| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 166.300 | 6.82 | - | AAA | - | - | - | - | 32.0% | Fixed | Swaps | - | 140 | 2.01% | 2.025% | 99.95861 |
| A2 | USD | 55.400 | 9.66 | - | AAA | - | - | - | - | 32.0% | Fixed | Swaps | - | 165 | 2.48% | 2.500% | 99.93944 |
| A3 | USD | 223.400 | 6.88 | - | A | - | - | - | - | 75.0% | Fixed | Swaps | - | 250 | 3.10% | 3.130% | 99.93956 |
| A4 | USD | 74.500 | 9.75 | - | A | - | - | - | - | 75.0% | Fixed | Swaps | - | 285 | 3.67% | 3.706% | 99.93710 |
| B1 | USD | 36.400 | 7.00 | - | BBB | - | - | - | - | 82.0% | Fixed | Swaps | - | 410 | 4.69% | 4.741% | 99.97117 |
| B2 | USD | 12.100 | 10.00 | - | BBB | - | - | - | - | 82.0% | Fixed | Swaps | - | 445 | 5.26% | 5.323% | 99.96187 |
Tranche Comments
A1: Registration: 144A/Reg S;
A2: Registration: 144A/Reg S;
A3: Registration: 144A/Reg S;
A4: Registration: 144A/Reg S;
B1: Registration: 144A/Reg S;
B2: Registration: 144A/Reg S;