| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | BNM | 19.300 | 8.40 | Df2 | - | - | 69.70% | - | - | - | - | - | - | - | - |
| X | RHK | 29.100 | 4.90 | Gl2 | - | - | 3.60% | - | - | - | - | - | - | - | - |
| A | WVP | 49.600 | 1.60 | Bff2 | - | - | 3.80% | - | - | - | - | - | - | - | - |
| F | CKN | 11.500 | 4.50 | F2 | - | - | 8.90% | - | - | - | - | - | - | - | - |
| J | IOK | 840.000 | 7.80 | Vss | - | QQQ | 15.00% | - | Mchpvtlc | 1mUUQH | 160-165w | 160 | 1tUUEO+160 | - | - |
| X | QBA | 67.900 | 5.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | BNZ | 30.600 | 9.70 | E2 | - | - | 24.00% | - | - | - | - | - | - | - | - |
Deal Comments
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Originator(s)
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| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | FRA | 23.840 | 7.60 | En2 | - | - | 24.10% | - | - | - | - | - | - | - | - |
| G | CNJ | 3.560 | 3.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | QVL | 65.470 | 2.40 | U2 | - | - | 28.40% | - | - | - | - | - | - | - | - |
| K | XKO | 14.750 | 1.10 | Ioo2 | - | - | 6.50% | - | - | - | - | - | - | - | - |
| N | ZOV | 418.900 | 5.80 | Xdd | - | - | 47.00% | - | Iephqpnv | 1yLLUU | 85 | 85 | 1sXXYC+85 | - | 15.00000 |
| K | TLX | 17.600 | 8.10 | Oz2 | - | - | 3.40% | - | - | - | - | - | - | - | - |
| P | NZB | 33.000 | 4.90 | N1 | - | - | 6.80% | - | - | - | - | - | - | - | - |
Originator(s)
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| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | JKH | 63.800 | 9.70 | I2 | - | - | 85.90% | - | - | - | - | - | - | - | - |
| I | RWW | 5.200 | 5.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | NQF | 58.000 | 8.90 | R1 | - | - | 2.30% | - | - | - | - | - | - | - | - |
| J | HWL | 827.000 | 7.70 | Qrr | - | - | 65.00% | - | Efbllqmc | 1yGGPV | 95 | 95 | 1mDDIU+95 | - | 47.00000 |
| W | ALP | 53.100 | 4.60 | Qg2 | - | - | 2.60% | - | - | - | - | - | - | - | - |
| S | POQ | 17.500 | 7.50 | Kj3 | - | - | 71.70% | - | - | - | - | - | - | - | - |
| R | ZPR | 91.400 | 7.10 | Mii2 | - | - | 7.20% | - | - | - | - | - | - | - | - |
Originator(s)
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