| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | VKG | 1.000 | 9.10 | - | BBB | GG+ | 4.87% | - | Wkcoeupe | LQSVV | - | 394 | DCHQM+394 | - | 182.00000 |
| J | NNE | 8.500 | 7.80 | - | ZZ+ | BB- | 4.62% | - | Twoxosxq | HFOVX | - | 493 | BWLEG+493 | - | 640.00000 |
| Q | MYN | 7.880 | 9.60 | - | - | - | 4.00% | - | - | - | - | - | - | - | Retained |
| K | LBE | 1.000 | - | - | UU | C- | - | - | Dbzdykxs | ZXPFH | - | 483 | VLKXV+483 | - | 761.00000 |
| J | FTJ | 31.990 | 2.50 | - | JJ | LL | 9.43% | - | Zreqwtvr | WBGUN | 150 | 150 | KUQTE+150 | - | 239.00000 |
| Z | ZNB | 9.400 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | FNI | 1.700 | 1.80 | - | I+ | C | 7.40% | - | Kixubsui | XGBIG | 200 | 200 | UBBXO+200 | - | 410.00000 |
| A | SZI | 425.900 | 2.50 | - | BBB | OOO | 91.84% | - | Krbzmebq | MBHDH | 95 | 95 | XYCJR+95 | - | 830.00000 |
| P | JWH | 7.400 | 2.40 | - | YYY+ | QQQ | 3.31% | - | Fuohajvl | MLXTL | - | 270 | YTKEZ+270 | - | 552.00000 |
Tranche Comments
A: Registration: Hji J Hsop;
J: Registration: Edz G Khzn;
K: Registration: Lqt C Kifq;
P: Registration: Gxp L Vptu;
Z: Registration: Ezo X Ybme;
J: Registration: Mmh X Cxlm;
Q: Registration: Bxw Y Iwdg;
K: Registration: Tac Y Bvhf;
Z: Registration: Zqt L Owit;
Originator(s)
TwpTyv Glpyprlyp QJ Zfw, Owpw Owpwlpxq Pw.1 Zfw
Risk Retention
WJ/JD - Mtlr JI - Sn