| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D17 | OOY | 2.000 | 4.76 | - | - | FFF | - | GGG | 98.00% | - | Rshag | H-Qcndz | 170-180 | 175 | 5.50% | 5.569% | 49.10323 |
| T5 | POB | 17.000 | 8.78 | - | - | CCC | - | XXX | 79.00% | - | Rjwrm | I-Tcqnm | 160-170 | 165 | 5.50% | 5.546% | 85.60963 |
| R8 | MGP | 17.000 | 91.80 | - | - | RRR | - | SSS | 81.00% | - | Hwhjc | M-Hpqcd | 170-175 | 165 | 5.50% | 5.672% | 76.74720 |
| S14 | OHY | 91.000 | 1.50 | - | - | VVV | - | HHH | 12.00% | - | Fwlpb | V-Nmkhq | 160-170 | 165 | 5.50% | 5.586% | 98.99497 |
| Y2 | BJY | 634.800 | 8.80 | - | - | RRR | - | QQQ | 17.00% | - | Ovjel | - | 1-12cr xf 1-16cr | 1-08vh | 5.50% | 5.691% | 32.20200 |
| E11 | YHE | 17.700 | 1.21 | - | - | SSS | - | UUU | 37.00% | - | Jzgco | S-Xiyuo | 160-170 | 160 | 5.50% | 5.627% | 42.80652 |
| O20 | GVE | 75.622 | 5.40 | - | - | MMM | - | KKK | 4.90% | - | Tifry | - | 0-24xz xs 5.5 BA | 1-28pg | 5.50% | 5.851% | 84.90000 |
Tranche Comments
Y2: Registration: 144U/Imr Z;
T5: Registration: 144J/Fym U;
R8: Registration: 144O/Msl K;
E11: Registration: 144E/Njr C;
S14: Registration: 144B/Ank F;
D17: Registration: 144U/Bka V;
O20: Registration: 144G/Edn T;
Originator(s)
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