| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 294.700 | 1.96 | 4.96 | Aaa | - | - | AAA | - | - | 27.2% | Floating | 1mL | - | 115 | 1mL+115 | - | 100.00000 |
| B | USD | 125.084 | 1.96 | 4.96 | NR | - | - | AA (L) | - | - | 38.8% | Floating | 1mL | - | 170 | 1mL+170 | - | 100.00000 |
| C | USD | 66.568 | 1.96 | 4.96 | NR | - | - | A (L) | - | - | 45.0% | Floating | 1mL | - | 225 | 1mL+225 | - | 100.00000 |
| D | USD | 67.145 | 1.96 | 4.96 | NR | - | - | BBB (L) | - | - | 51.2% | Floating | 1mL | - | 275 | 1mL+275 | - | 100.00000 |
| E | USD | 16.303 | 1.96 | 4.96 | NR | - | - | BB | - | - | 52.7% | - | - | - | - | - | - | Retained |
| HRR | USD | 30.200 | 1.96 | 4.96 | NR | - | - | BB | - | - | 55.5% | - | - | - | - | - | - | 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; Comments: Preplaced;
HRR: Registration: 144A/Reg S; Comments: Preplaced;