Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 19.414 | 2.66 | - | Aaa | - | AAA | - | AAA | 30.00% | 32.5% | Fixed | Swaps | 22a | 22 | 1.19% | 1.171% | 99.99980 |
A-2 | USD | 147.337 | 4.90 | - | Aaa | - | AAA | - | AAA | 30.00% | 32.5% | Fixed | Swaps | 55a | 55 | 2.51% | 1.860% | 102.99560 |
A-3 | USD | 74.150 | 6.74 | - | Aaa | - | AAA | - | AAA | 30.00% | 32.5% | Fixed | Swaps | - | 64 | 2.59% | 2.104% | 102.99740 |
A-SB | USD | 24.589 | 7.37 | - | Aaa | - | AAA | - | AAA | 30.00% | 32.5% | Fixed | Swaps | 54a | 54 | 2.49% | 2.042% | 102.99460 |
A-4 | USD | 234.500 | 9.83 | - | Aaa | - | AAA | - | AAA | 30.00% | 32.5% | Fixed | Swaps | LCF-2bps | 65 | 2.37% | 2.257% | 100.99490 |
A-5 | USD | 380.018 | 9.90 | - | Aaa | - | AAA | - | AAA | 30.00% | 32.5% | Fixed | Swaps | 67a | 67 | 2.62% | 2.280% | 102.99150 |
X-A | USD | 880.008 | - | - | Aaa | - | AAA | - | AAA | - | - | - | - | - | - | - | - | Retained; Int. Only |
X-B | USD | 243.574 | - | - | NR | - | A- | - | AAA | - | - | - | - | - | - | - | - | Retained; Int. Only |
A-S | USD | 143.001 | 9.96 | - | Aa1 | - | AAA | - | AAA | 18.63% | 37.8% | Fixed | Swaps | 87a | 90 | 2.85% | 2.512% | 102.99220 |
B | USD | 47.143 | 9.98 | - | NR | - | AA- | - | AA | 14.88% | 39.5% | Fixed | Swaps | 100a | 103 | 2.98% | 2.643% | 102.99690 |
C | USD | 53.430 | 9.98 | - | NR | - | A- | - | A- | 10.63% | 41.5% | Fixed | Swaps | 135a | 170 | 3.11% | 3.313% | 98.50590 |
X-D | USD | 55.000 | - | - | NR | - | BBB- | - | BBB- | - | - | - | - | - | - | - | - | Retained; Int. Only |
D | USD | 31.428 | 9.98 | - | NR | - | BBB | - | BBB+ | 8.13% | 42.6% | Fixed | Swaps | 225a | 235 | 2.50% | 3.963% | 88.11120 |
E | USD | 23.572 | 9.98 | - | NR | - | BBB- | - | BBB- | 6.25% | 43.5% | Fixed | Swaps | 330a | 350 | 2.50% | 5.113% | 79.88260 |
RRI | USD | 66.166 | 8.98 | - | NP | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
X-A | USD | 880.008 | - | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Tsy | - | 100 | 0.613% | 2.551% | 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;
X-A: Registration: Registered;
X-B: Registration: Registered;
A-S: Registration: Registered;
B: Registration: Registered;
C: Registration: Registered;
X-D: Registration: 144A Only;
D: Registration: 144A Only;
E: Registration: 144A Only;
X-A: Registration: Registered;
WA Rem. Amrt Term (Months)
364
WA U/W NOI Debt Yield
13.6%
AllReportsSurveillanceOther