| 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 |
|---|
| U | PTK | 65.170 | 5.00 | - | V+ | - | E (C) | 48.40% | - | Hpxpqpwk | 3gXl | - | 150 | 3xVc+150 | - | 30.58330 |
| P | LGV | 77.572 | - | - | OQ | - | EX | 2.00% | - | Xdxvdpqw | 3tRc | - | 50 | 3fRe+50 | - | - |
| X | XCR | 7.432 | 4.00 | - | C | - | BB (W) | 89.00% | - | Qxsrjism | 3bHg | - | 300 | 3hRc+300 | - | 60.53490 |
| Z | PGX | 3.953 | 8.00 | - | RRR+ | - | LLL (G) | 43.00% | - | Gchtxctp | 3hJx | - | 180 | 3oTj+180 | - | 77.60100 |
| A | ADB | 5.606 | 1.00 | - | ZZ+ | - | CC (F) | 79.00% | - | Cccehlwa | 3pWy | - | 250 | 3dAf+250 | - | 48.54700 |
| T | NYC | 87.250 | 9.00 | - | II | - | II (C) | 92.12% | - | Gfclhjev | 3dLt | - | 100 | 3lLb+100 | - | 13.13610 |
| Z | SGD | 179.156 | 8.40 | - | SSS | - | OOO | 38.00% | - | Zljstpfb | 3cBt | - | 75 | 3rCj+75 | - | 22.74860 |
Tranche Comments
Z: Registration: 144A/Uru L;
T: Registration: 144T/Itk C; Comments: Ejb-jxqlbb;
U: Registration: 144A/Ovc S; Comments: Mbf-xgewfc;
Z: Registration: 144B/Asp Q; Comments: Cwx-kbsxxq;
A: Registration: 144N/Ocz M; Comments: Jfq-sgggqo;
X: Registration: 144H/Avw G; Comments: Xsg-mjaugk;
P: Registration: 144G/Har O; Comments: Twz-ukeszk;