| 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-N | JCO | 61.800 | 3.95 | - | XX- | - | - | - | 8.90% | - | Ilfdmuju | 3dO | - | 790 | 3bQ+730 | - | 37.32030 |
| Z-F | PVY | 61.360 | 1.00 | - | TT | - | - | - | 54.60% | - | Gpzpvqdb | 3uY | - | 190 | 3eH+190 | - | 432.00000 |
| O-Y | YNJ | 67.800 | 7.48 | - | W | - | - | - | 66.80% | - | Xwzjsisf | 3aP | - | 260 | 3sI+260 | - | 864.00000 |
| Zzzlos | VWV | 33.770 | - | - | MK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-I | TTV | 894.650 | 2.16 | - | LLL | - | - | - | 78.62% | - | Cvyjxrqm | 3bT | - | 123 | 3lE+123 | - | 916.00000 |
| G-N | XHX | 91.900 | 1.64 | - | NNN- | - | - | - | 20.40% | - | Fsjxwocl | 3eN | - | 395 | 3fX+382 | - | 58.22500 |
| Y | VYL | 4.940 | 6.99 | - | MMM | - | - | - | - | - | Tkwjembe | 3yO | - | 90 | 3sB+90 | - | 196.00000 |
Deal Comments
Eezeh. Kcy Eygg Zefkchj 2.00
Reinvestment Period (YRS)
4.3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | BWF | 16.300 | 1.00 | - | - | - | - | - | - | - | Gwwksbcd | 3uE | - | - | 3oR+205 | - | - |
| R | FWD | 9.500 | 7.00 | Mnn | - | - | - | - | - | - | Azfuvzyl | 3fV | - | - | 3nR+75 | - | - |
| A | ZEX | 650.000 | 4.00 | Gaa | - | - | - | - | - | - | Lmcvhrjm | 3pQ | - | - | 3uS+1115 | - | - |
| Tbh Fmsl | WTM | 74.700 | 7.00 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Y | NOA | 43.100 | 7.00 | - | - | - | - | - | - | - | Aqydxdlb | 3aW | - | - | 3gD+324 | - | - |
| C | HMH | 75.800 | 5.00 | - | - | - | - | - | - | - | Svdclpma | 3gS | - | - | 3jX+635 | - | - |
| H | TBJ | 42.500 | 6.00 | - | - | - | - | - | - | - | Mfxdyzsy | 3oB | - | - | 3nD+245 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | LTW | 9.000 | - | Aff | AAA | - | - | - | - | - | Xawmpuna | 3rC | - | - | 3zV+75 | - | - |
| W | OZE | 686.000 | - | Snn | HHH | - | - | - | - | - | Udvjoxbf | 3dS | - | - | 3sQ+122 | - | - |
| L | XCF | 49.640 | - | - | UU | - | - | - | - | - | Vssxwmsj | 3hM | - | - | 3xJ+165 | - | - |
| C | NZK | 84.850 | - | - | N | - | - | - | - | - | Mkfejbpi | 3jD | - | - | 3wA+210 | - | - |
| E | EGT | 90.800 | - | - | XXX- | - | - | - | - | - | Dmqajqza | 3pC | - | - | 3bD+313 | - | - |
| Q | YAX | 34.200 | - | - | OO- | - | - | - | - | - | Gljaarpj | 3aJ | - | - | 3hJ+620 | - | - |
| Ogkrlu | RHI | 17.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-J | JZA | 26.000 | - | - | G | - | - | - | - | - | Awooozvz | 3bE | - | - | 3nJ+270 | - | - |
| Z-Y | PBU | 19.000 | - | - | ZZZ- | - | - | - | - | - | Xdkcszrc | 3lY | - | - | 3lK+410 | - | - |
| U-C | WYR | 32.500 | - | - | HH- | - | - | - | - | - | Qyjwzkrr | 3oE | - | - | 3sB+660 | - | - |
| V-D | VQE | 22.000 | - | - | JJ | - | - | - | - | - | Frfjdycy | 3cS | - | - | 3pT+185 | - | - |
| Vbnaid | ZAU | 43.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| U-T | UGP | 642.000 | - | Tmm | SSS | - | - | - | - | - | Buvpllmr | 3qP | - | - | 3kT+132 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-M | BYK | 82.400 | - | - | ZZ | - | - | - | - | - | Ucosxqmq | 3lH | - | - | 3bM+185 | - | - |
| L-B | WTA | 86.900 | - | - | D | - | - | - | - | - | Zcdkwjku | 3tD | - | - | 3iH+270 | - | - |
| W-J | NWT | 286.000 | - | Mtt | SSS | - | - | - | - | - | Twvuyvxh | 3mX | - | - | 3bX+134 | - | - |
| I-S | QRK | 55.690 | - | - | HH- | - | - | - | - | - | Jxmfrajw | 3mW | - | - | 3lW+750 | - | - |
| B-B | MJV | 85.600 | - | - | AAA | - | - | - | - | - | Lkeyfmzo | 3fF | - | - | 3mH+425 | - | - |
| Ezlarw | MAT | 22.470 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | TGD | 756.000 | - | Fjj | UUU | - | - | - | - | - | Ivhxvoch | 3kX | - | - | 3iA+160 | - | - |
| U | QZP | 95.000 | - | - | UU | - | - | - | - | - | Bzwrlazw | 3lJ | - | - | 3hJ+251 | - | - |
| S | TMP | 49.300 | - | - | AA | - | - | - | - | - | Njedfrsd | 3mE | - | - | 3iA+647 | - | - |
| K-2 | LFI | 45.900 | - | Tpp | OOO | - | - | - | - | - | Mhzqivji | 3rI | - | - | 3pI+158 | - | - |
| T | VVM | 82.200 | - | - | F | - | - | - | - | - | Fezvkkte | 3wE | - | - | 3cN+352 | - | - |
| Ekohkc | WOM | 87.690 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| D | JLR | 50.000 | - | - | NNN | - | - | - | - | - | Gjvbktks | 3uM | - | - | 3tB+430 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | ZUD | 89.720 | - | - | TTT | - | - | - | - | - | Wulumzdy | 3dO | - | - | 3gE+450 | - | - |
| W | XYM | 34.900 | - | - | PP | - | - | - | - | - | Epeacbfu | 3dG | - | - | 3cU+660 | - | - |
| Y | EJJ | 56.000 | - | - | J | - | - | - | - | - | Euokhcat | 3bH | - | - | 3tR+345 | - | - |
| H | OBM | 76.500 | - | - | EE | - | - | - | - | - | Tsmljhcb | 3zT | - | - | 3eI+236 | - | - |
| Ploubb | EBX | 72.890 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| J | NFB | 242.000 | - | Gdd | HHH | - | - | - | - | - | Flvmsvpe | 3lR | - | - | 3tE+136 | - | - |
Tranche Comments
J: Registration: 144I/Qzb J;
H: Registration: 144U/Rcu T;
Y: Registration: 144B/Ftb R;
Q: Registration: 144N/Gzm A;
W: Registration: 144F/Wqn I;
Ploubb: Registration: 144P/Pqj X;