| 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 |
|---|
| K | XTR | 74.933 | 7.30 | C2 | - | - | R | T | 97.81% | - | Fvmrbfhg | 1jB | - | 265 | 1iU+265 | - | 295.00000 |
| L | CFN | 27.380 | 8.40 | Gcc2 | - | - | KKK (P) | FFF+ | 51.41% | - | Pqcklrvn | 1lR | - | 310 | 1nY+310 | - | 930.00000 |
| S | GIG | 76.612 | 3.50 | WL | - | - | KKK (J) | BB+ | - | - | - | - | - | - | - | - | Retained |
| U | IOL | 69.869 | 3.60 | Ba2 | - | - | FFF | TTT | 58.60% | - | Csptvlkt | 1cM | - | 215 | 1rY+215 | - | 994.00000 |
| U | YTF | 99.870 | 8.20 | IQ | - | - | NNN | BBB- | 4.41% | - | Resjyafh | 1nK | - | 415 | 1kS+415 | - | 630.00000 |
| S | HQM | 440.270 | 6.20 | Egg | - | - | DDD | DDD | 94.47% | - | Pdxcduda | 1fB | - | 150 | 1rB+150 | - | 564.00000 |
Tranche Comments
S: Registration: 144P/Oll F;
U: Registration: 144M/Yql B;
K: Registration: 144V/Yns O;
L: Registration: 144M/Znw K;
U: Registration: 144A/Yxi Q;
S: Registration: 144U/Fep S;