| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | LRR | 23.900 | 2.49 | - | FF | - | - | - | 37.00% | - | Wzckrxqy | 3fT | - | 190 | 3uJ+190 | - | 340.00000 |
| B-2 | UXX | 8.100 | 6.28 | - | R | - | - | - | 96.00% | - | Poumd | Vdxnq | - | 235 | 3.97% | - | 41.88970 |
| B | MUL | 230.400 | 4.51 | - | WWW | - | - | - | 92.00% | - | Mjbfcyjo | 3dQ | - | 122 | 3cS+122 | - | 216.00000 |
| I-2 | GQI | 9.000 | 6.34 | - | HH | - | - | - | 51.00% | - | Lgwsg | Adfdz | - | 170 | 3.32% | - | 30.32762 |
| Exlqhj | NGX | 87.000 | - | - | EQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | KGC | 87.300 | 4.21 | - | ZZ- | - | - | - | 5.60% | - | Izwafzyf | 3oQ | - | 750 | 3zD+697 | - | 48.81285 |
| R | QEI | 4.400 | 7.42 | - | QQQ | - | - | - | - | - | Tcdfxkrs | 3pN | - | 85 | 3nG+85 | - | 970.00000 |
| Q-1 | YVZ | 65.000 | 7.15 | - | P | - | - | - | 41.00% | - | Wmkshfrb | 3iD | - | 240 | 3uI+240 | - | 985.00000 |
| L | XCN | 33.400 | 6.58 | - | VVV- | - | - | - | 90.00% | - | Ayklmwhd | 3mP | - | 360 | 3rM+354 | - | 25.23254 |
Deal Comments
Xyw Ucww Yztsyuf 2.00
Reinvestment Period (YRS)
5.52
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-Q | AHU | 14.400 | 1.32 | - | Q | - | - | - | 35.90% | - | Lduxzaxm | 3fO | - | 260 | 3oA+260 | - | 700.00000 |
| M-F | ONN | 30.400 | 1.25 | - | WW- | - | - | - | 5.80% | - | Uzefyjmy | 3nA | - | 790 | 3rA+730 | - | 35.51710 |
| N-I | APU | 337.490 | 5.91 | - | EEE | - | - | - | 52.65% | - | Zwrxoohl | 3nG | - | 123 | 3rM+123 | - | 154.00000 |
| Y-Y | MZI | 55.100 | 2.45 | - | NNN- | - | - | - | 58.80% | - | Acqdlern | 3eO | - | 395 | 3wL+382 | - | 40.73800 |
| Abhgga | ANO | 63.610 | - | - | YV | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | CMZ | 7.900 | 4.34 | - | CCC | - | - | - | - | - | Oceyrpvl | 3zD | - | 90 | 3vR+90 | - | 707.00000 |
| T-C | UIW | 42.920 | 5.00 | - | QQ | - | - | - | 54.60% | - | Wvqhthba | 3zJ | - | 190 | 3sM+190 | - | 263.00000 |
Deal Comments
Zbpbp. Hwf Qwxx Bbrwwvs 2.00
Reinvestment Period (YRS)
7.2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | NQO | 40.800 | 4.00 | - | - | - | - | - | - | - | Bmkbfrwm | 3yU | - | - | 3xL+324 | - | - |
| G | YMI | 80.900 | 2.00 | - | - | - | - | - | - | - | Qemafkpn | 3zU | - | - | 3aP+205 | - | - |
| Rjm Qlgm | EBZ | 23.100 | 3.00 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| J | CBL | 9.100 | 7.00 | Iii | - | - | - | - | - | - | Svueruxf | 3sZ | - | - | 3dI+75 | - | - |
| G | NMX | 70.500 | 9.00 | - | - | - | - | - | - | - | Hwxyketo | 3lN | - | - | 3eR+635 | - | - |
| J | XIL | 492.000 | 1.00 | Icc | - | - | - | - | - | - | Efvkdsbe | 3gZ | - | - | 3cJ+1115 | - | - |
| O | CYR | 92.800 | 4.00 | - | - | - | - | - | - | - | Vzqbpjfx | 3rK | - | - | 3zN+245 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | HVV | 651.000 | - | Njj | JJJ | - | - | - | - | - | Dvkxhtqi | 3zA | - | - | 3yV+122 | - | - |
| B | XZD | 70.490 | - | - | TT | - | - | - | - | - | Icjswhmi | 3xD | - | - | 3tQ+165 | - | - |
| J | WNF | 32.430 | - | - | Z | - | - | - | - | - | Txfkmoae | 3mS | - | - | 3cV+210 | - | - |
| A | WPB | 98.300 | - | - | LL- | - | - | - | - | - | Pfljscwf | 3kO | - | - | 3wU+620 | - | - |
| S | PMO | 68.300 | - | - | JJJ- | - | - | - | - | - | Hjuxbsnr | 3kM | - | - | 3xD+313 | - | - |
| W | JSA | 7.000 | - | Rqq | FFF | - | - | - | - | - | Lyjrfvch | 3yV | - | - | 3qW+75 | - | - |
| Fanufp | QLG | 23.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Swbhcq | NWK | 87.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| V-C | JWU | 52.000 | - | - | F | - | - | - | - | - | Lqckzlru | 3yH | - | - | 3zI+270 | - | - |
| L-R | ZVN | 20.000 | - | - | KKK- | - | - | - | - | - | Tbpflcrg | 3iT | - | - | 3dM+410 | - | - |
| U-Z | NGI | 96.500 | - | - | OO- | - | - | - | - | - | Pwfoksqq | 3vM | - | - | 3hO+660 | - | - |
| E-F | EHH | 680.000 | - | Xgg | NNN | - | - | - | - | - | Uhwedntn | 3kA | - | - | 3yK+132 | - | - |
| K-J | QIM | 97.000 | - | - | SS | - | - | - | - | - | Nfckzxqb | 3bM | - | - | 3lK+185 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-X | YLI | 83.500 | - | - | KK | - | - | - | - | - | Vsfytfkt | 3oY | - | - | 3iA+185 | - | - |
| J-W | BTR | 41.820 | - | - | PP- | - | - | - | - | - | Dzlwdsbz | 3mL | - | - | 3yB+750 | - | - |
| T-L | PPN | 49.500 | - | - | K | - | - | - | - | - | Kdrabtrk | 3kW | - | - | 3zS+270 | - | - |
| Zxmifk | KQP | 55.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Q-G | CFH | 48.650 | - | - | SSS | - | - | - | - | - | Eqvzqeiw | 3yU | - | - | 3hR+425 | - | - |
| J-D | OZU | 798.000 | - | Knn | DDD | - | - | - | - | - | Ekmdkwkg | 3wL | - | - | 3fZ+134 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | RBW | 385.000 | - | Ann | CCC | - | - | - | - | - | Zrtpzttg | 3eO | - | - | 3rT+160 | - | - |
| B-2 | MTG | 72.800 | - | Suu | MMM | - | - | - | - | - | Qcwqdcrx | 3yF | - | - | 3dI+158 | - | - |
| X | YXL | 64.150 | - | - | C | - | - | - | - | - | Pvfpafvx | 3pL | - | - | 3rU+352 | - | - |
| X | VJA | 73.000 | - | - | YYY | - | - | - | - | - | Efxejenl | 3tM | - | - | 3oS+430 | - | - |
| X | VMF | 33.300 | - | - | UU | - | - | - | - | - | Jzwutczx | 3tG | - | - | 3dH+647 | - | - |
| Tdelcn | FRZ | 55.610 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| U | ZVX | 11.000 | - | - | MM | - | - | - | - | - | Rrbrcoyo | 3iB | - | - | 3fO+251 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | LJC | 28.700 | - | - | ZZ | - | - | - | - | - | Tbewolhx | 3zT | - | - | 3bE+236 | - | - |
| D | NAQ | 41.000 | - | - | E | - | - | - | - | - | Mqpazmvu | 3vG | - | - | 3yX+345 | - | - |
| T | JVH | 13.600 | - | - | AA | - | - | - | - | - | Rkwkezvk | 3zN | - | - | 3eW+660 | - | - |
| W | LEE | 762.000 | - | Ouu | DDD | - | - | - | - | - | Cqjcextv | 3yS | - | - | 3qC+136 | - | - |
| U | VBL | 59.520 | - | - | FFF | - | - | - | - | - | Dveakqoi | 3zS | - | - | 3uC+450 | - | - |
| Dnzwuj | LJP | 89.490 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
W: Registration: 144K/Nlc X;
B: Registration: 144N/Yhr X;
D: Registration: 144C/Lda P;
U: Registration: 144P/Eet Z;
T: Registration: 144E/Gfk L;
Dnzwuj: Registration: 144J/Ysw Y;