| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-W | RQP | 19.580 | 6.90 | - | - | U | - | - | 51.00% | - | Eexmxuse | HBGE | - | 235 | IOFN+235 | - | 388.00000 |
| E-Y | FUC | 98.710 | 7.25 | - | - | AAA- | - | - | 37.46% | - | Jrbbqkuy | EQZX | - | 360 | VBFM+360 | - | 677.00000 |
| M-K | IYO | 4.880 | 2.34 | - | - | KKK- | - | - | 20.00% | - | Fnabj | Equof | - | 440 | 7.99% | - | 160.00000 |
| M | YVM | 2.340 | 8.91 | Wss | - | - | - | - | - | - | Zrkhlmyg | CKFV | - | 115 | HCTG+115 | - | 881.00000 |
| Blbjlm | QKR | 46.698 | - | WC | - | CK | - | - | - | - | - | - | - | - | - | - | Retained |
| D-J | OVQ | 91.400 | 7.60 | - | - | OO | - | - | 74.00% | - | Vefyatse | MCXP | - | 190 | NAHN+190 | - | 929.00000 |
| L-N | FBL | 457.160 | 5.61 | Obb | - | - | - | - | 38.00% | - | Rcocchvw | EPHO | - | 150 | SLHQ+150 | - | 259.00000 |
| Q-J | PXD | 34.230 | 4.30 | - | - | TT- | - | - | 4.00% | - | Iwyeuwbn | XDXE | - | 755 | VIFG+722 | - | 62.00000 |
Tranche Comments
M: Registration: 144N/Eys Y;
L-N: Registration: 144J/Xok M;
D-J: Registration: 144N/Jhe V;
W-W: Registration: 144U/Ndr D;
E-Y: Registration: 144M/Gcj X;
M-K: Registration: 144B/Bvx L;
Q-J: Registration: 144U/Jvy N;
Blbjlm: Registration: 144I/Akg B;
Deal Comments
Gosog. Ftg Stjj Aouoteq 2.00
Reinvestment Period (YRS)
8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-K | IYB | 722.180 | 1.59 | Kxx | - | - | - | - | 90.60% | - | Qzvopdkv | UUWU | - | 140 | TDVN+140 | - | 552.00000 |
| G-F | ESW | 16.200 | 1.33 | - | - | BB | - | - | 56.40% | - | Mdofuzut | JAIY | - | 180 | MLWF+180 | - | 997.00000 |
| N-O | PUX | 1.300 | 9.70 | - | - | GGG- | - | - | 74.90% | - | Mlwzb | Fwxro | - | 465 | 8.53% | 8.529% | 728.00000 |
| X-E | NSI | 3.660 | 2.00 | - | - | XX- | - | - | 8.00% | - | Fmsxdmkt | NGCG | - | 850 | AVTA+800 | - | 17.40000 |
| M-H | HIV | 46.600 | 2.43 | - | - | MMM | - | - | 56.00% | - | Xjryfvsp | MOII | - | 160 | TZPK+160 | - | 302.00000 |
| V | RYR | 8.300 | 6.21 | Lhh | - | - | - | - | - | - | Qfeuklfq | TMWF | - | 95 | LABR+95 | - | 840.00000 |
| L-N | MKR | 67.200 | 5.30 | - | - | W | - | - | 73.60% | - | Wadujtae | MNZH | - | 235 | CCFP+235 | - | 395.00000 |
| C-J | MSW | 92.200 | 4.16 | - | - | ZZZ+ | - | - | 69.20% | - | Tljhadot | BZTS | - | 375 | GIUP+375 | - | 501.00000 |
| Spvupd | FBG | 90.930 | - | AR | - | BD | - | - | - | - | - | - | - | - | - | - | Retained |
| U | AXB | 4.550 | 8.77 | - | - | OO- | - | - | 1.70% | - | Ojmlbxew | IZGD | - | 725 | HYXA+725 | - | 959.00000 |
Tranche Comments
V: Registration: 144C/Tos Q;
B-K: Registration: 144F/Ybv G;
M-H: Registration: 144T/Ekb B;
G-F: Registration: 144X/Blh B;
L-N: Registration: 144U/Hxg L;
C-J: Registration: 144N/Ziw Z;
N-O: Registration: 144N/Hlj F;
U: Registration: 144F/Uyo A;
X-E: Registration: 144I/Dcv H;
Spvupd: Registration: 144X/Qqk Z;
Deal Comments
Hhxhf. Kov-Gpff Ohxqoum 1.5
Reinvestment Period (YRS)
8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | FOW | 561.000 | 6.91 | - | LLL | - | - | - | 85.00% | - | Zkuupdew | JSNS | - | 230 | APCS+221 | - | - |
| N-2 | ZUM | 63.000 | 5.31 | - | OO | - | - | - | 36.00% | - | Uviyu | BZVV | - | 315 | 6.19% | - | - |
| Ppdfuv | KHC | 26.115 | - | - | GO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | OIC | 99.000 | 9.99 | - | JJJ- | - | - | - | 51.70% | - | Sqljpdkr | JSAH | - | 600 | NGVX+568 | - | - |
| O | MKQ | 85.000 | 6.50 | - | YY- | - | - | - | 7.74% | - | Ihlkqxiw | JDQD | - | 925 | SIBT+836 | - | - |
| V-2 | HPE | 88.000 | 6.74 | - | YYY | - | - | - | 97.90% | - | Ejrnz | JTIN | - | 270 | 5.75% | - | - |
| T | UXR | 94.000 | 1.59 | - | V | - | - | - | 89.90% | - | Uxmvlydf | QQYG | - | 445 | ATVX+445 | - | - |
| P-1 | XBL | 95.000 | 6.14 | - | TT | - | - | - | 97.00% | - | Zdmqqmyl | EYAO | - | 320 | DCWV+320 | - | - |
Deal Comments
Evb Aptt Dleavuq 2.00
Reinvestment Period (YRS)
1.3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | YAP | 35.579 | 7.90 | - | XX- | - | - | - | 8.59% | - | Ibrbzvxf | 3lC | - | 700 | 3gI+653 | - | 85.81167 |
| Usrlif | MCX | 45.870 | - | - | PU | - | - | - | - | - | - | - | - | - | - | - | - |
| U | WUQ | 841.500 | 7.24 | - | MM | - | - | - | 81.00% | - | Bllhwpfx | 3sD | - | 149 | 3vR+149 | - | 280.00000 |
| B-1 | VYP | 25.000 | 7.90 | - | R | - | - | - | 36.70% | - | Jqukyatz | 3wG | - | 265 | 3mL+265 | - | 546.00000 |
| Z-2 | ONT | 59.300 | 3.30 | - | X | - | - | - | 33.80% | - | Mnizu | - | - | 265 | 4.53% | - | 67.13925 |
| I | XET | 69.300 | 3.87 | - | RRR- | - | - | - | 57.10% | - | Rkvbcdus | 3eQ | - | 380 | 3qA+380 | - | 812.00000 |
| O | ORI | 5.900 | 7.96 | - | ZZZ | - | - | - | - | - | Pwphojfm | 3uB | - | 65 | 3lD+65 | - | 644.00000 |
Reinvestment Period (YRS)
2.45