| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 146.569 | 2.60 | - | - | - | AAA | - | 60.15% | - | Fixed | Swaps | 90-100 | 85 | 1.67% | 1.627% | 99.99981 |
| A-2 | USD | 7.858 | 4.95 | - | - | - | AA | - | 58.01% | - | Fixed | Swaps | 125a | 125 | 2.42% | 2.401% | 99.99994 |
| M-1 | USD | 7.656 | 4.95 | - | - | - | A | - | 55.93% | - | Fixed | Swaps | 150a | 150 | 2.67% | 2.651% | 99.99983 |
| M-2 | USD | 8.361 | 4.95 | - | - | - | BBB | - | 53.66% | - | Fixed | Swaps | 190a | 190 | 3.08% | 3.051% | 99.99976 |
| B-1 | USD | 7.555 | 4.95 | - | - | - | BB | - | 51.61% | - | Variable | Swaps | 375a | 365 | - | 4.801% | 99.67121 |
| B-2 | USD | 7.555 | 4.95 | - | - | - | B | - | 49.55% | - | Variable | Swaps | 450a | 495 | - | 6.101% | 94.24342 |
Tranche Comments
A-1: Registration: 144A/Reg S;
A-2: Registration: 144A/Reg S;
M-1: Registration: 144A/Reg S;
M-2: Registration: 144A/Reg S;
B-1: Registration: 144A/Reg S;
B-2: Registration: 144A/Reg S;