abcse

{assetType: "CMO", attributes: {…}}
assetType
:
"CMO"
attributes
:
aifmdSubtype
:
"SEC_SSP_CDOC"
algorithm
:
""
assetType
:
"CMO"
cic
:
"XT65"
country
:
"US"
countryOfRisk
:
"US"
coupon
:
"6.0"
couponFrequency
:
"MNTH"
couponType
:
"FIX"
currency
:
"USD"
cusip
:
"021482AA2"
dealAmountIssuedTotal
:
"355107356.0"
dealAttributeList
:
"_I_=S	name=CURRENCY	value=USD	rmxVolSurface=US.USD.ISO	_I_=S	name=INDEX	value=LIBOR_1MO	rmxCurvename=USD Swap"
dealType
:
"CMO - WHLN"
factor
:
"0.186320697337"
firstCouponDate
:
"20080425 00:00:00"
frtbSecNettingGroup
:
"US021482AA27"
intexAssetType
:
"LOAN"
intexCollateralType
:
"ALT_A"
intexDealCategory
:
"LOAN"
intexDealCountry
:
"US"
intexDealCurrency
:
"USD"
intexDealType
:
"WHOLE_LOAN"
intexMarketCategory
:
"RMBS"
intexTrancheType
:
"SEN_SPR_FIX"
isDeveloped
:
"TRUE"
isFloater
:
"FALSE"
isInterestOnly
:
"FALSE"
isIntexCovered
:
"TRUE"
isInverseFloater
:
"FALSE"
isNonProtocol
:
"FALSE"
isPrincipalOnly
:
"FALSE"
isin
:
"US021482AA27"
issueDate
:
"20080301 00:00:00"
issuerCountryOfDomicile
:
"US"
issuerCountryOfIncorporation
:
"US"
issuerCountryOfRisk
:
"US"
issuerId
:
"IID000000002343452"
issuerLongName
:
"CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)"
issuerName
:
"CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)"
issuerRatingMoodys
:
"Baa1"
issuerRatingMoodysDate
:
"20141017 00:00:00"
issuerRatingMoodysWatchlist
:
"OFF"
issuerShortName
:
"CWALT Alternative Loan Trust"
issuerTicker
:
"CWALT"
issuerType
:
"CORP"
liquiditySurface
:
"securitizedProducts_structuredDebtUsCmoNonAgencyHyFixNonIo"
liquiditySurfaceGroup
:
"securitizedProducts"
longName
:
"CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) 6 08/25/2037 082R 1"
marketStatus
:
"ISS"
maturityDate
:
"20370825 00:00:00"
mdsInstrumentType
:
"MDS_STRUCT_DEBT"
mdsLastUpdate
:
"20180725 00:00:00"
mdsRegion
:
"Americas"
mdsStructuredDebtReferenceInfo
:
""
mdsSubRegion
:
"North America"
mdsUniqueId
:
"UDS000000025723427"
modelSector
:
"ABS"
modelSubSector
:
"HOME_EQUITY"
moodyDebtClass
:
"PAS"
moodySeniority
:
"SS"
name
:
"CWALT 6 08/25/2037 082R 1"
nportAssetType
:
"ABS-mortgage backed security"
nportIssuerType
:
"corporate"
origOutstanding
:
"25282000.0"
outstanding
:
"4710559.87007403"
prepaymentSpeed
:
"10.6984"
prepaymentType
:
"CPR"
priceNodeList
:
"_I_=S	priceSpeed=12.2553	askPrice=98.7464692	priceAdjustmentFactor=1.0	accruedInt=0.733333	priceModel=CPR,YD	priceSourceIdent=0x0003f50009126885	quoteType=PRC	bidPrice=98.2464692	midPrice=98.4964692	lastYield=4.5	closeYield=4.5	priceCurrency=USD	mdsUniqueId=UDS000000025723427	priceDateTime=20180813 00:00:00	priceSourceContributor=EJV	priceSource=EJV	ccyAdjustmentFactorCurrency=USD	accruedIntSettleDate=20180815 00:00:00	closePrice=98.2464692	lastPriceDateTime=20180813 00:00:00	isPriceIncludeAccruedInterest=FALSE	ccyAdjustmentFactor=1.0	priceNodeDate=	lastPrice=98.2464692"
pricingInfo
:
""
ratingBasedSpreadName
:
"H0A3.ML.OAS.ADJ"
ratingMoodys
:
"Caa3"
ratingMoodysDate
:
"20110512 00:00:00"
ratingMoodysDirection
:
"DNG"
ratingMoodysWatchlist
:
"OFF"
ratingMoodysWatchlistDate
:
"20110512 00:00:00"
ratingMoodysWatchlistReason
:
"DNG"
ratingSP
:
"NR"
ratingSPDate
:
"20160331 00:00:00"
secMinimumDaysToLiquidate
:
"0"
secSettlementLength
:
"2"
secTransactionCostLimitAmount
:
"1.129"
secTransactionCostLimitFloor
:
"20.0"
secTransactionCostLimitType
:
"multipleOfHalfBidAsk"
securitizationCreditQuality
:
"highYield"
securitizationNonCtpAssetClass
:
"other"
securitizationNonCtpRegion
:
"northAmerica"
securitizationNonCtpSeniority
:
"senior"
securitizationSector
:
"rmbsMidPrime"
securitizationTranche
:
"1A1"
series
:
"082R"
spDebtType
:
"SRSEC"
ticker
:
"CWALT 082R 1A1"
tranche
:
"1A1"
vendorIdentifierList
:
"_I_=S	mdsUniqueId=UDS000000025723427	ident=021482AA2	source=INTEX	_I_=S	mdsUniqueId=UDS000000025723427	ident=0390P8	source=BARRA	_I_=S	mdsUniqueId=UDS000000025723427	ident=0x0003f50009126885	source=EJV	_I_=S	mdsUniqueId=UDS000000025723427	ident=6839369	source=BSEC	_I_=S	mdsUniqueId=UDS000000025723427	ident=CWR0802R-1A1	source=ITXID"
weightedAverageCoupon
:
"6.0"
weightedAverageMaturity
:
"229.0"
__proto__
:
constructor
:
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:
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:
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