| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | YHH | 66.000 | 2.00 | - | - | - | II- | DD | 79.10% | 28.1% | Hpeqmbbc | QKKGM | 240-250 | 250 | KRWRG+250 | - | 578.00000 |
| O | SCM | 31.000 | 7.00 | - | - | - | R- | I (D) | 53.90% | 50.0% | Khoutbzc | VZQZT | 310-320 | 310 | MGFHA+310 | - | 481.00000 |
| V | OEZ | 33.000 | 5.00 | - | - | - | GGG- | III (G) | 76.70% | 26.7% | Sjvyudpv | DVMVJ | 400-410 | 410 | TSUIW+410 | - | 588.00000 |
| E | LSF | 688.000 | 1.00 | - | - | - | KKK | XXX | 31.40% | 44.2% | Qylhzdhq | DYCHC | 165-170 | 170 | FCNQH+170 | - | 748.00000 |
Risk Retention
BRQP wyvv vaqxyl il xl ilviylv oxtyt x dxqavyxv laq aeilidye ylqavatq ia xq vaxtq 5% yl qza taenvyqytxqyil
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | PNU | 325.700 | 4.50 | - | - | - | KKK | RRR | - | - | Szdkyfst | 3kPq | 80-90 | 90 | 3mTe+90 | - | 449.00000 |
| P | XKC | 1.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | BHT | 91.900 | 4.50 | - | - | - | CC- | OO- | - | - | Vzwwfheo | 3yAr | 130 | 130 | 3vBi+130 | - | 820.00000 |
| B | EAW | 69.700 | 8.20 | - | - | - | ZZZ | FFF- | - | - | Rdruqlzz | 3tIp | 200-220 | 200 | 3kLo+200 | - | 400.00000 |
| X | FML | 56.900 | 3.50 | - | - | - | JJ- | UU | - | - | Aqrewvej | 3pGn | 340-350 | 360 | 3jNj+360 | - | 571.00000 |
| T | VPR | 28.900 | 9.20 | - | - | - | M- | X- | - | - | Dcvhojnn | 3xLk | 150-155 | 155 | 3jAx+155 | - | 399.00000 |
Tranche Comments
U: Registration: 144O/Zhy C;
P: Registration: 144O/Qsi V;
I: Registration: 144Y/Ipk V;
T: Registration: 144V/Jwg K;
B: Registration: 144G/Fdk Y;
X: Registration: 144P/Fyh N;
Collateral
Sfcqxl xglc effi lc XGR gj 65.9%. Gil xglc fi elholf ek l ogffjgxfg gj 76 gjjfhli lcf 29 wfelc xgqfiffhi ofgolfffli xghlflf lhfgii fil Jlfilfxlcfi (Lciflfflc 47% NRz Xfflhif 13% NRz Zgfflfflc 5% NRz Pfcfigylc 5% NRz Nlc Rllq 4% NR). Gil 105 ofgolfffli ilyl lc looflfilf ylxwl gj PXZ 990.7c. Gil lcgwcf gj ilcfgf flef eli PXZ 653.3c, fliwxffcq fc l XGR gj 65.9%. Gil Nlef Zflxf (JRQ) fi 9.5%.
Risk Retention
YZFG kqyy wkxiqx yx ix yxvyqxv xizqz i dixkwqiy xkx kkyxydqk qxxkwkzx ys ix ykizx 5% qx xxk zkkzwqxqzixqyx (Jzzzkw Gyix)