Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 22.828 | 2.77 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | 24 | 24 | 0.75% | 0.743% | 99.99730 |
A-2 | USD | 31.817 | 4.63 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | 45a | 45 | 1.97% | 1.293% | 102.99650 |
A-SB | USD | 40.224 | 7.00 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | 53a | 52 | 2.11% | 1.647% | 102.99490 |
A-3 | USD | 95.134 | 6.89 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | LCF-2 | 64 | 2.23% | 1.756% | 102.99820 |
A-4 | USD | 225.000 | 9.14 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | LCF-2 | 64 | 2.04% | 1.922% | 100.99550 |
A-5 | USD | 251.836 | 9.84 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | 68-69 | 66 | 2.32% | 1.984% | 102.99910 |
A-S | USD | 83.355 | 9.91 | - | - | AA+ | AAA | - | AAA | 21.25% | - | Fixed | Swaps | 87a | 87 | 2.54% | 2.199% | 102.99180 |
B | USD | 42.868 | 9.96 | - | - | AA- | AA- | - | AA | 16.75% | - | Fixed | Swaps | 110a | 105 | 2.38% | 2.382% | 99.99450 |
C | USD | 41.677 | 9.96 | - | - | NR | A- | - | A | 12.38% | - | Fixed | Swaps | 145a | 145 | 2.78% | 2.782% | 99.99690 |
D | USD | 26.197 | 9.96 | - | - | - | BBB | - | BBB+ | 9.63% | - | Fixed | Swaps | 240a | 240 | 2.00% | 3.732% | 85.75170 |
E | USD | 22.624 | 9.96 | - | - | - | BBB- | - | BBB- | 7.25% | - | Fixed | Swaps | 310a | 325 | 2.00% | 4.582% | 79.60790 |
X-A | USD | 666.839 | 8.25 | - | - | AAA | AAA | - | AAA | - | - | Fixed | Tsy | - | 105 | - | 2.267% | Int. Only |
X-B | USD | 167.900 | 9.67 | - | - | NR | AAA | - | A- | - | - | Fixed | Tsy | - | 95 | - | 2.263% | Int. Only |
Tranche Comments
A-1: Registration: Registered;
A-2: Registration: Registered;
A-SB: Registration: Registered;
A-3: Registration: Registered;
A-4: Registration: Registered;
A-5: Registration: Registered;
A-S: Registration: Registered;
B: Registration: Registered;
C: Registration: Registered;
D: Registration: 144A Only;
E: Registration: 144A Only;
X-A: Registration: Registered;
X-B: Registration: Registered;
AllReportsSurveillanceOther