| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-W | LJM | 66.460 | 9.80 | - | - | Z | - | - | 63.00% | - | Srhojadt | XZFR | - | 235 | IPSP+235 | - | 985.00000 |
| T-G | ELI | 46.160 | 9.15 | - | - | HH- | - | - | 4.00% | - | Ulvuhjiu | XYXL | - | 755 | UGVO+722 | - | 99.00000 |
| G-E | WUI | 19.690 | 9.80 | - | - | ZZ | - | - | 11.00% | - | Dyjezihc | DGCS | - | 190 | YHKR+190 | - | 309.00000 |
| J-L | WVU | 954.810 | 8.86 | Lyy | - | - | - | - | 27.00% | - | Seuepmzh | SLHB | - | 150 | PUQE+150 | - | 954.00000 |
| S-Y | HIO | 1.220 | 4.89 | - | - | YYY- | - | - | 86.00% | - | Ixrxt | Xvkdo | - | 440 | 7.99% | - | 850.00000 |
| O | FJQ | 5.490 | 7.65 | Dvv | - | - | - | - | - | - | Xxehrcsp | QVKB | - | 115 | TCQK+115 | - | 162.00000 |
| T-T | BXW | 40.630 | 4.28 | - | - | UUU- | - | - | 47.93% | - | Uydewhxo | WYMN | - | 360 | MUGG+360 | - | 454.00000 |
| Wbbfov | AYR | 72.225 | - | IM | - | VS | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O: Registration: 144M/Php J;
J-L: Registration: 144D/Hml J;
G-E: Registration: 144J/Yxg R;
L-W: Registration: 144F/Uqc I;
T-T: Registration: 144Z/Fyp P;
S-Y: Registration: 144G/Moc U;
T-G: Registration: 144N/Qoq N;
Wbbfov: Registration: 144V/Qwy K;
Deal Comments
Obpbg. Euy Lemm Xbmjuxd 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 |
|---|
| S | JGJ | 3.500 | 6.67 | Myy | - | - | - | - | - | - | Myxdqoeg | KWOV | - | 95 | VVFW+95 | - | 725.00000 |
| P-P | OLM | 59.700 | 5.55 | - | - | FF | - | - | 98.20% | - | Wsxvkvhf | BXSJ | - | 180 | UWFI+180 | - | 550.00000 |
| L-A | MMO | 3.970 | 4.00 | - | - | DD- | - | - | 6.00% | - | Aqxhwbjy | TPSA | - | 850 | HYFD+800 | - | 95.50000 |
| O-D | FML | 9.700 | 7.80 | - | - | PPP- | - | - | 91.90% | - | Xphpb | Bxmiy | - | 465 | 8.53% | 8.529% | 136.00000 |
| Zwauhj | UFW | 17.790 | - | BQ | - | IM | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-Q | IKP | 33.200 | 5.40 | - | - | V | - | - | 46.40% | - | Yjvzqovu | DLYY | - | 235 | EQKK+235 | - | 441.00000 |
| W-Q | VEL | 765.920 | 5.19 | Tkk | - | - | - | - | 49.20% | - | Fywwumtz | EZUK | - | 140 | BDOM+140 | - | 565.00000 |
| A-A | UBM | 39.500 | 6.47 | - | - | FFF | - | - | 81.00% | - | Edcowusk | YZWF | - | 160 | HZKT+160 | - | 241.00000 |
| X-R | KWM | 97.400 | 8.73 | - | - | III+ | - | - | 94.30% | - | Azvukirb | LHZX | - | 375 | ZKZU+375 | - | 337.00000 |
| O | HUE | 1.720 | 9.91 | - | - | WW- | - | - | 1.20% | - | Lhvmwkky | WBYZ | - | 725 | AGAX+725 | - | 210.00000 |
Tranche Comments
S: Registration: 144J/Off K;
W-Q: Registration: 144B/Iqf C;
A-A: Registration: 144W/Meq V;
P-P: Registration: 144N/Owx G;
Q-Q: Registration: 144Y/Jiq S;
X-R: Registration: 144J/Jun K;
O-D: Registration: 144M/Tre Z;
O: Registration: 144H/Lrh M;
L-A: Registration: 144T/Rvj E;
Zwauhj: Registration: 144E/Yid Z;
Deal Comments
Ypepw. Tgq-Iyww Lpkhgit 1.5
Reinvestment Period (YRS)
7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | GJD | 44.000 | 5.73 | - | CC | - | - | - | 31.00% | - | Bzxls | BKIG | - | 315 | 6.19% | - | - |
| Z | FIY | 25.000 | 5.13 | - | M | - | - | - | 71.10% | - | Kufcmiop | VYIL | - | 445 | AOZZ+445 | - | - |
| R-2 | VKQ | 55.000 | 1.92 | - | KKK | - | - | - | 19.60% | - | Nucli | YOJU | - | 270 | 5.75% | - | - |
| Mqufax | CNH | 20.335 | - | - | AF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1 | LMG | 400.000 | 6.28 | - | BBB | - | - | - | 89.00% | - | Yykeaiqr | AXTG | - | 230 | KFBF+221 | - | - |
| P | UCV | 33.000 | 4.73 | - | UUU- | - | - | - | 70.40% | - | Gkrpbbpy | JJPS | - | 600 | ZIZO+568 | - | - |
| F | ETQ | 31.000 | 7.20 | - | BB- | - | - | - | 8.84% | - | Gjfkfdie | PTHI | - | 925 | BGJA+836 | - | - |
| E-1 | QRQ | 52.000 | 6.10 | - | GG | - | - | - | 25.00% | - | Iwfewasv | BIZJ | - | 320 | WLEJ+320 | - | - |
Deal Comments
Fxh Qnff Kjwuxdk 2.00
Reinvestment Period (YRS)
8.2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | LQX | 20.000 | 4.30 | - | E | - | - | - | 11.20% | - | Gmznnoyn | 3vF | - | 265 | 3zB+265 | - | 614.00000 |
| G | KGU | 82.800 | 4.68 | - | HHH- | - | - | - | 19.90% | - | Qbupsodo | 3jC | - | 380 | 3nJ+380 | - | 206.00000 |
| Y | PHE | 5.900 | 9.69 | - | JJJ | - | - | - | - | - | Kwyowfwm | 3kU | - | 65 | 3wH+65 | - | 312.00000 |
| Isagvb | XJN | 91.460 | - | - | FB | - | - | - | - | - | - | - | - | - | - | - | - |
| V | IPU | 101.900 | 4.43 | - | VV | - | - | - | 91.00% | - | Yehvejod | 3tM | - | 149 | 3bG+149 | - | 707.00000 |
| O | BLY | 14.239 | 7.73 | - | BB- | - | - | - | 6.62% | - | Ptmsptwv | 3nR | - | 700 | 3rM+653 | - | 61.18841 |
| H-2 | EEI | 22.500 | 2.60 | - | L | - | - | - | 61.10% | - | Lpyvt | - | - | 265 | 4.53% | - | 31.20079 |
Reinvestment Period (YRS)
2.55