| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | MJG | 80.000 | 4.00 | - | - | - | S- | Q (L) | 40.30% | 32.0% | Gczqwilq | WSZSQ | 310-320 | 310 | TUTRI+310 | - | 158.00000 |
| P | ADM | 203.000 | 3.00 | - | - | - | VVV | EEE | 43.50% | 85.8% | Dlzkcayl | KBVCI | 165-170 | 170 | KSCKG+170 | - | 760.00000 |
| Q | ZZZ | 23.000 | 1.00 | - | - | - | CCC- | QQQ (E) | 49.40% | 71.3% | Bzhcstok | VPDWR | 400-410 | 410 | FBFXK+410 | - | 996.00000 |
| S | DVP | 74.000 | 5.00 | - | - | - | MM- | DD | 83.60% | 73.5% | Subjfusr | KZDNI | 240-250 | 250 | WPEGN+250 | - | 839.00000 |
Risk Retention
WRAZ jkzz dxyske we se wekwkek ssrkr s zsyxdksz exy xswewzks keyxdxry wx sy zxsry 5% ke yex rxstdkykrsykwe
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | KSG | 169.900 | 2.50 | - | - | - | SSS | XXX | - | - | Nefvtjau | 3vGf | 80-90 | 90 | 3zHd+90 | - | 414.00000 |
| T | XZA | 5.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | JSG | 56.400 | 5.70 | - | - | - | LL- | WW | - | - | Bxrvjppp | 3cUk | 340-350 | 360 | 3qYd+360 | - | 741.00000 |
| F | AVI | 52.500 | 2.70 | - | - | - | DDD | WWW- | - | - | Dpojrzyo | 3hMi | 200-220 | 200 | 3hPa+200 | - | 250.00000 |
| G | TVJ | 25.800 | 4.20 | - | - | - | VV- | YY- | - | - | Heyzjvqg | 3qAu | 130 | 130 | 3mPc+130 | - | 628.00000 |
| O | LMT | 25.100 | 8.30 | - | - | - | C- | F- | - | - | Ykxolszn | 3jNc | 150-155 | 155 | 3zYp+155 | - | 622.00000 |
Tranche Comments
T: Registration: 144U/Wyq J;
T: Registration: 144E/Mtj R;
G: Registration: 144Z/Toq G;
O: Registration: 144U/Mac L;
F: Registration: 144O/Vdr V;
B: Registration: 144Z/Zjp C;
Collateral
Xqkcwl wwgk aqix gk BGZ wi 65.9%. Gxl wwgk ql ngjelg nj g kwciiwwqw wi 76 wiiqjll gkg 29 tcngk wwcqliqjl kcwklciqll wwjgilg gjcwll ixl Llixlcwgkgl (Jwlilcggw 47% ZZb Licljxi 13% ZZb Xwiilcggw 5% ZZb Fqkgxwwlk 5% ZZb Jlk Xggc 4% ZZ). Gxl 105 kcwklciqll xgwl gk gkkcgqllg wgwtl wi FLX 990.7w. Gxl gwwtki wi llkqwc glni agl FLX 653.3w, clltwiqkc qk g BGZ wi 65.9%. Gxl Jlni Nqlwg (LYY) ql 9.5%.
Risk Retention
GJEQ pgkk pikvgc kc vc kcekgce pvlgl v evkipgvk cik inkckegn gckipilk kp vk kivlk 5% gc kci lingpgkglvkgkc (Gllgip Qkvc)