Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 15.390 | 2.79 | - | - | AAA | AAA | - | AAA | - | - | Fixed | Swaps | 40a | 40 | 2.04% | 2.020% | 99.99980 |
A-2 | USD | 58.585 | 4.90 | - | - | AAA | AAA | - | AAA | - | - | Fixed | Swaps | 62a | 65 | 2.94% | 2.281% | 102.99995 |
A-SB | USD | 21.534 | 7.10 | - | - | AAA | AAA | - | AAA | - | - | Fixed | Swaps | 80a | 80 | 2.94% | 2.476% | 102.99937 |
A-3 | USD | 175.000 | 9.77 | - | - | AAA | AAA | - | AAA | - | - | Fixed | Swaps | -2LCF | 89 | 2.75% | 2.638% | 100.99984 |
A-4 | USD | 266.794 | 9.94 | - | - | AAA | AAA | - | AAA | - | - | Fixed | Swaps | 92a | 91 | 3.01% | 2.663% | 102.99977 |
A-S | USD | 84.434 | 9.99 | - | - | AAA | AAA | - | AAA | - | - | Fixed | Swaps | 120a | 120 | 3.30% | 2.955% | 102.99935 |
B | USD | 31.663 | 9.99 | - | - | AA | AA- | - | AA | - | - | Fixed | Swaps | 145a | 140 | 3.50% | 3.155% | 102.99994 |
C | USD | 30.703 | 9.99 | - | - | A- | A- | - | A- | - | - | Fixed | Swaps | 185a | 180 | 3.73% | 3.555% | 100.94829 |
D | USD | 19.189 | 9.99 | - | - | BBB- | BBB | - | BBB+ | - | - | Fixed | Swaps | 260a | 265 | 2.50% | 4.405% | 84.83107 |
E | USD | 15.352 | 9.99 | - | - | NR | BBB- | - | BBB- | - | - | Fixed | Swaps | 365a | 375 | 2.50% | 5.505% | 77.27265 |
XA | USD | 537.303 | - | - | - | AAA | AAA | - | AAA | - | - | Fixed | Tsy | 150a | 140 | - | - | Int. Only |
Tranche Comments
A-S: Registration: Registered;
B: Registration: Registered;
A-3: Registration: Registered;
A-SB: Registration: Registered;
A-4: Registration: Registered;
XA: Registration: Registered;
E: Registration: 144A Only;
A-1: Registration: Registered;
D: Registration: 144A Only;
A-2: Registration: Registered;
C: Registration: Registered;
AllReportsSurveillanceOther