Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | OBD | 80.324 | 6.50 | - | Oaa | - | WWW | - | QQQ | 60.00% | 56.1% | Itbba | Gmnta | - | 35 | 1.54% | 1.521% | 954.00000 |
F-UU | GYL | 80.981 | 1.38 | - | Nbb | - | DDD | - | CCC | 18.00% | 32.3% | Luknz | Zkxds | - | 101 | 2.99% | 2.545% | 999.39890 |
C | BSZ | 99.840 | 7.74 | - | LC | - | - | - | - | 7.40% | - | Nkhqc | Iodcj | - | 525 | - | - | - |
A-3 | OAM | 322.669 | 8.70 | - | Iyy | - | NNN | - | JJJ | 22.00% | 98.3% | Vhqwb | Rctqy | - | 111 | 3.14% | 2.795% | 910.31460 |
C-E | FKN | 65.272 | 5.70 | - | Rn2 | - | UUU | - | DDD | 33.42% | 40.9% | Qmcxt | Gykzh | - | 135 | 3.38% | 3.037% | 400.89900 |
K-2 | GOM | 272.000 | 3.67 | - | Ovv | - | HHH | - | PPP | 31.00% | 23.8% | Ymcle | Rfzwu | - | 109 | 2.88% | 2.768% | 740.20960 |
W | VAI | 19.587 | 6.35 | - | G1 | - | WW- | - | EE- | 97.84% | 13.7% | Fmfcv | Lfrba | - | 160 | 3.64% | 3.290% | 513.96680 |
O | OZF | 33.342 | 2.29 | - | TC | - | K- | - | O- | 94.00% | 97.4% | Xmijh | Iwmyd | - | 270 | 3.10% | 4.392% | 25.98800 |
G-J | NHP | 296.497 | - | - | Qx1 | - | PPP | - | CCC | - | - | Dmckmaqt | Vzc | - | 225 | - | 3.970% | Int. Only |
L-Q | MTO | 42.143 | - | - | K1 | - | RR- | - | NNN | - | - | Mcuccpkp | Qwi | - | - | - | 3.816% | Int. Only |
Tranche Comments
A-1: Registration: Girtgr;
K-2: Registration: Qrbhwo;
A-3: Registration: Japyji;
F-UU: Registration: Doqxiw;
C-E: Registration: Pgkzps;
W: Registration: Biacpe;
O: Registration: Juxxae;
C: Registration: 144W Ksiq;
G-J: Registration: Zzkwqp;
L-Q: Registration: Rkaqyp;
Deal Comments
Bryh Biqilqrplu
Collateral
Ayibnm 36h Soypmojamnm 42h Soypmojv Cvpmnm Tiiawmm 52.4%, Omjiaym 15.7%, Jagmy-Xnmm 11.9%, Gynpajiyajvm 11.8%