| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | WZM | 2.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | EQZ | 32.100 | 2.40 | - | - | - | ZZ- | KK- | - | - | Bprdfhay | 3kQp | 130 | 130 | 3cEw+130 | - | 221.00000 |
| Y | AZN | 75.600 | 9.40 | - | - | - | AA- | LL | - | - | Ywtfztnu | 3rKg | 340-350 | 360 | 3aBw+360 | - | 299.00000 |
| X | ABX | 15.200 | 2.30 | - | - | - | H- | F- | - | - | Zllbbaqj | 3dBs | 150-155 | 155 | 3oBn+155 | - | 459.00000 |
| D | AMA | 60.500 | 2.90 | - | - | - | GGG | VVV- | - | - | Vbmwycwr | 3xAl | 200-220 | 200 | 3kSc+200 | - | 421.00000 |
| P | VMT | 119.700 | 1.70 | - | - | - | AAA | UUU | - | - | Cyubxmtn | 3mSu | 80-90 | 90 | 3lOq+90 | - | 955.00000 |
Tranche Comments
P: Registration: 144T/Axf T;
I: Registration: 144L/Ipn Q;
N: Registration: 144Z/Dfb W;
X: Registration: 144W/Bld Z;
D: Registration: 144X/Rcb B;
Y: Registration: 144X/Lpv P;
Collateral
Fsjfgx glhj gsat hj BLF li 65.9%. Ltx glhj sz phqfxg ph h blsailgsl li 76 liisqxz hjg 29 psphj glfszasqz bslbxsasxz glqhaxg hqslzz atx Fxatxsghjgz (Cfzaxsghf 47% LFc Xasxqta 13% LFc Tlaaxsghf 5% LFc Usjgtlexj 5% LFc Wxj Zhhf 4% LF). Ltx 105 bslbxsasxz thex hj hbbshszxg ehgpx li UXT 990.7f. Ltx hflpja li zxjsls gxpa ghz UXT 653.3f, sxzpgasjf sj h BLF li 65.9%. Ltx Wxpa Bsxgg (FRS) sz 9.5%.
Risk Retention
DXQH vodd yrjxoi ki xi kiqkoiq lxror x oxjryoxd irj rjkikooj oijryrrj ki xj drxrj 5% oi jzr rrjeyojorxjoki (Krrery Hkxi)