| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | KGY | 720.499 | 1.66 | 9.65 | Htt | - | ZZZ | - | - | 37.50% | - | Oyxutvft | ELQF | - | - | LIBX+240 | - | 47.90000 |
| Y | OCZ | 47.423 | 6.60 | 3.61 | YN | - | J- | - | - | 88.45% | - | Auzkbhqc | AYFI | - | - | QXNZ+415 | - | 89.10000 |
| LN | ULN | 68.367 | - | - | ZS | - | LL | - | - | - | - | - | - | - | - | - | - | Retained |
| J-M | VTT | 60.820 | 1.96 | 3.34 | QE | - | EEE | - | - | 70.67% | - | Phbrzffy | HZSQ | - | - | ZICV+290 | - | 27.40000 |
| O | NIM | 63.940 | 8.48 | 8.96 | WN | - | AAA | - | - | 45.48% | - | - | - | - | - | - | - | Retained |
| L | UXS | 31.910 | 7.75 | 2.58 | DN | - | RRR- | - | - | 94.80% | - | - | - | - | - | - | - | Retained |
| W | MYP | 16.260 | 6.20 | 4.21 | IW | - | KK- | - | - | 22.26% | - | - | - | - | - | - | - | Retained |
| P | VID | 76.132 | 5.49 | 5.91 | BA | - | UU- | - | - | 96.00% | - | Lucrpllv | MGTR | - | - | CGLF+335 | - | 89.70000 |
| F | VLI | 45.413 | 3.27 | 3.22 | JH | - | T- | - | - | 4.31% | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: Registration: 144B/Lhk J;
J-M: Registration: 144N/Pfp X;
P: Registration: 144M/Lmm B;
Y: Registration: 144Z/Gts Y;
O: Registration: 144T/Clg Y;
L: Registration: 144B/Kuk I;
W: Registration: 144K/Rub S;
F: Registration: 144D/Wwx G;
LN: Registration: 144F/Thr J;
Risk Retention
VM - Wwks FV/VW - Wwk