| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-5 | USD | 253.166 | 4.66 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | - | <2-29> bk UMBS 3.0 May | 3.00% | 4.916% | 92.64062 |
| A-7 | USD | 325.499 | 4.66 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | - | <2-10> bk UMBS 3.5 May | 3.50% | 4.566% | 95.78906 |
| A-24 | USD | 189.874 | 2.60 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | - | <2-28> bk DW 3.0 May | 3.00% | 3.469% | 95.84375 |
| A-13 | USD | 63.291 | 10.85 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | I-Curve | - | 200 | 3.00% | 4.796% | 85.31880 |
| A-19 | USD | 20.678 | 4.66 | Aa1 | - | - | - | AAA | 9.60% | - | Fixed | - | - | <4-12> bk UMBS 3.5 May | 3.50% | 5.141% | 93.72656 |
Tranche Comments
A-5: Registration: 144A/Reg S;
A-7: Registration: 144A/Reg S;
A-24: Registration: 144A/Reg S;
A-13: Registration: 144A/Reg S;
A-19: Registration: 144A/Reg S;
AllReportsSurveillanceOther