| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | USD | 269.468 | 4.81 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | <1-14>-<1-20> bk FN 2.5 Sep | <1-20> bk FN 2.5 Sep | 2.50% | 2.016% | 102.00000 |
| A-8 | USD | 75.000 | 2.66 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | <2-00>-<2-04> bk DW 2.5 Aug | <2-04> bk DW 2.5 Aug | 2.50% | 1.444% | 102.57813 |
| A-11 | USD | 25.000 | 11.23 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | Swaps | 95a | 95 | 2.50% | 2.354% | 101.36526 |
| A-29 | USD | 35.642 | 4.81 | Aa1 | - | - | - | AAA | 6.80% | - | Fixed | - | <2-06>-<2-10> bk FN 2.5 Sep | <2-06> bk FN 2.5 Sep | 2.50% | 2.143% | 101.43750 |
Tranche Comments
A-2: Registration: 144A Only;
A-8: Registration: 144A Only;
A-11: Registration: 144A Only;
A-29: Registration: 144A Only;
AllReportsSurveillanceOther