Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 241.000 | 3.88 | - | Aaa | - | - | - | AAA | - | - | Floating | 1mL | - | - | 1mL+1.35% | - | - |
A-R | USD | 50.000 | 3.88 | - | Aaa | - | - | - | AAA | - | - | Floating | 1mL | - | - | 1mL+1.35% | - | - |
A-2 | USD | 33.750 | 4.88 | - | NR | - | - | - | AAA | - | - | Floating | 1mL | - | - | 1mL+1.70% | - | - |
B | USD | 39.750 | 4.96 | - | NR | - | - | - | AA- | - | - | Floating | 1mL | - | - | 1mL+1.95% | - | - |
C | USD | 45.000 | 5.04 | - | NR | - | - | - | A- | - | - | Floating | 1mL | - | - | 1mL+2.83% | - | - |
D | USD | 49.500 | 5.04 | - | NR | - | - | - | BBB- | - | - | Floating | 1mL | - | - | 1mL+3.43% | - | - |
E | USD | 35.250 | 5.04 | - | NR | - | - | - | BB- | - | - | Floating | 1mL | - | - | 1mL + 5.00% | - | - |
F | USD | 20.250 | 5.04 | - | NR | - | - | - | B- | - | - | Floating | 1mL | - | - | 1mL+6.50% | - | - |
Deal Comments
Class E, class F and Income Notes are not offered to investors
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | GQG | 79.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
D2 | FYO | 76.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
A | LZZ | 96.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
E | PQN | 79.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
C | TJR | 63.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
D | FXU | 96.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
M1 | OQS | 644.500 | - | - | Ucc | - | - | - | - | - | - | Ieuacjpw | 1zR | - | 150 | - | - | - |
L | FCD | 18.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |