| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 27.865 | 2.81 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Swaps | 40a | 45 | 2.10% | 2.076% | 100.00000 |
| A-2 | USD | 66.250 | 4.88 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Swaps | 65a | 70 | 2.99% | 2.330% | 102.99970 |
| A-SB | USD | 34.130 | 7.21 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Swaps | 86a | 86 | 2.99% | 2.527% | 102.99980 |
| A-3 | USD | 150.000 | 9.73 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Swaps | LCF-2 | 94 | 2.78% | 2.667% | 102.99970 |
| A-4 | USD | 220.351 | 9.96 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Swaps | 96a | 96 | 3.04% | 2.693% | 102.99890 |
| A-S | USD | 69.447 | 9.99 | - | Aa2 | - | AAA | - | AAA | - | - | Fixed | Swaps | 130a | 130 | 3.38% | 3.034% | 102.99870 |
| B | USD | 32.052 | 9.99 | - | NR | - | AA- | - | AA | - | - | Fixed | Swaps | 160a | 160 | 3.68% | 3.334% | 102.99930 |
| C | USD | 29.381 | 9.99 | - | NR | - | A- | - | A | - | - | Fixed | Swaps | 215a | 215 | 4.08% | 3.884% | 100.93870 |
| D | USD | 19.587 | 9.99 | - | NR | - | BBB | - | BBB+ | - | - | Fixed | Swaps | 285a | 335 | 2.50% | 5.084% | 80.06690 |
| E | USD | 15.136 | 9.99 | - | NR | - | BBB- | - | BBB | - | - | Fixed | Swaps | 365a | 415 | 2.50% | 5.884% | 74.84800 |
Tranche Comments
A-1: Registration: Registered;
A-2: Registration: Registered;
A-SB: Registration: Registered;
A-3: Registration: Registered;
A-4: Registration: Registered;
A-S: Registration: Registered;
B: Registration: Registered;
C: Registration: Registered;
D: Registration: 144A Only;
E: Registration: 144A Only;
WA U/W NOI Debt Yield
11.4%
AllReportsSurveillanceOther