| 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 |
|---|
| C | EVF | 72.119 | 4.40 | C2 | - | - | J | W | 67.95% | - | Qzhkyjud | 1lI | - | 265 | 1rU+265 | - | 732.00000 |
| Y | BSG | 36.433 | 8.20 | PW | - | - | PPP | ZZZ- | 3.96% | - | Bxmjvhap | 1vX | - | 415 | 1iD+415 | - | 709.00000 |
| E | ASJ | 92.500 | 8.80 | Odd2 | - | - | ZZZ (V) | QQQ+ | 57.79% | - | Npvfawcr | 1vO | - | 310 | 1nD+310 | - | 328.00000 |
| N | NHB | 76.658 | 2.60 | HQ | - | - | CCC (Z) | EE+ | - | - | - | - | - | - | - | - | Retained |
| M | HWU | 661.830 | 6.20 | Fgg | - | - | FFF | HHH | 12.39% | - | Hkqhucbn | 1pX | - | 150 | 1oF+150 | - | 127.00000 |
| K | BNE | 38.879 | 1.40 | Tb2 | - | - | NNN | DDD | 82.20% | - | Xfumbfkb | 1sZ | - | 215 | 1lO+215 | - | 675.00000 |
Tranche Comments
M: Registration: 144P/Lcr E;
K: Registration: 144J/Dkz Q;
C: Registration: 144D/Mud M;
E: Registration: 144W/Tmv A;
Y: Registration: 144I/Hru Q;
N: Registration: 144X/Ibz N;