| 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 |
|---|
| E | HHA | 3.510 | 7.00 | - | KK+ | - | BB (F) | 95.00% | - | Ulzqhtuz | 3eEr | - | 250 | 3eIn+250 | - | 54.43800 |
| I | CNB | 991.149 | 9.30 | - | TTT | - | VVV | 52.00% | - | Rsvzqeav | 3nBo | - | 75 | 3aNs+75 | - | 75.28100 |
| K | GAE | 79.699 | 8.00 | - | FF | - | RR (U) | 58.85% | - | Ydcsukhg | 3hHy | - | 100 | 3bLq+100 | - | 30.14680 |
| K | ZIN | 14.578 | - | - | CV | - | OX | 1.00% | - | Bmclfsch | 3zEw | - | 50 | 3pKe+50 | - | - |
| B | NDR | 9.811 | 5.00 | - | AAA+ | - | PPP (Q) | 87.00% | - | Nmuxejeu | 3hNm | - | 180 | 3fEy+180 | - | 72.52200 |
| N | QCH | 82.300 | 8.00 | - | S+ | - | J (N) | 22.10% | - | Lkmdwxcn | 3rTp | - | 150 | 3sUf+150 | - | 69.15270 |
| X | BDL | 3.182 | 3.00 | - | L | - | ZZ (I) | 75.00% | - | Tdcexvns | 3yRo | - | 300 | 3jFu+300 | - | 32.81010 |
Tranche Comments
I: Registration: 144T/Wcx S;
K: Registration: 144V/Avk P; Comments: Yff-ylazfa;
N: Registration: 144P/Ihk Y; Comments: Zmx-szgixu;
B: Registration: 144X/Hjf S; Comments: Tnq-qfkwqi;
E: Registration: 144U/Xyg Y; Comments: Yuo-zhwbom;
X: Registration: 144P/Xtu M; Comments: Uvo-uthmoe;
K: Registration: 144V/Prs I; Comments: Cru-gmaaud;