| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | PLY | 57.300 | 6.90 | 3.27 | YP | - | - | P (U) | - | 76.82% | - | - | YTSS | 370u | - | 1qVAZO+370 | - | 25.80000 |
| X | YBV | 57.000 | 8.62 | 4.62 | NI | - | - | EEE (D) | - | 95.85% | - | - | - | - | - | - | - | Retained |
| IDG | AGV | 345.560 | - | - | ZJ | - | - | ST | - | 8.00% | - | - | - | - | - | - | - | Retained |
| A | BTE | 61.360 | - | - | NI | - | - | X (M) | - | 4.86% | - | - | - | - | - | - | - | Retained |
| N | LWS | 178.000 | 6.80 | 9.39 | Dff | - | - | ZZZ | - | 84.50% | - | - | GNVH | 215p | - | 1vMITT+215 | - | 19.00000 |
| R | WNI | 705.930 | 1.34 | 3.99 | QS | - | - | WWW | - | 83.87% | - | - | - | - | - | - | - | Retained |
| K | XIS | 39.870 | - | - | NJ | - | - | ZZ (Q) | - | 77.13% | - | - | - | - | - | - | - | Retained |
| W-S | BTT | 684.400 | 3.67 | 4.74 | EL | - | - | BBB | - | 66.86% | - | - | QWEU | 265g | - | 1iKLAS+265 | - | 60.10000 |
| P | VGB | 33.900 | - | - | CY | - | - | GG (J) | - | 31.51% | - | - | - | - | - | - | - | Retained |
| L | ATM | 63.100 | 4.40 | 5.70 | PB | - | - | VV (T) | - | 57.10% | - | - | GSBR | 315f | - | 1tYYEL+315 | - | 30.30000 |
Tranche Comments
N: Registration: 144B/Eze Y;
W-S: Registration: 144E/Ooj S;
L: Registration: 144M/Juc T;
G: Registration: 144Y/Xmz Z;
R: Registration: 144W/Cjl J;
X: Registration: 144P/Nsy R;
P: Registration: 144G/Glu C;
K: Registration: 144I/Ndr F;
A: Registration: 144Z/Nrr V;
IDG: Registration: 144D/Gqz W;
Deal Comments
Voy Djss Lvuaolp 24 qoybp
Cut-Off Balance ($mm)
4234.301724
Reinvestment Period (YRS)
1