| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 232.000 | 5.49 | - | AAA | - | - | - | 42.00% | - | Floating | 3mL | - | 163 | 3mL+163 | - | 100.00000 |
| B-R | USD | 40.000 | 7.43 | - | AA | - | - | - | 32.00% | - | Floating | 3mL | - | 200 | 3mL+200 | - | 100.00000 |
| C-R | USD | 31.750 | 7.86 | - | A | - | - | - | 24.06% | - | - | - | - | - | - | - | Retained |
| D-R | USD | 24.800 | 8.20 | - | BBB- | - | - | - | 17.86% | - | - | - | - | - | - | - | Retained |
| Equity | USD | 73.875 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
4.11
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | ZLT | 852.178 | 3.29 | - | - | UUU | - | - | 52.17% | - | Pefmjwtg | 3aD | - | 185 | 3aR+185 | - | 726.00000 |
| Q | CEC | 36.550 | 4.73 | - | - | T | - | - | 61.44% | - | Bxlxecem | 3jX | - | 335 | 3tZ+335 | - | 205.00000 |
| Epareb | JCM | 253.650 | - | - | - | HF | - | - | - | - | - | - | - | - | - | - | Retained |
| D | UCA | 13.000 | 7.33 | - | - | EE | - | - | 49.21% | - | Ljwqzqjk | 3qL | - | 240 | 3yG+240 | - | 239.00000 |
| V | KUE | 4.000 | - | - | - | YYY- | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Zlt Nloo Onwbllf 1.00
Risk Retention
Rjusfuzsbps fsjrzsrjqx ubsh shq bssqss sp zpbauo ubsh TR jbfp jqsqssbps jqoruusbpsf
Reinvestment Period (YRS)
5.4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-N | BOC | 55.000 | 7.86 | B2 | - | - | - | - | - | - | Lkpfzarq | 3rB | - | 220 | 3aN+220 | - | 374.00000 |
| V-B | YFE | 813.800 | 2.63 | Rqq | FFF | - | - | - | - | - | Ghfbffak | 3xR | - | 115 | 3kQ+115 | - | 638.00000 |
| E-W | IWT | 63.000 | 6.34 | Ry1 | PP | - | - | - | - | - | Gfwuuzea | 3rO | - | 160 | 3pY+160 | - | 560.00000 |
| N-R | MRN | 96.100 | 1.35 | Pmm2 | - | - | - | - | - | - | Qbuqktvy | 3mX | - | 330 | 3vC+330 | - | 499.00000 |
Reinvestment Period (YRS)
6.33
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | IVF | 17.000 | - | - | RR- | - | - | - | - | - | Ckddkyxe | 3zN | - | - | 3vR+710 | - | - |
| C | ZST | 980.000 | - | - | SSS | NNN | - | - | - | - | Msjaxolg | 3fU | - | - | 3tI+155 | - | - |
| Fdznbp | SIS | 34.650 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| W | QBW | 76.000 | - | - | DDD- | - | - | - | - | - | Gkmohpan | 3pS | - | - | 3mH+390 | - | - |
| I | PFY | 90.000 | - | - | NN | - | - | - | - | - | Efxuvpqj | 3tE | - | - | 3lX+190 | - | - |
| J | ZRI | 32.000 | - | - | S | - | - | - | - | - | Yxjqokrt | 3yS | - | - | 3sS+250 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-V | CIH | 79.000 | - | Sgg2 | - | - | - | - | - | - | Nurvlhws | 3bJ | - | - | 3pZ+375 | - | - |
| W-2N | ZCG | 7.000 | - | Ql2 | PP | - | - | - | - | - | Dgykl | - | - | - | 0.035% | - | - |
| O-1Y | OBL | 23.000 | - | Gm2 | QQ | - | - | - | - | - | Humhcdow | 3cS | - | - | 3nT+190 | - | - |
| Z-W | JPK | 13.460 | - | R2 | - | - | - | - | - | - | Zzxczlio | 3pD | - | - | 3eZ+275 | - | - |
| A-N | BSI | 723.910 | - | Nzz | QQQ | - | - | - | - | - | Xcsxqkoi | 3hC | - | - | 3eH+140 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | QOP | 39.400 | - | - | MM | - | - | - | - | - | Tkowxpft | 3gM | - | - | 3cE+235 | - | - |
| A | XKM | 72.560 | - | - | V | - | - | - | - | - | Qhrqeboq | 3pP | - | - | 3iT+310 | - | - |
| Z | EHP | 33.400 | - | - | TT | - | - | - | - | - | Rymdwmqw | 3yB | - | - | 3yX+825 | - | - |
| Hajqvd | OUN | 66.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Z | AZO | 827.900 | - | - | DDD | QQQ | - | - | - | - | Zhsvyofo | 3eF | - | - | 3lT+170 | - | - |
| P | JMR | 37.900 | - | - | SSS- | - | - | - | - | - | Nbzezhjc | 3qV | - | - | 3qC+450 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Dbkqwz | ZBA | 44.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| X | RGR | 52.000 | - | Zp1 | YY | - | - | - | - | - | Zmdzbubj | 3lR | - | - | 3iQ+255 | - | - |
| V | AWI | 96.000 | - | N2 | - | - | - | - | - | - | Ohprmalj | 3wN | - | - | 3rQ+365 | - | - |
| R | VNY | 51.000 | - | Om3 | - | - | - | - | - | - | Pbnkqtln | 3kH | - | - | 3yA+630 | - | - |
| D-2 | BIZ | 25.000 | - | Vmm | UUU | - | - | - | - | - | - | - | - | - | - | - | - |
| W-1 | CAB | 176.600 | - | Jcc | TTT | - | - | - | - | - | Wkfrpfdq | 3gW | - | - | 3nB+185 | - | - |
| O | LPG | 42.500 | - | Qll3 | - | - | - | - | - | - | Qwhqxbue | 3iS | - | - | 3zT+415 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | AAD | 11.500 | - | P2 | - | - | - | - | - | - | Izvbtsfh | 3zE | - | - | 3fE+350 | - | - |
| B | BYA | 16.000 | - | Xcc2 | - | - | - | - | - | - | Rsklojxj | 3uW | - | - | 3mI+450 | - | - |
| L | ILX | 197.240 | - | Jff | CCC | - | - | - | - | - | Akkjuiia | 3pA | - | - | 3cG+175 | - | - |
| Lwjiqn | FQF | 23.590 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| G-1 | IOO | 64.000 | - | Xo2 | AA | - | - | - | - | - | Azmkpkwb | 3yA | - | - | 3mL+250 | - | - |
| R-2 | LJA | 4.000 | - | Ck2 | KK | - | - | - | - | - | Czdafrdr | 3pU | - | - | 3hK+250 | - | - |
| P | NWA | 73.000 | - | Sj2 | - | - | - | - | - | - | Exloebsz | 3wS | - | - | 3qT+670 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | UTW | 82.150 | - | S2 | - | - | - | - | - | - | Skzpjqxc | 3rB | - | - | 3rH+345 | - | - |
| Y | TZU | 19.000 | - | Pz2 | - | - | - | - | - | - | Xwomxlxl | 3vB | - | - | 3lX+260 | - | - |
| B | IPY | 62.800 | - | Qm2 | - | - | - | - | - | - | Ywdobmbb | 3aG | - | - | 3lP+575 | - | - |
| U | FRM | 377.000 | - | Raa | - | - | - | - | - | - | Wkvhotau | 3bJ | - | - | 3aF+155 | - | - |
| B | IUY | 17.350 | - | Zpp2 | - | - | - | - | - | - | Kkxwyski | 3jT | - | - | 3kT+445 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | WXR | 414.300 | 3.60 | Dqq | KKK | - | - | - | - | - | Dyyuzhqg | 3oY | - | - | 3uM+190 | - | - |
| I | IJJ | 55.000 | 2.10 | - | T | - | - | - | - | - | Isbqtozc | 3qY | - | - | 3uB+500 | - | - |
| H | VZW | 14.400 | 2.71 | - | BB | - | - | - | - | - | Oqzhaszr | 3zG | - | - | 3wM+380 | - | - |
| F | VKL | 24.500 | 4.15 | - | CCC | - | - | - | - | - | Jwmofbum | 3tX | - | - | 3kU+700 | - | - |
| Q | TSO | 13.220 | 2.30 | - | MM | - | - | - | - | - | Qlozxejd | 3mV | - | - | 3pT+920 | - | - |
| Gfg | BPY | 46.710 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |