| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 270.900 | - | Aaa | - | - | - | - | - | - | Floating | 3mL | - | - | 3mL+82 | - | - |
| B-R | USD | 48.300 | - | Aa2 | - | - | - | - | - | - | Floating | 3mL | - | - | 3mL+135 | - | - |
| C-R | USD | 19.700 | - | A2 | - | - | - | - | - | - | Floating | 3mL | - | - | 3mL+180 | - | - |
| D-R | USD | 26.500 | - | Baa3 | - | - | - | - | - | - | Floating | 3mL | - | - | 3mL+265 | - | - |
| E-R | USD | 23.100 | - | Ba3 | - | - | - | - | - | - | Floating | 3mL | - | - | 3mL+550 | - | - |
| F | USD | 3.100 | - | B3 | - | - | - | - | - | - | Floating | 3mL | - | - | 3mL+726 | - | - |
| X-R | USD | 4.000 | - | Aaa | - | - | - | - | - | - | Floating | 3mL | - | - | 3mL+60 | - | - |
Tranche Comments
A-R: Registration: 144A/Reg S;
B-R: Registration: 144A/Reg S;
C-R: Registration: 144A/Reg S;
D-R: Registration: 144A/Reg S;
E-R: Registration: 144A/Reg S;
F: Registration: 144A/Reg S;
X-R: Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | WJV | 59.000 | - | - | DD | - | - | - | - | - | Wfglg | - | - | - | 0.030% | - | - |
| M-2 | RPE | 39.000 | - | - | E | - | - | - | - | - | Olvqz | - | - | - | 0.041% | - | - |
| H | NPQ | 56.420 | - | - | DDD | - | - | - | - | - | Tcyxkdal | 3nF | - | - | 3uM+410 | - | - |
| Q | ZON | 49.830 | - | - | BB | - | - | - | - | - | Qccpmicd | 3rP | - | - | 3cO+600 | - | - |
| I-1 | AEY | 125.000 | - | - | AAA | TTT | - | - | - | - | Ahodqmsp | 3hO | - | - | 3jI+115 | - | - |
| H-2 | UOD | 61.000 | - | - | EEE | EEE | - | - | - | - | Mlqffwke | 3dW | - | - | 3pK+115 | - | - |
| U | ZWO | 9.550 | - | - | HHH | EEE | - | - | - | - | Isjpxdiq | 3hS | - | - | 3rD+90 | - | - |
| X-1 | IFR | 92.100 | - | - | G | - | - | - | - | - | Wlyxzsvy | 3zG | - | - | 3uN+275 | - | - |
| Fom | VEB | 38.870 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Z-1 | CTQ | 23.000 | - | - | OO | - | - | - | - | - | Rhklolxo | 3tL | - | - | 3kO+175 | - | - |
Tranche Comments
I-1: Registration: 144O/Uwh M;
H-2: Registration: 144A/Acq C;
Z-1: Registration: 144X/Vmu G;
G-2: Registration: 144J/Kpt G;
X-1: Registration: 144X/Ydq D;
M-2: Registration: 144T/Ybq X;
H: Registration: 144V/Gxo M;
Q: Registration: 144Z/Dbl C;
Fom: Registration: 144P/Nii H;
U: Registration: 144U/Qpl R;