Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-1 USD 18.000 3.61 - - - AAA AAA - 30.00% - Fixed Swaps - 115 1.46% 1.446% 99.99988 A-4 USD 200.000 9.44 - - - AAA AAA - 30.00% - Fixed Swaps - 173 2.50% 2.377% 100.99957 A-5 USD 252.157 9.63 - - - AAA AAA - 30.00% - Fixed Swaps - 175 2.76% 2.407% 102.99986 A-SB USD 38.850 7.27 - - - AAA AAA - 30.00% - Fixed Swaps - 160 2.58% 2.127% 102.99938 A-S USD 44.538 9.71 - - - AAA AAA - 23.88% - Fixed Swaps - 205 3.06% 2.711% 102.99988 B USD 30.904 9.84 - - - AA- AA - 19.63% - WAC Swaps - 260 - 3.267% 103.21438 C USD 38.176 9.88 - - - A- A - 14.38% - WAC Swaps - 350 - 4.169% 95.89080 D USD 22.723 9.88 - - - BBB BBB (H) - 11.25% - Fixed Swaps - 500 1.75% 5.669% 70.75091 E USD 18.179 9.88 - - - BBB- BBB (L) - 8.75% - Fixed Swaps - 600 1.75% 6.669% 64.92597
Tranche Comments
A-1: Registration: 144A/Reg S;
A-4: Registration: 144A/Reg S;
A-5: Registration: 144A/Reg S;
A-SB: Registration: 144A/Reg S;
A-S: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D: Registration: 144A/Reg S;
E: Registration: 144A/Reg S;
Risk Retention
An eligible horizontal residual interest will be retained by arbor private label, LCC through a majority owned affiliate in order to satisfy U.S. and EU risk retention requirements.
All Reports Surveillance Other
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