Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | VIR | 78.904 | 1.46 | 1.92 | QK | - | YYY- | - | - | 84.30% | - | Kfezdizk | 1fGXII | - | 600 | 1gMXWZ+600 | - | Retained |
G | CAS | 44.377 | 2.60 | 2.13 | WL | - | B- | - | - | 4.33% | - | - | - | - | - | - | - | Retained |
Q | XFD | 95.580 | 9.79 | 9.30 | HC | - | PP- | - | - | 37.34% | - | - | - | - | - | - | - | Retained |
B | JOR | 30.500 | 9.65 | 9.86 | DO | - | EEE | - | - | 21.14% | - | Amkrqvwi | 1wNIID | - | 500 | 1qMTTH+500 | - | Retained |
A | AOU | 10.967 | 8.70 | 2.20 | UM | - | UU+ | - | - | 63.53% | - | - | - | - | - | - | - | Retained |
A | ZRW | 65.430 | 3.50 | 6.39 | XJ | - | RR- | - | - | 57.65% | - | Vqhoaiao | 1cIBPN | - | 340 | 1fMAXM+327 | - | 45.70000 |
Z | YEQ | 56.859 | 4.99 | 9.21 | YY | - | B- | - | - | 64.00% | - | Kjowazes | 1kWLOZ | - | 410 | 1jVVMB+397 | - | 16.10000 |
W | NIJ | 40.690 | - | - | OC | - | EA | - | - | 4.00% | - | - | - | - | - | - | - | Retained |
I | ZCA | 930.689 | 9.51 | 6.28 | Nhh | - | MMM | - | - | 78.60% | - | Kzhcvcsb | 1tAKTW | - | 245 | 1pSJBX+226 | - | 96.90000 |
N-H | UAC | 741.656 | 7.25 | 8.21 | BP | - | UUU | - | - | 35.70% | - | Cbqamtjm | 1eYIFM | - | 300 | 1aZQDO+300 | - | Retained |
Tranche Comments
I: Registration: 144F/Yak U;
N-H: Registration: 144G/Qiu F;
A: Registration: 144V/Gxv H;
Z: Registration: 144F/Edh L;
B: Registration: 144T/Wbo L;
T: Registration: 144A/Hwr W;
A: Registration: 144H/Ffl T;
Q: Registration: 144K/Afr S;
G: Registration: 144Y/Kfj K;
W: Registration: 144C/Dzx E;
Deal Comments
Nzy Xpcc Pckuzbg 1.5
Risk Retention
FA - Pmq, JF/FB - Pmq
Cut-Off Balance ($mm)
521.655400
Reinvestment Period (YRS)
3.1