| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1-s | VLD | 56.000 | 5.90 | - | FFF | - | 40.00% | - | Plyfjjrg | 1uGGTY | 95 | 100 | 1oDDBF+100 | - | - |
| I1 | CWZ | 1.500 | - | - | - | - | 9.00% | - | - | - | - | - | - | - | - |
| N | XKT | 7.700 | 5.00 | - | XXX | - | 5.70% | - | Qydbxylo | 1uAATC | 310 | 315 | 1kPPXZ+315 | - | - |
| X2 | GFW | 60.100 | 9.00 | - | CCC | - | 33.30% | - | Yrkypbhx | 1yDDUX | 210 | 215 | 1nDDZC+215 | - | - |
| M2 | VPN | 6.200 | - | - | - | - | 9.00% | - | - | - | - | - | - | - | Retained |
| H | NRP | 6.600 | 5.00 | - | Q | - | 2.60% | - | Smjapcra | 1dOOFD | 270 | 275 | 1tPPIY+275 | - | - |
| A | FCC | 3.200 | 4.00 | - | YY | - | 2.80% | - | Mkjoqand | 1bLLKS | 510 | 515 | 1kOONQ+515 | - | - |
| C1-l | KNV | 588.000 | 2.50 | - | HHH | - | 68.00% | - | Rukkxmlx | 1mZZGT | 160z | 160 | 1zOOFX+160 | - | - |
| J | QGH | 14.900 | 7.00 | - | TT | - | 8.90% | - | Jlwymesq | 1aOOPV | 245 | 250 | 1nLLAO+250 | - | - |
| Q | JFK | 9.800 | 5.10 | - | D+ | - | 9.00% | - | Ipuajzez | 1qPPUS | 710 | 715 | 1xJJLO+715 | - | - |
Deal Comments
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Originator(s)
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