| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| HZZ | AOO | 28.300 | 6.24 | 4.72 | - | QK | - | CG | - | - | 34.5% | - | - | - | - | - | - | Retained |
| Y | CBY | 51.800 | 8.93 | 7.72 | - | BB- | - | BB (U) | - | - | 66.6% | Rfxdvdbk | 1iE | - | 310 | 1pE+310 | - | 698.00000 |
| J | TVY | 824.500 | 3.59 | 9.78 | - | MMM | - | HHH | - | - | 12.5% | Beoyvbkx | 1hO | - | 70 | 1tE+70 | - | 186.00000 |
| BS | LJH | 48.400 | 6.35 | 8.31 | - | A- | - | F | - | - | 25.0% | - | - | - | - | - | - | Retained |
| E | YCR | 85.800 | 5.13 | 6.45 | - | WWW- | - | A (I) | - | - | 77.3% | Cbhumwyj | 1lJ | - | 205 | 1uY+205 | - | 960.00000 |
| F | NPM | 83.100 | 9.72 | 1.39 | - | K- | - | OO (A) | - | - | 74.6% | Gezyucqx | 1mY | - | 125 | 1bH+125 | - | 169.00000 |
| L | FYI | 39.800 | 9.83 | 2.84 | - | NN- | - | EEE | - | - | 65.6% | Gzmejzzv | 1sS | - | 105 | 1uR+105 | - | 333.00000 |
| R | RJQ | 34.600 | 4.40 | 7.89 | - | NK | - | FC | - | - | 72.5% | - | - | - | - | - | - | Retained |
Tranche Comments
J: Registration: 144O/Ttk A;
L: Registration: 144T/Uuz X;
F: Registration: 144L/Lse J;
E: Registration: 144Z/Pet S;
Y: Registration: 144H/Rwc Y;
BS: Registration: 144O/Jhm G;
R: Registration: 144T/Vpu A;
HZZ: Registration: 144G/Jlo R;
Collateral
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Risk Retention
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Use of Proceeds
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