| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 149.892 | 3.86 | Aaa | - | - | - | AAA | - | - | Fixed | Swaps | 120a | 115 | 2.55% | 2.483% | - |
| B | USD | 25.886 | 4.27 | NR | - | - | - | AA- | - | - | Fixed | Swaps | 170a | 175 | 3.42% | 3.169% | - |
| C | USD | 18.059 | 4.43 | NR | - | - | - | A- | - | - | Fixed | Swaps | 200a | 210 | 4.03% | 3.548% | - |
| D | USD | 21.069 | 4.82 | NR | - | - | - | BBB- | - | - | Fixed | Swaps | 250a | 240 | 4.37% | 3.922% | - |
| E | USD | 12.642 | 4.92 | NR | - | - | - | NR | - | - | Fixed | Swaps | 350a | 335 | 4.80% | 4.890% | - |
| F | USD | 6.923 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | USD | 3.010 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | USD | 3.311 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
E: Registration: 144A Only;
F: Registration: 144A Only;
G: Registration: 144A Only;
H: Registration: 144A Only;