Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 19.987 | 2.89 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Swaps | 30a | 30 | 3.37% | 3.341% | 99.99997 |
A-2 | USD | 97.922 | 4.90 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Swaps | 45a | 45 | 4.21% | 3.529% | 102.99956 |
A-SB | USD | 38.766 | 7.45 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Swaps | 68a | 68 | 4.24% | 3.781% | 102.99962 |
A-3 | USD | 120.000 | 9.82 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Swaps | 83a | 83 | 4.07% | 3.959% | 101.00000 |
A-4 | USD | 223.741 | 9.90 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Swaps | 85a | 85 | 4.33% | 3.980% | 102.99961 |
A-S | USD | 62.552 | 9.93 | - | Aa2 | - | AAA | - | AAA | - | - | Fixed | Swaps | 110a | 110 | 4.59% | 4.230% | 102.99966 |
B | USD | 34.850 | 9.93 | - | NR | - | AA- | - | AA | - | - | Fixed | Swaps | 130a | 130 | 4.79% | 4.430% | 102.99949 |
C | USD | 31.276 | 9.93 | - | NR | - | A- | - | A | - | - | Fixed | Swaps | 185a | 185 | 5.12% | 4.980% | 100.99968 |
D | USD | 16.414 | 10.01 | - | NR | - | BBB | - | BBB+ | - | - | Fixed | Swaps | 260a | 260 | - | - | - |
X-A | USD | 500.416 | - | - | Aaa | - | AAA | - | AAA | - | - | - | - | - | 120 | 0.969% | 4.252% | Int. Only |
X-B | USD | 128.628 | - | - | NR | - | A- | - | AAA | - | - | - | - | - | 107 | 0.399% | 4.152% | 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;
AllReportsSurveillanceOther