Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 155.000 | 4.92 | Aaa | - | AAA | AAA | - | 15.00% | - | Fixed | - | 1-28 to 2-00bk | 1-28bk | 2.50% | - | 101.96875 |
A2 | USD | 32.760 | 4.92 | Aaa | - | AAA | AAA | - | 15.00% | - | Fixed | - | 1-04 to 1-08bk | 1-04bk | 2.00% | - | 100.15625 |
A3 | USD | 270.000 | 2.74 | Aaa | - | AAA | AAA | - | 15.00% | - | Fixed | - | 2-10 to 2-14bk | 2-10bk | 2.50% | - | 102.34375 |
A5 | USD | 90.000 | 11.45 | Aaa | - | AAA | AAA | - | 15.00% | - | Fixed | Swaps | 85-90 | 87 | 2.50% | - | 102.21514 |
A17 | USD | 64.501 | 4.92 | Aa1 | - | AAA | AAA | - | 5.00% | - | Fixed | - | 3-00bk | 3-00bk | 2.50% | - | 100.84375 |
Tranche Comments
A1: Registration: 144A Only;
A2: Registration: 144A Only;
A3: Registration: 144A Only;
A5: Registration: 144A Only;
A17: Registration: 144A Only;
Risk Retention
100% QRM/Exempt
AllReportsSurveillanceOther