Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 29.088 | 2.84 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 70 | 1.79% | 1.784% | 99.99946 |
A-SB | USD | 40.514 | 7.32 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 155 | 3.69% | 3.234% | 102.99470 |
A-2 | USD | 200.000 | 9.73 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 160 | 3.60% | 3.490% | 100.99878 |
A-3 | USD | 222.884 | 9.86 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 162 | 3.87% | 3.519% | 102.99678 |
X-A | USD | 528.540 | - | - | - | - | AAA | - | - | - | - | Variable | Tsy | - | - | 1.103% | - | Int. Only |
X-B | USD | 37.820 | - | - | A1 | - | AA | - | - | - | - | Variable | Tsy | - | - | 0.058% | - | Int. Only |
X-C | USD | 37.820 | - | - | - | - | A | - | - | - | - | Variable | Tsy | - | - | 0% | - | Int. Only |
A-M | USD | 36.057 | 9.87 | - | Aa2 | - | AAA | - | AAA | 24.88% | - | Fixed | Swaps | - | 190 | 4.15% | 3.800% | 102.99838 |
B | USD | 37.815 | 9.89 | - | A1 | - | AA- | - | AA- | 19.50% | - | Fixed | Swaps | - | 245 | 4.70% | 4.351% | 102.99896 |
C | USD | 37.815 | 9.95 | - | - | - | A- | - | A- | 14.13% | - | Fixed | Swaps | - | 385 | 4.76% | 5.756% | 93.33083 |
X-D | USD | 41.330 | - | - | - | - | BBB- | - | - | - | - | Variable | Tsy | - | - | 1.706% | - | Int. Only |
X-E | USD | 10.550 | - | - | - | - | BB+ | - | - | - | - | Variable | Tsy | - | - | 1.956% | - | Int. Only |
X-F | USD | 8.800 | - | - | - | - | BB- | - | - | - | - | Variable | Tsy | - | - | 1.956% | - | Int. Only |
X-G | USD | 7.920 | - | - | - | - | B- | - | - | - | - | Variable | Tsy | - | - | 1.956% | - | Int. Only |
X-H | USD | 30.780 | - | - | - | - | - | - | - | - | - | Variable | Tsy | - | - | 1.956% | - | Int. Only |
D | USD | 41.330 | 9.95 | - | - | - | BBB- | - | - | 8.25% | - | Fixed | Swaps | - | 725 | 3.05% | - | - |
E | USD | 10.550 | - | - | - | - | BB+ | - | - | 6.75% | - | Fixed | Swaps | - | - | 2.802% | - | - |
F | USD | 8.800 | - | - | - | - | BB- | - | - | 5.50% | - | Fixed | Swaps | - | - | 2.802% | - | - |
G | USD | 7.920 | - | - | - | - | B- | - | - | 4.38% | - | Fixed | Swaps | - | - | 2.802% | - | - |
H | USD | 30.780 | - | - | - | - | - | - | - | - | - | Fixed | Swaps | - | - | 2.802% | - | - |
Deal Comments
Class C and D are WAC
AllReportsSurveillanceOther