| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | PBA | 73.788 | 4.68 | 5.78 | NX | - | WW+ | - | - | 64.71% | - | - | - | - | - | - | - | Retained |
| L | EOW | 52.500 | 9.97 | 7.55 | JS | - | UUU | - | - | 20.82% | - | Lwwulcuv | 1qYIHX | - | 500 | 1gSSBM+500 | - | Retained |
| Z-P | RWE | 111.814 | 5.62 | 9.79 | KN | - | ZZZ | - | - | 18.40% | - | Bjovzmxl | 1fUQKC | - | 300 | 1hCPHS+300 | - | Retained |
| H | BQV | 45.520 | 2.15 | 4.23 | IY | - | WW- | - | - | 76.64% | - | Zcsbfltk | 1sDMFX | - | 340 | 1aTZPS+327 | - | 44.30000 |
| H | MEY | 742.978 | 6.55 | 7.37 | Waa | - | GGG | - | - | 31.20% | - | Eqhczezi | 1pWBXP | - | 245 | 1dJAHS+226 | - | 58.60000 |
| L | FNH | 92.694 | 1.12 | 5.40 | JL | - | KK- | - | - | 79.76% | - | - | - | - | - | - | - | Retained |
| L | HWU | 43.813 | 5.80 | 4.35 | GG | - | R- | - | - | 7.47% | - | - | - | - | - | - | - | Retained |
| W | LJA | 14.230 | - | - | IU | - | KB | - | - | 4.00% | - | - | - | - | - | - | - | Retained |
| G | BPM | 30.266 | 1.63 | 5.44 | VS | - | L- | - | - | 72.00% | - | Ecrqqweo | 1hUASG | - | 410 | 1oIZJP+397 | - | 74.30000 |
| P | QBX | 78.598 | 5.51 | 2.64 | HH | - | DDD- | - | - | 42.30% | - | Myfecjtw | 1wJAQS | - | 600 | 1bZMBZ+600 | - | Retained |
Tranche Comments
H: Registration: 144A/Kyx M;
Z-P: Registration: 144T/Xrc J;
H: Registration: 144M/Fdt F;
G: Registration: 144K/Pln Q;
L: Registration: 144D/Xxo D;
P: Registration: 144B/Ctp G;
M: Registration: 144Y/Pov S;
L: Registration: 144M/Vbq V;
L: Registration: 144L/Tnf B;
W: Registration: 144W/Yuj A;
Deal Comments
Juw Apjj Zhwyuib 1.5
Risk Retention
LD - Cdy, ZL/LC - Cdy
Cut-Off Balance ($mm)
172.102626
Reinvestment Period (YRS)
3.2