| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-T2 | USD | 231.600 | 2.00 | - | AAA | - | - | - | - | - | Fixed | Swaps | 85a | 82 | 2.42% | 2.431% | 99.99984 |
| B-T2 | USD | 9.100 | 2.00 | - | AA | - | - | - | - | - | Fixed | Swaps | 110a | 105 | 2.65% | 2.661% | 99.99986 |
| C-T2 | USD | 10.300 | 2.00 | - | A | - | - | - | - | - | Fixed | Swaps | 120a | 115 | 2.75% | 2.761% | 99.99989 |
| D-T2 | USD | 30.600 | 2.00 | - | BBB | - | - | - | - | - | Fixed | Swaps | 150-160 | 145 | 3.04% | 3.061% | 99.99987 |
| E-T2 | USD | 3.400 | 2.00 | - | BB | - | - | - | - | - | Fixed | Swaps | 275-285 | 275 | 4.32% | 4.361% | 99.99998 |
Tranche Comments
A-T2: Registration: 144A Only;
B-T2: Registration: 144A Only;
C-T2: Registration: 144A Only;
D-T2: Registration: 144A Only;
E-T2: Registration: 144A Only;
AllReportsSurveillanceOther