| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1A-R | USD | 159.750 | 3.28 | - | AAA | AAA | - | - | - | - | Floating | 3mL | - | 169 | 3mL+169 | - | 100.00000 |
| A-1B-R | USD | 20.000 | 3.28 | - | AAA | AAA | - | - | - | - | Fixed | Swaps | - | 169 | 3.35% | - | 99.99869 |
| A-2-R | USD | 16.500 | 4.73 | - | AAA | - | - | - | - | - | Floating | 3mL | - | 205 | 3mL+205 | - | 100.00000 |
| B-R | USD | 18.500 | 5.07 | - | AA | - | - | - | - | - | Floating | 3mL | - | 240 | 3mL+240 | - | 100.00000 |
| C-R | USD | 30.500 | 5.49 | - | A | - | - | - | - | - | Floating | 3mL | - | 500 | 3mL+500 | - | 100.00000 |
| D-R | USD | 18.500 | 5.85 | - | BBB- | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-R | USD | 18.000 | 6.17 | - | BB- | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Equity | USD | 51.506 | - | - | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1A-R: Registration: 144A/Reg S;
A-1B-R: Registration: 144A/Reg S;
A-2-R: Registration: 144A/Reg S;
B-R: Registration: 144A/Reg S;
C-R: Registration: 144A/Reg S;
D-R: Registration: 144A/Reg S;
E-R: Registration: 144A/Reg S;
Equity: Registration: 144A/Reg S;
Deal Comments
Reset. Non-Call Period: 1.00
Reinvestment Period (YRS)
2.08