| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 175.301 | 3.00 | 5.00 | - | AAA | - | AAA | - | - | 26.0% | Floating | 1mL | - | 82 | 1mL+82 | - | 100.00000 |
| B | USD | 72.753 | 3.00 | 5.00 | - | NR | - | AA (L) | - | - | 36.7% | Floating | 1mL | - | 120 | 1mL+120 | - | 100.00000 |
| C | USD | 43.913 | 3.00 | 5.00 | - | NR | - | A (L) | - | - | 43.3% | Floating | 1mL | - | 155 | 1mL+155 | - | 100.00000 |
| D | USD | 44.269 | 3.00 | 5.00 | - | NR | - | BBB (L) | - | - | 49.8% | Floating | 1mL | - | 200 | 1mL+200 | - | 100.00000 |
| E | USD | 42.714 | 3.00 | 5.00 | - | NR | - | BB (L) | - | - | 56.1% | Floating | 1mL | - | 255 | 1mL+255 | - | 100.00000 |
| F | USD | 44.905 | 3.00 | 5.00 | - | NR | - | B (L) | - | - | 62.8% | Floating | 1mL | - | 350 | 1mL+350 | - | 100.00000 |
| G | USD | 17.825 | 3.00 | 5.00 | - | NR | - | NR | - | - | 65.4% | Floating | 1mL | - | 450 | 1mL+450 | - | 100.00000 |
| HRR | USD | 23.320 | 3.00 | 5.00 | - | NR | - | NR | - | - | 68.9% | Floating | 1mL | - | 550 | 1mL+550 | - | 100.00000 |
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;
G: Registration: 144A/Reg S;
HRR: Registration: 144A/Reg S;