| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-N | PLG | 857.300 | 8.58 | 2.39 | WO | - | - | QQQ | - | 18.61% | - | - | PBBG | 265j | - | 1mIVIH+265 | - | 93.90000 |
| H | CIT | 75.400 | 3.70 | 4.43 | HY | - | - | MM (H) | - | 52.20% | - | - | JGXT | 315y | - | 1fETKP+315 | - | 22.10000 |
| I | BNP | 35.420 | - | - | TZ | - | - | U (P) | - | 7.36% | - | - | - | - | - | - | - | Retained |
| GKD | QKI | 932.160 | - | - | KR | - | - | GO | - | 5.00% | - | - | - | - | - | - | - | Retained |
| B | BKD | 13.000 | 6.19 | 9.67 | AX | - | - | VVV (O) | - | 79.70% | - | - | - | - | - | - | - | Retained |
| J | ZQU | 29.400 | 9.50 | 1.36 | YI | - | - | D (Z) | - | 25.74% | - | - | HMBF | 370i | - | 1pSYHA+370 | - | 67.30000 |
| P | XSE | 363.000 | 4.30 | 9.80 | Ccc | - | - | GGG | - | 35.60% | - | - | BENR | 215f | - | 1iKKUJ+215 | - | 78.00000 |
| N | KQH | 620.670 | 1.83 | 5.11 | GZ | - | - | KKK | - | 81.76% | - | - | - | - | - | - | - | Retained |
| P | OTJ | 74.820 | - | - | IA | - | - | WW (J) | - | 80.70% | - | - | - | - | - | - | - | Retained |
| R | VVN | 98.300 | - | - | DJ | - | - | KK (D) | - | 40.76% | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: Registration: 144L/Ltl V;
E-N: Registration: 144I/Gjb H;
H: Registration: 144W/Ufk A;
J: Registration: 144L/Xyh K;
N: Registration: 144B/Ebk O;
B: Registration: 144A/Vwj H;
R: Registration: 144X/Twm K;
P: Registration: 144X/Cys B;
I: Registration: 144W/Vvk A;
GKD: Registration: 144D/Iik J;
Deal Comments
Ton Xwoo Ubfyokq 24 conzd
Cut-Off Balance ($mm)
1224.133307
Reinvestment Period (YRS)
5