| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | PEW | 81.000 | 3.90 | - | OI | JJ- | - | - | 7.15% | - | - | - | 650-675 | - | - | - | - |
| A | KVC | 46.000 | 1.00 | - | MB | P | - | - | 57.00% | - | - | - | 220-230 | - | - | - | - |
| V1 | XRN | 34.000 | 4.20 | - | MX | DDD- | - | - | 36.00% | - | - | - | 350-375 | - | - | - | - |
| R1 | OFK | 967.000 | 1.10 | - | UUU | QP | - | - | 96.90% | - | - | - | 145s | - | - | - | - |
| W2 | MXL | 4.000 | 6.40 | - | ZF | ZZZ- | - | - | 65.50% | - | - | - | 465-485 | - | - | - | - |
| Iqk | FKI | 44.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | PKQ | 26.000 | 7.60 | - | ZT | EE | - | - | 45.00% | - | - | - | 190-200 | - | - | - | - |
| A2 | JQJ | 63.000 | 6.20 | - | NX | NNN | - | - | 10.00% | - | - | - | 170-180 | - | - | - | - |
Tranche Comments
R1: Registration: 144Z/Zqr W;
A2: Registration: 144Z/Kiz C;
H: Registration: 144M/Zua Q;
A: Registration: 144F/Gqp B;
V1: Registration: 144T/Ffm M;
W2: Registration: 144H/Obx T;
L: Registration: 144Y/Byf D;
Iqk: Registration: 144Q/Gpi N;
Deal Comments
Twc-Yzpp Ftznwdb 1.00
Reinvestment Period (YRS)
2