| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | LXI | 80.709 | 1.63 | Gj1 | HH+ | AZ | 6.60% | - | Aywjouth | 3dYd | - | - | 3dYf+225 | - | 69.71100 |
| A1 | XZJ | 888.907 | 2.90 | Nu1 | YY | PX | 86.50% | - | Nuxsuuhv | 3cYf | 140-150 | 140 | 3bIi+120 | - | 21.69000 |
| Q2 | ZHK | 616.994 | 2.88 | Ij1 | NN | GK | 18.40% | - | Uyjukfxq | 3lWv | 140-150 | 140 | 3sYr+120 | - | 36.91000 |
| B2 | TXH | 168.965 | 1.51 | Y1 | Y+ | TR | 73.82% | - | Zqsaupfu | 3qFp | 190-200 | 190 | 3lSg+150 | - | 51.27200 |
| O2 | CIF | 652.174 | 4.76 | Aaa1 | III+ | LK | 9.54% | - | Dbkrvznz | 3mSd | 235-245 | 235 | 3dEs+180 | - | 37.26800 |
| B1 | TMS | 2,349.848 | 2.17 | Pyy | XXX | PPP | 22.70% | - | Yccerlee | 3sRp | 75-80 | 75 | 3bXs+80 | - | 580.55000 |
| E2 | IBW | 6,439.861 | 5.28 | Bee | EEE | QQQ | 36.90% | - | Lyudkxld | 3hEk | 75-80 | 75 | 3sAy+80 | - | 588.63300 |
| P1 | MFZ | 169.719 | 7.81 | Q1 | S+ | KH | 90.82% | - | Odwltkrf | 3fOg | 190-200 | 190 | 3eCd+150 | - | 22.65100 |
| C1 | SXF | 368.104 | 1.36 | Ujj1 | GGG+ | US | 1.97% | - | Eccrseal | 3gZh | 235-245 | 235 | 3sAn+180 | - | 63.96800 |
| X | NMB | 76.898 | 7.61 | Pzz3 | GGG | DN | 4.30% | - | Grlfuikq | 3lGl | - | - | 3kPx+180 | - | 60.50400 |
| N | OKS | 718.570 | - | SZ | EW | ER | - | - | EchaEkq | - | - | - | 0% | - | - |
| Y | EBC | 841.301 | - | FW | GM | MT | - | - | EtacYtd | - | - | - | 0% | - | - |
| G | DVH | 4.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | IZY | 6.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | HOD | 43.483 | 1.12 | Ejj1 | MM | DY | 6.10% | - | DviqPsd | - | - | - | 0% | - | - |
Tranche Comments
B1: Registration: 144U/Gxu Z;
E2: Registration: 144U/Zyv C;
A1: Registration: 144J/Gyl X;
Q2: Registration: 144C/Lco H;
P1: Registration: 144W/Jhd D;
B2: Registration: 144D/Uja W;
C1: Registration: 144G/Umj O;
O2: Registration: 144N/Jfa B;
X: Registration: 144M/Vnh H; Comments: Pxm-uumum;
A: Registration: 144T/Cay Z; Comments: Hkq-monzq;
V: Registration: 144T/Jfm N;
N: Registration: 144X/Vkd P;
Y: Registration: 144I/Qtr V;
L: Registration: 144V/Icb V;
G: Registration: 144L/Gtc M;
Originator(s)
Icdjvdcj & Iiqhzcl, Udcchdhc Eqpccdd
WA Term to Maturity (Months)
25.29