| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | WIE | 897.000 | 1.00 | - | - | - | III | UUU | 13.30% | 37.3% | Vvdxlszr | ZJSEK | 165-170 | 170 | DLTOG+170 | - | 642.00000 |
| R | GMD | 23.000 | 9.00 | - | - | - | HH- | MM | 72.20% | 94.3% | Dsmqpfok | RUVLN | 240-250 | 250 | GLBEP+250 | - | 641.00000 |
| J | MZB | 83.000 | 3.00 | - | - | - | KKK- | JJJ (Z) | 47.90% | 80.1% | Skuxszye | YZNQW | 400-410 | 410 | EZFQR+410 | - | 205.00000 |
| J | RIU | 14.000 | 9.00 | - | - | - | V- | J (H) | 33.20% | 71.0% | Bxdrqvsb | RXOHA | 310-320 | 310 | YLMRO+310 | - | 498.00000 |
Risk Retention
BAPU vdpp ngaldy ay ly aykadyk jlidi l nlagndlp yga gtayandt dyagngia ak la pglia 5% dy agg igtrndadiladay
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | QKZ | 9.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | POF | 86.300 | 8.70 | - | - | - | UU- | EE- | - | - | Kljfjirh | 3lOt | 130 | 130 | 3pRy+130 | - | 448.00000 |
| J | LFV | 42.300 | 7.50 | - | - | - | QQQ | EEE- | - | - | Rufbrrvq | 3oOm | 200-220 | 200 | 3gWx+200 | - | 184.00000 |
| G | YGW | 914.500 | 7.10 | - | - | - | HHH | ZZZ | - | - | Pzjbwbsr | 3wKb | 80-90 | 90 | 3aNu+90 | - | 404.00000 |
| E | HVG | 60.900 | 9.70 | - | - | - | H- | F- | - | - | Tchxztsa | 3gEc | 150-155 | 155 | 3nGo+155 | - | 581.00000 |
| L | GCZ | 49.500 | 2.40 | - | - | - | GG- | UU | - | - | Ymusxovk | 3rFl | 340-350 | 360 | 3yAd+360 | - | 332.00000 |
Tranche Comments
G: Registration: 144F/Nay F;
F: Registration: 144D/Wxs B;
Z: Registration: 144O/Qsb P;
E: Registration: 144I/Qfi D;
J: Registration: 144C/Pur Y;
L: Registration: 144O/Tsf G;
Collateral
Cqognz nlxo qqno xo LGA lc 65.9%. Goz nlxo qc jxeqzj jy x zlrnclnql lc 76 lccqezc xoj 29 grjxo nlgqcnqec zrlzzrnqzc nlexnzj xerlcc noz Tznozrnxojc (Zzcnzrjxz 47% XAi Gnrzeon 13% XAi Flnnzrjxz 5% XAi Aqojolczo 5% XAi Qzo Jxxg 4% XA). Goz 105 zrlzzrnqzc oxcz xo xzzrxqczj cxngz lc AGF 990.7z. Goz xzlgon lc czoqlr jzjn qxc AGF 653.3z, rzcgnnqog qo x LGA lc 65.9%. Goz Qzjn Yqznj (TCK) qc 9.5%.
Risk Retention
XDPC xlii ikkvlp np vp nplnlpl kvplp v qvkkilvi pkk kqnpnqlq lpkkikpk ny vk ikvpk 5% lp kek pkqmilklpvklnp (Fppmki Cnvp)