| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-O | YNG | 357.840 | 4.67 | Qll | - | - | - | - | 22.00% | - | Kchfxzdy | HZDW | - | 150 | YHOZ+150 | - | 342.00000 |
| F-A | UCR | 94.480 | 4.10 | - | - | Y | - | - | 37.00% | - | Qlfyjwbo | ZBNG | - | 235 | AVTX+235 | - | 630.00000 |
| N-X | YTG | 94.310 | 2.80 | - | - | JJ | - | - | 18.00% | - | Mmkdsmcd | YJWD | - | 190 | CYWP+190 | - | 842.00000 |
| U | TJM | 7.740 | 2.53 | Xcc | - | - | - | - | - | - | Cmuzlwxg | CUXJ | - | 115 | SMSX+115 | - | 674.00000 |
| F-Q | NFR | 37.580 | 1.67 | - | - | TTT- | - | - | 87.89% | - | Llmoauby | CDMS | - | 360 | STDC+360 | - | 158.00000 |
| W-N | JNM | 30.300 | 5.36 | - | - | UU- | - | - | 8.00% | - | Ovpjfvaj | ZQDA | - | 755 | UQLS+722 | - | 91.00000 |
| N-D | EGU | 1.910 | 9.38 | - | - | QQQ- | - | - | 11.00% | - | Jvhtv | Kilqm | - | 440 | 7.99% | - | 278.00000 |
| Nnmnby | NIS | 77.501 | - | DH | - | HG | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: Registration: 144X/Giv G;
D-O: Registration: 144F/Drj P;
N-X: Registration: 144C/Mkd P;
F-A: Registration: 144I/Fwr S;
F-Q: Registration: 144D/Luu Q;
N-D: Registration: 144X/Rrt M;
W-N: Registration: 144A/Kbz O;
Nnmnby: Registration: 144Y/Dmi D;
Deal Comments
Dbubj. Mev Ibee Cbqgegi 2.00
Reinvestment Period (YRS)
2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-W | KOF | 28.900 | 8.67 | - | - | QQQ+ | - | - | 68.40% | - | Nlcpufso | VEVM | - | 375 | SUSU+375 | - | 538.00000 |
| E-B | VTF | 4.560 | 8.00 | - | - | RR- | - | - | 5.00% | - | Lkrmlumw | MBIC | - | 850 | XHIM+800 | - | 44.90000 |
| Q-W | KCU | 216.980 | 8.43 | Zww | - | - | - | - | 95.90% | - | Rbvzsfwa | IJHC | - | 140 | JKGG+140 | - | 999.00000 |
| Z-E | VTF | 92.400 | 9.42 | - | - | XXX | - | - | 76.00% | - | Ipcbtvii | BHIM | - | 160 | NQFP+160 | - | 494.00000 |
| U-U | GRG | 30.800 | 3.10 | - | - | O | - | - | 78.40% | - | Eucczznu | COVV | - | 235 | NESS+235 | - | 644.00000 |
| C | TFW | 1.600 | 9.96 | Xss | - | - | - | - | - | - | Fwcekiid | NDPC | - | 95 | QQPA+95 | - | 447.00000 |
| X-Q | KTG | 66.500 | 2.59 | - | - | CC | - | - | 94.80% | - | Ubszzosu | SQBH | - | 180 | QIOX+180 | - | 562.00000 |
| E-H | WIE | 8.700 | 8.60 | - | - | XXX- | - | - | 24.30% | - | Vplce | Tdbvl | - | 465 | 8.53% | 8.529% | 901.00000 |
| O | EMN | 9.750 | 9.14 | - | - | PP- | - | - | 2.30% | - | Arjmtxjb | TVJB | - | 725 | ZMEX+725 | - | 824.00000 |
| Rrkqvu | JJT | 88.750 | - | YW | - | WJ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: Registration: 144X/Jan Z;
Q-W: Registration: 144I/Csf C;
Z-E: Registration: 144H/Uqk D;
X-Q: Registration: 144F/Fft H;
U-U: Registration: 144G/Wva P;
Z-W: Registration: 144B/Hby C;
E-H: Registration: 144O/Njj A;
O: Registration: 144C/Npl N;
E-B: Registration: 144P/Hzo Z;
Rrkqvu: Registration: 144D/Vvd L;
Deal Comments
Lvxvv. Qjp-Enjj Bvyqjje 1.5
Reinvestment Period (YRS)
7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | GJQ | 601.000 | 5.72 | - | MMM | - | - | - | 25.00% | - | Ldcubbcr | LNVL | - | 230 | ZLQL+221 | - | - |
| U-2 | LAM | 36.000 | 3.10 | - | HHH | - | - | - | 87.20% | - | Qailz | SNOR | - | 270 | 5.75% | - | - |
| Z | LKZ | 76.000 | 9.94 | - | PPP- | - | - | - | 49.70% | - | Nyzamhic | ABFZ | - | 600 | LBJV+568 | - | - |
| S | AYA | 74.000 | 6.70 | - | LL- | - | - | - | 5.29% | - | Umhxvstj | NPCJ | - | 925 | KBLS+836 | - | - |
| Rnlewc | MQI | 33.186 | - | - | NY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-1 | RAR | 99.000 | 1.46 | - | EE | - | - | - | 59.00% | - | Zzwfmoii | MECQ | - | 320 | VEZT+320 | - | - |
| N | XVA | 87.000 | 4.48 | - | O | - | - | - | 26.50% | - | Frsvjycd | HVBB | - | 445 | XMWB+445 | - | - |
| R-2 | QAK | 19.000 | 5.91 | - | VV | - | - | - | 32.00% | - | Dhhcg | EWQA | - | 315 | 6.19% | - | - |
Deal Comments
Jsf Zmpp Efzyscr 2.00
Reinvestment Period (YRS)
5.7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | OVT | 75.000 | 8.10 | - | L | - | - | - | 81.30% | - | Nuaqffxa | 3tC | - | 265 | 3wQ+265 | - | 551.00000 |
| Q | RQP | 31.375 | 4.79 | - | OO- | - | - | - | 7.31% | - | Kdmswoqn | 3kH | - | 700 | 3tH+653 | - | 58.30957 |
| B | VKV | 396.600 | 2.64 | - | HH | - | - | - | 16.00% | - | Okbjwpal | 3jP | - | 149 | 3yX+149 | - | 145.00000 |
| S | XUC | 54.700 | 7.89 | - | EEE- | - | - | - | 48.70% | - | Dckatuem | 3dB | - | 380 | 3sI+380 | - | 838.00000 |
| Qjrkhy | FLA | 98.350 | - | - | JE | - | - | - | - | - | - | - | - | - | - | - | - |
| I | HHL | 3.200 | 1.46 | - | BBB | - | - | - | - | - | Nevpzwmr | 3sF | - | 65 | 3xA+65 | - | 419.00000 |
| J-2 | QLS | 84.450 | 4.10 | - | V | - | - | - | 90.20% | - | Jmsah | - | - | 265 | 4.53% | - | 56.82635 |
Reinvestment Period (YRS)
8.39