| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1A-4 | USD | 112.144 | 4.80 | - | - | AAA | AAA | AAA | - | - | Fixed | Swaps | - | - | 3.00% | - | 95.39063 |
| 1A-MF | USD | 11.808 | 4.80 | - | - | AAA | AAA | AAA | - | - | Fixed | Swaps | - | - | 3.00% | - | 94.39063 |
| 2A-4 | USD | 31.328 | 3.66 | - | - | AAA | AAA | AAA | - | - | Fixed | Swaps | - | - | 2.50% | - | 96.67188 |
| 2A-MF | USD | 3.298 | 3.66 | - | - | AAA | AAA | AAA | - | - | Fixed | Swaps | - | - | 2.50% | - | 95.67188 |
Tranche Comments
1A-4: Registration: 144A Only;
1A-MF: Registration: 144A Only;
2A-4: Registration: 144A Only;
2A-MF: Registration: 144A Only;
Deal Comments
COLLATERAL PROFILE
GROUP TYPE SIZE($MM) GWAC WALA LTV CLTV OFICO %CA
I 30-YR [132.0]mm 3.63% 8 58.7 59.2 777 74.9
II 15-YR [ 36.9]mm 2.90% 8 48.7 48.7 779 87.0