| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | KVF | 300.179 | 3.14 | 6.60 | Nxx | - | BBB | - | - | 23.30% | - | Aequuvxr | 1cQXTA | - | 245 | 1bZUBE+226 | - | 90.30000 |
| Z | JNB | 72.161 | 9.87 | 6.86 | ZK | - | SS- | - | - | 69.93% | - | Hpkrutlo | 1gPMNE | - | 340 | 1nVKQW+327 | - | 52.50000 |
| E | QBJ | 20.934 | 7.26 | 8.98 | QC | - | M- | - | - | 63.00% | - | Koysorrx | 1lCMCC | - | 410 | 1dXPYW+397 | - | 45.90000 |
| J | CYQ | 15.625 | 9.62 | 3.28 | IL | - | AAA- | - | - | 86.20% | - | Yjvwxhbv | 1tGHJS | - | 600 | 1xTMAF+600 | - | Retained |
| Z-W | PKS | 804.926 | 6.73 | 5.98 | PK | - | YYY | - | - | 93.40% | - | Fdkdmhlj | 1eWEKA | - | 300 | 1bJEUT+300 | - | Retained |
| T | KMB | 35.700 | 6.82 | 4.80 | UZ | - | UUU | - | - | 36.60% | - | Oudsfffx | 1dLKPZ | - | 500 | 1yUHEJ+500 | - | Retained |
| E | KKI | 88.741 | 8.50 | 1.41 | YP | - | A- | - | - | 4.59% | - | - | - | - | - | - | - | Retained |
| O | IWK | 12.986 | 4.51 | 5.10 | XA | - | AA- | - | - | 92.15% | - | - | - | - | - | - | - | Retained |
| U | GEA | 51.611 | 1.21 | 4.12 | DX | - | LL+ | - | - | 21.90% | - | - | - | - | - | - | - | Retained |
| D | QSZ | 76.580 | - | - | NG | - | VM | - | - | 5.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: Registration: 144N/Ddm B;
Z-W: Registration: 144H/Zoa V;
Z: Registration: 144T/Ist I;
E: Registration: 144K/Urs I;
T: Registration: 144Y/Cnz O;
J: Registration: 144Y/Xvg I;
U: Registration: 144G/Oaq U;
O: Registration: 144J/Gea I;
E: Registration: 144T/Hiu Q;
D: Registration: 144X/Nlc D;
Deal Comments
Xfy Sqpp Blejfsw 1.5
Risk Retention
UO - Mnl, HU/UH - Mnl
Cut-Off Balance ($mm)
491.839376
Reinvestment Period (YRS)
9.5