Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A3A USD 173.240 4.90 Aaa - AAA - - 15.00% - Fixed - - 2-00bk UMBS 2.5 2.50% - 101.28125 A7A USD 60.000 2.76 Aaa - AAA - - 15.00% - Fixed - - 2-10bk DW 2.5 2.50% - 102.09375 A2A USD 20.000 11.31 Aaa - AAA - - 15.00% - Fixed Swaps - 95 2.50% 2.430% 100.59644 A3 USD 40.000 4.90 Aaa - AAA - - 15.00% - Fixed - - 1-06bk UMBS 2.0 2.00% - 99.31250 A4A USD 36.045 4.90 Aaa - AAA - - 4.55% - Fixed - - 3-00bk UMBS 2.5 2.50% - 100.28125 B1W USD 3.622 7.94 Aa2 - AA - - 3.50% - Fixed Swaps - 120 2.86% 2.517% 102.29697 B2W USD 6.555 7.94 A2 - A - - 1.60% - Fixed Swaps - 135 2.86% 2.667% 101.23483 B3W USD 1.552 8.91 Baa2 - BBB - - 1.15% - Fixed Swaps - 155 2.86% 2.928% 99.22199
Deal Comments
The pool consists of very high-quality, 30-year fixed rate, fully amortizing safe-harbor qualified mortgage (SHQM) loans to borrowers with strong credit profiles, relatively low leverage and large liquid reserves
Pricing Speed
15% CPR to Maturity
All Reports Surveillance Other
Missing something? Tell us.