Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | USD | 95.530 | 4.84 | - | - | - | - | A- | - | - | Fixed | Swaps | - | 125 | 3.97% | 4.004% | 99.99520 |
D | USD | 13.180 | 4.84 | - | - | - | - | BBB- | - | - | Fixed | Swaps | - | 200 | 4.70% | 4.754% | 99.96675 |
F | USD | 16.730 | 4.84 | - | - | - | - | BB- | - | - | Fixed | YLD | - | - | 5.92% | 6.000% | 99.97255 |
Tranche Comments
C: Registration: 144A Only;
D: Registration: 144A Only;
F: Registration: 144A Only;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | QAY | 67.800 | 5.89 | - | - | X- | - | M | - | - | Sqyon | - | - | - | 3.52% | 3.550% | 16.18270 |
Z | UST | 60.700 | 9.00 | - | - | CC- | - | XX | - | - | Gigsy | - | - | - | 7.02% | 7.125% | 91.55317 |
Tranche Comments
E: Registration: 144V Yggh;
Z: Registration: 144X Rmdg;
Collateral
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