| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 32.507 | 2.50 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 55 | 1.50% | 1.491% | 99.99870 |
| A-2 | USD | 24.787 | 4.84 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 85 | 2.71% | 2.049% | 102.99893 |
| A-SB | USD | 46.464 | 7.22 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 120 | 3.09% | 2.637% | 102.99893 |
| A-3 | USD | 200.000 | 9.49 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 128 | 3.01% | 2.902% | 100.99627 |
| A-4 | USD | 230.220 | 9.68 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 130 | 3.28% | 2.936% | 102.99175 |
| A-HR | USD | 54.000 | 7.94 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 170 | 3.12% | 3.203% | 102.99175 |
| A-M | USD | 62.997 | 9.81 | - | Aa3 | - | AAA | - | AAA | 22.50% | - | Fixed | Swaps | - | 170 | 3.69% | 3.345% | 102.99329 |
| B | USD | 37.799 | 9.87 | - | NR | - | AA- | - | AA | 18.00% | - | Fixed | Swaps | - | 215 | 4.15% | 3.800% | 102.99984 |
| C | USD | 37.799 | 9.89 | - | NR | - | A- | - | A | 13.50% | - | Fixed | Swaps | - | 360 | 5.04% | 5.251% | 97.91012 |
| D | USD | 45.148 | 9.98 | - | - | - | BBB- | - | BBB- | - | - | - | - | - | - | 5.04% | - | - |
| E | USD | 21.999 | 9.98 | - | - | - | BB- | - | BB | - | - | - | - | - | - | 3.50% | - | - |
| F | USD | 9.450 | 9.98 | - | - | - | B- | - | B+ | - | - | - | - | - | - | 3.50% | - | - |
| G | USD | 37.798 | 9.98 | - | - | - | NR | - | NR | - | - | - | - | - | - | 3.50% | - | - |
| X-A | USD | 596.980 | 8.60 | - | NR | - | AAA | - | AAA | - | - | Variable | Tsy | - | 300 | 1.94% | 4.671% | Int. Only |
| X-HR | USD | 54.000 | - | - | - | - | AAA | - | AAA | - | - | Variable | Tsy | - | - | 1.919% | - | Int. Only |
| X-B | USD | 37.799 | 9.56 | - | NR | - | AA- | - | AAA | - | - | Variable | Tsy | - | 275 | 0.89% | 4.495% | Int. Only |
| X-C | USD | 37.799 | - | - | - | - | A- | - | AAA | - | - | Variable | Tsy | - | - | 0% | - | Int. Only |
| X-D | USD | 45.148 | - | - | - | - | BBB- | - | BBB- | - | - | Variable | Tsy | - | - | 0% | - | Int. Only |
| X-E | USD | 20.999 | - | - | - | - | BB- | - | BB | - | - | Variable | Tsy | - | - | 1.540% | - | Int. Only |
| X-F | USD | 9.450 | - | - | - | - | B- | - | B+ | - | - | Variable | Tsy | - | - | 1.540% | - | Int. Only |
| X-G | USD | 37.798 | - | - | - | - | NR | - | NR | - | - | Variable | Tsy | - | - | 1.540% | - | Int. Only |
Deal Comments
Class C is WAC
AllReportsSurveillanceOther