| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1Q | OMU | 3.220 | - | - | - | - | - | - | - | 7.00% | - | - | - | - | - | - | - | Retained |
| M-2K | NHL | 5.609 | - | - | - | - | - | - | - | 8.90% | - | - | - | - | - | - | - | Retained |
| Y-1 | JKE | 21.154 | 68.86 | - | - | - | - | - | - | 9.40% | - | Tbfscfnu | ZWKX | 575-600 | 550 | BAFG+550 | - | 673.00000 |
| K-1 | NPK | 35.121 | 8.40 | - | - | - | - | - | - | 2.00% | - | Duemaijr | YHXI | 190y | 180 | ZAXK+180 | - | 818.00000 |
| X-1F | HAX | 4.680 | - | - | - | - | - | - | - | 7.50% | - | - | - | - | - | - | - | Retained |
| G-2F | JRK | 10.585 | - | - | - | - | - | - | - | 7.00% | - | - | - | - | - | - | - | Retained |
| T-2 | NVL | 331.101 | 2.22 | - | - | - | - | - | - | 6.80% | - | Afeeqvfr | NOZL | 325-335 | 335 | SGNL+335 | - | 509.00000 |
Tranche Comments
K-1: Registration: 144V/Xhx U;
K-1Q: Registration: 144C/Rxl R;
T-2: Registration: 144D/Kky F;
M-2K: Registration: 144P/Hts C;
Y-1: Registration: 144Y/Lbf V;
X-1F: Registration: 144U/Eob R;
G-2F: Registration: 144D/Ujo B;
Cut-Off Balance ($mm)
5095.327972