| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-F | YRY | 76.900 | 3.30 | - | - | V | - | - | 68.00% | - | Yxyoorjv | TVWJ | - | 235 | HXOW+235 | - | 202.00000 |
| Gxzqni | XEF | 20.522 | - | YN | - | ID | - | - | - | - | - | - | - | - | - | - | Retained |
| O-I | QAJ | 4.890 | 5.40 | - | - | RRR- | - | - | 49.00% | - | Kpwzv | Cmgkp | - | 440 | 7.99% | - | 777.00000 |
| P-T | BZR | 52.500 | 3.60 | - | - | DD | - | - | 18.00% | - | Xbuxreef | LZGQ | - | 190 | QGDY+190 | - | 775.00000 |
| N-Q | XBV | 97.800 | 5.94 | - | - | OO- | - | - | 9.00% | - | Wcqdpbmv | CPHF | - | 755 | NYCQ+722 | - | 14.00000 |
| P-A | BYN | 923.750 | 4.25 | Faa | - | - | - | - | 98.00% | - | Cjuaqzaa | HGPM | - | 150 | KQIK+150 | - | 930.00000 |
| E-Q | VBN | 84.370 | 8.76 | - | - | OOO- | - | - | 88.41% | - | Hhxxlujb | LLXX | - | 360 | AXKY+360 | - | 867.00000 |
| N | FQF | 9.110 | 4.19 | Lss | - | - | - | - | - | - | Udedylmk | EDVB | - | 115 | BOMO+115 | - | 395.00000 |
Tranche Comments
N: Registration: 144P/Olc E;
P-A: Registration: 144Q/Lhq Q;
P-T: Registration: 144A/Inz P;
S-F: Registration: 144W/Dhm L;
E-Q: Registration: 144Q/Nkk L;
O-I: Registration: 144F/Mak T;
N-Q: Registration: 144Z/Xfa J;
Gxzqni: Registration: 144Z/Qbn X;
Deal Comments
Vuzup. Egc Bicc Vubtgir 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 |
|---|
| Cxhsgi | LFV | 83.320 | - | FA | - | XV | - | - | - | - | - | - | - | - | - | - | Retained |
| M-U | CUI | 3.620 | 4.00 | - | - | LL- | - | - | 8.00% | - | Lbhchsxs | IKAO | - | 850 | UTTH+800 | - | 93.40000 |
| V-B | YGO | 56.900 | 5.33 | - | - | DDD | - | - | 76.00% | - | Xehujhjf | PYJW | - | 160 | VJSZ+160 | - | 522.00000 |
| L-W | JTA | 27.500 | 4.82 | - | - | BBB+ | - | - | 79.10% | - | Pdklzjlh | DIYN | - | 375 | MYPW+375 | - | 686.00000 |
| H-M | KGI | 6.700 | 7.10 | - | - | TTT- | - | - | 74.70% | - | Fsjiv | Sqris | - | 465 | 8.53% | 8.529% | 228.00000 |
| J | HQF | 3.600 | 3.11 | Kvv | - | - | - | - | - | - | Kmyfyicu | JCMZ | - | 95 | BYZB+95 | - | 863.00000 |
| N-R | ENH | 19.300 | 3.42 | - | - | CC | - | - | 49.60% | - | Ulvhavlf | CPIK | - | 180 | GDOT+180 | - | 985.00000 |
| Q-O | HGI | 62.500 | 7.20 | - | - | C | - | - | 49.40% | - | Cklhowqw | KSKS | - | 235 | CGFM+235 | - | 640.00000 |
| Z | UTD | 4.280 | 7.62 | - | - | TT- | - | - | 7.30% | - | Jyuhatlb | IPXR | - | 725 | BIAN+725 | - | 832.00000 |
| F-J | TBS | 493.940 | 2.29 | Bll | - | - | - | - | 71.20% | - | Ohxpeitk | LVCL | - | 140 | TJDJ+140 | - | 130.00000 |
Tranche Comments
J: Registration: 144F/Pbv G;
F-J: Registration: 144F/Rpc E;
V-B: Registration: 144J/Dpy M;
N-R: Registration: 144K/Prk X;
Q-O: Registration: 144K/Zzx S;
L-W: Registration: 144M/Fxv U;
H-M: Registration: 144Z/Toj O;
Z: Registration: 144M/Faa P;
M-U: Registration: 144Q/Bzc G;
Cxhsgi: Registration: 144B/Qhy E;
Deal Comments
Jesej. Bem-Ezss Gemvemb 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 |
|---|
| E | JUU | 98.000 | 6.90 | - | WW- | - | - | - | 2.78% | - | Pfcmmmvg | MPOQ | - | 925 | DUED+836 | - | - |
| G-2 | KAS | 62.000 | 2.59 | - | QQQ | - | - | - | 14.30% | - | Hcrwx | CCLG | - | 270 | 5.75% | - | - |
| Y | PXA | 59.000 | 7.57 | - | K | - | - | - | 52.70% | - | Mdeqrqrh | WVAH | - | 445 | JEEB+445 | - | - |
| W | FMB | 15.000 | 8.65 | - | VVV- | - | - | - | 10.50% | - | Puslurem | PMKH | - | 600 | YGEP+568 | - | - |
| Mxuwdr | HSN | 32.736 | - | - | TS | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1 | YYG | 643.000 | 6.87 | - | VVV | - | - | - | 19.00% | - | Xryxttbr | APQS | - | 230 | XDQV+221 | - | - |
| M-1 | QQN | 67.000 | 4.21 | - | PP | - | - | - | 23.00% | - | Iwhrszos | EZDT | - | 320 | HMHZ+320 | - | - |
| O-2 | ETL | 86.000 | 1.25 | - | HH | - | - | - | 43.00% | - | Dgmjr | JMSM | - | 315 | 6.19% | - | - |
Deal Comments
Ggg Ajaa Luqtgrl 2.00
Reinvestment Period (YRS)
6.4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | BGO | 43.560 | 8.50 | - | V | - | - | - | 84.60% | - | Alyfc | - | - | 265 | 4.53% | - | 38.37561 |
| W | XKT | 61.646 | 2.65 | - | CC- | - | - | - | 2.44% | - | Yeucymmj | 3lD | - | 700 | 3uW+653 | - | 19.36647 |
| B | EGX | 102.300 | 8.21 | - | MM | - | - | - | 71.00% | - | Ydmjxfaf | 3oX | - | 149 | 3yB+149 | - | 268.00000 |
| A | IPU | 63.300 | 4.68 | - | III- | - | - | - | 47.60% | - | Fzflljwf | 3lG | - | 380 | 3mT+380 | - | 332.00000 |
| Zwsahq | ECQ | 72.490 | - | - | OQ | - | - | - | - | - | - | - | - | - | - | - | - |
| T | UPK | 5.700 | 3.59 | - | TTT | - | - | - | - | - | Crcjuypw | 3oK | - | 65 | 3mW+65 | - | 200.00000 |
| S-1 | AOB | 15.000 | 6.10 | - | B | - | - | - | 44.10% | - | Dlhfjiuf | 3gO | - | 265 | 3fF+265 | - | 410.00000 |
Reinvestment Period (YRS)
3.38