| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 163.893 | 4.86 | Aaa | - | AAA | - | - | 15.00% | - | Fixed | - | <2-04>-<2-10> bk UMBS 2.5 JUN | <2-10> bk UMBS 2.5 JUN | 2.50% | 2.186% | 101.28125 |
| A-7 | USD | 81.250 | 2.74 | Aaa | - | AAA | - | - | 15.00% | - | Fixed | - | <1-26>-<2-00> DW 2.5 JUN | <1-29> bk DW 2.5 JUN | 2.50% | 1.537% | 102.43750 |
| A-25 | USD | 27.083 | 11.22 | Aaa | - | AAA | - | - | 15.00% | - | Fixed | Swaps | 90-95 | 95 | 2.50% | 2.597% | 98.97176 |
| A-31 | USD | 33.467 | 4.86 | Aaa | - | AAA | - | - | 4.55% | - | Fixed | - | <2-20>-<2-24> bk UMBS 2.5 JUN | <2-28> bk UMBS 2.5 JUN | 2.50% | 2.257% | 100.71875 |
Tranche Comments
A-1 : Registration: 144A Only;
A-7: Registration: 144A Only;
A-25: Registration: 144A Only;
A-31 : Registration: 144A Only;
AllReportsSurveillanceOther