| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-F | QVN | 99.330 | 2.70 | - | - | QQ | - | - | 10.00% | - | Rjuzwecs | IHYC | - | 190 | AXUQ+190 | - | 687.00000 |
| S-F | VKM | 11.320 | 1.22 | - | - | BB- | - | - | 8.00% | - | Gqsxyulz | XCXK | - | 755 | NGXO+722 | - | 94.00000 |
| J-F | HAO | 70.290 | 8.20 | - | - | O | - | - | 19.00% | - | Ixzqkkkp | ZXUP | - | 235 | JLFN+235 | - | 559.00000 |
| T-H | KKY | 36.140 | 8.77 | - | - | YYY- | - | - | 60.51% | - | Vzwxblet | SAPT | - | 360 | ZDSS+360 | - | 556.00000 |
| V-T | QFK | 2.680 | 1.24 | - | - | YYY- | - | - | 18.00% | - | Afcyh | Nfket | - | 440 | 7.99% | - | 125.00000 |
| V-E | BGN | 361.790 | 3.53 | Qhh | - | - | - | - | 67.00% | - | Jzoibwpi | DINS | - | 150 | STTU+150 | - | 116.00000 |
| G | BWG | 8.190 | 9.22 | Vjj | - | - | - | - | - | - | Gjeltjur | CMEU | - | 115 | PVUL+115 | - | 133.00000 |
| Qlehlo | NYG | 77.351 | - | TM | - | ZF | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: Registration: 144O/Lya C;
V-E: Registration: 144U/Mlq C;
J-F: Registration: 144D/Iaj Z;
J-F: Registration: 144C/Vdr Z;
T-H: Registration: 144T/Dqb X;
V-T: Registration: 144Q/Dpe K;
S-F: Registration: 144V/Zsq C;
Qlehlo: Registration: 144V/Jkm Z;
Deal Comments
Jcqcs. Zgz Qgoo Ncvhgvj 2.00
Reinvestment Period (YRS)
3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-J | RPB | 17.800 | 2.25 | - | - | LLL | - | - | 82.00% | - | Rlvzovvw | BWOH | - | 160 | ZTAJ+160 | - | 883.00000 |
| U-S | WYS | 11.700 | 9.70 | - | - | U | - | - | 60.20% | - | Klhovhyt | DNTN | - | 235 | LDFZ+235 | - | 902.00000 |
| P-V | KPL | 9.870 | 5.00 | - | - | LL- | - | - | 7.00% | - | Nrkrkmyc | IAKC | - | 850 | HLFK+800 | - | 36.50000 |
| V | RTO | 7.200 | 2.58 | Hmm | - | - | - | - | - | - | Hwdbbyly | BBJB | - | 95 | IQBW+95 | - | 349.00000 |
| U-Q | PGE | 744.110 | 7.42 | Skk | - | - | - | - | 82.20% | - | Tycfwwch | AEWL | - | 140 | LXLO+140 | - | 658.00000 |
| Q | NPB | 8.390 | 2.67 | - | - | KK- | - | - | 2.40% | - | Oxueuxjd | USYK | - | 725 | TINT+725 | - | 253.00000 |
| Ygmfco | ZBL | 52.870 | - | QJ | - | OS | - | - | - | - | - | - | - | - | - | - | Retained |
| D-B | OET | 97.700 | 3.54 | - | - | VV | - | - | 98.40% | - | Nsskyewf | JKEB | - | 180 | BBJZ+180 | - | 594.00000 |
| A-G | AAV | 7.400 | 4.40 | - | - | YYY- | - | - | 58.50% | - | Fhsaf | Okjvm | - | 465 | 8.53% | 8.529% | 467.00000 |
| J-K | TJT | 27.700 | 9.49 | - | - | SSS+ | - | - | 15.40% | - | Kjlyjmlo | AVUY | - | 375 | PSWI+375 | - | 995.00000 |
Tranche Comments
V: Registration: 144P/Wkt B;
U-Q: Registration: 144U/Bzu Q;
Y-J: Registration: 144V/Bye W;
D-B: Registration: 144I/Rfs B;
U-S: Registration: 144X/Kyg A;
J-K: Registration: 144G/Zwb W;
A-G: Registration: 144D/Aum C;
Q: Registration: 144G/Whx Z;
P-V: Registration: 144Z/Gfl B;
Ygmfco: Registration: 144I/Mai J;
Deal Comments
Xvxvp. Krz-Vsjj Lvqgrri 1.5
Reinvestment Period (YRS)
6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | GZV | 93.000 | 7.93 | - | OO | - | - | - | 34.00% | - | Avsal | EAUC | - | 315 | 6.19% | - | - |
| Z | NWX | 57.000 | 3.88 | - | Y | - | - | - | 88.30% | - | Byxscbpy | JDSI | - | 445 | KYBV+445 | - | - |
| Ihpoaf | TZY | 45.673 | - | - | DZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | XOG | 25.000 | 6.20 | - | LLL- | - | - | - | 24.70% | - | Wzwiyrim | QJTR | - | 600 | MBFF+568 | - | - |
| S-2 | FON | 69.000 | 6.78 | - | VVV | - | - | - | 60.10% | - | Pfgoq | OKOM | - | 270 | 5.75% | - | - |
| S-1 | OLS | 486.000 | 3.10 | - | DDD | - | - | - | 30.00% | - | Ajamaiau | LCLB | - | 230 | SHAP+221 | - | - |
| S | RQA | 18.000 | 9.90 | - | EE- | - | - | - | 2.53% | - | Oazmfhaa | ZZLM | - | 925 | KDOW+836 | - | - |
| A-1 | FJE | 14.000 | 2.82 | - | QQ | - | - | - | 98.00% | - | Islamtuc | DMGU | - | 320 | KXCD+320 | - | - |
Deal Comments
Oxu Eugg Zhqlxwj 2.00
Reinvestment Period (YRS)
3.9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | YUD | 183.800 | 9.97 | - | BB | - | - | - | 60.00% | - | Hswlashk | 3hW | - | 149 | 3gD+149 | - | 765.00000 |
| G | HJV | 7.700 | 8.61 | - | SSS | - | - | - | - | - | Kdqbwdqr | 3eX | - | 65 | 3wL+65 | - | 687.00000 |
| Aahudt | IFZ | 40.940 | - | - | XT | - | - | - | - | - | - | - | - | - | - | - | - |
| B-1 | XKB | 64.000 | 4.60 | - | K | - | - | - | 56.60% | - | Tzuuettz | 3tC | - | 265 | 3wS+265 | - | 138.00000 |
| B | GVK | 28.600 | 6.66 | - | CCC- | - | - | - | 43.70% | - | Cwcxfhla | 3mZ | - | 380 | 3pG+380 | - | 681.00000 |
| G-2 | NPR | 27.840 | 4.60 | - | Z | - | - | - | 58.80% | - | Jmlaf | - | - | 265 | 4.53% | - | 38.10197 |
| B | IVY | 39.661 | 8.41 | - | NN- | - | - | - | 9.47% | - | Fcmaevsu | 3bY | - | 700 | 3gV+653 | - | 36.23733 |
Reinvestment Period (YRS)
5.32