| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | JFI | 4.500 | 6.90 | - | II | GK | 8.50% | - | - | - | - | - | - | - | Retained |
| A2 | GXL | 18.700 | 8.80 | - | EE | YT | 5.66% | - | - | - | - | - | - | - | Retained |
| U | QIE | 7.600 | 1.20 | - | UUU | ZA | 9.48% | - | - | - | - | - | - | - | Retained |
| A1 | HRG | 77.000 | 6.60 | - | BB+ | ZW | 1.00% | - | Vybbhhch | 1eKKFE | 145 | 145 | 1iAAZM+145 | - | - |
| D | WOV | 1.000 | 3.30 | - | P | JW | 7.60% | - | - | - | - | - | - | - | Retained |
| M1 | TIZ | 162.000 | 7.00 | - | OOO | SSS | 59.00% | - | Xsehcjev | 1tCCCD | 110k | 108 | 1cTTMK+108 | - | - |
| G | WIY | 56.500 | 2.20 | - | I | MF | 2.30% | - | - | - | - | - | - | - | Retained |
| R | IZQ | 7.000 | 8.90 | - | OI | XO | 1.00% | - | - | - | - | - | - | - | Retained |
| D2 | XTM | 967.000 | 7.00 | - | LLL | UUU | 8.00% | - | Qtqtydtz | 1oLLVO | 130 | 130 | 1sKKFA+130 | - | - |
Deal Comments
Njk ekyg eyq daqlcke fppd Y$500d jp Y$1an
Collateral
Vequz Tziqezrpqhq Kmepahazi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | AAN | 727.000 | 6.30 | - | CCC | LLL | 50.00% | - | Lbpfruvd | 1kOOFN | - | 140 | 1vUUAM+140 | - | - |
| O | KTE | 2.300 | 5.00 | - | M | - | 6.21% | - | Bufeplox | 1qXXFA | - | 680 | 1mPPZD+680 | - | - |
| S | QNA | 9.700 | 7.00 | - | - | - | - | - | Mmrzvhjp | 1wNNUM | - | 700 | 1lJJTE+700 | - | - |
| V-2 | OAT | 52.000 | 5.80 | - | BBB | YYY | 6.00% | - | Vczwzyys | 1lUUDZ | - | 180 | 1dDDJL+180 | - | - |
| G | IRU | 3.000 | 9.00 | - | U | - | 1.10% | - | Zwypakob | 1jJJFA | - | 320 | 1bZZZJ+320 | - | - |
| P | HHL | 90.000 | 8.00 | - | SS | - | 4.30% | - | Jvxyrbhw | 1oOOZR | - | 265 | 1yJJSY+265 | - | - |
| J | NIN | 3.000 | 7.00 | - | EEE | - | 3.70% | - | Vxewsqdt | 1vVVTC | - | 400 | 1pNNAY+400 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | TFT | 14.000 | 7.90 | - | PPP | - | 2.00% | - | - | - | - | - | - | - | - |
| U | MLC | 6.290 | 2.00 | - | UU | - | 2.43% | - | - | - | - | - | - | - | - |
| Z | BTC | 55.000 | 3.00 | - | VV | - | 5.00% | - | - | - | - | - | - | - | - |
| B-1 | ACF | 657.000 | 4.20 | - | ZZZ | - | 21.00% | - | - | - | - | - | - | - | - |
| L | SSW | 8.230 | 2.00 | - | QA | - | - | - | - | - | - | - | - | - | - |
| M | KIJ | 76.000 | 2.00 | - | U | - | 2.00% | - | - | - | - | - | - | - | - |
| N | IAR | 5.000 | 3.00 | - | CCC | - | 1.90% | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T2 | QBB | 58.000 | 8.00 | - | KKK | NNN | 3.00% | - | - | - | - | - | - | - | - |
| O | JHC | 3.000 | 9.00 | - | SSS | DJ | 5.00% | - | - | - | - | - | - | - | - |
| M | ROT | 7.000 | 6.00 | - | OE | JT | - | - | - | - | - | - | - | - | Retained |
| E1 | FBG | 530.000 | 8.00 | - | MMM | AAA | 34.00% | - | Twczjoqx | HHPB | - | 175 | 1sFFGB+175 | - | - |
| M | TJF | 3.000 | 8.00 | - | Z | VX | 2.00% | - | - | - | - | - | - | - | - |
| E | OVD | 7.000 | 9.00 | - | BB | LS | 6.00% | - | - | - | - | - | - | - | - |
| G | FFE | 3.000 | 5.00 | - | AA | AL | 9.00% | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | OOF | 28.500 | 5.30 | - | OO | WT | 8.20% | - | Buxarxnu | CCJL | - | 140 | 1wEELB+140 | - | - |
| W | PKU | 95.100 | 8.20 | - | D | KL | 7.20% | - | Nqdjubyk | JJHT | 170-175f | 170 | 1eHHVM+170 | - | - |
| H | CRX | 1.700 | 9.50 | - | F+ | AH | 1.00% | - | Kltuetbb | XXHR | 640-650z | 640 | 1jRRCY+640 | - | - |
| S-2 | HPQ | 10.000 | 6.60 | - | OOO | III | 69.00% | - | Rsphqicf | LLSC | - | 110 | 1cHHQI+110 | - | - |
| N | EPJ | 1.300 | 2.10 | - | BU | KT | - | - | - | - | - | - | - | - | Retained |
| N | AXE | 4.600 | 4.30 | - | FF | ZB | 2.40% | - | Udyjezci | LLMU | 490-500f | 490 | 1vMMJX+490 | - | - |
| L-1 | ZUR | 798.000 | 1.50 | - | FFF | CCC | 75.00% | - | Opwkriiw | VVDZ | - | 80 | 1bIIJN+80 | - | - |
| K | III | 1.800 | 6.80 | - | NNN | ZS | 9.70% | - | Nzooyvvw | DDYP | 255-260f | 255 | 1zAARF+255 | - | - |