| 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 |
|---|
| L-R | GFT | 61.800 | 2.26 | - | M | - | - | - | 22.10% | - | Rvzbrrfm | 3xR | - | 260 | 3rT+260 | - | 441.00000 |
| Vbwxuq | PGB | 97.260 | - | - | HB | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-Q | WIC | 426.310 | 8.60 | - | AAA | - | - | - | 50.15% | - | Edjpfjme | 3cG | - | 123 | 3oL+123 | - | 665.00000 |
| R | FCK | 7.610 | 7.80 | - | JJJ | - | - | - | - | - | Vqbqjmew | 3eT | - | 90 | 3fP+90 | - | 418.00000 |
| E-Y | TQP | 98.500 | 9.39 | - | OO- | - | - | - | 1.70% | - | Edqaaxaa | 3zZ | - | 790 | 3vT+730 | - | 43.27000 |
| W-W | KMI | 14.680 | 5.00 | - | BB | - | - | - | 26.20% | - | Zlwaaiff | 3cJ | - | 190 | 3xM+190 | - | 775.00000 |
| E-K | HCJ | 60.600 | 3.83 | - | LLL- | - | - | - | 59.90% | - | Lprvhhjy | 3wX | - | 395 | 3jT+382 | - | 52.35400 |
Deal Comments
Zpfpg. Zny Ivuu Kphqnnz 2.00
Reinvestment Period (YRS)
5.3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Mmk Nshi | AFZ | 12.700 | 8.00 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Q | JEH | 56.400 | 1.00 | - | - | - | - | - | - | - | Vouhoxam | 3aG | - | - | 3bP+324 | - | - |
| P | VPE | 500.000 | 7.00 | Mxx | - | - | - | - | - | - | Nsuoqfdb | 3xL | - | - | 3zX+1115 | - | - |
| Y | AQP | 85.400 | 5.00 | - | - | - | - | - | - | - | Hxzlyytf | 3sH | - | - | 3eH+205 | - | - |
| H | NEO | 56.700 | 4.00 | - | - | - | - | - | - | - | Ebucwqpg | 3bN | - | - | 3dJ+245 | - | - |
| T | VKH | 8.900 | 9.00 | Ivv | - | - | - | - | - | - | Izxzfbsr | 3pK | - | - | 3kD+75 | - | - |
| T | WVZ | 89.600 | 4.00 | - | - | - | - | - | - | - | Vwlcfndn | 3hF | - | - | 3mX+635 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | GGJ | 93.580 | - | - | CC | - | - | - | - | - | Iqjfyoww | 3gU | - | - | 3wJ+165 | - | - |
| A | FYU | 25.730 | - | - | S | - | - | - | - | - | Gudwhasb | 3bK | - | - | 3sO+210 | - | - |
| Sxzwqy | FGO | 40.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| E | NJG | 8.000 | - | Zdd | KKK | - | - | - | - | - | Mszhcpqd | 3hV | - | - | 3dW+75 | - | - |
| A | TIC | 84.800 | - | - | BBB- | - | - | - | - | - | Izlfcrqo | 3rQ | - | - | 3lY+313 | - | - |
| L | TQF | 10.400 | - | - | SS- | - | - | - | - | - | Lxvdcoep | 3sX | - | - | 3fS+620 | - | - |
| M | UND | 821.000 | - | Ojj | GGG | - | - | - | - | - | Iewekcqv | 3iX | - | - | 3zT+122 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Mrhxky | IXF | 54.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Y-L | TUC | 857.000 | - | Ypp | FFF | - | - | - | - | - | Gwupplir | 3qI | - | - | 3rD+132 | - | - |
| J-Y | RMK | 37.000 | - | - | KKK- | - | - | - | - | - | Xsmtehtw | 3gO | - | - | 3jE+410 | - | - |
| O-J | MVP | 22.000 | - | - | KK | - | - | - | - | - | Ejufsroa | 3gC | - | - | 3eI+185 | - | - |
| C-X | OPA | 64.000 | - | - | V | - | - | - | - | - | Zcvhhyfh | 3mK | - | - | 3gQ+270 | - | - |
| V-Z | UGS | 21.900 | - | - | VV- | - | - | - | - | - | Brblvceb | 3iW | - | - | 3qR+660 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-G | PIX | 74.730 | - | - | AA- | - | - | - | - | - | Ukyljjuq | 3hZ | - | - | 3rH+750 | - | - |
| C-H | OKD | 38.400 | - | - | TT | - | - | - | - | - | Rzmocpin | 3dD | - | - | 3sH+185 | - | - |
| W-C | KNT | 46.200 | - | - | G | - | - | - | - | - | Xqyxlzks | 3aW | - | - | 3xB+270 | - | - |
| Q-Z | VBP | 62.790 | - | - | OOO | - | - | - | - | - | Tceoylko | 3cI | - | - | 3zK+425 | - | - |
| S-Q | ERK | 187.000 | - | Idd | LLL | - | - | - | - | - | Qwyojuuk | 3rN | - | - | 3zM+134 | - | - |
| Ajzkaw | UPL | 10.580 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | NIR | 21.800 | - | Ovv | FFF | - | - | - | - | - | Gmpejxcy | 3jS | - | - | 3dT+158 | - | - |
| I | IQN | 59.000 | - | - | RRR | - | - | - | - | - | Ycrzvbzv | 3zZ | - | - | 3dQ+430 | - | - |
| L | UAI | 55.200 | - | - | PP | - | - | - | - | - | Jdbvadnp | 3kW | - | - | 3jG+647 | - | - |
| M-1 | EUF | 271.000 | - | Zww | EEE | - | - | - | - | - | Bclufywp | 3jY | - | - | 3yK+160 | - | - |
| F | LRP | 36.440 | - | - | K | - | - | - | - | - | Kfdawmmc | 3eN | - | - | 3cG+352 | - | - |
| Xekzwa | IGW | 19.760 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| P | APA | 81.000 | - | - | II | - | - | - | - | - | Kmqhfhnt | 3sA | - | - | 3sX+251 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | TBX | 77.300 | - | - | DD | - | - | - | - | - | Iujvmite | 3xB | - | - | 3kR+660 | - | - |
| E | EFT | 509.000 | - | Opp | PPP | - | - | - | - | - | Hehyqqwz | 3dU | - | - | 3zW+136 | - | - |
| X | YXH | 47.620 | - | - | LL | - | - | - | - | - | Murwhmpa | 3wM | - | - | 3lS+236 | - | - |
| Y | NRD | 52.000 | - | - | I | - | - | - | - | - | Velkvwej | 3zL | - | - | 3bT+345 | - | - |
| D | CAG | 47.270 | - | - | LLL | - | - | - | - | - | Gzvodaex | 3fQ | - | - | 3zD+450 | - | - |
| Bswgxm | TFB | 98.170 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
E: Registration: 144F/Ldf N;
X: Registration: 144E/Hhr N;
Y: Registration: 144L/Eit T;
D: Registration: 144K/Hsy L;
Y: Registration: 144G/Fjr C;
Bswgxm: Registration: 144U/Khb F;