Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A2 | USD | 218.695 | 4.94 | - | - | AAA | - | AAA | 15.00% | - | Fixed | - | 1-14 area bk Nov UMBS 2.5 | 1-10bk Nov UMBS 2.5 | 2.50% | - | 102.81250 |
A5 | USD | 30.000 | 2.76 | - | - | AAA | - | AAA | 15.00% | - | Fixed | - | 1-14 area bk Nov DW 2.5 | 1-14bk Nov DW 2.5 | 2.50% | - | 102.53125 |
A8 | USD | 10.000 | 11.47 | - | - | AAA | - | AAA | 15.00% | - | Fixed | Swaps | 120a | 120 | 2.50% | 2.152% | 103.42389 |
A20 | USD | 30.442 | 4.94 | - | - | AAA | - | AAA | 5.00% | - | Fixed | - | A2 minus 20-24tks | 1-30bk Nov UMBS 2.5 | 2.50% | - | 102.18750 |
Tranche Comments
A2: Registration: 144A/Reg S;
A5: Registration: 144A/Reg S;
A8: Registration: 144A/Reg S;
A20: Registration: 144A/Reg S;
Risk Retention
100% QRM/Exempt from Risk Retention
AllReportsSurveillanceOther