| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | XXT | 632.120 | 7.88 | 1.76 | BZ | - | - | TTT | - | 23.88% | - | - | - | - | - | - | - | Retained |
| Z | BXZ | 46.000 | 1.95 | 5.49 | KF | - | - | GGG (N) | - | 88.20% | - | - | - | - | - | - | - | Retained |
| E | XVC | 82.900 | 8.20 | 6.82 | OU | - | - | G (G) | - | 85.54% | - | - | SMFN | 370o | - | 1aQDIC+370 | - | 63.80000 |
| U | YSC | 50.620 | - | - | PX | - | - | Y (P) | - | 4.24% | - | - | - | - | - | - | - | Retained |
| ODF | EGC | 591.840 | - | - | EW | - | - | ML | - | 1.00% | - | - | - | - | - | - | - | Retained |
| P-X | FSY | 835.700 | 7.15 | 2.42 | QG | - | - | III | - | 77.79% | - | - | GPKX | 265l | - | 1cJYAG+265 | - | 22.60000 |
| E | TQG | 83.600 | 3.80 | 5.98 | FA | - | - | RR (Z) | - | 66.60% | - | - | EBTJ | 315f | - | 1dNHWQ+315 | - | 34.40000 |
| U | RTK | 68.590 | - | - | WZ | - | - | AA (I) | - | 50.28% | - | - | - | - | - | - | - | Retained |
| X | RSO | 17.500 | - | - | DQ | - | - | VV (Z) | - | 98.93% | - | - | - | - | - | - | - | Retained |
| F | ZJP | 917.000 | 8.70 | 4.92 | Tzz | - | - | NNN | - | 91.70% | - | - | DAXG | 215q | - | 1sQLUJ+215 | - | 16.00000 |
Tranche Comments
F: Registration: 144F/Vvx P;
P-X: Registration: 144F/Ulh Z;
E: Registration: 144G/Mmr P;
E: Registration: 144F/Pey Y;
K: Registration: 144Z/Brs H;
Z: Registration: 144O/Vtm F;
X: Registration: 144W/Aiy X;
U: Registration: 144N/Hqs K;
U: Registration: 144U/Fdp U;
ODF: Registration: 144D/Bsq P;
Deal Comments
Nqf Engg Hqgiquc 24 qqfdh
Cut-Off Balance ($mm)
4762.465221
Reinvestment Period (YRS)
6