Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 143.518 | 5.06 | Aaa | - | - | - | AAA | 72.63% | - | Fixed | Swaps | - | 135 | 2.95% | 3.537% | 97.26895 |
B | USD | 55.199 | 5.06 | Aa3 | - | - | - | AAA | 62.10% | - | Fixed | Swaps | - | 165 | 3.40% | 3.837% | 97.97875 |
C | USD | 19.319 | 5.06 | A3 | - | - | - | AAA | 58.42% | - | Fixed | Swaps | - | 180 | 3.75% | 3.987% | 98.89753 |
D | USD | 26.219 | 5.06 | Baa3 | - | - | - | AA | 53.42% | - | Fixed | Swaps | - | 220 | 3.95% | 4.387% | 97.99878 |
E-1 | USD | 113.986 | 5.06 | NR | - | - | - | BBB+ | 31.68% | - | Fixed | Swaps | - | 300 | 4.55% | 5.187% | 97.20849 |
E-2 | USD | 35.327 | 5.06 | NR | - | - | - | BBB- | 24.95% | - | Fixed | Swaps | - | 340 | 4.80% | 5.587% | 96.59947 |
F | USD | 56.855 | 5.06 | NR | - | - | - | BB- | 14.11% | - | - | - | - | - | - | - | Retained |
G | USD | 27.599 | 5.06 | NR | - | - | - | B- | 8.84% | - | - | - | - | - | - | - | Retained |
H | USD | 4.967 | 5.06 | NR | - | - | - | NR | 7.89% | - | - | - | - | - | - | - | Retained |
I | USD | 41.399 | 5.06 | NR | - | - | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D: Registration: 144A/Reg S;
E-1: Registration: 144A/Reg S;
E-2: Registration: 144A/Reg S;
F: Registration: 144A/Reg S;
G: Registration: 144A/Reg S;
H: Registration: 144A/Reg S;
I: Registration: 144A/Reg S;
AllReportsSurveillanceOther