| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 199.891 | 5.17 | - | - | AAA | - | AAA | - | - | Fixed | Swaps | - | 57 | 1.41% | 1.402% | 99.99529 |
| B | USD | 26.372 | 9.85 | - | - | NR | - | AA | - | - | Fixed | Swaps | - | 110 | 2.38% | 2.378% | 99.99269 |
| C | USD | 16.052 | 9.89 | - | - | NR | - | A | - | - | Fixed | Swaps | - | 120 | 2.48% | 2.480% | 99.99754 |
| D | USD | 29.048 | 9.96 | - | - | NR | - | BBB | - | - | Fixed | Swaps | - | 155 | 2.83% | 2.835% | 99.99916 |
| E | USD | 6.497 | 9.96 | - | - | NR | - | BBB- | - | - | Fixed | Swaps | - | 245 | 3.72% | 3.735% | 99.99431 |
| F | USD | 7.262 | 9.96 | - | - | NR | - | BB | - | - | - | - | - | - | - | - | Retained |
| G | USD | 6.115 | 9.96 | - | - | NR | - | B | - | - | - | - | - | - | - | - | Retained |
| H | USD | 14.524 | 9.96 | - | - | 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;
Deal Comments
Optional Redemption: 10% clean-up call
Cut-Off Balance ($mm)
305.761424
AllReportsSurveillanceOther