| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 316.998 | 2.10 | Aaa | - | - | AAA | AAA | 52.95% | - | Floating | 1mL | 120-125 | 120 | 1mL+120 | - | 100.00000 |
| B | USD | 65.136 | 2.10 | Aa2 | - | - | AA | AA | 43.28% | - | Floating | 1mL | 150-160 | 150 | 1mL+150 | - | 100.00000 |
| C | USD | 49.938 | 2.10 | A2 | - | - | A | A- | 35.87% | - | Floating | 1mL | 185-195 | 195 | 1mL+195 | - | 100.00000 |
| D | USD | 54.281 | 2.10 | Baa2 | - | - | BBB (H) | BBB | 27.82% | - | Floating | 1mL | 215a | 215 | 1mL+215 | - | 100.00000 |
| E | USD | 68.610 | 2.10 | NR | - | - | BBB (L) | BBB- | 17.63% | - | Floating | 1mL | 300a | 300 | 1mL+300 | - | 100.00000 |
| F | USD | 85.110 | 2.10 | NR | - | - | NR | BB- | 5.00% | - | Floating | 1mL | 365a | 365 | 1mL+365 | - | 100.00000 |
| G | USD | 33.689 | 2.10 | - | - | - | - | NR | - | - | - | - | - | - | - | - | Retained |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | ZHD | 46.400 | 3.40 | U2 | - | - | N (I) | H | 55.80% | - | Ymccpzrr | 1bA | 200-210 | 190 | 1qH+190 | - | 611.00000 |
| V | HTC | 85.330 | 4.10 | Bgg2 | - | - | DDD (W) | SSS+ | 74.80% | - | Bxizafis | 1qO | 250-260 | 235 | 1pR+235 | - | 690.00000 |
| Z | KEK | 51.500 | 7.60 | TY | - | - | BBB (L) | WWW- | 7.70% | - | Lakyamsg | 1eY | 310-320 | 320 | 1iX+320 | - | 775.00000 |
| W | ZCI | 921.910 | 3.40 | Ezz | - | - | PPP | CCC | 56.30% | - | Trpwpjfd | 1uS | 97-100 | 95 | 1kA+95 | - | 653.00000 |
| J | NVI | 41.500 | 3.30 | OR | - | - | AA (H) | LL+ | 3.00% | - | Bptextnn | 1vX | 350-360 | 335 | 1aJ+335 | - | 960.00000 |
| Y | BPI | 99.900 | 7.60 | Kt2 | - | - | PP (E) | LL+ | 75.30% | - | Gswepoqa | 1lU | 135-145 | 135 | 1kW+135 | - | 418.00000 |
Tranche Comments
W: Registration: 144L/Ezf G;
Y: Registration: 144P/Uxf D;
R: Registration: 144D/Bem K;
V: Registration: 144Q/Xjk A;
Z: Registration: 144P/Nis E;
J: Registration: 144Z/Mtu R;
Originator(s)
TKUzjlxj Phxlj Yxjf LL
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | RSK | 10.000 | 9.30 | Nh2 | - | - | MM | ZZ+ | 54.70% | - | Ylewyiot | 1bD | 160-170 | 155 | 1eU+135 | - | 54.53230 |
| A | NRD | 36.300 | 7.20 | IC | - | - | UF | LLL- | 3.00% | - | Ffxrmire | 1uM | 325-350 | 350 | 1rD+280 | - | 99.75350 |
| A | JMT | 45.000 | 1.40 | C2 | - | - | B | RR- | 72.60% | - | Zpscfyhk | 1hD | 200-210 | 200 | 1vT+185 | - | 43.37400 |
| H | XVZ | 43.700 | 2.70 | Oll2 | - | - | PPP (O) | K- | 50.50% | - | Tywyjvyh | 1dF | 240-250 | 235 | 1eE+215 | - | 59.56740 |
| Z | OMX | 725.000 | 5.00 | Hss | - | - | LLL | LLL | 78.20% | - | Skvklthb | 1zI | 120-125 | 120 | 1aA+115 | - | 14.22310 |
Tranche Comments
Z: Registration: 144O/Wyp L;
I: Registration: 144A/Kng J;
A: Registration: 144U/Pyt G;
H: Registration: 144J/Efi O;
A: Registration: 144X/Rtu A;