Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-1 USD 6.800 3.47 - - - AAA AAA - 30.00% 45.8% Fixed Swaps 28a 28 1.07% 1.065% 100.00000 A-2 USD 20.660 4.91 - - - AAA AAA - 30.00% 45.8% Fixed Swaps 50a 50 2.21% 1.564% 102.99960 A-3 USD 96.030 6.81 - - - AAA AAA - 30.00% 45.8% Fixed Swaps - 71 2.17% 2.006% 100.99960 A-5 USD 236.552 9.78 - - - AAA AAA - 30.00% 45.8% Fixed Swaps 73a 73 2.57% 2.232% 102.99980 A-SB USD 14.600 7.37 - - - AAA AAA - 30.00% 45.8% Fixed Swaps - 59 2.38% 1.934% 102.99990 A-S USD 26.761 9.84 - - - AAA AAA - 25.00% 49.0% Fixed Swaps 93a 90 2.75% 2.405% 102.99930 B USD 24.084 9.98 - - - AA- AAA - 20.50% 52.0% Fixed Swaps 105a 100 2.51% 2.513% 99.99930 C USD 30.105 10.01 - - - A- AA - 14.88% 55.7% Fixed Swaps 135a 132 2.83% 2.834% 99.99970 D USD 18.063 10.01 - - - BBB A - 11.50% 57.9% Fixed Swaps 220a 205 2.00% 3.564% 86.97690 E USD 14.049 10.01 - - - BBB- BBB (H) - 8.88% 59.6% Fixed Swaps 305a 290 2.00% 4.414% 80.71020 XA USD 401.403 8.47 - - - AAA AAA - - - Fixed Tsy 100a 100 0.85% 2.419% Int. Only
Tranche Comments
A-1: Registration: 144A/Reg S; Comments: Reg D;
A-2: Registration: 144A/Reg S; Comments: Reg D;
A-3: Registration: 144A/Reg S; Comments: Reg D;
A-5: Registration: 144A/Reg S; Comments: Reg D;
A-SB: Registration: 144A/Reg S; Comments: Reg D;
A-S: Registration: 144A/Reg S; Comments: Reg D;
B: Registration: 144A/Reg S; Comments: Reg D;
C: Registration: 144A/Reg S; Comments: Reg D;
D: Registration: 144A/Reg S; Comments: Reg D;
E: Registration: 144A/Reg S; Comments: Reg D;
XA: Registration: 144A Only; Comments: Reg D;
Risk Retention
An eligible horizontal residual interest will be retained by arbor private label, lcc through a majority owned affiliate in order to satisfy US, EU and UK RR requirements to the extent described in the preliminary offering circular
Cut-Off Balance ($mm)
535.204267
WA Rem. Amrt Term (Months)
360
WA U/W NOI Debt Yield
7.3%
All Reports Surveillance Other
Missing something? Tell us.