| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 234.230 | 2.10 | Aaa | - | - | AAA | AAA | 55.89% | - | Floating | 1mL | 135-140 | 140 | 1mL+130 | - | 99.50517 |
| B | USD | 61.260 | 2.10 | Aa2 | - | - | AA (H) | AA | 44.36% | - | Floating | 1mL | 195 | 195 | 1mL+195 | - | 100.00000 |
| C | USD | 55.860 | 2.10 | A2 | - | - | A (H) | A- | 33.84% | - | Floating | 1mL | 265 | 265 | 1mL+265 | - | 100.00000 |
| D | USD | 39.640 | 2.10 | Baa2 | - | - | BBB (H) | BBB+ | 26.37% | - | Floating | 1mL | 320 | 320 | 1mL+320 | - | 100.00000 |
| E | USD | 80.360 | 2.10 | NR | - | - | BBB (L) | BBB- | 11.24% | - | Floating | 1mL | 450a | 450 | 1mL+430 | - | 99.08537 |
| F | USD | 33.150 | 2.10 | NR | - | - | BB (H) | BB+ | 5.00% | - | Floating | 1mL | 475a | 475 | 1mL+455 | - | 99.09107 |
Tranche Comments
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S; Comments: Pre-placed;
C: Registration: 144A/Reg S; Comments: Pre-placed;
D: Registration: 144A/Reg S; Comments: Pre-placed;
E: Registration: 144A/Reg S;
F: Registration: 144A/Reg S;