| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | HKP | 90.500 | 4.97 | 1.60 | - | - | PO | - | JJJ- | 62.00% | 20.9% | Spfbmlxw | 1qE | 355k | - | 1oB+355 | - | 49.20000 |
| V | QZG | 362.900 | 3.58 | 9.51 | - | - | IY | - | LL- | 96.10% | 97.1% | Qmqebqxf | 1pY | 450a | - | 1tO+450 | - | 58.70000 |
| D | CJX | 28.900 | 6.61 | 3.66 | - | - | YY- | - | SS | 88.80% | 70.2% | Ofcpoacv | 1lJ | 202e | - | 1eS+202 | - | 14.40000 |
| L | VTX | 29.200 | 2.44 | 2.26 | - | - | Q- | - | D+ | 17.90% | 43.8% | Nvpeassl | 1mP | 240x | - | 1eJ+240 | - | 61.50000 |
| G | ONU | 311.000 | 9.82 | 1.14 | - | - | NY | - | U- | 61.40% | 10.2% | Cyqrkttv | 1qK | 525r | - | 1iE+525 | - | 98.80000 |
| NGG | HSU | 33.100 | 2.84 | 5.56 | - | - | JT | - | CP | 3.00% | 71.0% | Gvxpwlms | 1fW | - | - | 1kJ+650 | - | 87.30000 |
| M | GSJ | 61.900 | 2.12 | 9.47 | - | - | GO | - | GJ | 8.00% | 50.4% | Qqvmzpeg | 1mY | - | - | 1yM+600 | - | 36.30000 |
| N | HZL | 645.300 | 1.54 | 1.40 | - | - | AAA | - | AAA | 90.30% | 23.6% | Kcslbinq | 1cG | 150b | - | 1qP+150 | - | 62.30000 |
| Y | YFJ | 68.400 | 8.84 | 5.48 | - | - | KKK- | - | TTT+ | 87.80% | 84.7% | Ofhqzfru | 1cL | 310l | - | 1iP+310 | - | 88.60000 |
Tranche Comments
N: Registration: 144O/Aaq N;
D: Registration: 144E/Pbw D;
L: Registration: 144C/Lvd D;
Y: Registration: 144F/Kzd I;
N: Registration: 144M/Xta W;
V: Registration: 144G/Hvs O;
G: Registration: 144T/Oiv N;
M: Registration: 144F/Hdp A;
NGG: Registration: 144C/Abi C;
Collateral
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Risk Retention
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Use of Proceeds
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