| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| LRR | ING | 49.570 | 8.79 | - | YV | - | - | BB (P) | - | - | 71.0% | FJG | E | - | 400 | - | 6.992% | 37.47725 |
| M | CKX | 48.700 | 8.55 | - | FQ | - | - | RRR (K) | - | - | 30.2% | EWY | Z | - | 290 | - | 5.892% | 37.60875 |
| Y | HJK | 47.200 | 3.74 | - | HR | - | - | BB (B) | - | - | 24.4% | OAS | Q | - | 200 | - | 4.992% | 60.94307 |
| V | IKL | 66.500 | 2.25 | - | OI | - | - | R (X) | - | - | 79.9% | TDV | J | - | 235 | - | 5.342% | 98.50017 |
| G | KPD | 637.900 | 8.86 | - | Gyy | - | - | GGG | - | - | 34.1% | RXT | Q | - | 155 | - | 4.542% | 32.65567 |
| F | HXK | 30.000 | 9.98 | - | EI | - | - | BB | - | - | 64.5% | URB | B | - | 340 | - | 6.392% | 23.23442 |
Tranche Comments
G: Registration: 144D/Otp Z; Comments: Xcn X;
Y: Registration: 144G/Nzr U; Comments: Eqp L;
V: Registration: 144X/Xhb Q; Comments: Bjs M;
M: Registration: 144O/Uiq T; Comments: Hbc I;
F: Registration: 144Y/Enc H; Comments: Qbc N;
LRR: Registration: 144D/Ezc J; Comments: Vhb Q. Hzh-Hjhohs;
Collateral
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Risk Retention
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Use of Proceeds
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