Caesars Palace Las Vegas Trust

Deals

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Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	USD	535.500	4.88	-	Aaa	AAA	-	-	AAA	65.50%	22.4%	Fixed	Swaps	80	80	3.53%	2.858%	102.99970
B	USD	200.500	4.88	-	Aa3	AA-	-	-	AA+	52.50%	30.7%	Fixed	Swaps	110a	110	3.84%	3.158%	102.99990
C	USD	142.600	4.88	-	A3	A-	-	-	AA-	43.30%	36.7%	Fixed	Swaps	140a	140	4.14%	3.458%	102.99970
D	USD	206.700	4.88	-	NR	BBB-	-	-	BBB+	30.00%	45.3%	WAC	Swaps	200a	200	4.35%	4.058%	101.56170
E	USD	312.300	4.88	-	NR	BB-	-	-	BB	9.80%	58.3%	WAC	Swaps	350a	350	4.35%	5.558%	95.22510
F	USD	61.000	4.88	-	NR	B+	-	-	BB	5.90%	60.9%	WAC	Swaps	-	465	4.35%	6.708%	90.68240
HRR	USD	91.400	4.88	-	NR	B	-	-	BB-	-	64.7%	WAC	Swaps	-	569	4.35%	7.750%	86.78700
X-A	USD	535.500	-	-	Aaa	AAA	-	-	AAA	-	-	Fixed	Tsy	-	150	0.823%	3.453%	Int. Only
X-B	USD	343.100	-	-	A2	A-	-	-	AAA	-	-	Fixed	Tsy	-	200	0.393%	3.953%	Int. Only

More Details

Filings

ABS-15G

Tranche Comments

A: Registration: 144A/Reg S; Comments: Reg D; B: Registration: 144A/Reg S; Comments: Reg D; C: Registration: 144A/Reg S; Comments: Reg D; D: Registration: 144A/Reg S; Comments: Reg D; E: Registration: 144A/Reg S; Comments: Reg D; F: Registration: 144A/Reg S; Comments: Reg D; HRR: Registration: 144A/Reg S; Comments: Reg D; X-A: Registration: 144A/Reg S; Comments: Reg D; X-B: Registration: 144A/Reg S; Comments: Reg D;

Collateral

3,974 room full-service luxury resort located in the heart of the Las Vegas Strip and a first priority assignment and security interest in the tenants personal property (including gaming equipment) and intellectual property (including trademarks, proprietary operating systems and customer data)

Risk Retention

US - Yes

Pricing Speed

100 CPY