Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 326.111 | 7.03 | Aaa | - | - | - | AAA | 57.27% | - | Fixed | Swaps | 155a | 155 | 4.44% | 4.454% | 99.96522 |
B | USD | 115.642 | 7.03 | Aa3 | - | - | - | AA- | 42.12% | - | Fixed | Swaps | 190-195 | 190 | 4.79% | 4.804% | 99.98847 |
C | USD | 43.944 | 7.03 | A3 | - | - | - | A | 36.36% | - | Fixed | Swaps | 205-210 | 200 | 4.89% | 4.904% | 99.99548 |
D | USD | 53.195 | 7.03 | Baa3 | - | - | - | A- | 29.39% | - | Fixed | Swaps | 265-275 | 275 | 5.59% | 5.654% | 99.76501 |
E-1 | USD | 60.134 | 7.03 | NR | - | - | - | BBB | 21.52% | - | Fixed | Swaps | 330-340 | 325 | 6.12% | 6.154% | 99.99991 |
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;
AllReportsSurveillanceOther