Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 23.420 | 2.73 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Swaps | - | 35 | 3.29% | 3.266% | 99.99989 |
A-2 | USD | 87.995 | 4.84 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Swaps | - | 50 | 4.15% | 3.467% | 102.99977 |
A-SB | USD | 38.957 | 7.26 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Swaps | - | 73 | 4.19% | 3.724% | 102.99993 |
A-3 | USD | 10.670 | 6.88 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Swaps | - | 89 | 3.87% | 3.880% | 99.99960 |
A-4 | USD | 185.000 | 9.69 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Swaps | - | 89 | 4.03% | 3.918% | 100.99945 |
A-5 | USD | 217.415 | 9.88 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Swaps | - | 91 | 4.30% | 3.941% | 102.99985 |
A-S | USD | 69.426 | 9.93 | - | Aa2 | - | AAA | - | AAA | - | - | Fixed | Swaps | - | 120 | 4.59% | 4.232% | 102.99984 |
B | USD | 34.210 | 9.96 | - | NR | - | AA- | - | AA | - | - | Fixed | Swaps | - | 140 | 4.79% | 4.433% | 102.99951 |
C | USD | 36.222 | 9.96 | - | NR | - | A- | - | A- | - | - | Fixed | Swaps | - | 195 | 5.13% | 4.983% | 101.13444 |
Tranche Comments
A-1: Registration: Listed;
A-2: Registration: Listed;
A-SB: Registration: Listed;
A-3: Registration: Listed;
A-4: Registration: Listed;
A-5: Registration: Listed;
A-S: Registration: Listed;
B: Registration: Listed;
C: Registration: Listed;
AllReportsSurveillanceOther