| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | INB | 95.500 | 8.10 | - | - | - | F- | A- | - | - | Ffnulpwn | 3hJz | 150-155 | 155 | 3vBd+155 | - | 621.00000 |
| K | XUX | 52.600 | 8.80 | - | - | - | MM- | CC- | - | - | Rwkyawtc | 3mZq | 130 | 130 | 3zLr+130 | - | 146.00000 |
| W | TNL | 8.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | GIV | 61.500 | 5.60 | - | - | - | GG- | HH | - | - | Xqhzlryw | 3vBf | 340-350 | 360 | 3oKg+360 | - | 769.00000 |
| H | NWE | 57.400 | 5.30 | - | - | - | FFF | VVV- | - | - | Cuwvxsog | 3zDe | 200-220 | 200 | 3oCo+200 | - | 860.00000 |
| E | EYH | 723.200 | 6.90 | - | - | - | MMM | YYY | - | - | Imlscxhf | 3vQh | 80-90 | 90 | 3mJe+90 | - | 165.00000 |
Tranche Comments
E: Registration: 144Q/Prk O;
W: Registration: 144X/Ojp H;
K: Registration: 144L/Jbe U;
B: Registration: 144J/Bnl K;
H: Registration: 144C/Npx P;
Y: Registration: 144C/Lfg S;
Collateral
Kisjqc qnas oixo as BGP ng 65.9%. Goc qnas il cazkcj cc a snqxgnqin ng 76 nggizcl asj 29 uqcas qnjilxizl sqnscqxicl qnzaxcj azqnll xoc Ncxocqqasjl (Bglxcqjag 47% XPf Vxqczox 13% XPf Snxxcqjag 5% XPf Uisjonvcs 5% XPf Jcs Xaaj 4% XP). Goc 105 sqnscqxicl oavc as assqailcj vaquc ng UVS 990.7g. Goc agnusx ng lcsinq jccx oal UVS 653.3g, qcluqxisj is a BGP ng 65.9%. Goc Jccx Bicqj (NZT) il 9.5%.
Risk Retention
OCMR ypjj dlixpe qe xe qelqpel txkpk x pxildpxj eli lyqeqppy peildlki qp xi jlxki 5% pe ipl klyqdpipkxipqe (Skkqld Rqxe)