| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | MKT | 2.120 | 1.13 | Zxx | - | - | - | - | - | - | Oyzyyecp | WVZR | - | 115 | WCQP+115 | - | 833.00000 |
| Z-X | JFU | 13.390 | 3.80 | - | - | GG | - | - | 17.00% | - | Vuersifk | SJPV | - | 190 | LYCI+190 | - | 724.00000 |
| W-E | REO | 88.910 | 9.21 | - | - | ZZZ- | - | - | 59.25% | - | Uckfstko | ECJD | - | 360 | ASMO+360 | - | 404.00000 |
| U-W | WAU | 52.360 | 4.15 | - | - | HH- | - | - | 1.00% | - | Ivlzapix | SCFM | - | 755 | YIEM+722 | - | 41.00000 |
| V-R | JHZ | 19.110 | 2.70 | - | - | O | - | - | 50.00% | - | Kfcqpqdw | GWXA | - | 235 | NGVM+235 | - | 221.00000 |
| N-N | IPW | 8.660 | 6.28 | - | - | LLL- | - | - | 82.00% | - | Hgphb | Bzxcx | - | 440 | 7.99% | - | 964.00000 |
| C-T | ONF | 429.200 | 9.64 | Dcc | - | - | - | - | 58.00% | - | Gydertyh | AJEP | - | 150 | UPDK+150 | - | 843.00000 |
| Lqsusk | BVA | 64.530 | - | PS | - | ZP | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H: Registration: 144L/Pfo H;
C-T: Registration: 144M/Mry F;
Z-X: Registration: 144V/Cmh G;
V-R: Registration: 144Z/Ziz Z;
W-E: Registration: 144O/Bvg U;
N-N: Registration: 144B/Lul I;
U-W: Registration: 144H/Lzd V;
Lqsusk: Registration: 144I/Vfn M;
Deal Comments
Wpvpg. Fyo Iyoo Fpfoyxn 2.00
Reinvestment Period (YRS)
6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Qzqnar | NTW | 28.570 | - | AC | - | ZN | - | - | - | - | - | - | - | - | - | - | Retained |
| P | YYG | 8.800 | 2.77 | Ess | - | - | - | - | - | - | Srdocllb | QAFI | - | 95 | BAVQ+95 | - | 613.00000 |
| W-N | BLC | 84.600 | 9.90 | - | - | VVV | - | - | 97.00% | - | Ucvfjerh | EXYP | - | 160 | GALN+160 | - | 762.00000 |
| S-C | FXF | 86.400 | 4.93 | - | - | DDD+ | - | - | 67.80% | - | Wwbsreba | PEQL | - | 375 | BSZH+375 | - | 522.00000 |
| W-Y | TBU | 56.400 | 6.98 | - | - | TT | - | - | 17.70% | - | Njcsmhca | LZWL | - | 180 | YPWG+180 | - | 962.00000 |
| D-J | YGX | 6.400 | 1.80 | - | - | DDD- | - | - | 19.60% | - | Ttjyy | Oylmg | - | 465 | 8.53% | 8.529% | 398.00000 |
| F-J | NGE | 78.800 | 9.10 | - | - | U | - | - | 91.30% | - | Eqkuurfb | KDPZ | - | 235 | SSCD+235 | - | 403.00000 |
| K-J | WAA | 698.840 | 6.97 | Euu | - | - | - | - | 22.30% | - | Ccjcdjmb | MCIP | - | 140 | CMSY+140 | - | 322.00000 |
| Z | KCP | 8.800 | 9.69 | - | - | QQ- | - | - | 5.80% | - | Qsmzjfpd | YVIZ | - | 725 | CLYP+725 | - | 636.00000 |
| Z-O | OSP | 1.220 | 6.00 | - | - | XX- | - | - | 8.00% | - | Kfrkkrxo | PAAS | - | 850 | UUPD+800 | - | 54.70000 |
Tranche Comments
P: Registration: 144A/Hyd L;
K-J: Registration: 144K/Fsa B;
W-N: Registration: 144P/Zut N;
W-Y: Registration: 144A/Qig S;
F-J: Registration: 144J/Bul G;
S-C: Registration: 144J/Vaz F;
D-J: Registration: 144V/Duv D;
Z: Registration: 144A/Okf D;
Z-O: Registration: 144F/Wix P;
Qzqnar: Registration: 144K/Wwi D;
Deal Comments
Umsms. Gpf-Szoo Rmbqpcr 1.5
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2 | WMQ | 49.000 | 9.15 | - | GGG | - | - | - | 27.90% | - | Ssgtf | KXFJ | - | 270 | 5.75% | - | - |
| R | KVI | 13.000 | 9.63 | - | BBB- | - | - | - | 77.90% | - | Prbzlfpv | XPSO | - | 600 | XDSQ+568 | - | - |
| A-1 | CGP | 847.000 | 8.60 | - | FFF | - | - | - | 58.00% | - | Lkquzyzd | TTIF | - | 230 | PDUS+221 | - | - |
| H-1 | OVV | 73.000 | 2.84 | - | QQ | - | - | - | 91.00% | - | Imhybwsj | WILT | - | 320 | LNFV+320 | - | - |
| B-2 | FTS | 80.000 | 3.82 | - | LL | - | - | - | 52.00% | - | Sfxyz | YJSH | - | 315 | 6.19% | - | - |
| E | FHL | 76.000 | 9.33 | - | H | - | - | - | 46.20% | - | Mqvhutkx | UYMM | - | 445 | GJQN+445 | - | - |
| P | MWR | 14.000 | 5.20 | - | YY- | - | - | - | 5.97% | - | Hffavvuq | KJKX | - | 925 | CMXX+836 | - | - |
| Zquhkx | QIX | 84.252 | - | - | EE | - | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Zhc Afll Dboahdw 2.00
Reinvestment Period (YRS)
6.8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Yvgwtu | RQO | 49.640 | - | - | FM | - | - | - | - | - | - | - | - | - | - | - | - |
| D | IFC | 12.500 | 6.61 | - | MMM- | - | - | - | 67.10% | - | Okbprxlv | 3uV | - | 380 | 3xM+380 | - | 264.00000 |
| A-1 | WCM | 81.000 | 5.30 | - | G | - | - | - | 51.10% | - | Fpqexyyl | 3hI | - | 265 | 3rB+265 | - | 622.00000 |
| S | OFZ | 64.906 | 2.15 | - | YY- | - | - | - | 4.54% | - | Ruvwphhb | 3aY | - | 700 | 3yF+653 | - | 23.11244 |
| A-2 | FOS | 59.760 | 2.80 | - | K | - | - | - | 10.40% | - | Rckyz | - | - | 265 | 4.53% | - | 82.94170 |
| N | VVN | 641.200 | 5.60 | - | NN | - | - | - | 12.00% | - | Wquzsabc | 3nA | - | 149 | 3dU+149 | - | 264.00000 |
| K | PZK | 3.900 | 8.71 | - | HHH | - | - | - | - | - | Tpdlywqw | 3sF | - | 65 | 3cN+65 | - | 620.00000 |
Reinvestment Period (YRS)
9.82