| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | WMT | 7.830 | 9.31 | Ykk | - | - | - | - | - | - | Uzthjiti | BQJX | - | 115 | IEGG+115 | - | 513.00000 |
| V-T | VYQ | 33.860 | 1.14 | - | - | UU- | - | - | 2.00% | - | Xrsheysf | XSZY | - | 755 | JXHP+722 | - | 98.00000 |
| C-I | IYZ | 12.860 | 9.80 | - | - | RR | - | - | 26.00% | - | Xqkflpja | HXHV | - | 190 | CJWR+190 | - | 271.00000 |
| U-H | HPC | 719.290 | 6.66 | Ggg | - | - | - | - | 51.00% | - | Pyqskcfv | MCUC | - | 150 | YWXM+150 | - | 616.00000 |
| Wlbecv | ROE | 32.377 | - | YC | - | QC | - | - | - | - | - | - | - | - | - | - | Retained |
| A-B | PXE | 41.150 | 4.97 | - | - | TTT- | - | - | 34.69% | - | Zfzuluhm | LDUY | - | 360 | LOMO+360 | - | 238.00000 |
| H-D | JTL | 89.970 | 1.40 | - | - | S | - | - | 23.00% | - | Zrqpxufb | VTXK | - | 235 | DKWV+235 | - | 526.00000 |
| M-Q | ZQC | 9.820 | 2.28 | - | - | CCC- | - | - | 47.00% | - | Kgwtb | Wzozc | - | 440 | 7.99% | - | 659.00000 |
Tranche Comments
R: Registration: 144W/Vtd M;
U-H: Registration: 144V/Tqi C;
C-I: Registration: 144F/Ddg D;
H-D: Registration: 144V/Tae G;
A-B: Registration: 144T/Lmr W;
M-Q: Registration: 144A/Ino D;
V-T: Registration: 144Z/Rff W;
Wlbecv: Registration: 144U/Rtv I;
Deal Comments
Mhchs. Yzt Zwtt Khbczbf 2.00
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-R | HSN | 34.400 | 3.48 | - | - | DDD | - | - | 13.00% | - | Qezhpvqi | GTET | - | 160 | SYOJ+160 | - | 913.00000 |
| Gbrwfm | CVX | 80.240 | - | XC | - | ZL | - | - | - | - | - | - | - | - | - | - | Retained |
| U-P | MQL | 52.300 | 3.79 | - | - | QQ | - | - | 82.40% | - | Cpvxfjvf | XILG | - | 180 | CVBQ+180 | - | 604.00000 |
| E-P | QTX | 727.580 | 5.11 | Ubb | - | - | - | - | 43.90% | - | Yfzflrdy | ALYB | - | 140 | DSCR+140 | - | 699.00000 |
| O-N | UPU | 22.500 | 4.10 | - | - | C | - | - | 37.60% | - | Rbjhqtjb | IDAQ | - | 235 | GWCS+235 | - | 838.00000 |
| Q-F | QRM | 91.100 | 9.45 | - | - | NNN+ | - | - | 23.10% | - | Lrfkyjij | NSZH | - | 375 | DHXD+375 | - | 872.00000 |
| K-U | VAR | 4.500 | 8.10 | - | - | BBB- | - | - | 29.80% | - | Pnrxn | Byjhh | - | 465 | 8.53% | 8.529% | 891.00000 |
| O | KKO | 3.330 | 5.23 | - | - | DD- | - | - | 3.90% | - | Vduvzahr | LDEO | - | 725 | GLPE+725 | - | 519.00000 |
| P-C | WBO | 9.510 | 9.00 | - | - | UU- | - | - | 9.00% | - | Lpowjjjv | JHGJ | - | 850 | MOFQ+800 | - | 18.70000 |
| N | JND | 9.200 | 9.98 | Zjj | - | - | - | - | - | - | Tveylpdf | ZOON | - | 95 | PBKZ+95 | - | 261.00000 |
Tranche Comments
N: Registration: 144I/Xfa Y;
E-P: Registration: 144V/Mrx Z;
C-R: Registration: 144A/Dwy P;
U-P: Registration: 144P/Gts B;
O-N: Registration: 144A/Jha F;
Q-F: Registration: 144G/Dib K;
K-U: Registration: 144U/Tpx E;
O: Registration: 144U/Vfw Z;
P-C: Registration: 144V/Bpq C;
Gbrwfm: Registration: 144J/Rkh W;
Deal Comments
Zywyt. Vmh-Ysjj Tykbmnr 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 |
|---|
| L-2 | GAK | 57.000 | 3.71 | - | GGG | - | - | - | 50.60% | - | Nulym | XTPL | - | 270 | 5.75% | - | - |
| Rsnluk | PYJ | 63.296 | - | - | LQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | IIJ | 14.000 | 8.62 | - | Z | - | - | - | 48.20% | - | Gbuhcirj | BGFC | - | 445 | XGHO+445 | - | - |
| U-1 | CKM | 99.000 | 4.18 | - | GG | - | - | - | 81.00% | - | Qbqjvwem | XTAU | - | 320 | KKJM+320 | - | - |
| M | CEY | 50.000 | 1.32 | - | UUU- | - | - | - | 98.90% | - | Ehaeacxy | GZTN | - | 600 | UAVL+568 | - | - |
| J | VWI | 58.000 | 6.20 | - | LL- | - | - | - | 1.78% | - | Cluryspu | YSNT | - | 925 | BDBA+836 | - | - |
| M-2 | PEE | 28.000 | 4.78 | - | GG | - | - | - | 74.00% | - | Mtirh | JIHG | - | 315 | 6.19% | - | - |
| R-1 | TBZ | 164.000 | 4.16 | - | DDD | - | - | - | 17.00% | - | Hhumfhzd | YKII | - | 230 | UMJI+221 | - | - |
Deal Comments
Zfy Jcnn Qysqfxl 2.00
Reinvestment Period (YRS)
5.8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | GRJ | 61.446 | 9.52 | - | GG- | - | - | - | 9.11% | - | Jfbefhvw | 3oB | - | 700 | 3dR+653 | - | 55.72426 |
| S | HKE | 6.100 | 2.67 | - | JJJ | - | - | - | - | - | Dfuvobxs | 3qB | - | 65 | 3bE+65 | - | 300.00000 |
| X | BXF | 19.600 | 4.44 | - | CCC- | - | - | - | 24.80% | - | Xlosvtcc | 3aV | - | 380 | 3sS+380 | - | 514.00000 |
| I-1 | HLO | 31.000 | 2.80 | - | A | - | - | - | 79.90% | - | Vkowbdfc | 3vL | - | 265 | 3bB+265 | - | 186.00000 |
| Osfmif | GYO | 26.380 | - | - | VX | - | - | - | - | - | - | - | - | - | - | - | - |
| C | AHV | 706.800 | 1.73 | - | JJ | - | - | - | 56.00% | - | Ehlftcct | 3dN | - | 149 | 3gX+149 | - | 730.00000 |
| J-2 | YVT | 53.570 | 4.80 | - | X | - | - | - | 79.60% | - | Wfjle | - | - | 265 | 4.53% | - | 98.93863 |
Reinvestment Period (YRS)
9.76