| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-A | MIL | 55.000 | 6.22 | Zcc | - | - | - | - | 38.00% | - | Vzpjwazw | SWBA | - | 135 | ZMQJ+135 | - | - |
| V-B | RCA | 1.310 | 4.42 | Ftt | - | - | - | - | - | - | Jjfqbpzt | WAND | - | 105 | QZPT+105 | - | - |
| V-G | JVU | 41.000 | 1.29 | - | - | BB | - | - | 91.00% | - | Hpmdmhnk | VOTD | - | 170 | DNWF+170 | - | - |
| S-2 | GLY | 72.000 | 7.25 | - | - | II | - | - | 94.00% | - | Ivwfg | - | - | - | 4.97% | - | - |
| G-H | GYQ | 86.900 | 2.53 | - | - | G | - | - | 89.00% | - | Juwdmrjv | DBUN | - | 200 | LHOY+200 | - | - |
| P-D | LOQ | 650.900 | 2.51 | Onn | - | - | - | - | 59.00% | - | Gdbqlbsu | VVST | - | 135 | QGPW+135 | - | - |
| P-P | WEP | 47.900 | 5.80 | - | - | WWW | - | - | 75.00% | - | Bvddxbeo | IXWO | - | 158 | EGOP+158 | - | - |
| K-F | BWJ | 4.300 | 2.90 | - | - | WWW- | - | - | 32.00% | - | Iisec | - | - | - | 7.44% | - | - |
| W-W | EMK | 86.100 | 1.38 | - | - | EEE- | - | - | 37.00% | - | Sqchccdk | BPMD | - | 310 | VGTE+310 | - | - |
| Z-O | OMY | 13.500 | 26.30 | - | - | YY- | - | - | 5.00% | - | Ipmraheg | VNHG | - | 600 | QKET+600 | - | - |
| Yhtfdt | IVI | 17.470 | - | MX | - | DG | - | - | - | - | - | - | - | - | - | - | Retained |
| W-C | XLJ | 7.240 | 19.49 | - | - | V- | - | - | 9.30% | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-B: Registration: 144A/Fyp H;
P-D: Registration: 144M/Gwa M;
V-A: Registration: 144W/Ios V;
P-P: Registration: 144Q/Lwn N;
V-G: Registration: 144N/Ryh O;
S-2: Registration: 144Z/Vdr Z;
G-H: Registration: 144P/Mes F;
W-W: Registration: 144G/Pwg G;
K-F: Registration: 144Q/Hyc H;
Z-O: Registration: 144Q/Vxv E;
W-C: Registration: 144Z/Lla T;
Yhtfdt: Registration: 144I/Imj Q;
Deal Comments
Qfmfx. Ecf Bakk Yftlcpg 2.00
Risk Retention
AO/OM - Eqy
Reinvestment Period (YRS)
8.5