| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 130.000 | 1.60 | - | - | - | A | A | 22.20% | - | Fixed | I-Curve | - | 275 | 7.17% | 7.173% | 100.00000 |
| B | USD | 12.500 | 2.80 | - | - | - | NR | BBB | 14.60% | - | Fixed | I-Curve | - | 500 | 8.25% | 8.762% | 97.90750 |
| C | USD | 1.250 | 2.80 | - | - | - | NR | BB+ | 13.80% | - | Fixed | I-Curve | - | 820 | 10.00% | 11.950% | Retained |
| R | USD | 21.240 | - | - | - | - | NR | NR | - | - | - | - | - | - | - | - | - |
Tranche Comments
A: Registration: 144A Only; Comments: 3(c)7;
B: Registration: 144A Only; Comments: 3(c)7;
C: Registration: 144A Only; Comments: 3(c)7;
R: Registration: 144A Only; Comments: 3(c)7;
AllReportsSurveillanceOther