| 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 |
|---|
| X | NEL | 245.440 | 3.90 | Lcc | - | - | DDD | GGG | 71.92% | - | Dpbmurzj | 1nX | - | 150 | 1eZ+150 | - | 622.00000 |
| Z | OKI | 16.987 | 8.50 | Cb2 | - | - | TTT | NNN | 99.57% | - | Dmedszlu | 1qD | - | 215 | 1dJ+215 | - | 447.00000 |
| G | QRJ | 25.893 | 8.80 | Q2 | - | - | Q | E | 17.97% | - | Iukqwbzb | 1xQ | - | 265 | 1dD+265 | - | 470.00000 |
| Q | QJR | 30.530 | 3.80 | Gnn2 | - | - | WWW (S) | TTT+ | 82.47% | - | Fucxcwey | 1aP | - | 310 | 1yJ+310 | - | 435.00000 |
| B | XES | 57.295 | 2.30 | MU | - | - | ZZZ | DDD- | 6.76% | - | Pjulzmuk | 1pQ | - | 415 | 1eO+415 | - | 239.00000 |
| Z | PNE | 87.782 | 7.90 | KN | - | - | HHH (V) | SS+ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Registration: 144Y/Zzk G;
Z: Registration: 144T/Clv T;
G: Registration: 144U/Erk A;
Q: Registration: 144J/Psx W;
B: Registration: 144D/Eiw F;
Z: Registration: 144I/Zte V;