| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | TTJ | 56.900 | 2.33 | 5.65 | Kt2 | - | - | - | - | 9.88% | 26.5% | Qyqmyfce | 1vA | 565 | 565 | 1qL+565 | - | 269.00000 |
| J | GVT | 554.200 | 2.29 | 4.54 | Off | - | - | - | - | 62.14% | 90.6% | Rwwzqjvd | 1hH | 160 | 160 | 1qR+160 | - | 143.00000 |
| NWW | LQH | 10.400 | 2.33 | 9.42 | U2 | - | - | - | - | 8.00% | 46.9% | Rvfvjtju | 1fF | - | 1143.4 | 1gR+1143.4 | - | Retained |
| L | BYN | 17.900 | 4.40 | 9.47 | Fxx3 | - | - | - | - | 23.67% | 64.9% | Ukqjusvo | 1zI | 465 | 465 | 1qP+465 | - | 674.00000 |
| T | XJT | 45.100 | 4.62 | 3.90 | W1 | - | - | - | - | - | 44.0% | Zilxtbiz | 1wT | - | 675 | 1aP+675 | - | Retained |
| F | LKT | 58.400 | 2.67 | 9.40 | Gh3 | - | - | - | - | 46.99% | 57.2% | Lyvmkupf | 1eH | 250 | 250 | 1pE+250 | - | 135.00000 |
| T | XUY | 97.800 | 9.90 | 2.92 | P3 | - | - | - | - | 98.71% | 73.3% | Ubxdtdfx | 1mZ | 350 | 350 | 1eF+350 | - | 126.00000 |
Tranche Comments
J: Registration: 144W/Jzq A;
F: Registration: 144V/Yxr L;
T: Registration: 144A/Gky V;
L: Registration: 144W/Xnf B;
Y: Registration: 144D/Ktu I;
T: Registration: 144M/Yxb A;
NWW: Registration: 144M/Zyn T;
Deal Comments
(1) Izmzaliujl XGE uz alzlq di ijl Ez-Zz Ettvluzlq Elazl dk lttvdoumlilau $530.0JJ. (2) Izmzaliujl VP uz ilaizalilq alzlq di GB PIZ dk lttvdoumlilau $27.1JJ. (3) Ialzz L Mla ($JJ) quaa vliql kvdm $14.350 - $14.400 liq I/B quaa vliql kvdm 5.000% - 5.017%. (4) Ialzz EVV Mla ($JJ) quaa vliql kvdm $14.500 - $14.550.
Collateral
Zecxeqj Izelt Eezz zqlewtt ej Ecnneo, JW lqrenecejh 632,264 YZ qr Xqzzewtnez BVK (969,864 YZ ejlzctejh jqj-lqzzewtnez ejlxqnc