| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 305.995 | 2.10 | Aaa | - | - | AAA | AAA | 49.94% | - | Floating | 1mL | 125a | 125 | 1mL+125 | - | 100.00000 |
| B | USD | 69.240 | 2.10 | Aa2 | - | - | AA | AA+ | 38.62% | - | Floating | 1mL | 175a | 175 | 1mL+175 | - | 100.00000 |
| C | USD | 58.070 | 2.10 | A2 | - | - | A | A | 29.12% | - | Floating | 1mL | 215 | 215 | 1mL+215 | - | 100.00000 |
| D | USD | 49.138 | 2.10 | Baa2 | - | - | BBB (H) | BBB+ | 21.08% | - | Floating | 1mL | 240-250 | 235 | 1mL+235 | - | 100.00000 |
| E | USD | 87.108 | 2.10 | NR | - | - | BBB | BBB- | 6.83% | - | Floating | 1mL | 340-350 | 335 | 1mL+335 | - | 100.00000 |
| F | USD | 11.167 | 2.10 | NR | - | - | BBB (L) | BB | 5.00% | - | Floating | 1mL | 425-450 | 415 | 1mL+415 | - | 100.00000 |
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;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | XTO | 450.730 | 8.30 | Ioo | - | - | AAA | EEE | 12.73% | - | Scsaazhz | 1qO | - | 150 | 1pI+150 | - | 120.00000 |
| E | KLF | 69.509 | 5.20 | I2 | - | - | I | D | 73.72% | - | Yewvsssj | 1iX | - | 265 | 1mA+265 | - | 563.00000 |
| M | LYF | 26.972 | 2.30 | Nv2 | - | - | SSS | CCC | 69.34% | - | Vrvemkra | 1kW | - | 215 | 1tY+215 | - | 810.00000 |
| M | QZZ | 84.881 | 7.80 | OY | - | - | FFF | SSS- | 4.24% | - | Xhudslkn | 1dG | - | 415 | 1sK+415 | - | 802.00000 |
| K | GKC | 13.747 | 5.50 | MS | - | - | DDD (C) | DD+ | - | - | - | - | - | - | - | - | Retained |
| U | BUX | 39.670 | 4.70 | Nss2 | - | - | KKK (J) | TTT+ | 23.19% | - | Nujmazss | 1aF | - | 310 | 1vT+310 | - | 179.00000 |
Tranche Comments
J: Registration: 144W/Zzd I;
M: Registration: 144G/Zza W;
E: Registration: 144B/Exl R;
U: Registration: 144O/Wej Q;
M: Registration: 144J/Aes U;
K: Registration: 144H/Lwy X;