Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1A | USD | 266.790 | 2.85 | - | AAA | - | - | - | 25.00% | - | Fixed | Swaps | Mid 130s | 137 | 1.66% | 1.628% | 99.99807 |
A-1B | USD | 31.658 | 2.85 | - | AAA | - | - | - | 16.10% | - | Fixed | Swaps | 180 | 180 | 2.10% | 2.058% | 99.99872 |
A-2 | USD | 13.518 | 5.66 | - | AA | - | - | - | 12.30% | - | Fixed | Swaps | 250 | 250 | 2.93% | 2.908% | 99.99487 |
A-3 | USD | 17.963 | 5.66 | - | A | - | - | - | 7.25% | - | Fixed | Swaps | 290a | 290 | 3.33% | 3.308% | 99.99753 |
M-1 | USD | 11.739 | 5.66 | - | BBB | - | - | - | 3.95% | - | Fixed | Swaps | 385a | 385 | 4.28% | 4.258% | 99.99755 |
Tranche Comments
A-1A: Registration: 144A/Reg S;
A-1B: Registration: 144A/Reg S;
A-2: Registration: 144A/Reg S;
A-3: Registration: 144A/Reg S;
M-1: Registration: 144A/Reg S;
Pricing Speed
18% CPR to a 30% Call
AllReportsSurveillanceOther