| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | NKP | 41.900 | 4.99 | 6.68 | WA | - | - | GGG | - | 97.30% | - | Bdlcozef | 1rI | 255x | 255 | 1zH+255 | - | 406.00000 |
| EG | UWK | 70.925 | - | - | XL | - | - | ZS | - | 5.00% | - | - | - | - | - | - | - | Retained |
| G | RFC | 38.162 | 1.12 | 4.93 | KU | - | - | I (S) | - | 13.00% | - | Tmsfcypf | 1oZ | 185m | 185 | 1kX+185 | - | 161.00000 |
| J | ZEE | 49.922 | 6.91 | 3.74 | YV | - | - | GG (X) | - | 84.72% | - | Elwbqitx | 1uM | 165n | 165 | 1yD+165 | - | 108.00000 |
| W | ULW | 22.614 | 9.88 | 5.16 | JG | - | - | TTT (W) | - | 36.57% | - | Ibkfksep | 1aA | 295t | 295 | 1yK+295 | - | 649.00000 |
| K | TYN | 79.250 | 4.37 | 7.00 | NC | - | - | II (R) | - | 97.00% | - | - | - | - | - | - | - | Retained |
| Z-V | YRW | 824.400 | 3.96 | 2.13 | LR | - | - | LLL | - | 46.00% | - | Besvuzxz | 1qF | 145c | 145 | 1vT+145 | - | 356.00000 |
| Z | PWP | 372.800 | 8.32 | 8.80 | Gaa | - | - | ZZZ | - | 85.40% | - | Yhbrkvhc | 1dF | 110u | 110 | 1iF+110 | - | 523.00000 |
| B | QYM | 50.297 | 3.23 | 3.40 | HR | - | - | I (M) | - | 5.44% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: Registration: 144C/Vhg X;
Z-V: Registration: 144D/Bws M;
J: Registration: 144V/Gzu T;
G: Registration: 144O/Ley M;
V: Registration: 144Q/Axd Q;
W: Registration: 144Q/Cjh D;
K: Registration: 144Z/Hvg K;
B: Registration: 144J/Pkd Y;
EG: Registration: 144N/Ucb P;
Deal Comments
Iws Xluu Nvtswlb 2.00
Cut-Off Balance ($mm)
474.676838
Reinvestment Period (YRS)
8