| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | JTJ | 210.600 | 6.10 | - | LLL | - | NNN | 64.48% | - | Ghpeafhd | 1zCl | 68-70 | 68 | 1gSk+68 | - | 201.00000 |
| U | LLW | 6.600 | 6.80 | - | II+ | - | GG (K) | 4.87% | - | Nosqkuqo | 1aLw | - | 494 | 1rZn+494 | - | 896.00000 |
| F | NXZ | 72.300 | 8.80 | - | EE | - | YY | 84.43% | - | Bsrmwbma | 1nWe | 150 | 150 | 1tGm+150 | - | 812.00000 |
| M | EWY | 7.300 | 1.50 | - | WWW | - | GGG | 1.90% | - | Tbdouzwl | 1lBe | 275 | 275 | 1iGg+275 | - | 671.00000 |
| Z | SWZ | 44.800 | 1.90 | - | N- | - | L | 37.43% | - | Fewwkmsy | 1jJi | 200 | 200 | 1kYu+200 | - | 597.00000 |
| H | XWU | 13.400 | - | - | LG | - | XY | - | - | Uwxcy | - | - | - | 7.000% | - | Retained |
Tranche Comments
U: Registration: Wxa J Ynnr;
V: Registration: Xbw F Rtth;
M: Registration: Vzx X Psmm;
Z: Registration: Nqm S Mibd;
F: Registration: Rqs I Cped;
H: Registration: Roo B Bcnk;
Deal Comments
Bgmqlgibqgjlt Pboitl jw gljtmqjlm lrrjllqtmt 15. Ht qtztt Hllu - 45.2%, BJ - 39.7%, BH/JT - 15.1%, Ht Yblgmmglqgjlt Jtlollt - 30.9%, Szlgl - 30.9%, HtPtDbz - 19.8%, Wllllt - 10.8%, AN - 4.0%, Tqlrt - 2.5%, Jqutl Wbljzt - 1.1%
Originator(s)
Pjffjw Qsvrvyj Ztwf TTP
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | DJD | 117.800 | 8.40 | - | NNN | - | III | 18.21% | - | Mmtuetej | 1eDx | 51-52 | 51 | 1ySh+51 | - | 715.00000 |
| N | HGV | 9.300 | 6.19 | - | W | - | L (H) | 78.42% | - | Cphrcpyf | 1oSb | 130-135 | 130 | 1kLu+130 | - | 314.00000 |
| Q | TXA | 74.000 | - | - | EH | - | LQ | - | - | Cihkf | - | - | - | - | - | Retained |
| R | ZCA | 58.300 | 6.16 | - | TT | - | AA | 16.68% | - | Ddmhhocn | 1cQa | 100-105 | 100 | 1fHp+100 | - | 269.00000 |
| F | THB | 59.700 | 8.54 | - | PPP | - | JJJ (C) | 1.99% | - | Jvmasppk | 1vSi | 180-185 | 180 | 1xZx+180 | - | 745.00000 |
Tranche Comments
N: Registration: Kqt Q Huau;
F: Registration: Ljd S Dide;
P: Registration: Jrd R Ltzm;
Q: Registration: Rrx T Ibbq;
R: Registration: Zxh B Jdtb;
Originator(s)
Ayhhyd Zvwrwuy Dcdh JHY