| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 150.000 | 2.00 | 5.00 | Aaa | - | - | AAA | - | - | 23.0% | Floating | 1mL | - | 95 | 1mL+95 | - | 100.00000 |
| A | USD | 501.320 | 2.00 | 5.00 | Aaa | - | - | AAA | - | - | 23.0% | Floating | 1mL | - | 95 | 1mL+95 | - | 100.00000 |
| B | USD | 132.905 | 2.00 | 5.00 | Aa3 | - | - | AA (H) | - | - | 27.6% | Floating | 1mL | - | 145 | 1mL+145 | - | 100.00000 |
| C | USD | 120.175 | 2.00 | 5.00 | A3 | - | - | AA (L) | - | - | 31.9% | Floating | 1mL | - | 180 | 1mL+180 | - | 100.00000 |
| D | USD | 142.880 | 2.00 | 5.00 | Baa3 | - | - | A | - | - | 36.9% | Floating | 1mL | - | 200 | 1mL+200 | - | 100.00000 |
| E | USD | 263.815 | 2.00 | 5.00 | Ba3 | - | - | BB | - | - | 46.2% | Floating | 1mL | - | 315 | 1mL+315 | - | 100.00000 |
| F | USD | 318.250 | 2.00 | 5.00 | B3 | - | - | NR | - | - | 57.4% | Floating | 1mL | - | 400 | 1mL+400 | - | 100.00000 |
| G | USD | 489.155 | 2.00 | 5.00 | NR | - | - | NR | - | - | 74.7% | Floating | 1mL | - | 525 | 1mL+525 | - | 100.00000 |
Tranche Comments
A-1: Registration: 144A/Reg S;
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;
G: Registration: 144A/Reg S;