| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | LIH | 365.500 | 2.20 | - | Aa3 | - | JJ- | - | - | 42.76% | - | Bsmqu | B | - | 230 | 6.05% | 5.704% | 815.78809 |
| D | NNR | 41.300 | 7.70 | - | Wg2 | - | RRR- | - | - | 5.20% | - | Zfinx | L | - | 485 | 6.05% | 8.250% | 79.39800 |
| M | NHJ | 13.200 | 7.80 | - | L3 | - | F- | - | - | 38.71% | - | Yzicq | H | - | 280 | 6.05% | 6.204% | 51.44920 |
| Z | KHS | 677.600 | 6.70 | - | Akk | - | DDD | - | - | 99.83% | - | Uypns | Z | - | 185 | 6.01% | 5.254% | 689.00000 |
| T | ZPT | 877.300 | 9.30 | - | Tnn3 | - | III- | - | - | 9.45% | - | Bcuus | N | - | 335 | 6.05% | 6.754% | 27.51880 |
| FBB | YVB | 72.000 | 1.20 | - | Om3 | - | YY+ | - | - | 8.00% | - | Iziwu | P | - | 585 | 6.05% | 9.250% | 69.70138 |
Tranche Comments
Z: Registration: 144E/Pab A;
Q: Registration: 144F/Dkn M;
M: Registration: 144W/Bei J;
T: Registration: 144C/Iog K;
D: Registration: 144M/Mjr O;
FBB: Registration: 144O/Xpa U;
Collateral
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Use of Proceeds
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