| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U2 | NKJ | 870.220 | 3.22 | Hee | - | - | CCC | - | 33.00% | - | Siwqt | - | 1-16 vw 1-20 wf | 1-30 io | 2.50% | - | 248.24580 |
| I17 | WHB | 77.640 | 4.57 | Ki1 | - | - | HHH | - | 6.93% | - | Ytrpm | - | 2-08 dy 2-12 ei | 2-12 ts | 3.00% | - | 489.79503 |
| A6 | FIN | 64.000 | 80.94 | Rii | - | - | RRR | - | 27.00% | - | Fgjpm | Ollqu | 95-100 | 100 | 2.50% | - | 76.99461 |
| Q4 | BPA | 94.000 | 9.34 | Gdd | - | - | HHH | - | 67.00% | - | Wbbkp | - | 2-04 vs 2-08 wu | 2-08 mw | 2.50% | - | 615.27996 |
Tranche Comments
U2: Registration: 144N/Dir Q;
Q4: Registration: 144H/Vdm O;
A6: Registration: 144C/Uij Q;
I17: Registration: 144A/Osy O;
Risk Retention
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