| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 102.480 | 2.97 | - | - | - | - | A | 15.35% | - | Fixed | I-Curve | - | 265 | 6.00% | 6.514% | 98.84518 |
| B | USD | 10.860 | 2.97 | - | - | - | - | BBB- | 6.30% | - | Fixed | I-Curve | - | 390 | 7.65% | 7.764% | 99.76429 |
| C | USD | 6.660 | 2.97 | - | - | - | - | BB- | 0.75% | - | Fixed | I-Curve | - | 850 | 12.06% | 12.364% | 99.99436 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | YWG | 8.800 | 1.10 | - | - | - | - | RR | 3.40% | - | Cavtw | Y-Eqdzs | - | 975 | 12.99% | 13.579% | 73.26848 |
| U | ASG | 9.120 | 1.20 | - | - | - | - | WWW | 30.90% | - | Dgxhp | J-Zinzc | - | 650 | 10.11% | 10.329% | 97.36776 |
| U | JJU | 73.550 | 9.20 | - | - | - | - | Z | 57.17% | - | Ozmml | X-Mtdag | - | 375 | 7.46% | 7.579% | 40.90683 |
| P | RBY | 2.700 | 9.40 | - | - | - | - | RR- | 1.90% | - | Umsbf | V-Odpkt | - | 1250 | 15.59% | 16.329% | 87.30415 |
Tranche Comments
U: Registration: 144N/Zta V;
U: Registration: 144D/Ymt W;
F: Registration: 144W/Luk K;
P: Registration: 144Z/Khj L;