| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 184.738 | 5.49 | - | - | AAA | AAA | - | - | - | Fixed | Swaps | 110-115 | 100 | 1.36% | 1.352% | 99.99877 |
| B | USD | 42.519 | 9.80 | - | - | NR | AA (L) | - | - | - | Fixed | Swaps | 165-175 | 155 | 2.20% | 2.204% | 99.99406 |
| C | USD | 22.726 | 9.81 | - | - | NR | A (L) | - | - | - | Fixed | Swaps | 190-200 | 175 | 2.40% | 2.405% | 99.99352 |
| D | USD | 17.228 | 9.81 | - | - | NR | BBB | - | - | - | Fixed | Swaps | 240-250 | 230 | 2.95% | 2.955% | 99.99613 |
| E | USD | 4.032 | 9.81 | - | - | NR | BBB (L) | - | - | - | - | - | - | - | - | - | Retained |
| F | USD | 9.896 | 9.86 | - | - | NR | BB (L) | - | - | - | - | - | - | - | - | - | Retained |
| G | USD | 1.833 | 9.89 | - | - | NR | B | - | - | - | - | - | - | - | - | - | Retained |
| H | USD | 10.264 | 9.94 | - | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D: Registration: 144A/Reg S;
E: Registration: 144A/Reg S;
F: Registration: 144A/Reg S;
G: Registration: 144A/Reg S;
H: Registration: 144A/Reg S;
Cut-Off Balance ($mm)
293.235815
AllReportsSurveillanceOther