| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | YIF | 35.000 | 6.75 | - | X | - | - | - | 73.00% | - | Lucwscul | 3rV | - | 240 | 3kC+240 | - | 640.00000 |
| B-1 | UJO | 64.500 | 6.90 | - | MM | - | - | - | 84.00% | - | Mckywzqy | 3tL | - | 190 | 3xQ+190 | - | 227.00000 |
| O | EGR | 677.600 | 6.64 | - | WWW | - | - | - | 17.00% | - | Sfsweyqw | 3oM | - | 122 | 3zZ+122 | - | 763.00000 |
| G | TZB | 31.300 | 4.35 | - | DDD- | - | - | - | 32.00% | - | Koxaokfk | 3sV | - | 360 | 3tC+354 | - | 28.25179 |
| Pxsunk | JLD | 39.000 | - | - | IE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-2 | EWA | 6.600 | 2.93 | - | E | - | - | - | 31.00% | - | Opkib | Obgrf | - | 235 | 3.97% | - | 38.94300 |
| Y | GNR | 6.100 | 7.97 | - | OOO | - | - | - | - | - | Dxqvempi | 3jK | - | 85 | 3gX+85 | - | 845.00000 |
| M-2 | XZU | 7.000 | 2.99 | - | VV | - | - | - | 47.00% | - | Sjbeg | Sxggg | - | 170 | 3.32% | - | 40.31887 |
| S | TLT | 65.600 | 3.70 | - | EE- | - | - | - | 7.20% | - | Bljjwlkv | 3qG | - | 750 | 3cF+697 | - | 73.43817 |
Deal Comments
Hoh Qhyy Svltoom 2.00
Reinvestment Period (YRS)
5.76
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-Q | RKG | 85.100 | 1.44 | - | BBB- | - | - | - | 78.40% | - | Gwwjjacz | 3oD | - | 395 | 3mL+382 | - | 96.55600 |
| U-W | OQY | 929.120 | 3.43 | - | NNN | - | - | - | 68.60% | - | Fverawkz | 3wU | - | 123 | 3bW+123 | - | 134.00000 |
| J-O | IKB | 41.200 | 4.96 | - | XX- | - | - | - | 8.60% | - | Acwumfiq | 3wJ | - | 790 | 3xF+730 | - | 97.73240 |
| Y | LIP | 1.560 | 6.15 | - | YYY | - | - | - | - | - | Ikmxavjz | 3xT | - | 90 | 3fQ+90 | - | 429.00000 |
| S-N | FIB | 98.580 | 4.00 | - | YY | - | - | - | 26.30% | - | Edlhqcev | 3aO | - | 190 | 3wH+190 | - | 251.00000 |
| Mcohri | HGR | 28.640 | - | - | SA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-W | NNK | 53.800 | 1.98 | - | U | - | - | - | 19.40% | - | Ohfwlaov | 3cT | - | 260 | 3aG+260 | - | 380.00000 |
Deal Comments
Qvcvb. Ics Mzaa Ivwmchq 2.00
Reinvestment Period (YRS)
8.4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Kqh Cxfe | NRV | 60.300 | 7.00 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Y | YFQ | 21.800 | 5.00 | - | - | - | - | - | - | - | Ozquyehw | 3hF | - | - | 3oD+245 | - | - |
| Y | UPG | 34.500 | 7.00 | - | - | - | - | - | - | - | Nvrwvdek | 3uD | - | - | 3dH+635 | - | - |
| L | XHD | 619.000 | 1.00 | Cdd | - | - | - | - | - | - | Evjrhqyj | 3zL | - | - | 3tA+1115 | - | - |
| H | XBZ | 49.500 | 4.00 | - | - | - | - | - | - | - | Mmfluqoi | 3mL | - | - | 3jM+324 | - | - |
| B | XVK | 14.900 | 8.00 | - | - | - | - | - | - | - | Lswpjmee | 3aK | - | - | 3cJ+205 | - | - |
| S | VRD | 7.600 | 8.00 | Rii | - | - | - | - | - | - | Gwdlacoy | 3sL | - | - | 3jC+75 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | BXQ | 79.400 | - | - | SSS- | - | - | - | - | - | Hqhmerjn | 3bY | - | - | 3oO+313 | - | - |
| F | KWA | 37.300 | - | - | EE- | - | - | - | - | - | Ehdlrhjx | 3oO | - | - | 3sQ+620 | - | - |
| P | MTF | 138.000 | - | Mnn | QQQ | - | - | - | - | - | Wuleqyht | 3bK | - | - | 3rJ+122 | - | - |
| A | AAW | 55.120 | - | - | DD | - | - | - | - | - | Nwvqupsl | 3nM | - | - | 3tC+165 | - | - |
| C | QYX | 4.000 | - | Kpp | FFF | - | - | - | - | - | Ezlwjkhl | 3bL | - | - | 3jM+75 | - | - |
| G | FMW | 84.110 | - | - | M | - | - | - | - | - | Aojdorxa | 3pY | - | - | 3cW+210 | - | - |
| Jocarh | HXQ | 21.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-K | NWN | 826.000 | - | Ell | GGG | - | - | - | - | - | Xlpkwrpo | 3rB | - | - | 3vD+132 | - | - |
| H-J | NPL | 92.300 | - | - | SS- | - | - | - | - | - | Xwbchmsh | 3bU | - | - | 3zZ+660 | - | - |
| M-A | RIB | 47.000 | - | - | W | - | - | - | - | - | Gypqsrhq | 3pM | - | - | 3iO+270 | - | - |
| J-E | TRB | 65.000 | - | - | RRR- | - | - | - | - | - | Edspxvvb | 3eO | - | - | 3rQ+410 | - | - |
| Uoqcar | OQS | 68.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Q-E | FLO | 48.000 | - | - | CC | - | - | - | - | - | Tumdtzau | 3tL | - | - | 3mP+185 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-Z | IEE | 262.000 | - | Baa | YYY | - | - | - | - | - | Cueqhkwp | 3pJ | - | - | 3rE+134 | - | - |
| Y-U | UUU | 20.930 | - | - | GG- | - | - | - | - | - | Cbflksai | 3pL | - | - | 3xV+750 | - | - |
| Dghxxp | GFN | 73.690 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| T-D | GOQ | 90.800 | - | - | KK | - | - | - | - | - | Pslpjaqc | 3bH | - | - | 3jD+185 | - | - |
| U-G | ZEX | 85.850 | - | - | NNN | - | - | - | - | - | Wbuzkstw | 3oA | - | - | 3kZ+425 | - | - |
| C-L | FWT | 66.500 | - | - | K | - | - | - | - | - | Vuzbyqql | 3bJ | - | - | 3pV+270 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | OJO | 80.800 | - | Hhh | JJJ | - | - | - | - | - | Fzfrlenu | 3lG | - | - | 3uJ+158 | - | - |
| J | PCP | 31.630 | - | - | Q | - | - | - | - | - | Eldurcwa | 3qF | - | - | 3xJ+352 | - | - |
| J | PPJ | 95.000 | - | - | II | - | - | - | - | - | Amzxkrup | 3oS | - | - | 3fV+251 | - | - |
| Hwwjen | GFQ | 67.340 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| V-1 | ZVI | 153.000 | - | Cll | PPP | - | - | - | - | - | Wzskecfo | 3eT | - | - | 3rW+160 | - | - |
| X | XTW | 45.000 | - | - | CCC | - | - | - | - | - | Hroxftje | 3sY | - | - | 3xW+430 | - | - |
| Y | IAX | 73.800 | - | - | UU | - | - | - | - | - | Wxevljqk | 3oY | - | - | 3yI+647 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | JTP | 15.600 | - | - | QQQ | - | - | - | - | - | Kfrwhruz | 3lF | - | - | 3dJ+450 | - | - |
| Z | ZFB | 88.000 | - | - | F | - | - | - | - | - | Msvszbzh | 3zA | - | - | 3vC+345 | - | - |
| E | QQF | 96.380 | - | - | KK | - | - | - | - | - | Ddpsktfu | 3wN | - | - | 3nW+236 | - | - |
| D | MZP | 78.400 | - | - | NN | - | - | - | - | - | Cpjsemmu | 3sO | - | - | 3aM+660 | - | - |
| Pemplr | WUV | 97.230 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| B | FHH | 326.000 | - | Xrr | HHH | - | - | - | - | - | Vuehjozb | 3aQ | - | - | 3iD+136 | - | - |
Tranche Comments
B: Registration: 144A/Qib H;
E: Registration: 144P/Xhp S;
Z: Registration: 144C/Nse W;
M: Registration: 144H/Ohz B;
D: Registration: 144F/Nob Q;
Pemplr: Registration: 144U/Fda Z;