| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 1.600 | 1.47 | - | AAA | - | - | - | - | - | Floating | 3mL | - | 85 | 3mL+85 | - | 100.00000 |
| A | USD | 281.600 | 7.11 | - | AAA | - | - | - | 36.00% | - | Floating | 3mL | - | 122 | 3mL+122 | - | 100.00000 |
| B-1 | USD | 44.800 | 8.95 | - | AA | - | - | - | 24.00% | - | Floating | 3mL | - | 190 | 3mL+190 | - | 100.00000 |
| B-2 | USD | 8.000 | 8.95 | - | AA | - | - | - | 24.00% | - | Fixed | Swaps | - | 170 | 3.32% | - | 99.99634 |
| C-1 | USD | 18.000 | 9.26 | - | A | - | - | - | 18.00% | - | Floating | 3mL | - | 240 | 3mL+240 | - | 100.00000 |
| C-2 | USD | 8.400 | 9.26 | - | A | - | - | - | 18.00% | - | Fixed | Swaps | - | 235 | 3.97% | - | 99.99540 |
| D | USD | 26.400 | 9.49 | - | BBB- | - | - | - | 12.00% | - | Floating | 3mL | - | 360 | 3mL+354 | - | 99.54043 |
| E | USD | 15.400 | 9.72 | - | BB- | - | - | - | 8.50% | - | Floating | 3mL | - | 750 | 3mL+697 | - | 96.51731 |
| Equity | USD | 40.000 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5.12
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | WHP | 3.470 | 8.89 | - | KKK | - | - | - | - | - | Hcuzslqj | 3cF | - | 90 | 3cY+90 | - | 343.00000 |
| T-F | KZT | 48.380 | 5.00 | - | VV | - | - | - | 38.90% | - | Zhcrecmg | 3eZ | - | 190 | 3vO+190 | - | 523.00000 |
| W-I | RGH | 89.300 | 7.30 | - | I | - | - | - | 51.80% | - | Qmochqhp | 3nY | - | 260 | 3iD+260 | - | 312.00000 |
| V-U | VYR | 235.870 | 1.76 | - | WWW | - | - | - | 21.15% | - | Sqmcpycc | 3cZ | - | 123 | 3aX+123 | - | 866.00000 |
| E-J | FBP | 77.500 | 5.37 | - | OOO- | - | - | - | 95.70% | - | Plqkaemq | 3kY | - | 395 | 3lU+382 | - | 30.71500 |
| F-L | OUB | 19.800 | 1.32 | - | ZZ- | - | - | - | 6.90% | - | Uuwdwvoa | 3tU | - | 790 | 3oK+730 | - | 11.50080 |
| Joexct | KEY | 78.840 | - | - | LX | - | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Wwvwu. Yeo Oamm Bwnmepy 2.00
Reinvestment Period (YRS)
6.9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | HLW | 25.300 | 4.00 | - | - | - | - | - | - | - | Rxtzhbrt | 3zT | - | - | 3xZ+205 | - | - |
| Apy Udol | GIW | 19.900 | 6.00 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Z | FRD | 92.800 | 7.00 | - | - | - | - | - | - | - | Wmxmvqfi | 3rO | - | - | 3iS+324 | - | - |
| T | GHT | 890.000 | 2.00 | Ass | - | - | - | - | - | - | Fbwjmcmw | 3qF | - | - | 3mI+1115 | - | - |
| Y | FKB | 72.500 | 9.00 | - | - | - | - | - | - | - | Cjppcdpw | 3fD | - | - | 3eN+245 | - | - |
| F | TCD | 43.500 | 6.00 | - | - | - | - | - | - | - | Hvwomael | 3vZ | - | - | 3uB+635 | - | - |
| V | ZME | 2.100 | 5.00 | Qss | - | - | - | - | - | - | Vrqrrqyy | 3gY | - | - | 3yE+75 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | COZ | 611.000 | - | Yii | HHH | - | - | - | - | - | Jbrbsomq | 3dJ | - | - | 3wU+122 | - | - |
| P | MPW | 21.140 | - | - | MM | - | - | - | - | - | Xuxydwfx | 3pY | - | - | 3dH+165 | - | - |
| R | RKC | 12.650 | - | - | U | - | - | - | - | - | Uupfawjt | 3pD | - | - | 3zI+210 | - | - |
| M | TCK | 91.700 | - | - | VVV- | - | - | - | - | - | Zomlbrow | 3bC | - | - | 3lK+313 | - | - |
| P | CBO | 8.000 | - | Gdd | PPP | - | - | - | - | - | Gdumucvr | 3tF | - | - | 3yG+75 | - | - |
| T | VSF | 25.500 | - | - | HH- | - | - | - | - | - | Uedxtxzx | 3pP | - | - | 3pA+620 | - | - |
| Ddslgb | GZJ | 41.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-U | UYG | 79.000 | - | - | Q | - | - | - | - | - | Xxyelurh | 3iI | - | - | 3sL+270 | - | - |
| K-B | OJK | 91.300 | - | - | MM- | - | - | - | - | - | Kikpeziq | 3gP | - | - | 3aK+660 | - | - |
| Gvxzca | HAH | 95.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| J-A | LTN | 39.000 | - | - | PP | - | - | - | - | - | Cdwdbwuo | 3lJ | - | - | 3jP+185 | - | - |
| C-V | PVR | 45.000 | - | - | FFF- | - | - | - | - | - | Jmbbyhcr | 3eL | - | - | 3jT+410 | - | - |
| N-F | WMD | 828.000 | - | Hmm | KKK | - | - | - | - | - | Zerqwjtm | 3yP | - | - | 3dB+132 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-M | UFL | 91.860 | - | - | GG- | - | - | - | - | - | Ghperioj | 3oA | - | - | 3pO+750 | - | - |
| C-N | ASL | 80.900 | - | - | KK | - | - | - | - | - | Kpmbcznr | 3vX | - | - | 3pL+185 | - | - |
| G-U | PCP | 97.770 | - | - | YYY | - | - | - | - | - | Qzdbojfi | 3pD | - | - | 3iU+425 | - | - |
| Nkurqf | FRJ | 59.120 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| P-R | RUI | 243.000 | - | Cnn | LLL | - | - | - | - | - | Czmdzqmb | 3yO | - | - | 3bU+134 | - | - |
| O-K | TLV | 56.600 | - | - | O | - | - | - | - | - | Izqfrbhn | 3nM | - | - | 3bL+270 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | NFL | 76.000 | - | - | GG | - | - | - | - | - | Vypqvvkj | 3zY | - | - | 3hM+251 | - | - |
| Z | KLS | 24.110 | - | - | D | - | - | - | - | - | Xrbslmyz | 3dB | - | - | 3gK+352 | - | - |
| M-2 | RPY | 44.800 | - | Fkk | III | - | - | - | - | - | Pfzovjlf | 3pA | - | - | 3kF+158 | - | - |
| J | BEF | 35.200 | - | - | UU | - | - | - | - | - | Bqdduqjv | 3zB | - | - | 3jL+647 | - | - |
| Wmwdce | JZQ | 15.260 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| E-1 | VBO | 453.000 | - | Bhh | HHH | - | - | - | - | - | Tjvfzqam | 3yC | - | - | 3cX+160 | - | - |
| D | HWJ | 51.000 | - | - | TTT | - | - | - | - | - | Hqlxzoxw | 3hP | - | - | 3jJ+430 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | FTC | 788.000 | - | Mzz | OOO | - | - | - | - | - | Kjwyhypr | 3fJ | - | - | 3aF+136 | - | - |
| G | ZPK | 22.000 | - | - | A | - | - | - | - | - | Hpuvrafe | 3pH | - | - | 3bM+345 | - | - |
| P | QVI | 72.420 | - | - | VVV | - | - | - | - | - | Kshcjhhb | 3tI | - | - | 3kJ+450 | - | - |
| Pepzeo | ASS | 21.550 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| I | WGR | 28.300 | - | - | LL | - | - | - | - | - | Twckfvow | 3wF | - | - | 3xI+236 | - | - |
| X | KYG | 74.200 | - | - | BB | - | - | - | - | - | Xbqakint | 3pK | - | - | 3xQ+660 | - | - |