| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 384.800 | 1.82 | - | Aaa | - | AAA | AAA | - | 41.00% | - | Floating | 1mL | - | 88 | - | - | - |
| A-S | USD | 60.300 | 2.50 | - | NR | - | - | AAA | - | 31.75% | - | Floating | 1mL | - | 125 | - | - | - |
| B | USD | 37.500 | 2.61 | - | NR | - | - | AA | - | 26.00% | - | Floating | 1mL | - | 150 | - | - | - |
| C | USD | 38.300 | 2.68 | - | NR | - | - | A | - | 20.13% | - | Floating | 1mL | - | 225 | - | - | - |
| D | USD | 31.000 | 2.75 | - | NR | - | - | BBB | - | 15.38% | - | Floating | 1mL | - | 360 | - | - | - |
| E | USD | 18.749 | 2.84 | - | NR | - | - | BBB (L) | - | 12.50% | - | - | - | - | - | - | - | Retained |
| F | USD | 26.086 | 2.86 | - | NR | - | - | BB | - | 8.50% | - | - | - | - | - | - | - | Retained |
| G | USD | 17.935 | 2.86 | - | NR | - | - | B | - | 5.75% | - | - | - | - | - | - | - | Retained |
| PS | USD | 37.499 | - | - | NR | - | - | NR | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
A: Registration: 144A Only;
A-S: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
AllReportsSurveillanceOther