Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 13.880 | 2.84 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | 25a | 25 | 1.27% | 1.259% | 99.99790 |
A-2 | USD | 112.570 | 4.89 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | 55a | 55 | 2.54% | 1.884% | 102.99910 |
A-3 | USD | 10.510 | 6.92 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 67 | 2.18% | 2.181% | 99.99680 |
A-4 | USD | 132.000 | 9.25 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | LCF-2 | 67 | 2.42% | 2.301% | 100.99620 |
A-5 | USD | 418.700 | 9.91 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | 69a | 69 | 2.69% | 2.350% | 102.99290 |
A-SB | USD | 37.406 | 7.53 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | 56a | 56 | 2.54% | 2.106% | 102.99320 |
A-S | USD | 86.749 | 9.96 | - | - | AA+ | AAA | - | AAA | 21.63% | - | Fixed | Swaps | 90a | 90 | 2.90% | 2.562% | 102.99360 |
B | USD | 47.906 | 9.96 | - | - | NR | AA- | - | AA- | 17.00% | - | Fixed | Swaps | 110a | 110 | 2.76% | 2.762% | 99.99480 |
C | USD | 45.317 | 9.96 | - | - | NR | A- | - | A- | 12.63% | - | Fixed | Swaps | 150-155 | 155 | 3.21% | 3.212% | 99.99670 |
D | USD | 29.779 | 9.96 | - | - | - | BBB | - | BBB+ | 9.75% | - | Fixed | Swaps | 240а | 260 | 2.50% | 4.262% | 85.90290 |
E | USD | 24.601 | 9.96 | - | - | - | BBB- | - | BBB- | 7.38% | - | Fixed | Swaps | 345-355 | 385 | 2.50% | 5.512% | 77.27160 |
X-A | USD | 725.066 | 8.43 | - | - | AAA | AAA | - | AAA | - | - | Fixed | Tsy | - | 135 | 0.96% | 2.808% | Int. Only |
X-B | USD | 179.972 | 9.73 | - | - | NR | A- | - | AAA | - | - | Fixed | Tsy | - | 115 | 0.59% | 2.660% | Int. Only |
Tranche Comments
A-1: Registration: Registered;
A-2: Registration: Registered;
A-3: Registration: Registered; Comments: PrePlaced;
A-4: Registration: Registered;
A-5: Registration: Registered;
A-SB: Registration: Registered;
A-S: Registration: Registered;
B: Registration: Registered;
C: Registration: Registered;
D: Registration: 144A/Reg S;
E: Registration: 144A/Reg S;
X-A: Registration: Registered;
X-B: Registration: Registered;
AllReportsSurveillanceOther