| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 181.097 | 4.89 | - | - | AAA | - | AAA | 34.38% | 42.6% | Fixed | Swaps | 70-75 | 68 | 1.57% | 1.562% | 99.99555 |
| B | USD | 26.216 | 9.65 | - | - | NR | - | AA | 24.88% | 48.8% | Fixed | Swaps | 105-110 | 105 | 2.60% | 2.599% | 99.99249 |
| C | USD | 14.833 | 9.71 | - | - | NR | - | A | 19.50% | 52.2% | Fixed | Swaps | 130-135 | 125 | 2.80% | 2.804% | 99.99508 |
| D | USD | 25.181 | 9.71 | - | - | NR | - | BBB | 10.38% | 58.2% | Fixed | Swaps | 165-175 | 170 | 3.25% | 3.254% | 99.99720 |
| E | USD | 4.614 | 9.79 | - | - | NR | - | BBB- | 8.70% | 59.3% | Fixed | Swaps | 230-240 | 250 | 4.05% | 4.068% | 99.99720 |
| F | USD | 7.459 | 9.79 | - | - | NR | - | BB | - | 61.0% | - | - | - | - | - | - | Retained |
| G | USD | 4.485 | 9.79 | - | - | NR | - | B | - | 62.1% | - | - | - | - | - | - | Retained |
| H | USD | 12.073 | 9.79 | - | - | NR | - | NR | - | 64.9% | - | - | - | - | - | - | Retained |
| X-A | USD | 181.097 | - | - | - | AAA | - | AAA | - | - | WAC | - | - | - | - | - | 12.87500 |
| X-B | USD | 70.844 | - | - | - | NR | - | AAA | - | - | WAC | - | - | - | - | - | 10.12500 |
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;
X-A: Registration: 144A/Reg S;
X-B: Registration: 144A/Reg S;
AllReportsSurveillanceOther