Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 196.238 | 9.97 | - | - | AAA | - | - | AAA | - | - | Fixed | Swaps | 95a | 95 | 3.96% | 3.614% | 102.99970 |
B | USD | 43.611 | 9.97 | - | - | AA- | - | - | AA+ | - | - | Fixed | Swaps | 110a | 115 | 4.16% | 3.814% | 102.99960 |
C | USD | 32.702 | 9.97 | - | - | A- | - | - | A+ | - | - | Fixed | Swaps | 125 | 125 | 4.26% | 3.914% | 102.99580 |
D | USD | 61.589 | 9.97 | - | - | BBB- | - | - | BBB+ | - | - | Fixed | Swaps | 145 | 145 | 4.47% | 4.114% | 102.41810 |
E | USD | 100.100 | 9.97 | - | - | BB- | - | - | BB+ | - | - | Fixed | Swaps | 190 | 190 | 4.47% | 4.564% | 98.82550 |
F | USD | 50.540 | 9.97 | - | - | B | - | - | BB- | - | - | Fixed | Swaps | 240 | 240 | 4.47% | 5.064% | 95.01010 |
HRR | USD | 30.220 | 9.97 | - | - | B- | - | - | BB- | - | - | - | - | - | - | - | - | - |
Tranche Comments
A: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
E: Registration: 144A Only;
F: Registration: 144A Only;