| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 119.300 | 2.91 | - | - | AAA | AAA | - | - | - | - | - | - | - | 4.00% | - | 103.57702 |
| B1 | USD | 14.638 | 7.38 | - | - | AA | AA | - | - | - | - | - | - | - | 4.25% | - | 103.89436 |
| B2 | USD | 5.581 | 8.43 | - | - | A | A | - | - | - | - | - | - | - | 4.75% | - | 104.25639 |
| B3 | USD | 10.978 | 9.41 | - | - | BBB | BBB | - | - | - | - | - | - | - | 4.40% | - | 98.89380 |
| B4 | USD | 8.051 | 10.68 | - | - | BB | BB | - | - | - | - | - | - | - | 5.24% | - | 96.88835 |
Tranche Comments
A: Registration: 144A Only;
B1: Registration: 144A Only;
B2: Registration: 144A Only;
B3: Registration: 144A Only;
B4: Registration: 144A Only;
Deal Comments
Pricing Assumption: 8 CPR to Maturity