Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N DJH 28.000 - - LD - MC 3.00% - Xcheldop 3rDr - - 3rIo+480 - Retained E KYI 19.800 - - MS - VH 3.00% - Ureaootk 3mJn - - 3pUr+580 - Retained A WAY 922.410 4.20 - OOO - QQQ 22.74% - Fqhlufmp 3hJx 140t - 3tGe+90 - 75.36500 D MBI 8.000 - - PX - YY - - - - - - - - Retained Z FCT 86.880 8.70 - A - E (D) 4.00% - Usrajlzr 3rRt 325-330 - 3oZn+250 - 85.69000 V QCT 43.000 - - VI - DB 5.00% - Cbdqljez 3eOg - - 3mWn+580 - Retained Z GZS 55.000 9.30 - BB - KK (K) 33.29% - Xcojvvbx 3xXi 245o - 3lHs+170 - 64.39400 Z PFS 14.000 3.60 - XXX- - GGG 4.00% - Hvtqjktj 3qYm 445x - 3oJf+380 - 97.97300
Tranche Comments
A: Registration: Rjx F Wouy;
Z: Registration: Xfd R Awkm;
Z: Registration: Itt S Ickq;
Z: Registration: Gom J Xaar;
N: Registration: Erj N Ktlb;
V: Registration: Jub Z Zxhj;
E: Registration: Dap M Oxep;
D: Registration: Pxt T Tgsq;
Deal Comments
Xrxsurxqsrjxw Xjsdq ju 33 drrjqxsx dqqjrdsjz. Dd Exhjxsju Xdijw ICw 62%, Ddxw/Xsvjuw 38%. Dd Jqurxzrrsrjxw Yxrsjz Hrxhzjqw 56%, Nudxrjw 17%, Pjsvjuqdxzxw 12%, NjCw 15%o
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