Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W XSC 69.600 1.56 3.39 - - B- - A+ 83.70% 31.4% Uusytkna 1wN 240o - 1wN+240 - 90.40000 I EUL 26.800 6.82 3.49 - - III- - DDD+ 68.10% 90.5% Zmcduqbe 1bI 310n - 1bB+310 - 89.80000 F BWB 74.400 7.74 6.87 - - SV - GGG- 55.00% 34.7% Llypcxor 1oY 355a - 1lN+355 - 16.70000 L TNN 79.300 1.26 9.18 - - MM- - FF 52.20% 67.9% Ezedrlpz 1mN 202p - 1uT+202 - 16.60000 M XVA 166.400 2.20 3.90 - - OM - BB- 94.60% 15.5% Sdwmlzqv 1hJ 450w - 1iO+450 - 28.80000 GMM NNW 42.300 2.31 7.55 - - UV - MZ 5.00% 30.0% Qyjtwwvt 1dX - - 1kG+650 - 70.80000 D QXR 926.500 8.48 4.74 - - DDD - FFF 90.80% 70.7% Vhyyltpx 1aO 150c - 1dW+150 - 34.30000 V PEK 73.400 1.26 4.45 - - NP - LO 9.00% 24.3% Dwvmhmnv 1lE - - 1gN+600 - 62.80000 X BKX 561.000 8.57 5.22 - - TA - U- 33.80% 76.5% Edkuqrnp 1mC 525a - 1rP+525 - 42.70000
Tranche Comments
D: Registration: 144M/Bqp K;
L: Registration: 144T/Lom T;
W: Registration: 144Z/Gjn C;
I: Registration: 144Y/Zmg X;
F: Registration: 144Y/Lhc Q;
M: Registration: 144M/Mex M;
X: Registration: 144A/Aei L;
V: Registration: 144Z/Rye A;
GMM: Registration: 144C/Fop Z;
Collateral
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Risk Retention
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Use of Proceeds
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