Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 132.556 | 4.94 | - | - | AAA | - | AAA | 15.00% | - | Fixed | - | 2-00a bk Umbs 2.5% | 2-00 bk UMBS 2.5% | 2.50% | - | 101.03125 |
A4 | USD | 114.998 | 2.76 | - | - | AAA | - | AAA | 15.00% | - | Fixed | - | 2-00a bk DW 2.5% | 2-00 bk DW 2.5% | 2.50% | - | 102.06250 |
A5 | USD | 73.000 | 2.76 | - | - | AAA | - | AAA | 15.00% | - | Fixed | - | 2-02a bk DW 2.0% | 2-02 bk DW 2.0% | 2.00% | - | 100.68750 |
A7 | USD | 62.666 | 11.48 | - | - | AAA | - | AAA | 15.00% | - | Fixed | Swaps | 85-90 | 85 | 2.50% | - | 101.27720 |
A19 | USD | 45.092 | 4.94 | - | - | AAA | - | AAA | 5.00% | - | Fixed | - | 2-22a bk Umbs 2.5% | 2-22 bk UMBS 2.5% | 2.50% | - | 100.34375 |
Tranche Comments
A1: Registration: 144A/Reg S;
A4: Registration: 144A/Reg S;
A5: Registration: 144A/Reg S;
A7: Registration: 144A/Reg S;
A19: Registration: 144A/Reg S;
Risk Retention
100% QRM/Exempt from Risk Retention
AllReportsSurveillanceOther