| 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 |
|---|
| E | XXD | 21.914 | 4.30 | A2 | - | - | L | J | 45.88% | - | Brwfxjxh | 1eL | - | 265 | 1zE+265 | - | 730.00000 |
| K | VZZ | 68.690 | 6.10 | BB | - | - | AAA | AAA- | 2.17% | - | Ieylurhn | 1qU | - | 415 | 1zO+415 | - | 325.00000 |
| W | JCC | 148.630 | 9.40 | Snn | - | - | GGG | EEE | 70.54% | - | Wjezrmeg | 1aO | - | 150 | 1eN+150 | - | 898.00000 |
| K | WIH | 27.500 | 9.90 | Rv2 | - | - | QQQ | PPP | 78.81% | - | Ivxstycr | 1dX | - | 215 | 1bL+215 | - | 367.00000 |
| O | MQR | 12.410 | 9.60 | Wvv2 | - | - | CCC (G) | PPP+ | 13.49% | - | Ypckcajp | 1dP | - | 310 | 1fU+310 | - | 451.00000 |
| Y | PFP | 20.740 | 7.10 | ZJ | - | - | OOO (K) | LL+ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W: Registration: 144Y/Xzj D;
K: Registration: 144B/Jii Y;
E: Registration: 144B/Hcz D;
O: Registration: 144M/Nul D;
K: Registration: 144G/Ays C;
Y: Registration: 144D/Qwl Y;