| 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 |
|---|
| D-X | CAJ | 262.220 | 7.21 | - | WWW | - | - | - | 69.54% | - | Qrhvruvj | 3jR | - | 123 | 3zV+123 | - | 258.00000 |
| G | UNE | 9.180 | 3.99 | - | KKK | - | - | - | - | - | Qpkelvtl | 3xK | - | 90 | 3fL+90 | - | 946.00000 |
| X-O | COZ | 58.500 | 2.93 | - | TTT- | - | - | - | 99.10% | - | Xljoaumy | 3fE | - | 395 | 3vV+382 | - | 14.87300 |
| Q-S | CBV | 68.400 | 3.56 | - | HH- | - | - | - | 1.80% | - | Uuvqhqky | 3oG | - | 790 | 3gN+730 | - | 82.65970 |
| Z-T | FOB | 90.300 | 7.80 | - | P | - | - | - | 21.40% | - | Rlxhyizv | 3dZ | - | 260 | 3jE+260 | - | 897.00000 |
| G-M | FEF | 84.870 | 6.00 | - | KK | - | - | - | 70.70% | - | Bwxariug | 3lN | - | 190 | 3kP+190 | - | 439.00000 |
| Vqezfo | JAL | 37.300 | - | - | CQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Ttbty. Qot Npyy Ntutowm 2.00
Reinvestment Period (YRS)
3.1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | AAY | 48.100 | 2.00 | - | - | - | - | - | - | - | Kxubaema | 3uT | - | - | 3tL+205 | - | - |
| M | QLR | 5.700 | 5.00 | Ess | - | - | - | - | - | - | Cswyyvcp | 3aH | - | - | 3xP+75 | - | - |
| A | EYG | 99.300 | 7.00 | - | - | - | - | - | - | - | Peqaojlb | 3wI | - | - | 3kK+245 | - | - |
| E | MJJ | 29.700 | 5.00 | - | - | - | - | - | - | - | Ffhsqped | 3zD | - | - | 3jI+635 | - | - |
| Fgs Sktu | KHE | 71.300 | 7.00 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| M | LAH | 667.000 | 8.00 | Pmm | - | - | - | - | - | - | Tfouypdo | 3rB | - | - | 3yY+1115 | - | - |
| K | NGT | 72.100 | 6.00 | - | - | - | - | - | - | - | Setosftq | 3aU | - | - | 3wY+324 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | AHD | 60.430 | - | - | UU | - | - | - | - | - | Sjjhzbzf | 3bH | - | - | 3vN+165 | - | - |
| F | ESJ | 59.600 | - | - | EE- | - | - | - | - | - | Grpjsixd | 3fZ | - | - | 3fG+620 | - | - |
| A | ESR | 75.900 | - | - | LLL- | - | - | - | - | - | Wkhqvpnr | 3gF | - | - | 3bJ+313 | - | - |
| C | MAL | 998.000 | - | Gmm | NNN | - | - | - | - | - | Vfeeqjig | 3zB | - | - | 3jY+122 | - | - |
| Q | ITX | 11.440 | - | - | L | - | - | - | - | - | Aorcozwv | 3sE | - | - | 3vL+210 | - | - |
| Escekc | GAS | 49.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| M | HOK | 3.000 | - | Zww | ZZZ | - | - | - | - | - | Adlajwdw | 3pO | - | - | 3uJ+75 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Toavik | LEN | 17.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| N-D | LEO | 81.000 | - | - | E | - | - | - | - | - | Veectafz | 3uD | - | - | 3hV+270 | - | - |
| P-X | IGM | 492.000 | - | Oyy | SSS | - | - | - | - | - | Mqndjcin | 3uH | - | - | 3oU+132 | - | - |
| J-N | TNC | 95.200 | - | - | NN- | - | - | - | - | - | Mxwarlbz | 3aT | - | - | 3aH+660 | - | - |
| C-N | BNP | 38.000 | - | - | YY | - | - | - | - | - | Fpfvwibd | 3cW | - | - | 3yF+185 | - | - |
| M-H | UPU | 92.000 | - | - | PPP- | - | - | - | - | - | Cbtpfwth | 3hF | - | - | 3fY+410 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-F | HXT | 60.300 | - | - | F | - | - | - | - | - | Ebssoftr | 3aJ | - | - | 3wM+270 | - | - |
| Fdgjjr | YKE | 66.910 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| C-C | ERV | 92.100 | - | - | PP | - | - | - | - | - | Pvlcuksl | 3xG | - | - | 3uT+185 | - | - |
| A-A | MUC | 53.740 | - | - | XX- | - | - | - | - | - | Yhrskjte | 3gS | - | - | 3fP+750 | - | - |
| E-I | UOT | 607.000 | - | Ujj | SSS | - | - | - | - | - | Kexapdas | 3aV | - | - | 3vR+134 | - | - |
| U-G | PQR | 46.590 | - | - | III | - | - | - | - | - | Uszfxlaw | 3oY | - | - | 3lM+425 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | LIA | 250.000 | - | Sjj | XXX | - | - | - | - | - | Vumcqqzj | 3xZ | - | - | 3cL+160 | - | - |
| I-2 | KFT | 18.900 | - | Uuu | MMM | - | - | - | - | - | Wfdjmwrm | 3eQ | - | - | 3hP+158 | - | - |
| K | XND | 29.700 | - | - | LL | - | - | - | - | - | Acvxyidz | 3fD | - | - | 3jA+647 | - | - |
| G | FPU | 69.830 | - | - | L | - | - | - | - | - | Cpsaekia | 3lT | - | - | 3cM+352 | - | - |
| Ghqjct | QCB | 79.260 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| S | CYK | 95.000 | - | - | SSS | - | - | - | - | - | Mqpdsujc | 3qJ | - | - | 3xF+430 | - | - |
| M | HVT | 61.000 | - | - | BB | - | - | - | - | - | Nqfexqeb | 3oV | - | - | 3wB+251 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Tqlnrk | GYF | 33.130 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| B | KWT | 31.640 | - | - | AA | - | - | - | - | - | Vmclqdbn | 3lS | - | - | 3zC+236 | - | - |
| O | EGN | 83.700 | - | - | VV | - | - | - | - | - | Efbxiaei | 3lU | - | - | 3bE+660 | - | - |
| I | GUT | 37.000 | - | - | O | - | - | - | - | - | Pezxcxxp | 3iI | - | - | 3hO+345 | - | - |
| W | FXT | 92.670 | - | - | XXX | - | - | - | - | - | Ilmjveic | 3gQ | - | - | 3aA+450 | - | - |
| P | FIY | 904.000 | - | Yhh | GGG | - | - | - | - | - | Efsaaajd | 3jV | - | - | 3eG+136 | - | - |
Tranche Comments
P: Registration: 144A/Maw Y;
B: Registration: 144X/Dwn E;
I: Registration: 144X/Gyx G;
W: Registration: 144H/Jmw A;
O: Registration: 144I/Huq F;
Tqlnrk: Registration: 144X/Whr X;