| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 202.800 | 2.00 | 5.00 | - | - | AAA | AAA | - | - | 31.5% | Floating | 1mL | 90a | 90 | 1mL+90 | - | 100.00000 |
| B | USD | 77.872 | 2.00 | 5.00 | - | - | NR | AA (L) | - | - | 43.7% | Floating | 1mL | 125a | 125 | 1mL+125 | - | 100.00000 |
| C | USD | 48.714 | 2.00 | 5.00 | - | - | NR | A (L) | - | - | 51.2% | Floating | 1mL | 175a | 175 | 1mL+175 | - | 100.00000 |
| D | USD | 49.135 | 2.00 | 5.00 | - | - | NR | BBB (L) | - | - | 58.9% | Floating | 1mL | 210a | 210 | 1mL+210 | - | 100.00000 |
| E | USD | 47.014 | 2.00 | 5.00 | - | - | NR | BB (L) | - | - | 66.2% | Floating | 1mL | 315a | 315 | 1mL+315 | - | 100.00000 |
| F | USD | 49.425 | 2.00 | 5.00 | - | - | NR | B (L) | - | - | 73.9% | Floating | 1mL | 390a | 390 | 1mL+390 | - | 100.00000 |
| G | USD | 5.360 | 2.00 | 5.00 | - | - | NR | NR | - | - | 74.7% | Floating | 1mL | 500a | 500 | 1mL+500 | - | 100.00000 |
| HRR | USD | 25.280 | 2.00 | 5.00 | - | - | NR | NR | - | - | 78.6% | - | - | - | - | - | - | Retained |
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;