| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 67.900 | 0.28 | P-1 | A-1+ | - | - | - | - | - | Fixed | 1mL | - | 8 | 2.920% | - | - |
| A2A | USD | 58.200 | 0.98 | Baa3 | BBB | AAA | - | - | - | - | Fixed | EDSF | - | 115 | - | 4.310% | - |
| A2B | USD | 24.000 | 0.98 | Aaa | AAA | AAA | - | - | - | - | Floating | 1mL | - | 115 | 1mL+115 | - | - |
| A3A | USD | 50.400 | 1.98 | Baa3 | BBB | AAA | - | - | - | - | Fixed | Swaps | - | 190 | - | 5.570% | - |
| A3B | USD | 46.000 | 1.98 | Aaa | AAA | AAA | - | - | - | - | Floating | - | - | - | 1mL+190 | - | - |
| A4A | USD | 32.880 | 3.05 | Aaa | AAA | AAA | - | - | - | - | Fixed | Swaps | - | 220 | - | 6.240% | - |
| A4B | USD | 30.000 | 3.05 | Aaa | AAA | AAA | - | - | - | - | Fixed | Swaps | - | 220 | - | 5.570% | - |
| B | USD | 23.380 | 3.85 | Baa3 | BBB | A+ | - | - | - | - | Fixed | Swaps | - | 575 | - | 9.970% | - |
| C | USD | 16.190 | 4.41 | Baa3 | BBB | BBB | - | - | - | - | Fixed | Swaps | - | 850 | - | 12.820% | - |
Tranche Comments
A1: Registration: Listed;
A2A: Registration: Listed;
A2B: Registration: Listed;
A3A: Registration: Listed;
A3B: Registration: Listed;
A4A: Registration: Listed;
A4B: Registration: Listed;
B: Registration: Listed;
C: Registration: Listed;