| 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 |
|---|
| G | IOK | 898.550 | 8.50 | Frr | - | - | JJJ | PPP | 67.20% | - | Nyrroknt | 1sX | 97-100 | 95 | 1gK+95 | - | 379.00000 |
| E | VHB | 87.170 | 3.70 | Zoo2 | - | - | BBB (K) | SSS+ | 72.90% | - | Hmdkufls | 1dP | 250-260 | 235 | 1yY+235 | - | 260.00000 |
| U | HVP | 65.900 | 3.90 | MI | - | - | ZZZ (H) | DDD- | 5.80% | - | Cvoqbwbe | 1dJ | 310-320 | 320 | 1qS+320 | - | 857.00000 |
| D | QYQ | 30.800 | 4.70 | Qg2 | - | - | LL (L) | KK+ | 28.80% | - | Wjpmqmea | 1iS | 135-145 | 135 | 1zX+135 | - | 589.00000 |
| V | QHL | 75.300 | 8.30 | QJ | - | - | MM (S) | BB+ | 5.00% | - | Whvzvxlf | 1xA | 350-360 | 335 | 1pL+335 | - | 576.00000 |
| L | RMG | 95.200 | 8.20 | H2 | - | - | V (D) | M | 37.70% | - | Xmkqtmuj | 1qD | 200-210 | 190 | 1pV+190 | - | 404.00000 |
Tranche Comments
G: Registration: 144G/Mwx G;
D: Registration: 144B/Bwq X;
L: Registration: 144K/Bos I;
E: Registration: 144E/Jho C;
U: Registration: 144A/Nps D;
V: Registration: 144B/Pmz T;
Originator(s)
UYSiowyj Mcyjl Iyjx KR
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | LZD | 45.000 | 1.40 | S2 | - | - | U | II- | 51.90% | - | Bcpuevln | 1wP | 200-210 | 200 | 1mL+185 | - | 46.61640 |
| V | UFM | 53.500 | 2.80 | HJ | - | - | BR | YYY- | 4.00% | - | Zhoavtbt | 1nN | 325-350 | 350 | 1xF+280 | - | 69.30345 |
| I | WHB | 623.000 | 9.00 | Utt | - | - | TTT | CCC | 34.80% | - | Vzcevxmy | 1uR | 120-125 | 120 | 1lY+115 | - | 21.38320 |
| V | CLP | 56.000 | 6.90 | Kg2 | - | - | BB | FF+ | 65.90% | - | Qdyukwno | 1pE | 160-170 | 155 | 1yK+135 | - | 52.59940 |
| E | HEP | 23.100 | 4.60 | Qhh2 | - | - | MMM (C) | P- | 62.90% | - | Imzytztl | 1sR | 240-250 | 235 | 1zI+215 | - | 11.14310 |
Tranche Comments
I: Registration: 144J/Att Z;
V: Registration: 144Q/Roh P;
R: Registration: 144K/Mtl Y;
E: Registration: 144C/Iiv V;
V: Registration: 144U/Upp J;