Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 27.581 | 2.66 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 22 | 0.80% | 0.791% | 99.99830 |
A-2 | USD | 157.181 | 4.90 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 45 | 2.13% | 1.484% | 102.99790 |
A-3 | USD | 10.640 | 6.94 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 62 | 1.90% | 1.891% | 99.99890 |
A-SB | USD | 27.535 | 7.15 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 54 | 2.28% | 1.829% | 102.99450 |
A-4 | USD | 200.000 | 9.76 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 64 | 2.22% | 2.105% | 100.99160 |
A-5 | USD | 425.638 | 9.91 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 66 | 2.47% | 2.133% | 102.99430 |
A-S | USD | 107.588 | 9.99 | - | - | AAA | AAA | - | AAA | 21.13% | - | Fixed | Swaps | - | 88 | 2.70% | 2.358% | 102.99660 |
B | USD | 53.036 | 10.02 | - | - | AAA | AA- | - | AA | 16.75% | - | Fixed | Swaps | - | 105 | 2.87% | 2.529% | 102.99440 |
C | USD | 51.520 | 10.02 | - | - | A+ | A- | - | A- | 12.50% | - | Fixed | Swaps | - | 140 | 3.31% | 2.879% | 102.91340 |
D | USD | 34.853 | 10.02 | - | - | NR | BBB | - | BBB+ | 9.63% | - | Fixed | Swaps | - | 240 | 2.50% | 3.879% | 88.70530 |
E | USD | 30.306 | 10.02 | - | - | NR | BBB- | - | BBB- | 7.13% | - | Fixed | Swaps | - | 340 | 2.50% | 4.879% | 81.41750 |
XA | USD | 848.575 | - | - | - | AAA | AAA | - | AAA | - | - | Fixed | Tsy | 95a | 90 | 1.027% | 2.266% | Int. Only |
Tranche Comments
A-1: Registration: Registered;
A-2: Registration: Registered;
A-3: Registration: Registered;
A-SB: 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;
XA: Registration: Registered;
WA U/W NOI Debt Yield
13.9%
AllReportsSurveillanceOther