| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | NSC | 446.000 | - | - | CCC | FFF | 53.00% | - | Xfemrhqe | 3cZr | - | 210 | 3gIf+210 | - | - |
| X | WGT | 88.700 | - | - | ZZZ- | TTT- | 37.10% | - | Cuwxqmir | 3wDi | - | 626 | 3fNi+626 | - | - |
| G | EWY | 12.300 | - | - | G | X | 44.50% | - | Ouhcdfex | 3pQy | - | 485 | 3lSt+485 | - | - |
| I | SLP | 61.600 | - | - | PP- | LL- | 67.00% | - | Xcjvuszu | 3kSv | - | 819 | 3jQg+819 | - | - |
| W | OOW | 2.000 | - | - | W- | C- | 7.40% | - | Vpkbltbc | 3xBj | - | 900 | 3zTu+900 | - | - |
| O-1 | DAG | 80.700 | - | - | EE | HH | 67.50% | - | Bjvsjjqo | 3eLd | - | 408 | 3pGd+408 | - | - |
| Ejp | GMA | 34.000 | - | - | UZ | XU | - | - | - | - | - | - | - | - | Retained |
| G-2 | NDB | 85.000 | - | - | DD | RR | 34.10% | - | Gtyth | WUG | - | - | 6.500% | - | - |
Tranche Comments
N: Registration: 144A/Vzp E;
O-1: Registration: 144N/Tmg V;
G-2: Registration: 144N/Wag S;
G: Registration: 144B/Pzj A;
X: Registration: 144X/Yzu Z;
I: Registration: 144V/Qlt O;
W: Registration: 144Z/Afm H;
Ejp: Registration: 144N/Bwl G;
Deal Comments
Zsg Fnxx Iqqbsoe 1.33
Reinvestment Period (YRS)
3.9