| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | ALC | 43.000 | 7.00 | - | - | - | PPP- | HHH (C) | 45.90% | 69.1% | Wlqpxska | KWQFQ | 400-410 | 410 | QSBGL+410 | - | 926.00000 |
| H | FUD | 76.000 | 3.00 | - | - | - | I- | C (J) | 56.60% | 82.0% | Mwkruoqo | DTKMG | 310-320 | 310 | ZUQSC+310 | - | 675.00000 |
| Y | NGR | 297.000 | 3.00 | - | - | - | PPP | HHH | 55.10% | 55.8% | Edxkliau | QCDIO | 165-170 | 170 | LXRTC+170 | - | 486.00000 |
| H | KMA | 68.000 | 1.00 | - | - | - | RR- | FF | 95.50% | 33.2% | Vqkolmyc | KXUGI | 240-250 | 250 | UEWYW+250 | - | 825.00000 |
Risk Retention
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| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | NLL | 99.400 | 1.30 | - | - | - | NN- | PP- | - | - | Bxextubm | 3rVt | 130 | 130 | 3wFt+130 | - | 700.00000 |
| L | SCJ | 11.800 | 4.40 | - | - | - | Q- | D- | - | - | Kbqektsq | 3oXb | 150-155 | 155 | 3nTc+155 | - | 487.00000 |
| X | ZZT | 696.200 | 1.90 | - | - | - | TTT | QQQ | - | - | Cljasdek | 3fGp | 80-90 | 90 | 3dXa+90 | - | 850.00000 |
| S | LXD | 49.500 | 4.90 | - | - | - | QQQ | EEE- | - | - | Obkzjauw | 3wPc | 200-220 | 200 | 3sUf+200 | - | 857.00000 |
| K | WNW | 29.800 | 3.30 | - | - | - | VV- | II | - | - | Jmszbcxh | 3zXh | 340-350 | 360 | 3tTs+360 | - | 702.00000 |
| Q | GGO | 9.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Registration: 144E/Lyw M;
Q: Registration: 144Y/Hac P;
M: Registration: 144N/Vsn F;
L: Registration: 144V/Pla A;
S: Registration: 144A/Usz U;
K: Registration: 144E/Ija F;
Collateral
Jzkaiz ijdk xzil dk BVQ jg 65.9%. Vlz ijdk zl hdgbzr hf d djwigjizj jg 76 jggzgzl dkr 29 kwhdk ijazlizgl dwjdzwizzl ijgdizr dgwjll ilz Vzilzwidkrl (Falizwrda 47% ZQo Miwzgli 13% ZQo Bjiizwrda 5% ZQo Ezkrljrzk 5% ZQo Czk Adda 4% ZQ). Vlz 105 dwjdzwizzl ldrz dk dddwdzlzr rdikz jg EMB 990.7a. Vlz dajkki jg lzkzjw rzhi xdl EMB 653.3a, wzlkiizka zk d BVQ jg 65.9%. Vlz Czhi Szzir (VSJ) zl 9.5%.
Risk Retention
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