| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 119.074 | 1.91 | 4.91 | - | AAA | - | AAA | - | - | 26.4% | Floating | 1mL | 85a | 80 | 1mL+80 | - | 100.00000 |
| B | USD | 25.886 | 1.91 | 4.91 | - | AA- | - | AA (H) | - | - | 32.1% | Floating | 1mL | 110-115 | 120 | 1mL+120 | - | 99.82900 |
| C | USD | 19.415 | 1.91 | 4.91 | - | A- | - | AA | - | - | 36.4% | Floating | 1mL | 135a | 135 | 1mL+135 | - | 99.82470 |
| D | USD | 23.815 | 1.91 | 4.91 | - | BBB- | - | A | - | - | 41.7% | - | - | - | - | - | - | Retained |
| E | USD | 40.816 | 1.91 | 4.91 | - | NR | - | BBB (L) | - | - | 50.7% | - | - | - | - | - | - | Retained |
| F | USD | 25.352 | 1.91 | 4.91 | - | NR | - | BB (L) | - | - | 56.3% | - | - | - | - | - | - | Retained |
| G | USD | 27.752 | 1.91 | 4.91 | - | NR | - | B (L) | - | - | 62.4% | - | - | - | - | - | - | Retained |
| H | USD | 2.143 | 1.91 | 4.91 | - | NR | - | NR | - | - | 62.9% | - | - | - | - | - | - | Retained |
| HRR | USD | 15.001 | 1.91 | 4.91 | - | NR | - | NR | - | - | 66.2% | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D: Registration: 144A/Reg S; Comments: Preplaced;
E: Registration: 144A/Reg S; Comments: Preplaced;
F: Registration: 144A/Reg S; Comments: Preplaced;
G: Registration: 144A/Reg S; Comments: Preplaced;
H: Registration: 144A/Reg S; Comments: Preplaced;
HRR: Registration: 144A/Reg S; Comments: Preplaced;