| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 542.407 | 2.47 | 4.27 | Aaa | - | - | AAA | - | 41.50% | - | Floating | 1mL | 125a | 120 | 1mL+120 | - | 100.00000 |
| A-S | USD | 33.611 | 2.84 | 4.84 | NR | - | - | AAA | - | 37.88% | - | Floating | 1mL | 155a | 150 | 1mL+150 | - | 100.00000 |
| B | USD | 37.087 | 2.84 | 4.84 | NR | - | - | AA (L) | - | 33.88% | - | Floating | 1mL | 185a | 180 | 1mL+180 | - | 100.00000 |
| C | USD | 46.360 | 2.91 | 4.84 | NR | - | - | A (L) | - | 28.88% | - | Floating | 1mL | 225a | 220 | 1mL+220 | - | 100.00000 |
| D | USD | 60.267 | 2.92 | 4.84 | NR | - | - | BBB | - | 22.38% | - | Floating | 1mL | 295a | 295 | 1mL+295 | - | 100.00000 |
| E | USD | 33.611 | 2.99 | 4.84 | NR | - | - | BBB (L) | - | 18.75% | - | Floating | 1mL | 340a | 340 | 1mL+340 | - | 100.00000 |
| F | USD | 59.109 | 3.26 | 4.91 | NR | - | - | BB (L) | - | 12.38% | - | - | - | - | - | - | - | Retained |
| G | USD | 28.974 | 3.67 | 4.92 | NR | - | - | B (L) | - | 9.25% | - | - | - | - | - | - | - | Retained |
| H | USD | 85.766 | - | - | NR | - | - | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144A/Reg S;
A-S: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D: Registration: 144A/Reg S;
E: Registration: 144A/Reg S;
F: Registration: 144A/Reg S;
G: Registration: 144A/Reg S;
H: Registration: 144A/Reg S;
Cut-Off Balance ($mm)
927.192227
AllReportsSurveillanceOther