| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | GCO | 60.730 | - | - | PG | - | - | Q (M) | - | 2.96% | - | - | - | - | - | - | - | Retained |
| Y-E | TBA | 730.800 | 4.10 | 1.88 | BQ | - | - | NNN | - | 91.71% | - | - | VKVO | 265a | - | 1uULMS+265 | - | 17.70000 |
| D | TRZ | 340.470 | 5.86 | 1.54 | OA | - | - | NNN | - | 95.34% | - | - | - | - | - | - | - | Retained |
| Q | RZA | 64.000 | 7.65 | 4.24 | PQ | - | - | DDD (M) | - | 46.91% | - | - | - | - | - | - | - | Retained |
| MMM | JKS | 886.450 | - | - | LJ | - | - | DA | - | 6.00% | - | - | - | - | - | - | - | Retained |
| U | YGF | 75.500 | 3.10 | 5.21 | ZX | - | - | J (H) | - | 35.18% | - | - | UJDK | 370o | - | 1mIQUW+370 | - | 34.60000 |
| X | IJW | 360.000 | 9.10 | 5.81 | Qaa | - | - | KKK | - | 94.90% | - | - | BVSD | 215m | - | 1hHNQX+215 | - | 81.00000 |
| C | UTI | 29.540 | - | - | BH | - | - | DD (R) | - | 44.43% | - | - | - | - | - | - | - | Retained |
| U | UIT | 47.300 | 1.60 | 4.26 | WY | - | - | XX (V) | - | 22.60% | - | - | NTAM | 315m | - | 1bJDIX+315 | - | 25.50000 |
| L | OOH | 15.500 | - | - | VF | - | - | NN (E) | - | 38.99% | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Registration: 144N/Ukf A;
Y-E: Registration: 144P/Zwb V;
U: Registration: 144X/Ehd V;
U: Registration: 144I/Den K;
D: Registration: 144E/Omo J;
Q: Registration: 144O/Kzt O;
L: Registration: 144L/Wnl C;
C: Registration: 144D/Zlt C;
P: Registration: 144Z/Lua R;
MMM: Registration: 144L/Jqc O;
Deal Comments
Uvp Usnn Rnysvnu 24 lvpoj
Cut-Off Balance ($mm)
6734.666772
Reinvestment Period (YRS)
1