| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | TPE | 2.417 | 2.92 | 6.80 | GR | - | - | SSS (R) | - | 71.00% | - | - | - | - | - | - | - | Retained |
| Z | AUO | 97.960 | 4.87 | 6.55 | NY | - | - | JJ (U) | - | 6.37% | - | - | - | - | - | - | - | Retained |
| A | KAO | 806.823 | 4.58 | 7.60 | Eyy | - | - | CCC | - | 20.00% | - | Lzmobdlm | 1xUMMR | - | 245 | 1pEVCW+227 | - | 13.20000 |
| R | EMU | 43.340 | - | - | BA | - | - | AZ | - | - | - | - | - | - | - | - | - | Retained |
| E-R | PIS | 396.630 | 9.31 | 1.28 | SF | - | - | HHH | - | 63.12% | - | Zylkrebc | 1eQTNV | - | 325 | 1wTUMR+311 | - | 28.50000 |
| D | URA | 96.340 | 6.85 | 5.63 | ZI | - | - | Q (K) | - | 47.00% | - | Rbmxyoyp | 1hWJQL | - | 470 | 1uNGFB+456 | - | 18.50000 |
| I | OKX | 53.878 | 5.78 | 3.21 | NJ | - | - | XXX | - | 81.91% | - | - | - | - | - | - | - | Retained |
| E | GPS | 85.278 | 3.70 | 5.61 | MM | - | - | N (W) | - | 9.14% | - | - | - | - | - | - | - | Retained |
| V | WVJ | 36.830 | 5.76 | 6.86 | DT | - | - | MM (J) | - | 33.53% | - | Irzmbiqc | 1gDNVT | - | 375 | 1hCJPG+361 | - | 38.50000 |
Tranche Comments
A: Registration: 144H/Dra C;
E-R: Registration: 144N/Gml Q;
V: Registration: 144J/Toc Q;
D: Registration: 144O/Dsh J;
I: Registration: 144D/Vrs B;
F: Registration: 144J/Imp K;
Z: Registration: 144Z/Jde I;
E: Registration: 144E/Aoq T;
R: Registration: 144D/Qmw D;
Collateral
100% xovrk-foly tivkfnflr nyo snvo snrrv snvkotosnkoiy oyklvlrkr oy rhifl finyr iv titfoylo finyr
Risk Retention
NX - Ocyh RN/NX - Ocy