| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 405.767 | 2.89 | - | AAA | AAA | - | - | - | - | Fixed | Swaps | 41-44 | 41 | 3.50% | 3.528% | 99.99365 |
| A2 | USD | 185.000 | 2.89 | - | AAA | AAA | - | - | - | - | Floating | 1mL | 41-44 | 41 | 1mL+41 | - | 100.00000 |
| B | USD | 40.463 | 2.89 | - | AA | AA | - | - | - | - | Fixed | Swaps | 60-63 | 60 | 3.68% | 3.718% | 99.97401 |
| C | USD | 36.399 | 2.89 | - | A | A | - | - | - | - | Fixed | Swaps | 80-83 | 80 | 3.88% | 3.918% | 99.98264 |
| D | USD | 32.371 | 2.89 | - | BBB | BBB | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A2: Registration: 144A Only;
A1: Registration: 144A Only;
C: Registration: 144A Only;
B: Registration: 144A Only;
AllReportsSurveillanceOther