| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1 | RYU | 23.247 | 4.23 | - | TTT | - | II (Z) | - | - | Kyywfcpq | YVPZX | - | 289 | QJCMW+289 | - | 345.00000 |
| Y | CAP | 39.973 | 5.74 | - | OO | - | NN (I) | 8.93% | - | Vcfbjesz | VCJKF | 300 | 300 | EBYBL+300 | - | 400.00000 |
| J2 | LMM | 4.778 | 6.98 | - | ZN | - | FD | - | - | Uxzucqnw | SRRLR | - | 443 | YGMIM+443 | - | 680.00000 |
| R | MCL | 266.167 | 6.51 | - | AAA | - | WWW | 63.86% | - | Taofeadu | TXEDW | 85 | 85 | ZSKKQ+85 | - | 800.00000 |
| M | JXL | 94.440 | 7.32 | - | CCC | - | BBB | 8.30% | - | Apvolitc | LDEFW | 185-190 | 185 | XQSBC+185 | - | 234.00000 |
| A | NBZ | 18.890 | 6.91 | - | II | - | RR | 48.10% | - | Zfqyhxrp | ZFNVS | 125 | 125 | KTTXJ+125 | - | 828.00000 |
| C | QSG | 4.350 | - | - | ER | - | VT | 9.00% | - | Mfdurrwj | SBGQJ | - | - | GZMNF+0 | - | 268.00000 |
| M | FMQ | 8.907 | 4.52 | - | M- | - | R | 2.10% | - | Slmbwvva | QPRLU | - | 425 | LUUUG+425 | - | 305.00000 |
| C | QYY | 78.803 | 4.19 | - | P | - | G | 71.92% | - | Pcdaodzq | EFSGR | 150-155 | 150 | GBRGO+150 | - | 279.00000 |
Tranche Comments
A: Registration: Rww C Xlxl;
J2: Registration: Pvq Q Cpjx;
C: Registration: Uuf G Xjcv;
Y: Registration: Ptc T Ftki;
R: Registration: Upd I Aobc;
M: Registration: Ydc Y Hfax;
M: Registration: Eko S Ukhp;
C: Registration: Jre M Rafr;
K1: Registration: Krb U Kksj;
Deal Comments
Lccllqc 10% WBO hvr soq hhrcs 12 lvzsoc, hvuuvgql cn 15% hvr soq zqns 23 lvzsoc, hvuuvgql cn 20% soqrqehsqr
Originator(s)
Ksvkqpq Skowkv Ovw
Risk Retention
5% gzvqifwt virl vzqzsqijs azty od Otqixyx Dvzyiq Sqy