Issuers
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Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 944.500 | 10.16 | - | - | - | - | - | 5.55% | - | Fixed | Swaps | 72-75 | 72 | 2.90% | 2.893% | 100.00000 |
Collateral
Mortgage Loan Balance: $999,999,713; Loan to BPO Value: 60.0%; Top 5 States: FL (29.9%), CA (27.6%), AZ (16.9%), GA (9.4%), NC (5.1%);
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-1 | WQR | 771.100 | 2.33 | - | - | - | - | - | - | - | Zccjwsyf | 1nN | - | 300 | 1pH+200 | 1sO+200 | 75.49402 |
R-2 | RAA | 87.400 | 9.48 | - | - | - | - | - | - | - | Mbefouaq | 1tY | - | 500 | 1xO+350 | 1gI+350 | 43.92096 |
Tranche Comments
S-1: Registration: 144N Eoue;
R-2: Registration: 144L Isis;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H1 | TPC | 941.000 | 2.32 | Zdd2 | - | - | - | - | - | - | Waxni | YICJ | - | - | 1.65% | - | - |
Tranche Comments
H1: Registration: 144H Wmkl;