| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O11 | WSS | 80.897 | 4.13 | Mmm | - | - | - | MMM | 13.00% | - | Mcsafzwc | ZDMP | - | 95 | BLCZ+95 | 1.002% | 31.88827 |
| B3 | KYA | 779.673 | 3.54 | Lzz | - | - | - | KKK | 70.00% | - | Nubtu | - | - | 2-10te YNEP 2.5 Ick | 2.50% | 2.489% | 28.32620 |
| S9 | LNU | 68.000 | 9.29 | Iaa | - | - | - | CCC | 74.00% | - | Mcwxo | - | - | 2-16bb VS 2.5 Gce | 2.50% | 2.065% | 176.00000 |
| R22 | IUM | 9.824 | 96.53 | Bkk | - | - | - | LLL | 76.00% | - | Rvsxu | Dzaxb | - | 115 | 2.50% | 2.691% | 25.90747 |
| R27 | UPV | 23.861 | 2.11 | Eq1 | - | - | - | GGG | 8.80% | - | Ikaoa | - | - | 3-12db ICWC 2.5 Twt | 2.50% | 2.737% | 77.12457 |
Tranche Comments
B3: Registration: 144A/Mws L;
S9: Registration: 144X/Iwi L;
R22: Registration: 144Y/Mbt R;
O11: Registration: 144K/Ghv W;
R27: Registration: 144Z/Ucy M;