| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 190.561 | 4.66 | - | - | AAA | - | AAA | 37.25% | 42.1% | Fixed | Swaps | 67-70 | 67 | 1.90% | 1.891% | 99.99913 |
| B | USD | 34.544 | 5.54 | - | - | NR | - | AA | 25.88% | 49.7% | Fixed | Swaps | 110-115 | 115 | 2.49% | 2.489% | 99.99496 |
| C | USD | 16.323 | 7.21 | - | - | NR | - | A | 20.50% | 53.3% | Fixed | Swaps | 120-130 | 140 | 2.91% | 2.912% | 99.99386 |
| D | USD | 28.850 | 9.84 | - | - | NR | - | BBB | 11.00% | 59.7% | Fixed | Swaps | 165-175 | 180 | 3.47% | 3.478% | 99.99779 |
| E | USD | 6.074 | 9.96 | - | - | NR | - | BBB- | 9.00% | 61.1% | Fixed | Swaps | 255-265 | 275 | 4.45% | 4.434% | 99.07539 |
| F | USD | 7.212 | 9.96 | - | - | NR | - | BB | - | 62.7% | - | - | - | - | - | - | Retained |
| G | USD | 5.694 | 9.96 | - | - | NR | - | B | - | 63.9% | - | - | - | - | - | - | Retained |
| H | USD | 14.426 | 9.96 | - | - | NR | - | NR | - | 67.1% | - | - | - | - | - | - | Retained |
| X-A | USD | 190.561 | - | - | - | AAA | - | AAA | - | - | - | - | - | - | - | - | 10.00000 |
| X-B | USD | 85.791 | - | - | - | NR | - | AAA | - | - | - | - | - | - | - | - | 6.81250 |
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; Comments: IO;
X-B: Registration: 144A/Reg S; Comments: IO;
AllReportsSurveillanceOther