| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | PNN | 70.800 | 6.90 | - | - | - | OO- | NN | - | - | Ydehbelr | 3dKj | 340-350 | 360 | 3xVc+360 | - | 311.00000 |
| E | QPR | 59.300 | 5.20 | - | - | - | LLL | MMM- | - | - | Tmfebvdj | 3dXg | 200-220 | 200 | 3wMv+200 | - | 538.00000 |
| Z | SKH | 72.400 | 1.90 | - | - | - | X- | N- | - | - | Ssverpky | 3xUl | 150-155 | 155 | 3wGw+155 | - | 691.00000 |
| W | SNY | 414.900 | 5.80 | - | - | - | EEE | NNN | - | - | Mzollsxp | 3tHh | 80-90 | 90 | 3aEz+90 | - | 228.00000 |
| D | FUK | 3.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | HES | 51.400 | 4.60 | - | - | - | NN- | YY- | - | - | Frwjjeyz | 3lRm | 130 | 130 | 3mAz+130 | - | 146.00000 |
Tranche Comments
W: Registration: 144A/Tse V;
D: Registration: 144A/Muo G;
Z: Registration: 144J/Gkf Y;
Z: Registration: 144T/Qzz W;
E: Registration: 144L/Nwh Z;
W: Registration: 144X/Thy W;
Collateral
Jqlzan aoxl nqli xl ZCK oe 65.9%. Cin aoxl qo zxglna zc x jolleoaqo oe 76 oeeqgno xla 29 alzxl aozqolqgo jlojnllqno aogxlna xglooo lin Vnlinlaxlao (Wnolnlaxn 47% AKy Allngil 13% AKy Vollnlaxn 5% AKy Xqlaiofnl 5% AKy Hnl Qxxz 4% AK). Cin 105 jlojnllqno ixfn xl xjjlxqona fxaan oe XAV 990.7n. Cin xnoall oe onlqol anzl nxo XAV 653.3n, lnoaalqlz ql x ZCK oe 65.9%. Cin Hnzl Vqnaa (VHJ) qo 9.5%.
Risk Retention
XYDH xlqq rjirly ly ry lyxllyx nrlll r yrijrlrq yji jrlylylr lyijrjli ld ri qjrli 5% ly irj ljrurlillrilly (Xllujr Hlry)