| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | CYA | 27.500 | 7.74 | 8.31 | E3 | - | - | - | - | - | - | - | - | - | 299 | - | - | 534.00000 |
| R | TYH | 276.750 | 7.60 | 6.93 | Yqq | - | - | - | - | - | - | - | - | - | 100 | - | - | 235.00000 |
| A | EFT | 40.130 | 3.66 | 6.87 | C3 | - | - | - | - | - | - | - | - | - | 140 | - | - | 482.00000 |
| D | BRP | 25.730 | 1.82 | 3.66 | HN | - | - | - | - | - | - | - | - | - | 688 | - | - | 831.00000 |
| L | QIJ | 88.310 | 3.61 | 8.22 | Jpp3 | - | - | - | - | - | - | - | - | - | 165 | - | - | 470.00000 |
| G | RWV | 60.900 | 2.76 | 4.15 | Cn3 | - | - | - | - | - | - | - | - | - | 240 | - | - | 746.00000 |
| M | HHF | 39.600 | 8.67 | 6.14 | UG | - | - | - | - | - | - | - | - | - | 439 | - | - | 484.00000 |
| W | GBZ | 32.200 | 8.47 | 4.68 | Iz3 | - | - | - | - | - | - | - | - | - | 120 | - | - | 526.00000 |
Tranche Comments
R: Registration: 144K/Wov Z;
W: Registration: 144Y/Foe D;
A: Registration: 144E/Dbv H;
L: Registration: 144A/Tjs S;
G: Registration: 144N/Qby K;
Z: Registration: 144L/Kdd J;
M: Registration: 144B/Uut X;
D: Registration: 144I/Dsr M;
Deal Comments
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Risk Retention
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