| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 269.700 | 2.00 | 5.00 | Aaa | - | - | - | - | - | 20.7% | Floating | 1mL | - | 95 | 1mL+95 | - | 100.00000 |
| B | USD | 57.700 | 2.00 | 5.00 | Aa3 | - | - | - | - | - | 25.1% | Floating | 1mL | - | 135 | 1mL+135 | - | 100.00000 |
| C | USD | 50.700 | 2.00 | 5.00 | A3 | - | - | - | - | - | 29.0% | Floating | 1mL | - | 175 | 1mL+175 | - | 100.00000 |
| D | USD | 60.800 | 2.00 | 5.00 | Baa3 | - | - | - | - | - | 33.7% | Floating | 1mL | - | 230 | 1mL+230 | - | 100.00000 |
| E | USD | 114.200 | 2.00 | 5.00 | Ba3 | - | - | - | - | - | 42.5% | Floating | 1mL | - | 325 | 1mL+325 | - | 100.00000 |
| F | USD | 56.510 | 2.00 | 5.00 | B2 | - | - | - | - | - | 46.8% | Floating | 1mL | - | 395 | 1mL+395 | - | 100.00000 |
| HRR | USD | 32.190 | 2.00 | 5.00 | B3 | - | - | - | - | - | 49.3% | Floating | 1mL | - | 605 | 1mL+605 | - | 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;
HRR: Registration: 144A/Reg S;