| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 136.482 | 1.89 | - | - | AAA | - | - | - | 49.45% | - | Floating | 1mL | - | 108 | 1mL+101 | - | 99.75000 |
| B | USD | 31.019 | 1.89 | - | - | AA- | - | - | - | 37.96% | - | Floating | 1mL | - | 128 | 1mL+128 | - | 100.00000 |
| C | USD | 23.264 | 1.89 | - | - | A- | - | - | - | 29.35% | - | Floating | 1mL | - | 140 | 1mL+140 | - | 100.00000 |
| D | USD | 28.537 | 1.89 | - | - | BBB- | - | - | - | 18.78% | - | Floating | 1mL | - | 185 | 1mL+185 | - | 100.00000 |
| E | USD | 37.214 | 1.89 | - | - | BB- | - | - | - | 4.99% | - | Floating | 1mL | - | 247 | 1mL+247 | - | 100.00000 |
| HRR | USD | 13.484 | 1.89 | - | - | B+ | - | - | - | - | - | Floating | 1mL | - | 400 | 1mL+400 | - | 100.00000 |
Tranche Comments
A: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
E: Registration: 144A Only;
HRR: Registration: 144A Only;
Deal Comments
Extension WAL: 6.89;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-GIN | TIA | 873.530 | - | - | - | HH | - | - | EEE | - | - | - | - | - | - | 1.113% | - | Int. Only |
| T | TCL | 70.300 | 7.31 | - | - | HH | - | - | CC- | 64.00% | 20.0% | Zekdopjq | 1tZ | - | 130 | 1zI+130 | - | - |
| F | MRO | 16.600 | 2.77 | - | - | A+ | - | - | A- | 34.00% | 78.0% | Njovpvrx | 1xY | - | 195 | 1dR+195 | - | - |
| A-GR | QUT | 829.520 | 2.52 | - | - | ZH | - | - | DDD | - | - | - | - | - | - | 0% | - | Int. Only |
| M | MCH | 520.500 | 6.32 | - | - | QQQ | - | - | JJJ | 89.00% | 70.0% | Dkurbldh | 1gQ | - | 95 | 1bG+95 | - | - |
| N | KXN | 59.210 | 9.70 | - | - | CC | - | - | FO | 3.00% | 33.0% | Ksfmmyqd | 1hT | - | 385 | 1cY+385 | - | - |
| B | BNF | 26.600 | 4.19 | - | - | JJJ- | - | - | PH | 30.00% | 28.0% | Rhkvmrod | 1cI | - | 275 | 1cA+275 | - | - |