;
A-1B: Registration: 144A/Reg S;
A-2: Registration: 144A/Reg S;
A-3: Registration: 144A/Reg S;
M-1: Registration: 144A/Reg S;
B-1: Registration: 144A/Reg S;
Pricing Speed
25 CPR to 4 year step-up
AllReportsSurveillanceOther