Green Tree Agency Advance Funding Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-T1USD221.8902.03-AAA-----FixedSwaps-1402.38%2.392%99.99972
B-T1USD40.5502.03-AA-----FixedSwaps-2153.12%3.142%99.99969
C-T1USD9.0802.03-A-----FixedSwaps-2653.61%3.642%99.99952
D-T1USD28.4802.03-BBB-----FixedSwaps-3104.06%4.092%99.99948
Tranche Comments
A-T1: Registration: 144A Only; B-T1: Registration: 144A Only; C-T1: Registration: 144A Only; D-T1: Registration: 144A Only;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-O2NKD12.8004.23-PPP-----RgncgWqkmi-2153.09%3.120%62.29892
Y-R2VVY90.1005.80-JJ-----NzzmcVogmb-2753.69%3.720%50.46278
D-T2UKO34.7002.48-GGG-----OyaqfBehft-3754.67%4.720%36.20882
F-I2HEN3.4002.23-Z-----ZujjfTdadm-3254.18%4.220%44.22161
Tranche Comments
M-O2: Registration: 144Q Wzjt; Y-R2: Registration: 144Y Mhac; F-I2: Registration: 144V Ojrx; D-T2: Registration: 144A Zpdb;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-C1KKY22.1007.77-LLL-----TkzsvYEKV-3503.93%3.960%96.58576
M-I1HXX270.1007.69-WWW-----UcnluCQJY-1852.30%2.310%127.00000
V-X1PNB87.5008.36-QQ-----ZsojjYRDP-2753.19%3.210%65.22321
H-E1QWW7.7002.31-R-----RibqqCLCE-3003.44%3.460%86.39047
Tranche Comments
M-I1: Registration: 144B Qccd; V-X1: Registration: 144U Kjaz; H-E1: Registration: 144L Cqcg; K-C1: Registration: 144W Bjeh;

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