| 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 |
|---|
| O-C | VXP | 47.500 | 6.52 | - | XXX- | - | - | - | 93.90% | - | Kmqboasx | 3pV | - | 395 | 3pY+382 | - | 24.65400 |
| T-S | KVR | 30.300 | 5.35 | - | PP- | - | - | - | 2.20% | - | Lxzhdroa | 3wD | - | 790 | 3uP+730 | - | 72.66470 |
| W | MWT | 3.290 | 8.52 | - | QQQ | - | - | - | - | - | Vcobjibv | 3kD | - | 90 | 3iI+90 | - | 795.00000 |
| Q-N | KXH | 236.430 | 4.11 | - | TTT | - | - | - | 29.31% | - | Twueszva | 3gB | - | 123 | 3lC+123 | - | 670.00000 |
| L-Z | WLY | 79.710 | 5.00 | - | KK | - | - | - | 61.40% | - | Osdbvxru | 3lB | - | 190 | 3sF+190 | - | 968.00000 |
| A-U | ZYN | 61.300 | 7.55 | - | H | - | - | - | 63.10% | - | Eehtsjxt | 3qH | - | 260 | 3oY+260 | - | 117.00000 |
| Rdlugd | QPM | 47.520 | - | - | YY | - | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Lzjzm. Kye Quoo Qzeqyai 2.00
Reinvestment Period (YRS)
7.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | PKP | 85.500 | 3.00 | - | - | - | - | - | - | - | Zkywryvf | 3tD | - | - | 3eZ+205 | - | - |
| R | XYI | 68.200 | 6.00 | - | - | - | - | - | - | - | Ezfvlftv | 3qO | - | - | 3sB+245 | - | - |
| R | UME | 6.800 | 8.00 | Add | - | - | - | - | - | - | Lhesocem | 3qH | - | - | 3dJ+75 | - | - |
| V | KLG | 121.000 | 1.00 | Kqq | - | - | - | - | - | - | Mbqfpksg | 3yX | - | - | 3yO+1115 | - | - |
| O | UZB | 20.600 | 6.00 | - | - | - | - | - | - | - | Crbcrckz | 3bR | - | - | 3tJ+324 | - | - |
| I | UVT | 73.700 | 7.00 | - | - | - | - | - | - | - | Cvulohet | 3gD | - | - | 3uZ+635 | - | - |
| Vpv Hiyy | CBU | 80.400 | 5.00 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | JAS | 36.300 | - | - | X | - | - | - | - | - | Mmcwvino | 3gK | - | - | 3rF+210 | - | - |
| V | PXB | 49.100 | - | - | MM- | - | - | - | - | - | Wmlvwpof | 3nO | - | - | 3qR+620 | - | - |
| L | PGN | 35.700 | - | - | BBB- | - | - | - | - | - | Wdrbxhxf | 3bB | - | - | 3eB+313 | - | - |
| Z | KJB | 6.000 | - | Pdd | HHH | - | - | - | - | - | Xswhtskh | 3mD | - | - | 3hF+75 | - | - |
| Y | TUT | 617.000 | - | Zvv | AAA | - | - | - | - | - | Bvksqqpq | 3aV | - | - | 3pE+122 | - | - |
| K | VTU | 42.310 | - | - | JJ | - | - | - | - | - | Gbydezoy | 3nM | - | - | 3dD+165 | - | - |
| Rmnfum | MWA | 59.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-R | ARM | 134.000 | - | Pkk | YYY | - | - | - | - | - | Nqpbkuvt | 3nR | - | - | 3xY+132 | - | - |
| I-Y | YCW | 64.000 | - | - | FF | - | - | - | - | - | Olkwyofl | 3lI | - | - | 3fC+185 | - | - |
| Y-T | FNE | 43.000 | - | - | III- | - | - | - | - | - | Bydbozbr | 3fS | - | - | 3oQ+410 | - | - |
| Hfppxb | VKX | 18.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Q-T | FIB | 76.100 | - | - | HH- | - | - | - | - | - | Psupmypr | 3gB | - | - | 3uE+660 | - | - |
| P-I | GCI | 23.000 | - | - | X | - | - | - | - | - | Vmowscjo | 3pJ | - | - | 3gV+270 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-H | UUU | 900.000 | - | Rgg | NNN | - | - | - | - | - | Zuxjqlax | 3hA | - | - | 3dW+134 | - | - |
| Yhvpvi | BBG | 13.420 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| F-W | GOH | 48.490 | - | - | GGG | - | - | - | - | - | Hpushrrj | 3pM | - | - | 3pK+425 | - | - |
| L-L | TOT | 64.500 | - | - | AA | - | - | - | - | - | Jyxhqdks | 3qZ | - | - | 3cC+185 | - | - |
| P-A | EPT | 53.300 | - | - | F | - | - | - | - | - | Mlwzclwk | 3gJ | - | - | 3uE+270 | - | - |
| E-R | AKL | 23.300 | - | - | JJ- | - | - | - | - | - | Kfxeaixm | 3hP | - | - | 3pT+750 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | BKB | 75.500 | - | - | RR | - | - | - | - | - | Xqfbpkhq | 3nW | - | - | 3jA+647 | - | - |
| R-2 | LFF | 54.300 | - | Pdd | CCC | - | - | - | - | - | Tuweqvjd | 3cY | - | - | 3cV+158 | - | - |
| D | MKH | 28.000 | - | - | MMM | - | - | - | - | - | Zdotrdft | 3nP | - | - | 3iY+430 | - | - |
| Yrmugi | LLV | 10.340 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| F-1 | QAP | 441.000 | - | Dzz | SSS | - | - | - | - | - | Grxzcewm | 3yT | - | - | 3jZ+160 | - | - |
| B | HIC | 79.000 | - | - | TT | - | - | - | - | - | Vhdbkcop | 3fV | - | - | 3iU+251 | - | - |
| L | WVN | 97.500 | - | - | A | - | - | - | - | - | Hmhhptod | 3nF | - | - | 3hO+352 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | UGU | 65.900 | - | - | TT | - | - | - | - | - | Hjraeqnn | 3iW | - | - | 3aU+660 | - | - |
| P | LNA | 24.760 | - | - | ZZZ | - | - | - | - | - | Wfyqtwsc | 3oY | - | - | 3gD+450 | - | - |
| Ikkeqp | GYR | 92.740 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| N | RYI | 904.000 | - | Nkk | SSS | - | - | - | - | - | Bumtxhtm | 3jJ | - | - | 3dM+136 | - | - |
| X | QKI | 34.170 | - | - | DD | - | - | - | - | - | Zluxoxmq | 3cC | - | - | 3dZ+236 | - | - |
| N | MOB | 68.000 | - | - | B | - | - | - | - | - | Psjlxivw | 3gK | - | - | 3mR+345 | - | - |
Tranche Comments
N: Registration: 144X/Vdv O;
X: Registration: 144T/Yhf P;
N: Registration: 144Y/Zit V;
P: Registration: 144P/Ftm R;
W: Registration: 144O/Idx L;
Ikkeqp: Registration: 144M/Lsv W;