Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 21.314 | 2.74 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Swaps | - | 30 | 3.18% | 3.154% | 99.99984 |
A-2 | USD | 23.134 | 4.94 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Swaps | - | 60 | 3.56% | 3.553% | 99.99968 |
A-SB | USD | 34.712 | 7.39 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Swaps | - | 75 | 4.21% | 3.748% | 102.99970 |
A-3 | USD | 195.000 | 9.83 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Swaps | - | 90 | 4.05% | 3.937% | 100.99930 |
A-4 | USD | 237.135 | 9.95 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Swaps | - | 92 | 4.31% | 3.959% | 102.99949 |
A-S | USD | 41.086 | 9.96 | - | Aa2 | - | AAA | - | AAA | - | - | Fixed | Swaps | - | 110 | 4.49% | 4.139% | 102.99929 |
B | USD | 33.782 | 9.96 | - | NR | - | AA- | - | AA | - | - | Fixed | Swaps | - | 130 | 4.70% | 4.339% | 102.99958 |
C | USD | 37.434 | 9.96 | - | NR | - | A- | - | A- | - | - | Fixed | Swaps | - | 220 | 5.26% | 5.239% | 99.46626 |
D | USD | 31.956 | 9.96 | - | NR | - | BBB- | - | BBB | - | - | Fixed | Swaps | - | 320 | 3.00% | 6.239% | 76.39943 |
X-A | USD | 511.295 | - | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Tsy | - | - | 1.138% | - | Int. Only |
X-B | USD | 112.302 | - | - | NR | - | A- | - | AAA | - | - | Fixed | Tsy | - | - | 0.452% | - | Int. Only |
Tranche Comments
A-1: Registration: Listed;
A-2: Registration: Listed;
A-SB: Registration: Listed;
A-3: Registration: Listed;
A-4: Registration: Listed;
A-S: Registration: Listed;
B: Registration: Listed;
C: Registration: Listed;
D: Registration: 144A Only;
X-A: Registration: Listed;
X-B: Registration: Listed;
AllReportsSurveillanceOther