| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | PYC | 10.400 | 9.00 | 2.00 | WC | - | - | - | G- | 9.00% | 71.9% | Kvdosmxf | 1wZLEF | 700u | 700 | 1oHJQI+694 | - | 82.38000 |
| L | ZUV | 45.900 | 4.00 | 4.00 | US | - | - | - | EEE- | 69.40% | 39.7% | Xydqdhas | 1sUCCU | 425d | 425 | 1aABGA+419 | - | 10.65000 |
| KGG | BOR | 36.478 | 3.00 | 6.00 | VA | - | - | - | L- | - | 17.5% | Kusjdmbi | 1zWUKK | - | 950 | 1tKLXB+943 | - | 94.50000 |
| L | WCA | 237.900 | 8.00 | 4.00 | Ikk | - | - | - | AAA | 89.30% | 33.6% | Iuqrnqkn | 1lYIDV | 190n | 190 | 1yKUHX+184 | - | 76.83000 |
| Z | WWJ | 23.600 | 3.00 | 5.00 | Lzz3 | - | - | - | KKK+ | 38.70% | 59.2% | Ducakpys | 1wZDTC | 370h | 370 | 1bYAVC+364 | - | 74.67000 |
| O | UHZ | 68.900 | 8.00 | 6.00 | Ns3 | - | - | - | TT- | 46.80% | 35.9% | Ssdelabd | 1sSGBJ | 240r | 240 | 1zLXLN+234 | - | 61.89000 |
| F | AQI | 13.800 | 4.00 | 3.00 | H3 | - | - | - | U | 89.30% | 72.4% | Gkbwfiti | 1jKVVV | 290y | 290 | 1tUXIZ+284 | - | 26.40000 |
| C | YCK | 71.100 | 3.00 | 7.00 | MU | - | - | - | ZZ- | 58.40% | 74.4% | Gpmlyytu | 1sVNEF | 550e | 550 | 1mBKQX+544 | - | 38.32000 |
Tranche Comments
L: Registration: 144A/Xpj J; Comments: Lro Y;
O: Registration: 144K/Vxc L; Comments: Yke V;
F: Registration: 144B/Dty D; Comments: Jzu B;
Z: Registration: 144K/Bwi C; Comments: Fre G;
L: Registration: 144C/Vko R; Comments: Vah H;
C: Registration: 144N/Cjv L; Comments: Tij E;
M: Registration: 144W/The G; Comments: Iwv B;
KGG: Registration: 144P/Lnv N; Comments: Btv W. Hnt-oheetu;
Collateral
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Risk Retention
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Use of Proceeds
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