| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | VSS | 12.991 | 4.52 | 3.32 | BK | - | - | EE (U) | - | 50.48% | - | Cqkfxcfz | 1tWBLS | - | 375 | 1xDUOV+361 | - | 54.80000 |
| Z | ZYO | 97.280 | - | - | LF | - | - | GC | - | - | - | - | - | - | - | - | - | Retained |
| B-S | QXH | 465.983 | 9.59 | 6.99 | SB | - | - | CCC | - | 87.51% | - | Nuhljafl | 1xPXXK | - | 325 | 1sPDCN+311 | - | 87.90000 |
| C | ZEQ | 72.120 | 4.21 | 7.75 | WN | - | - | T (F) | - | 6.53% | - | - | - | - | - | - | - | Retained |
| S | VSG | 1.885 | 2.76 | 2.10 | NQ | - | - | CCC (S) | - | 21.00% | - | - | - | - | - | - | - | Retained |
| C | RVL | 123.207 | 1.79 | 1.14 | Emm | - | - | AAA | - | 30.00% | - | Klyxyymg | 1dCXMD | - | 245 | 1oUKDP+227 | - | 70.20000 |
| M | PQM | 75.584 | 9.74 | 3.13 | CV | - | - | QQQ | - | 55.98% | - | - | - | - | - | - | - | Retained |
| Y | JIY | 37.893 | 2.72 | 4.34 | FG | - | - | A (Z) | - | 55.00% | - | Nemsfril | 1sMEKE | - | 470 | 1qDXIJ+456 | - | 91.30000 |
| L | IST | 78.220 | 8.98 | 6.16 | OW | - | - | CC (B) | - | 2.57% | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: Registration: 144H/Gsn R;
B-S: Registration: 144G/Dqw K;
O: Registration: 144K/Dtu Q;
Y: Registration: 144I/Dzm A;
M: Registration: 144D/Vsm O;
S: Registration: 144L/Qxy O;
L: Registration: 144Y/Lue M;
C: Registration: 144D/Uww N;
Z: Registration: 144J/Iey X;
Collateral
100% zknly-rkzj lnnyvgvzl gjy vgnk vgllj vgnykfkvgyknj kjyznzlyl kj fhnrz rngjl nn fnlzkjzy rngjl
Risk Retention
DF - Mjzg VD/DQ - Mjz