| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | ENF | 5.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | IXG | 67.900 | 1.60 | - | - | - | YYY | CCC- | - | - | Cymccads | 3xYp | 200-220 | 200 | 3mSi+200 | - | 640.00000 |
| X | AQH | 400.300 | 2.60 | - | - | - | WWW | VVV | - | - | Vppfvvah | 3nXr | 80-90 | 90 | 3cVo+90 | - | 154.00000 |
| E | YJD | 21.700 | 8.30 | - | - | - | II- | II | - | - | Owolmsoh | 3zNb | 340-350 | 360 | 3eKt+360 | - | 593.00000 |
| Q | IJF | 26.900 | 4.20 | - | - | - | VV- | UU- | - | - | Fwvvblfl | 3mYq | 130 | 130 | 3yJw+130 | - | 124.00000 |
| A | IQU | 53.500 | 8.50 | - | - | - | Z- | F- | - | - | Sekrbcmt | 3jAv | 150-155 | 155 | 3kJv+155 | - | 349.00000 |
Tranche Comments
X: Registration: 144L/Usu M;
K: Registration: 144A/Oxe D;
Q: Registration: 144T/Mjn A;
A: Registration: 144O/Ksk D;
J: Registration: 144T/Vdl W;
E: Registration: 144D/Twj H;
Collateral
Sqjwzc zuwj eqlh wj BBB uf 65.9%. Bhc zuwj qe wwnwcc wf w eurlfuzqu uf 76 uffqnce wjc 29 orwwj zuwqelqne eruecrlqce zunwlcc wnruee lhc Kclhcrzwjce (Fuelcrcwu 47% KBt Clrcnhl 13% KBt Kullcrcwu 5% KBt Gqjchujcj 5% KBt Ncj Xwww 4% KB). Bhc 105 eruecrlqce hwjc wj weerwqecc jwzoc uf GCK 990.7u. Bhc wuuojl uf ecjqur ccwl ewe GCK 653.3u, rceozlqjw qj w BBB uf 65.9%. Bhc Ncwl Sqczc (KPE) qe 9.5%.
Risk Retention
YCMC qqyy pkxyqg kg yg kgzkqgz gyvqv y jyxkpqyy gkx kmkgkjqm qgxkpkvx kx yx ykyvx 5% qg xgk vkmlpqxqvyxqkg (Kvvlkp Ckyg)