Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 174.588 | 5.05 | Aaa | - | - | - | AAA | 59.09% | - | Fixed | I-Curve | 150-155 | 140 | 4.75% | 5.000% | 98.90324 |
B | USD | 67.249 | 5.05 | Aa3 | - | - | - | AA | 43.33% | - | Fixed | I-Curve | 220-225 | 212 | 5.50% | 5.720% | 99.08555 |
C | USD | 21.985 | 5.05 | A3 | - | - | - | AA- | 38.18% | - | Fixed | I-Curve | 250-260 | 250 | 5.50% | 6.100% | 97.48017 |
D | USD | 29.745 | 5.05 | Baa3 | - | - | - | A- | 31.21% | - | Fixed | I-Curve | 295-305 | 305 | 5.50% | 6.650% | 95.21158 |
E-1 | USD | 29.745 | 5.05 | NR | - | - | - | BBB+ | 24.24% | - | Fixed | I-Curve | 425a | 425 | 6.75% | 7.850% | 95.63666 |
E-2 | USD | 1.293 | 5.05 | NR | - | - | - | BBB | 23.94% | - | - | - | - | - | - | - | Retained |
F | USD | 42.677 | 5.05 | NR | - | - | - | BBB- | 13.94% | - | - | - | - | - | - | - | Retained |
G | USD | 20.692 | 5.05 | NR | - | - | - | BB | 9.09% | - | - | - | - | - | - | - | Retained |
H | USD | 38.798 | 5.05 | 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;
AllReportsSurveillanceOther