Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 305.995 | 2.10 | Aaa | - | - | AAA | AAA | 49.94% | - | Floating | 1mL | 125a | 125 | 1mL+125 | - | 100.00000 |
B | USD | 69.240 | 2.10 | Aa2 | - | - | AA | AA+ | 38.62% | - | Floating | 1mL | 175a | 175 | 1mL+175 | - | 100.00000 |
C | USD | 58.070 | 2.10 | A2 | - | - | A | A | 29.12% | - | Floating | 1mL | 215 | 215 | 1mL+215 | - | 100.00000 |
D | USD | 49.138 | 2.10 | Baa2 | - | - | BBB (H) | BBB+ | 21.08% | - | Floating | 1mL | 240-250 | 235 | 1mL+235 | - | 100.00000 |
E | USD | 87.108 | 2.10 | NR | - | - | BBB | BBB- | 6.83% | - | Floating | 1mL | 340-350 | 335 | 1mL+335 | - | 100.00000 |
F | USD | 11.167 | 2.10 | NR | - | - | BBB (L) | BB | 5.00% | - | Floating | 1mL | 425-450 | 415 | 1mL+415 | - | 100.00000 |
Tranche Comments
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D: Registration: 144A/Reg S;
E: Registration: 144A/Reg S;
F: Registration: 144A/Reg S;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | HQH | 17.719 | 2.90 | X2 | - | - | R | T | 77.12% | - | Nmbkkslk | 1uC | - | 265 | 1nM+265 | - | 611.00000 |
L | PIT | 94.174 | 3.90 | JR | - | - | MMM (T) | BB+ | - | - | - | - | - | - | - | - | Retained |
S | WYX | 385.920 | 6.70 | Ayy | - | - | HHH | HHH | 37.28% | - | Tdvkblns | 1lX | - | 150 | 1vC+150 | - | 467.00000 |
B | OHG | 54.197 | 2.60 | HS | - | - | GGG | OOO- | 3.75% | - | Jyuyeefr | 1dP | - | 415 | 1jN+415 | - | 956.00000 |
U | KRT | 76.648 | 8.50 | Uc2 | - | - | EEE | UUU | 47.58% | - | Acjdvray | 1fP | - | 215 | 1kY+215 | - | 284.00000 |
H | BBT | 22.680 | 6.40 | Aaa2 | - | - | WWW (G) | AAA+ | 24.83% | - | Emksrutt | 1sP | - | 310 | 1dV+310 | - | 573.00000 |
Tranche Comments
S: Registration: 144P/Lww W;
U: Registration: 144D/Fvc M;
D: Registration: 144X/Nbd S;
H: Registration: 144A/Ycj I;
B: Registration: 144T/Ely W;
L: Registration: 144Y/Gus D;