| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C9 | LBX | 83.130 | 6.94 | - | OOO | XXX | - | - | - | - | - | - | - | - | 3.50% | - | - |
| I3 | RXA | 95.725 | 2.42 | - | PPP | KKK | - | - | - | - | - | - | - | - | 3.50% | - | - |
| K7 | YFM | 30.468 | 46.36 | - | TTT | WWW | - | - | - | - | - | - | - | - | 3.50% | - | - |
| Z4 | MWM | 94.000 | 5.33 | - | QQQ | JJJ | - | - | - | - | - | - | - | - | 3.00% | - | - |
| Q6 | ZXZ | 46.000 | 6.31 | - | XXX | KKK | - | - | - | - | - | - | - | - | 3.00% | - | - |
| B5 | QZN | 684.464 | 9.58 | - | AAA | SSS | - | - | - | - | - | - | - | - | 3.50% | - | - |
Tranche Comments
I3: Registration: 144I Tubk;
Z4: Registration: 144M Xsem;
B5: Registration: 144Z Xghv;
Q6: Registration: 144T Gtay;
K7: Registration: 144B Jiwz;
C9: Registration: 144T Pord;
Deal Comments
S/Zs B3-B7 v 13.40%, B9 v 6.70%