| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E8 | ARM | 37.000 | 43.50 | - | - | FFF | - | HHH | 36.00% | - | Tsnnf | L-Ssoug | 170-175 | 165 | 5.50% | 5.672% | 65.44026 |
| X20 | IWH | 96.445 | 7.30 | - | - | XXX | - | HHH | 8.90% | - | Bgpna | - | 0-24zh kb 5.5 NW | 1-28qa | 5.50% | 5.851% | 77.50000 |
| G11 | FJW | 80.900 | 2.17 | - | - | UUU | - | JJJ | 10.00% | - | Xwcaz | V-Rtuyz | 160-170 | 160 | 5.50% | 5.627% | 60.72049 |
| T17 | HTS | 5.000 | 5.38 | - | - | MMM | - | NNN | 66.00% | - | Smpwe | T-Yhjcc | 170-180 | 175 | 5.50% | 5.569% | 54.98775 |
| K2 | CZH | 550.100 | 9.20 | - | - | XXX | - | III | 10.00% | - | Onnvt | - | 1-12xe pd 1-16xe | 1-08ri | 5.50% | 5.691% | 46.50000 |
| G14 | YGP | 79.000 | 8.12 | - | - | OOO | - | VVV | 56.00% | - | Wbnmq | F-Usmtm | 160-170 | 165 | 5.50% | 5.586% | 20.17037 |
| D5 | NJO | 37.000 | 5.86 | - | - | CCC | - | AAA | 59.00% | - | Jgvlc | G-Djwxs | 160-170 | 165 | 5.50% | 5.546% | 81.70116 |
Tranche Comments
K2: Registration: 144G/Uyo H;
D5: Registration: 144B/Uoo Z;
E8: Registration: 144C/Ffb P;
G11: Registration: 144W/Hkz S;
G14: Registration: 144H/Xyt V;
T17: Registration: 144M/Zqc Z;
X20: Registration: 144K/Xxq Y;
Originator(s)
Hxwkow Gxcwmjmo, Ollk Wfrjrwfjl, Sfwfrorw Qjrk