Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 119.000 | 0.31 | P-1 | - | F1+ | - | - | - | - | Fixed | YLD | 1.45-.50% | - | 1.500% | 1.500% | 100.00000 |
A-2 | USD | 202.000 | 1.34 | Aaa | - | AAA | - | - | - | - | Fixed | EDSF | 20-23 | 15 | 1.93% | 1.943% | 99.99319 |
A-3 | USD | 202.000 | 2.91 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | 27-30 | 25 | 2.21% | 2.221% | 99.99780 |
A-4 | USD | 107.000 | 4.41 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | 40-43 | 35 | 2.41% | 2.432% | 99.95923 |
A-5 | USD | 101.240 | 6.23 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | 55-58 | 55 | 2.72% | 2.740% | 99.97440 |
Tranche Comments
A-1: Registration: 144A Only;
A-2: Registration: 144A Only;
A-3: Registration: 144A Only;
A-4: Registration: 144A Only;
A-5: Registration: 144A Only;
Pricing Speed
4.00% CPR, 10% Clean-Up Call
AllReportsSurveillanceOther