| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 184.400 | 1.96 | 4.96 | Aaa | - | - | - | - | - | - | Floating | 1mL | - | - | 1mL+115 | - | 99.19140 |
| B | USD | 43.900 | 1.96 | 4.96 | Aa3 | - | - | - | - | - | - | Floating | 1mL | - | - | 1mL+150 | - | 99.19000 |
| C | USD | 36.500 | 1.96 | 4.96 | A3 | - | - | - | - | - | - | Floating | 1mL | - | - | 1mL+170 | - | 99.19000 |
| D | USD | 40.600 | 1.96 | 4.96 | Baa3 | - | - | - | - | - | - | Floating | 1mL | - | - | 1mL+195 | - | 99.19000 |
| E | USD | 81.100 | 1.96 | 4.96 | Ba3 | - | - | - | - | - | - | Floating | 1mL | - | - | 1mL+275 | - | 99.19000 |
| F | USD | 7.600 | 1.96 | 4.96 | B2 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| HRR | USD | 20.900 | 1.96 | 4.96 | B2 | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
A: 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; Comments: Pre-Placed;
HRR: Registration: 144A/Reg S; Comments: Pre-Placed;