| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | QYF | 59.000 | 8.86 | Ng2 | - | - | - | - | 55.92% | - | - | - | - | - | - | - | Retained |
| H-1 | OLC | 71.000 | 9.90 | F2 | - | - | - | - | 71.80% | - | - | - | - | - | - | - | Retained |
| L-Q | ZHO | 370.000 | 3.38 | Ann | KKK | - | - | - | 65.36% | - | Heshpmyj | 3cZ | - | 108 | 3eK+108 | - | 834.00000 |
| Cgpnvy | AET | 254.540 | - | WJ | LJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-2 | CHC | 48.000 | 8.70 | E2 | - | - | - | - | 10.17% | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-Q: Registration: 144F/Vnj H;
J: Registration: 144D/Iiz B; Comments: Sov Vbhwmrmawmg;
H-1: Registration: 144M/Pjn U; Comments: Eum Aupursrvurx;
T-2: Registration: 144B/Bvj W; Comments: Sso Cxqpxbxlpxy;
Cgpnvy: Registration: 144P/Qqy E;
Deal Comments
Dqjqhqv Bivhqqqvhqw. Meq-Uqvv Dijheq (E-B)g 1.19
Reinvestment Period (YRS)
6.98
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | VYY | 43.700 | - | Aqq | - | - | - | - | - | - | Nvvdaepk | 3uG | - | - | 3jP+145 | - | - |
| Rus Kkts | MIU | 916.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| V-1 | XJP | 108.000 | - | Rmm | SSS | - | - | - | - | - | Vruozscc | 3mW | - | - | 3lE+118 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-B | HOJ | 918.000 | - | Aaa | DDD | - | - | - | - | - | Qwcravkh | 3qP | - | - | 3cZ+115 | - | - |
| E-K | LFZ | 44.000 | - | - | H | - | - | - | - | - | Kyyqbqzr | 3uD | - | - | 3dH+235 | - | - |
| A-N | BOU | 23.000 | - | - | EE | - | - | - | - | - | Jvyzbfwn | 3sZ | - | - | 3eT+170 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | FTY | 320.000 | - | Vaa | YYY | - | - | - | - | - | Vuefpjrj | 3kH | - | - | 3kP+141 | - | - |
| L-1 | GHC | 47.000 | - | S2 | - | - | - | - | - | - | Rznrl | - | - | - | 0.047% | - | - |
| U | WUP | 79.000 | - | Hp2 | - | - | - | - | - | - | Jdscawjb | 3iB | - | - | 3zK+200 | - | - |
| L-2 | RQM | 42.000 | - | K2 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Ooavnf | NYO | 990.790 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | GTW | 32.000 | - | - | K | - | - | - | - | - | Lymcemmp | 3mH | - | - | 3bB+400 | - | - |
| Z | QJT | 651.700 | - | Tss | RRR | - | - | - | - | - | Bhmqzolm | 3rM | - | - | 3qM+158 | - | - |
| Q-2 | YIQ | 15.700 | - | - | DD | - | - | - | - | - | Ohrlmxzc | 3bF | - | - | 3dD+250 | - | - |
| C-1 | JMC | 48.900 | - | - | O | - | - | - | - | - | Iuqjjoek | 3iJ | - | - | 3vC+400 | - | - |
| H-1 | URC | 33.000 | - | - | MM | - | - | - | - | - | Idsbscdk | 3aE | - | - | 3qO+250 | - | - |
| Cjegrk | ZZW | 75.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | QTB | 556.000 | - | Hqq | XXX | - | - | - | - | - | Rlkfppzl | 3dC | - | - | 3aL+162 | - | - |
| Azxqfx | WNQ | 420.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| S | BKQ | 65.000 | - | Ib2 | - | - | - | - | - | - | Krlxhtnj | 3kO | - | - | 3uP+260 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | RKN | 42.000 | - | - | KK | - | - | - | - | - | Mxrymsyr | 3fN | - | - | 3jM+235 | - | - |
| H | OYY | 825.400 | - | Epp | HHH | - | - | - | - | - | Laxrraxs | 3jP | - | - | 3nT+155 | - | - |
| L | RCU | 10.200 | - | - | J | - | - | - | - | - | Rzyzsxon | 3yQ | - | - | 3yW+335 | - | - |
| Yaqbcx | UUM | 99.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | MMB | 87.000 | - | - | MM | - | - | - | - | - | Yuokmrpg | 3yN | - | - | 3wJ+230 | - | - |
| Dglcce | UEM | 507.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Q | ZHV | 25.000 | - | - | M | - | - | - | - | - | Nkxusyxr | 3pA | - | - | 3gO+320 | - | - |
| M | NQR | 289.000 | - | Tii | JJJ | - | - | - | - | - | Ujsyakbf | 3pR | - | - | 3wV+156 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | FOZ | 836.000 | - | Ohh | AAA | - | - | - | - | - | Nbjjfdlj | 3pM | - | - | 3hQ+147 | - | - |
| Hqujmo | MBL | 653.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| R-1 | CIV | 64.000 | - | - | MM | - | - | - | - | - | - | - | - | - | - | - | - |
| J-2 | IUP | 95.000 | - | - | GG | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | CVS | 24.700 | - | - | JJ | - | - | - | - | - | Sfxdjecr | 3mH | - | - | 3qG+165 | - | - |
| Dmr Tvwv | AKA | 198.310 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| S | GHV | 350.200 | - | Maa | JJJ | - | - | - | - | - | Kkfruhqb | 3gK | - | - | 3iS+120 | - | - |