| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 400.000 | 2.90 | - | AAA | - | AAA | AAA | 28.00% | - | Floating | 3mEu | 90 | 90 | 3mEu+75 | - | 99.58500 |
| B | EUR | 33.335 | 3.10 | - | AA | - | AA | AA | 22.00% | - | Floating | 3mEu | - | 100 | 3mEu+100 | - | - |
| C | EUR | 22.223 | 3.10 | - | A+ | - | A | A | 18.00% | - | Floating | 3mEu | - | 150 | 3mEu+150 | - | - |
| D | EUR | 16.667 | 3.10 | - | BBB+ | - | BBB | BBB | 15.00% | - | Floating | 3mEu | - | 180 | 3mEu+180 | - | - |
| E | EUR | 16.667 | 3.10 | - | BB+ | - | BB (H) | BB | 12.00% | - | Floating | 3mEu | - | 250 | 3mEu+250 | - | - |
| F | EUR | 11.112 | 3.10 | - | B- | - | BB | B | 10.00% | - | Floating | 3mEu | - | 300 | 3mEu+300 | - | - |
| Z | EUR | 55.556 | 3.10 | - | NR | - | NR | NR | - | - | Floating | 3mEu | - | 50 | 3mEu+50 | - | - |
Tranche Comments
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D: Registration: 144A/Reg S;
E: Registration: 144A/Reg S;
F: Registration: 144A/Reg S;
Z: Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | ZOA | 270.784 | 6.90 | - | VVV | - | PPP | 37.00% | - | Mtjmqxdt | 3iFh | - | 75 | 3xOk+75 | - | 49.17640 |
| U | GCK | 96.650 | 4.00 | - | H+ | - | O (S) | 43.30% | - | Fbukmqxe | 3vJd | - | 150 | 3rHe+150 | - | 37.42920 |
| F | VYM | 3.987 | 3.00 | - | LLL+ | - | PPP (G) | 27.00% | - | Tlxozrwm | 3bLq | - | 180 | 3cTw+180 | - | 19.35200 |
| L | IKB | 2.118 | 7.00 | - | O | - | QQ (Y) | 19.00% | - | Wmfdxlll | 3gIc | - | 300 | 3fQz+300 | - | 79.75890 |
| F | GYU | 58.599 | 8.00 | - | FF | - | MM (U) | 98.52% | - | Gyxrnapn | 3vDc | - | 100 | 3qDa+100 | - | 53.97940 |
| U | DBX | 3.614 | 2.00 | - | BB+ | - | JJ (T) | 67.00% | - | Tmoyqper | 3gDf | - | 250 | 3hHr+250 | - | 69.78800 |
| V | XMG | 38.582 | - | - | PP | - | SS | 3.00% | - | Mkohdxyk | 3xFh | - | 50 | 3fSt+50 | - | - |
Tranche Comments
T: Registration: 144V/Maw T;
F: Registration: 144O/Iff B; Comments: Ckt-xufctw;
U: Registration: 144G/Ryd Z; Comments: Bzx-evwaxt;
F: Registration: 144P/Hed B; Comments: Fbu-kziquj;
U: Registration: 144D/Dcx O; Comments: Pyw-kuiswz;
L: Registration: 144X/Hde M; Comments: Dio-hsybog;
V: Registration: 144F/Pyi C; Comments: Dzb-srszbz;