| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B2 | CAF | 31.000 | 8.65 | - | CCC | - | - | SSS | - | - | - | - | - | - | 4.27% | 4.300% | 31.82681 |
| K1 | YCG | 76.000 | 7.42 | - | BBB | - | - | NNN | - | - | Nmloezrl | 3eA | - | 160 | 3tL+160 | - | 779.00000 |
Tranche Comments
K1: Registration: 144U Fewc;
B2: Registration: 144Q Rkgg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1 | LKO | 93.000 | 5.54 | - | LLL | - | - | YYY | - | - | Fyzexcol | 3mU | - | 250 | 3zW+250 | - | 369.00000 |
| B2 | XCP | 93.000 | 9.85 | - | HHH | - | - | EEE | - | - | Wwavk | - | - | - | 3.60% | 3.625% | 86.36387 |
Tranche Comments
W1: Registration: 144F Mqex;
B2: Registration: 144Z Lijn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | FII | 325.000 | 1.10 | - | - | - | - | - | - | - | Twrsm | AVG | - | - | 3.98% | 4.000% | - |
Tranche Comments
O: Registration: 144U Ldvk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O2 | LVK | 450.000 | 5.63 | - | - | - | - | - | - | - | Czwzo | Pbjen | - | - | 3.48% | 3.500% | - |
| M2 | RTO | 629.000 | 8.89 | - | WWW | - | - | - | - | - | Trcrrdes | 3rM | - | 285 | 3cI+285 | - | 466.00000 |
Tranche Comments
O2: Registration: 144M Jccj;
M2: Registration: 144H Zcig;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V2 | CEM | 437.000 | 6.11 | Jee2 | YYY | - | - | - | - | - | Lqvhm | - | - | 400 | 4.47% | 4.500% | 81.35117 |
| N1 | NBV | 18.000 | 7.50 | Frr2 | WWW | - | - | - | - | - | Zxwkhdvx | 3vA | - | 400 | 3vA+400 | - | 471.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S2 | WAO | 97.700 | 8.30 | Jff2 | SSS | - | - | - | - | - | Scqfdaxt | Obeuf | - | - | - | 5.850% | - |
| Y1 | FNX | 48.500 | 2.60 | Snn2 | UUU | - | - | - | - | - | Vzczorfp | - | - | - | 3yD+325 | - | - |
Tranche Comments
Y1: Registration: Exkxuy;
S2: Registration: Flxvep;