| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 94.540 | 4.97 | - | - | AAA | - | AAA | 15.00% | - | Fixed | - | 1-24 to 1-28 bk | 1-26 bk UMBS 2.5% | 2.50% | - | 101.87500 |
| A2 | USD | 95.000 | 4.97 | - | - | AAA | - | AAA | 15.00% | - | Fixed | - | 1-00 to 1-04 bk | 1-02 bk UMBS 2.0% | 2.00% | - | 99.96875 |
| A4 | USD | 144.000 | 2.79 | - | - | AAA | - | AAA | 15.00% | - | Fixed | - | 2-10 to 2-14 bk | 2-14 bk DW 2.5% | 2.50% | - | 102.12500 |
| A7 | USD | 48.000 | 11.51 | - | - | AAA | - | AAA | 15.00% | - | Fixed | Swaps | 85a | 85 | 2.50% | - | 102.29241 |
| A19 | USD | 49.382 | 4.97 | - | - | AAA | - | AAA | 4.00% | - | Fixed | - | 2-28 to 3-00 bk | 2-28 bk UMBS 2.5% | 2.50% | - | 100.81250 |
Tranche Comments
A1: Registration: 144A/Reg S;
A2: Registration: 144A/Reg S;
A4: Registration: 144A/Reg S;
A7: Registration: 144A/Reg S;
A19: Registration: 144A/Reg S;
AllReportsSurveillanceOther