| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M3 | XBO | 61.900 | 3.24 | - | - | MMM | - | RRR | 24.00% | - | Pgtaf | - | 0-20ba ku 0-24ba | 0-16cq | 5.00% | - | 47.30000 |
| G5 | TGX | 111.000 | 7.35 | - | - | EEE | - | ZZZ | 65.00% | - | Ttclw | S-Zmjkn | 160-170 | 160 | 5.50% | - | 915.74572 |
| J8 | TGW | 13.000 | 80.90 | - | - | WWW | - | ZZZ | 65.00% | - | Lcnml | K-Nsncf | 160-170 | 160 | 5.50% | - | 786.66298 |
| A2 | JHG | 89.000 | 5.91 | - | - | YYY | - | MMM | 35.00% | - | Pcwco | - | 1-00sb sr 1-06sb | 0-28al | 5.50% | - | 867.30780 |
| F17 | KBV | 45.000 | 1.60 | - | - | UUU | - | TTT | 64.00% | - | Kmxho | F-Whpqa | 165-175 | 175 | 5.50% | - | 182.64546 |
| N11 | QZQ | 23.000 | 9.41 | - | - | EEE | - | BBB | 41.00% | - | Tvhjc | B-Phmza | 140-150 | 150 | 5.50% | - | 329.13353 |
| W20 | NPE | 23.773 | 7.61 | - | - | BBB | - | OOO | 2.40% | - | Yylpn | - | 180l | 1-16eb | 5.50% | - | 46.78948 |
Tranche Comments
A2: Registration: 144C/Tqs O;
M3: Registration: 144D/Odx N;
G5: Registration: 144I/Lwb W;
J8: Registration: 144C/Flw N;
N11: Registration: 144H/Ebs G;
F17: Registration: 144I/Tpv K;
W20: Registration: 144Z/Tmu H;
Originator(s)
Ntbcbk Bttkmxmb, Qwwm Bdgxgbdxw, Ottgbtbktgb