Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A1 | USD | 47.544 | 4.93 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | 1-30->2-04 bk UMBS 2.5s | 1-30 bk UMBS 2.5s | 2.50% | - | 101.43750 |
A1A | USD | 41.044 | 4.93 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | 1-16->1-22 bk UMBS 2.0s | 1-16 bk UMBS 2.0s | 2.00% | - | 99.28125 |
A2 | USD | 60.000 | 2.75 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | 1-24->1-28 bk DW 2.5s | 1-24 bk DW 2.5s | 2.50% | - | 102.59375 |
A2A | USD | 78.000 | 2.75 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | 2-02->2-08 bk DW 2.0s | 2-08 bk DW 2.0s | 2.00% | - | 100.96875 |
A3 | USD | 10.500 | 2.01 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | Swaps | 70-75 | 70 | 2.50% | 0.938% | 102.92780 |
A5 | USD | 20.000 | 11.48 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | Swaps | 95a | 95 | 2.50% | 2.645% | 98.11230 |
A5A | USD | 26.000 | 11.48 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | Swaps | 90-95 | 90 | 2.00% | 2.595% | 93.81570 |
A6 | USD | 7.000 | 9.33 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | Swaps | 95-100 | 100 | 2.50% | 2.536% | 99.36480 |
A9 | USD | 39.413 | 4.93 | Aa1 | - | - | - | AAA | 3.45% | - | Fixed | - | 0-20->0-24 bk vs Interpolated A1/A1A | 0-24 bk vs Interpolated A1/A1A | 2.25% | - | 99.61720 |
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