Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD408.1372.05Aaa---AAA--Floating1mL-951mL+95-100.00000
BUSD84.4432.05Aa2---AA--Floating1mL-1171mL+117-98.94798
CUSD61.9242.05A2---A---Floating1mL-1401mL+140-98.95439
DUSD67.5542.05Baa2---BBB+--Floating1mL-1951mL+-98.92073
EUSD92.8872.05NR---BBB---Floating1mL-2601mL+-99.03499
FUSD56.2952.05NR---BB---Floating1mL-3401mL+-100.00000
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;
Deal Comments
Current WAL values represent Initial Maturity rates. WAL at Full Extension; 5.30 CLS A-F

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