| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | FIY | 25.000 | 94.00 | TA | - | II- | - | - | 3.00% | - | - | - | 515-535 | - | - | - | - |
| V2 | KXW | 5.000 | 8.00 | DW | - | HHH | - | - | 38.00% | - | - | - | 140z | - | - | - | - |
| Dlg | LHK | 68.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T1 | WKS | 191.000 | 1.60 | Sgg | - | SH | - | - | 97.00% | - | - | - | 118 | - | - | - | - |
| Z | CUH | 19.000 | 2.20 | YR | - | WW | - | - | 67.00% | - | - | - | 155-160 | - | - | - | - |
| C | HQY | 18.000 | 1.80 | HI | - | Q | - | - | 54.00% | - | - | - | 180-190 | - | - | - | - |
| P1 | GBW | 99.000 | 2.70 | UW | - | BBB- | - | - | 25.00% | - | - | - | 270-280 | - | - | - | - |
| K2 | LWI | 9.000 | 1.60 | PO | - | QQQ- | - | - | 92.00% | - | - | - | 380-385 | - | - | - | - |
Tranche Comments
T1: Registration: 144G/Mxv F;
V2: Registration: 144W/Ybm J;
Z: Registration: 144N/Mdh G;
C: Registration: 144N/Aqy D;
P1: Registration: 144E/Tcs Q;
K2: Registration: 144E/Qyn H;
O: Registration: 144J/Vrp P;
Dlg: Registration: 144M/Bdn S;
Deal Comments
Iff-Ejww Jkqoffx 2.00
Reinvestment Period (YRS)
2