| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 1,170.750 | 2.83 | 4.04 | Aaa | - | - | AAA | - | 44.25% | - | Floating | 1mL | 135a | 135 | 1mL+135 | - | 100.00000 |
| A-S | USD | 139.125 | 3.50 | 4.74 | NR | - | - | AAA | - | 37.63% | - | Floating | 1mL | 170a | 170 | 1mL+170 | - | 100.00000 |
| B | USD | 89.250 | 3.51 | 4.76 | NR | - | - | AA (L) | - | 33.38% | - | Floating | 1mL | 200a | 200 | 1mL+200 | - | 100.00000 |
| C | USD | 102.375 | 3.52 | 4.76 | NR | - | - | A (L) | - | 28.50% | - | Floating | 1mL | 230a | 230 | 1mL+230 | - | 100.00000 |
| D | USD | 139.125 | 3.93 | 4.84 | NR | - | - | BBB | - | 21.88% | - | Floating | 1mL | 290a | 290 | 1mL+290 | - | 100.00000 |
| E | USD | 73.500 | 4.44 | 4.89 | NR | - | - | BBB (L) | - | 18.38% | - | Floating | 1mL | 340a | 340 | 1mL+340 | - | 100.00000 |
| F | USD | 128.625 | 4.94 | 4.92 | NR | - | - | BB (L) | - | 12.25% | - | - | - | - | - | - | - | Retained |
| G | USD | 65.625 | 5.17 | 4.95 | NR | - | - | B (L) | - | 9.13% | - | - | - | - | - | - | - | Retained |
| PS | USD | 191.625 | - | - | 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;
PS: Registration: 144A/Reg S;
AllReportsSurveillanceOther