Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 20.496 | 2.64 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Swaps | - | 50 | 3.32% | 3.292% | 99.99999 |
A-2 | USD | 62.148 | 4.96 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Swaps | - | 70 | 4.14% | 3.474% | 102.99980 |
A-SB | USD | 34.111 | 7.40 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Swaps | - | 92 | 4.20% | 3.735% | 102.99988 |
A-3 | USD | 170.000 | 9.77 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Swaps | - | 110 | 4.07% | 3.964% | 100.99991 |
A-4 | USD | 165.779 | 9.89 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Swaps | - | 112 | 4.34% | 3.986% | 102.99998 |
A-S | USD | 63.839 | 9.96 | - | Aa2 | - | AAA | - | AAA | - | - | Fixed | Swaps | - | 145 | 4.67% | 4.317% | 102.99995 |
B | USD | 30.708 | 9.96 | - | NR | - | AA- | - | AA | - | - | Fixed | Swaps | - | 170 | 4.92% | 4.567% | 102.99922 |
C | USD | 27.475 | 9.96 | - | NR | - | A- | - | A- | - | - | Fixed | Swaps | - | 285 | 5.11% | 5.717% | 96.50961 |
D | USD | 8.456 | 9.96 | - | NR | - | BBB+ | - | BBB+ | - | - | Fixed | Swaps | - | 447 | 5.11% | 7.337% | 85.54422 |
X-A | USD | 452.534 | - | - | Aaa | - | AAA | - | AAA | - | - | - | - | - | - | - | - | Int. Only |
X-B | USD | 122.022 | - | - | NR | - | A- | - | AAA | - | - | - | - | - | - | - | - | 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: Listed;
X-A: Registration: Listed;
X-B: Registration: Listed;
AllReportsSurveillanceOther