| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 68.340 | 1.96 | 4.96 | - | AAA | - | - | AAA | 69.63% | - | Floating | 1mL | 85a | 88 | 1mL+88 | - | 100.00000 |
| B | USD | 32.342 | 1.96 | 4.96 | - | AA- | - | - | AA+ | 55.25% | - | Floating | 1mL | 115a | 118 | 1mL+118 | - | 100.00000 |
| C | USD | 14.383 | 1.96 | 4.96 | - | A- | - | - | A+ | 48.86% | - | Floating | 1mL | 150a | 160 | 1mL+160 | - | 100.00000 |
| D | USD | 14.725 | 1.96 | 4.96 | - | BBB- | - | - | BBB+ | 42.32% | - | Floating | 1mL | 185a | 200 | 1mL+200 | - | 100.00000 |
| E | USD | 16.197 | 1.96 | 4.96 | - | NR | - | - | BBB- | 35.12% | - | Floating | 1mL | 235a | 260 | 1mL+260 | - | 100.00000 |
| F | USD | 19.944 | 1.96 | 4.96 | - | NR | - | - | BB- | 26.25% | - | Floating | 1mL | - | 335 | 1mL+335 | - | 100.00000 |
| G | USD | 22.544 | 1.96 | 4.96 | - | NR | - | - | B- | 16.23% | - | Floating | 1mL | - | 435 | 1mL+435 | - | 100.00000 |
| NR | USD | 25.000 | 1.96 | 4.96 | - | NR | - | - | NR | 5.12% | - | Floating | 1mL | - | 600 | 1mL+600 | - | 100.00000 |
| HRR | USD | 11.525 | 1.96 | 4.96 | - | NR | - | - | NR | - | - | - | - | - | - | - | - | 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; Comments: Pre-Placed;
G: Registration: 144A/Reg S; Comments: Pre-Placed;
NR: Registration: 144A/Reg S; Comments: Pre-Placed;
HRR: Registration: 144A/Reg S; Comments: Pre-Placed;