| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 435.937 | 2.92 | 4.31 | Aaa | - | - | AAA | - | 43.75% | - | Floating | 1mL | - | 120 | 1mL+120 | - | 100.00000 |
| A-S | USD | 34.875 | 3.31 | 4.92 | NR | - | - | AAA | - | 39.25% | - | Floating | 1mL | - | 148 | 1mL+148 | - | 100.00000 |
| B | USD | 38.750 | 3.68 | 4.92 | NR | - | - | AA (L) | - | 34.25% | - | Floating | 1mL | - | 180 | 1mL+180 | - | 100.00000 |
| C | USD | 49.406 | 4.71 | 4.98 | NR | - | - | A (L) | - | 27.88% | - | Floating | 1mL | - | 225 | 1mL+225 | - | 100.00000 |
| D | USD | 57.157 | 4.82 | 5.00 | NR | - | - | BBB | - | 20.50% | - | Floating | 1mL | - | 275 | 1mL+275 | - | 100.00000 |
| E | USD | 15.500 | 4.83 | 5.00 | NR | - | - | BBB (L) | - | 18.50% | - | Floating | 1mL | - | 300 | 1mL+300 | - | 100.00000 |
| F | USD | 32.937 | 4.83 | 5.00 | NR | - | - | BB (H) | - | 14.25% | - | - | - | - | - | - | - | Retained |
| G | USD | 13.563 | 4.83 | 5.00 | NR | - | - | BB (L) | - | 12.50% | - | - | - | - | - | - | - | Retained |
| H | USD | 28.093 | 4.85 | 5.00 | NR | - | - | B (L) | - | 8.88% | - | - | - | - | - | - | - | Retained |
| PS | USD | 68.782 | - | - | NR | - | - | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144A/Reg S;
A-S: 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;
H: Registration: 144A/Reg S;
PS: Registration: 144A/Reg S;
Cut-Off Balance ($mm)
419.139117