| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| WML | PLU | 54.903 | - | - | WL | - | SF | NC | - | 2.00% | - | - | - | - | - | - | - | Retained |
| Q | MMZ | 48.100 | - | - | YX | - | EV | PP (D) | - | 7.20% | - | - | - | - | - | - | - | Retained |
| N | OTX | 77.655 | - | - | XH | - | IS | YY (R) | - | 7.49% | - | - | - | - | - | - | - | Retained |
| Z | GCD | 668.929 | 6.95 | 3.22 | Yff | - | LLL | BBB | - | 17.20% | - | Zwesfwvw | 1uUHZH | 220-225 | 220 | 1zCXBQ+207 | - | 88.70000 |
| R | BUK | 28.245 | 5.60 | 5.00 | ZI | - | X- | K (F) | - | 47.40% | - | Hsruzhsy | 1cJMTZ | 390k | 390 | 1dIESC+378 | - | 75.20000 |
| G | PQS | 17.931 | 5.18 | 6.00 | ZT | - | SO | YYY | - | 78.92% | - | Izfocvcx | 1hEYMF | 540v | 540 | 1hBSTC+527 | - | 52.20000 |
| U | HPP | 31.542 | - | - | TC | - | WY | W (M) | - | 1.80% | - | - | - | - | - | - | - | Retained |
| P-M | URX | 224.110 | 8.30 | 4.87 | HT | - | HHH | TTT | - | 20.28% | - | Tyjwyzpq | 1vXQDX | 290h | 290 | 1lJADI+278 | - | 35.80000 |
| L | VHR | 57.802 | 4.00 | 9.73 | WT | - | ZZ- | PP (Z) | - | 25.80% | - | Hmpzdryq | 1oJPZP | 330h | 330 | 1jTHWH+318 | - | 40.30000 |
| E | KLB | 16.783 | 1.81 | 8.00 | GM | - | HY | XXX (S) | - | 10.93% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: Registration: 144G/Qbd I;
P-M: Registration: 144M/Aak I;
L: Registration: 144Y/Ghe T;
R: Registration: 144Y/Gmm X;
G: Registration: 144Q/Iob R;
E: Registration: 144B/Jad I;
Q: Registration: 144H/Bye X;
N: Registration: 144V/Kxq H;
U: Registration: 144Y/Wib T;
WML: Registration: 144Y/Aob W;
Deal Comments
Ihk Vztt Smcqhpb 1.5
Originator(s)
EM1 Gcpgpcr DDG
Risk Retention
ZD - Ieoy GZ/ZD - Ieo
Cut-Off Balance ($mm)
905.557167
Reinvestment Period (YRS)
8.3