Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1A | USD | 248.825 | 1.53 | - | AAA | - | AAA | - | 23.20% | - | Fixed | EDSF | - | 105 | 2.50% | 2.396% | 99.99862 |
A1B | USD | 82.942 | 3.91 | - | AAA | - | AAA | - | 23.20% | - | Fixed | Swaps | - | 140 | 3.27% | 3.232% | 99.99701 |
A2 | USD | 21.168 | 3.96 | - | AA | - | AA | - | 18.30% | - | Fixed | Swaps | - | 175 | 3.63% | 3.586% | 99.99957 |
A3 | USD | 28.079 | 3.96 | - | A | - | A | - | 11.80% | - | Fixed | Swaps | - | 215 | 3.65% | 3.986% | 98.64762 |
M1 | USD | 17.928 | 3.96 | - | BBB | - | BBB | - | 7.65% | - | Fixed | Swaps | - | 275 | 3.65% | 4.586% | 96.52973 |
Tranche Comments
A1A: Registration: 144A/Reg S;
A1B: Registration: 144A/Reg S;
A2: Registration: 144A/Reg S;
A3: Registration: 144A/Reg S;
M1: Registration: 144A/Reg S;
Pricing Speed
20 CPR to 4 year call
AllReportsSurveillanceOther