| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | NVH | 45.588 | 9.81 | 7.50 | GJ | - | CC- | - | - | 34.83% | - | - | - | - | - | - | - | Retained |
| N | RXM | 48.595 | 6.60 | 7.98 | VK | - | T- | - | - | 7.78% | - | - | - | - | - | - | - | Retained |
| C | ZRJ | 86.400 | 6.41 | 5.88 | AH | - | BBB | - | - | 92.87% | - | Aaaldeai | 1vWZVH | - | 500 | 1kVLYK+500 | - | Retained |
| J | MGF | 56.735 | 5.20 | 8.67 | OU | - | H- | - | - | 75.00% | - | Blwomlun | 1pAJTU | - | 410 | 1fKIMZ+397 | - | 92.10000 |
| E | YTZ | 52.710 | - | - | LW | - | MB | - | - | 6.00% | - | - | - | - | - | - | - | Retained |
| P-W | BTQ | 415.575 | 2.61 | 1.77 | AN | - | NNN | - | - | 70.10% | - | Yqmbmsfc | 1pGNLN | - | 300 | 1lNYKM+300 | - | Retained |
| O | YIY | 90.119 | 5.79 | 9.41 | DD | - | UU+ | - | - | 16.92% | - | - | - | - | - | - | - | Retained |
| L | ULL | 634.762 | 8.23 | 4.12 | Bqq | - | MMM | - | - | 88.30% | - | Azkoafnb | 1jYNJF | - | 245 | 1mEZIH+226 | - | 83.60000 |
| Z | YGG | 56.635 | 7.99 | 3.77 | YC | - | WW- | - | - | 21.66% | - | Alkrifli | 1lEGMA | - | 340 | 1mEXQK+327 | - | 51.90000 |
| N | ZUI | 52.156 | 7.72 | 8.88 | GF | - | AAA- | - | - | 13.10% | - | Lfyppdhx | 1hUWWB | - | 600 | 1sYMNB+600 | - | Retained |
Tranche Comments
L: Registration: 144G/Wax P;
P-W: Registration: 144P/Jke L;
Z: Registration: 144X/Bjh L;
J: Registration: 144X/Rom R;
C: Registration: 144U/Rfc H;
N: Registration: 144X/Eto T;
O: Registration: 144A/Ock T;
T: Registration: 144G/Idz Y;
N: Registration: 144G/Dou T;
E: Registration: 144L/Pzg F;
Deal Comments
Kcu Haww Gflxcsd 1.5
Risk Retention
RS - Tfx, YR/RY - Tfx
Cut-Off Balance ($mm)
567.707988
Reinvestment Period (YRS)
3.5