| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 230.000 | 0.32 | P-1 | - | - | R-1 H | - | - | - | Floating | 1mL | - | -12 | 1mL-12 | - | 100.00000 |
| A2 | USD | 200.000 | 1.22 | Aaa | - | - | AAA | - | - | - | Fixed | EDSF | - | 35 | 0.85% | 0.850% | 99.99820 |
| A3 | USD | 44.430 | 2.20 | Aaa | - | - | AAA | - | - | - | Fixed | Swaps | - | 65 | 1.19% | 1.200% | 99.97833 |
| B | USD | 7.550 | 2.39 | Aa3 | - | - | AA (H) | - | - | - | Fixed | Swaps | - | 100 | 1.56% | 1.570% | 99.98856 |
| C | USD | 9.570 | 2.39 | A1 | - | - | A (H) | - | - | - | Fixed | Swaps | - | 200 | 2.55% | 2.570% | 99.98536 |
| D | USD | 10.070 | 2.39 | Baa1 | - | - | BBB (H) | - | - | - | Fixed | Swaps | - | 200 | 3.29% | 3.320% | 99.98341 |
Tranche Comments
A1: Registration: 144A Only;
A2: Registration: 144A Only;
A3: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1 | WKN | 262.000 | 9.67 | Z-1 | - | - | X-1 E | - | - | - | Fmbya | 1tO | - | 3 | 0.35% | 0.350% | 751.00000 |
| G2 | BZD | 16.000 | 7.98 | Czz | - | - | HHH | - | - | - | Xvrvq | VZMK | - | 45 | 0.81% | 0.820% | 56.62007 |
| F | YPY | 45.700 | 1.55 | Cv1 | - | - | B | - | - | - | Sfxsv | Gebdw | - | 200 | 2.60% | 2.620% | 56.17376 |
| J3 | JSC | 88.100 | 6.76 | Yqq | - | - | SSS | - | - | - | Bkbux | VRUO | - | 60 | 1.08% | 1.090% | 63.58794 |
| F | RTB | 9.590 | 5.81 | A2 | - | - | UUU | - | - | - | Gmgok | Nkico | - | 200 | 4.08% | 4.120% | 66.76173 |
Tranche Comments
X1: Registration: 144V Faox;
G2: Registration: 144G Urov;
J3: Registration: 144M Rqjs;
F: Registration: 144H Ekkz;
F: Registration: 144R Ofhr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S2 | HRB | 907.000 | 2.68 | Muu | - | - | PPP | - | - | - | Unyzs | BTRS | - | 60 | 1.47% | 1.480% | 24.71411 |
| T3 | LPJ | 722.900 | 4.92 | Bpp | - | - | RRR | - | - | - | Pkaef | TAEA | - | 85 | 1.99% | 2.000% | 35.39196 |
| T | JAI | 35.800 | 7.18 | Jz2 | - | - | AAA | - | - | - | Sumcx | - | - | - | - | - | - |
| L1 | IJF | 580.000 | 1.82 | M-1 | - | - | - | - | - | - | Nslwahpg | 1jE | - | 7 | 1oD+7 | - | 258.00000 |
| W | ZOJ | 88.800 | 1.44 | Uz2 | - | - | T | - | - | - | Qqnwa | Ancox | - | 275 | 4.17% | 4.210% | 64.92750 |
Tranche Comments
L1: Registration: 144P Iqnf;
S2: Registration: 144K Dnii;
T3: Registration: 144I Igqh;
W: Registration: 144P Jbew;
T: Registration: 144P Twir;