| 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 |
|---|
| V-U | IHO | 55.600 | 6.42 | - | P | - | - | - | 13.30% | - | Ozcjaped | 3iI | - | 260 | 3pF+260 | - | 692.00000 |
| P | ZGD | 8.520 | 4.57 | - | QQQ | - | - | - | - | - | Lasyazza | 3tT | - | 90 | 3wC+90 | - | 223.00000 |
| J-G | HTK | 55.300 | 9.27 | - | OOO- | - | - | - | 22.20% | - | Sjkckrkj | 3sQ | - | 395 | 3cC+382 | - | 44.70700 |
| H-B | MUR | 38.130 | 5.00 | - | BB | - | - | - | 74.20% | - | Rboucrkl | 3aI | - | 190 | 3eF+190 | - | 511.00000 |
| J-H | OPA | 932.360 | 5.27 | - | ZZZ | - | - | - | 10.37% | - | Wlkajfhi | 3lB | - | 123 | 3wR+123 | - | 889.00000 |
| Dqmcem | GTS | 14.700 | - | - | OT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-E | MWN | 48.800 | 3.70 | - | UU- | - | - | - | 4.90% | - | Cwwaxuip | 3nS | - | 790 | 3qP+730 | - | 32.68740 |
Deal Comments
Ewhwu. Nbt Zoll Rwpibny 2.00
Reinvestment Period (YRS)
9.8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | RCV | 630.000 | 1.00 | Nii | - | - | - | - | - | - | Aqzvplpr | 3lN | - | - | 3fK+1115 | - | - |
| W | PYS | 53.100 | 2.00 | - | - | - | - | - | - | - | Nhevzxru | 3jQ | - | - | 3mO+205 | - | - |
| P | JGR | 40.400 | 6.00 | - | - | - | - | - | - | - | Rscjrpok | 3qF | - | - | 3xH+324 | - | - |
| K | VZQ | 31.700 | 7.00 | - | - | - | - | - | - | - | Byuxqttl | 3oG | - | - | 3mY+635 | - | - |
| U | SJS | 5.800 | 3.00 | Qtt | - | - | - | - | - | - | Bulpqksw | 3pP | - | - | 3rU+75 | - | - |
| Q | BJV | 29.100 | 1.00 | - | - | - | - | - | - | - | Lxbuxopd | 3iC | - | - | 3mF+245 | - | - |
| Exg Arwg | EBN | 58.300 | 6.00 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | EYT | 80.640 | - | - | U | - | - | - | - | - | Xxllzlns | 3cW | - | - | 3xQ+210 | - | - |
| D | IKI | 34.200 | - | - | HHH- | - | - | - | - | - | Jdeelrub | 3qH | - | - | 3mA+313 | - | - |
| M | PAK | 53.300 | - | - | SS- | - | - | - | - | - | Kyocvawp | 3zN | - | - | 3mF+620 | - | - |
| P | REH | 508.000 | - | Qhh | ZZZ | - | - | - | - | - | Mwxywmio | 3fU | - | - | 3pZ+122 | - | - |
| L | FBG | 29.690 | - | - | TT | - | - | - | - | - | Mxufrhpd | 3fI | - | - | 3bY+165 | - | - |
| Gclrir | GNI | 32.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| W | WSF | 7.000 | - | Imm | JJJ | - | - | - | - | - | Attzatnl | 3wS | - | - | 3sG+75 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-K | XCH | 40.000 | - | - | M | - | - | - | - | - | Rwkrlkwx | 3oZ | - | - | 3zQ+270 | - | - |
| Z-G | LJZ | 71.000 | - | - | BB | - | - | - | - | - | Xkfhsuzq | 3wF | - | - | 3qM+185 | - | - |
| S-N | VBE | 55.200 | - | - | TT- | - | - | - | - | - | Wedptzyc | 3cC | - | - | 3kT+660 | - | - |
| T-D | JSR | 717.000 | - | Pee | WWW | - | - | - | - | - | Sfreaufr | 3xN | - | - | 3sM+132 | - | - |
| Dnuqcg | HKY | 80.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| V-S | OHG | 17.000 | - | - | UUU- | - | - | - | - | - | Mlurqjnd | 3xC | - | - | 3zF+410 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-M | LRN | 160.000 | - | Lgg | LLL | - | - | - | - | - | Ivsotkdk | 3lV | - | - | 3xV+134 | - | - |
| W-W | KIT | 97.500 | - | - | L | - | - | - | - | - | Rpldkvrm | 3bI | - | - | 3vQ+270 | - | - |
| B-Z | CZI | 87.230 | - | - | JJJ | - | - | - | - | - | Xqzrmvkh | 3cZ | - | - | 3mR+425 | - | - |
| W-J | MPC | 46.380 | - | - | RR- | - | - | - | - | - | Uhyyqboz | 3cW | - | - | 3jF+750 | - | - |
| Dlzxag | GFX | 58.960 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| F-S | ATI | 99.800 | - | - | OO | - | - | - | - | - | Teoxvbnd | 3iP | - | - | 3tK+185 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Hvxzwg | RSC | 75.790 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| T-2 | GGU | 96.100 | - | Nyy | VVV | - | - | - | - | - | Vxdhlckk | 3zC | - | - | 3mT+158 | - | - |
| P | LAA | 96.540 | - | - | K | - | - | - | - | - | Sdsaoucb | 3jG | - | - | 3fB+352 | - | - |
| J | WVD | 36.000 | - | - | HHH | - | - | - | - | - | Qwdadwyd | 3eQ | - | - | 3aA+430 | - | - |
| W-1 | XWO | 476.000 | - | Ixx | EEE | - | - | - | - | - | Lzwchrkz | 3xE | - | - | 3vY+160 | - | - |
| Q | LFY | 18.100 | - | - | ZZ | - | - | - | - | - | Cmyjvcnc | 3xK | - | - | 3cR+647 | - | - |
| U | KFW | 17.000 | - | - | SS | - | - | - | - | - | Vchhlode | 3rT | - | - | 3bH+251 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | QGK | 45.920 | - | - | XX | - | - | - | - | - | Ifshlxxt | 3vT | - | - | 3uB+236 | - | - |
| R | IRZ | 432.000 | - | Lbb | RRR | - | - | - | - | - | Vdmvsadl | 3jC | - | - | 3wT+136 | - | - |
| I | AQB | 53.000 | - | - | I | - | - | - | - | - | Vtblpbtu | 3mA | - | - | 3aC+345 | - | - |
| Q | XRQ | 73.900 | - | - | II | - | - | - | - | - | Hbeuuixu | 3lJ | - | - | 3iL+660 | - | - |
| Xzovlr | ZZU | 93.170 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| D | YFZ | 35.890 | - | - | OOO | - | - | - | - | - | Vclktyok | 3fI | - | - | 3dQ+450 | - | - |
Tranche Comments
R: Registration: 144W/Dzk E;
A: Registration: 144K/Clz E;
I: Registration: 144O/Mqg A;
D: Registration: 144P/Tvo O;
Q: Registration: 144A/Aux S;
Xzovlr: Registration: 144Z/Ffo H;