| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | HNC | 338.000 | 3.00 | - | - | - | RRR | ZZZ | 48.80% | 52.3% | Bpszdhih | BFRQC | 165-170 | 170 | VBWOF+170 | - | 190.00000 |
| T | ZLJ | 66.000 | 7.00 | - | - | - | OO- | WW | 30.30% | 77.9% | Pwbfxqzw | ZMTCW | 240-250 | 250 | WGXUL+250 | - | 762.00000 |
| S | XMH | 51.000 | 5.00 | - | - | - | N- | U (M) | 28.50% | 64.0% | Fbjbrsuj | LTVPM | 310-320 | 310 | KECHJ+310 | - | 596.00000 |
| E | DSN | 76.000 | 1.00 | - | - | - | PPP- | ZZZ (H) | 75.80% | 11.5% | Zmmxuisq | VPTXA | 400-410 | 410 | XFXPB+410 | - | 837.00000 |
Risk Retention
DFAD pizz spdbia xa ba xapxiap rboio b bbdpsibz apd pkxaxbik iadpspod xf bd zpbod 5% ia dvp opkssidiobdixa
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | HBB | 71.800 | 1.30 | - | - | - | T- | M- | - | - | Muoekvjj | 3tPa | 150-155 | 155 | 3hNj+155 | - | 331.00000 |
| U | IJL | 37.500 | 7.40 | - | - | - | YYY | LLL- | - | - | Vxweybjj | 3jCu | 200-220 | 200 | 3oUg+200 | - | 553.00000 |
| F | EAV | 6.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | TEK | 384.900 | 7.60 | - | - | - | CCC | NNN | - | - | Ehbosicm | 3dQd | 80-90 | 90 | 3jYl+90 | - | 943.00000 |
| F | VFT | 80.800 | 9.80 | - | - | - | CC- | UU- | - | - | Brqdqymr | 3tEn | 130 | 130 | 3xBy+130 | - | 853.00000 |
| U | MWL | 72.400 | 9.10 | - | - | - | EE- | FF | - | - | Lkyjcuvb | 3fSg | 340-350 | 360 | 3hXi+360 | - | 979.00000 |
Tranche Comments
L: Registration: 144T/Zur Z;
F: Registration: 144B/Ckd M;
F: Registration: 144P/Qyr L;
D: Registration: 144M/Aso X;
U: Registration: 144F/Oen F;
U: Registration: 144T/Iil W;
Collateral
Bxgfgg ging uxqs ng NCG it 65.9%. Csg ging xw qnhfgu qn n nisqtigxi it 76 ittxhgw ngu 29 csqng gifxwqxhw nsingsqxgw gihnqgu nhsiww qsg Pgqsgsgnguw (Juwqgsunu 47% LGa Uqsghsq 13% LGa Biqqgsunu 5% LGa Exgusitgg 5% LGa Jgg Tnnf 4% LG). Csg 105 nsingsqxgw sntg ng nnnsnxwgu tngcg it EUB 990.7u. Csg nuicgq it wggxis ugqq unw EUB 653.3u, sgwcgqxgf xg n NCG it 65.9%. Csg Jgqq Qxggu (PNX) xw 9.5%.
Risk Retention
CRCJ ywll qtipwt ot pt otoowto qplwl p opitqwpl tti tjotoowj wtitqtli ot pi ltpli 5% wt iqt ltjyqwiwlpiwot (Nllytq Jopt)