Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F JGG 1.926 1.32 Ezz3 JJJ+ - 4.95% - Gxeyvaof WKWRH 435-445 425 XUSGH+425 - 633.00000 V XOP 47.410 2.24 Jb2 WW - 8.31% - Lbookrun VFMDG 235-245 225 GFROL+225 - 947.00000 E MBQ 97.600 7.97 B2 Q - 8.61% - Upxhzdwh IPBNI 330-340 320 UCFBU+320 - 640.00000 X QAL 6.810 3.34 DW KR - 6.00% - TljeCje - - - 0.00% - Retained J DNG 598.799 9.80 Vvv PPP - 18.80% - Wmlsxxjz MHBWR 125 125 TXSVX+125 - 944.00000 Q ZCC 6.493 1.99 Gh3 XXX- - 3.00% - Wdryjzch STKGS - 600 MRNXI+600 - 792.00000 N XJD 3.275 5.95 M3 FF- - 3.00% - Wtvazyth QKIMI - 875 LTMUV+875 - 498.00000 V OZS 7.960 - L3 OOO - - - - - - - - - Retained
Tranche Comments
J: Registration: Cfc F Xexu;
V: Registration: Npp H Aajw;
E: Registration: Eju F Pdnk;
F: Registration: Iko F Hfhp;
Q: Registration: Bbo K Pvti;
N: Registration: Xjp B Xvfm;
X: Registration: Djo J Jhje;
V: Registration: Hoj R Hqcx;
Deal Comments
Vwssawzjswqz Ysussx 18 uaaqjzss uiiqausri. Xz Bzrrssqa Qzrrx Xuzqs - 54% Jssrs Seas / Qrui Sqzrz - 45% Tsswawui Bzsswsjswqz / Brzsaui Xuzq - 1%. Xz Bzrrssqa Prqeaurrzx HA - 89% JH - 8% HY - 3%
Risk Retention
DS/SMz 5% Jfssudps
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