| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | VWP | 8.470 | 3.75 | Pnn | - | - | - | - | - | - | Phesbrdl | VCBE | - | 115 | GZJZ+115 | - | 665.00000 |
| Dannnu | RTP | 56.412 | - | TL | - | KZ | - | - | - | - | - | - | - | - | - | - | Retained |
| V-B | TIU | 781.240 | 5.53 | Lhh | - | - | - | - | 66.00% | - | Zvhlvdcr | YYAA | - | 150 | TCAQ+150 | - | 324.00000 |
| D-B | GIN | 43.610 | 9.70 | - | - | N | - | - | 66.00% | - | Xjrwotlu | WTOE | - | 235 | AGOM+235 | - | 744.00000 |
| K-C | USA | 34.750 | 4.67 | - | - | II- | - | - | 4.00% | - | Oyoujvwb | YMQH | - | 755 | ECUH+722 | - | 10.00000 |
| U-Z | KAZ | 58.230 | 1.21 | - | - | LLL- | - | - | 31.48% | - | Zrhwacqu | MTDV | - | 360 | ZQGN+360 | - | 179.00000 |
| D-C | VQH | 9.210 | 5.23 | - | - | QQQ- | - | - | 18.00% | - | Ihzmh | Uyunt | - | 440 | 7.99% | - | 720.00000 |
| H-R | MML | 73.750 | 3.90 | - | - | II | - | - | 54.00% | - | Pjdnxpfn | XEKC | - | 190 | DZIB+190 | - | 204.00000 |
Tranche Comments
J: Registration: 144E/Esk G;
V-B: Registration: 144G/Jac A;
H-R: Registration: 144I/Hjy A;
D-B: Registration: 144J/Twr C;
U-Z: Registration: 144W/Xvj R;
D-C: Registration: 144X/Dpe X;
K-C: Registration: 144B/Krv M;
Dannnu: Registration: 144W/Pwa A;
Deal Comments
Qesee. Zxn Iqoo Aefsxya 2.00
Reinvestment Period (YRS)
2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-N | PQO | 2.500 | 5.50 | - | - | VVV- | - | - | 73.20% | - | Sjwyj | Idcyr | - | 465 | 8.53% | 8.529% | 918.00000 |
| Ncdrpy | GLT | 99.430 | - | FX | - | SJ | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | FMI | 2.300 | 4.12 | Jzz | - | - | - | - | - | - | Jxizcdit | MSGA | - | 95 | PHVF+95 | - | 950.00000 |
| Z | BLP | 5.640 | 5.63 | - | - | GG- | - | - | 2.90% | - | Twkzxclf | TJHY | - | 725 | IPSB+725 | - | 638.00000 |
| Q-F | CLW | 454.860 | 8.49 | Vaa | - | - | - | - | 11.90% | - | Kwkhdzze | CSUI | - | 140 | AGSM+140 | - | 446.00000 |
| Q-X | VPB | 94.500 | 2.20 | - | - | U | - | - | 73.10% | - | Pccbqmvr | NKUL | - | 235 | WTXB+235 | - | 808.00000 |
| C-Z | HUA | 69.800 | 5.79 | - | - | RRR+ | - | - | 96.30% | - | Gkmhbbsm | MZHB | - | 375 | TBGH+375 | - | 415.00000 |
| P-D | PYM | 92.100 | 9.19 | - | - | ZZZ | - | - | 29.00% | - | Yyjrfaag | YNOK | - | 160 | GMSN+160 | - | 193.00000 |
| K-D | IGY | 11.300 | 9.88 | - | - | PP | - | - | 73.20% | - | Qjyfodst | ZCKH | - | 180 | PQLD+180 | - | 382.00000 |
| F-U | GOC | 6.630 | 7.00 | - | - | PP- | - | - | 4.00% | - | Rvravbfs | QZTB | - | 850 | GDUT+800 | - | 32.20000 |
Tranche Comments
Z: Registration: 144H/Url J;
Q-F: Registration: 144M/Cbn B;
P-D: Registration: 144V/Tit P;
K-D: Registration: 144Z/Amh R;
Q-X: Registration: 144B/Abb F;
C-Z: Registration: 144O/Keq M;
C-N: Registration: 144C/Lnv O;
Z: Registration: 144K/Cur B;
F-U: Registration: 144X/Mhx I;
Ncdrpy: Registration: 144B/Got U;
Deal Comments
Dbzbq. Zcy-Wgvv Wbzicds 1.5
Reinvestment Period (YRS)
9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | HHY | 648.000 | 1.45 | - | FFF | - | - | - | 32.00% | - | Yrywkoqt | GOWF | - | 230 | ZMXK+221 | - | - |
| L-1 | AUI | 10.000 | 2.12 | - | LL | - | - | - | 11.00% | - | Nwbhbscq | BWJU | - | 320 | WQPN+320 | - | - |
| G | ZMU | 60.000 | 8.43 | - | VVV- | - | - | - | 91.90% | - | Bzuwzspv | PIJV | - | 600 | PQXN+568 | - | - |
| Vvwvje | BHP | 69.234 | - | - | PY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | RYM | 97.000 | 8.70 | - | DD- | - | - | - | 7.46% | - | Fydftvfi | AGPH | - | 925 | JMTV+836 | - | - |
| B-2 | LTM | 28.000 | 7.67 | - | RR | - | - | - | 35.00% | - | Dbpsc | TTPK | - | 315 | 6.19% | - | - |
| E-2 | BEG | 61.000 | 9.26 | - | ZZZ | - | - | - | 77.70% | - | Ywhzr | PEIZ | - | 270 | 5.75% | - | - |
| K | NFE | 58.000 | 9.77 | - | B | - | - | - | 68.50% | - | Brreqlkb | DLEF | - | 445 | EWGP+445 | - | - |
Deal Comments
Fmv Yozz Okngmvp 2.00
Reinvestment Period (YRS)
3.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | LOF | 58.160 | 4.60 | - | S | - | - | - | 41.90% | - | Wmkqw | - | - | 265 | 4.53% | - | 14.87207 |
| S | CGM | 58.927 | 2.85 | - | LL- | - | - | - | 1.28% | - | Jbdqtwfa | 3cF | - | 700 | 3qI+653 | - | 17.25240 |
| H | OVD | 8.600 | 5.60 | - | RRR | - | - | - | - | - | Wmqamyuz | 3jV | - | 65 | 3qE+65 | - | 236.00000 |
| I | TTA | 840.800 | 1.67 | - | CC | - | - | - | 90.00% | - | Ydcyhryt | 3dV | - | 149 | 3wU+149 | - | 882.00000 |
| U-1 | CQW | 54.000 | 2.90 | - | E | - | - | - | 13.80% | - | Buomcdfd | 3oZ | - | 265 | 3yR+265 | - | 463.00000 |
| Ubvsua | KBP | 69.840 | - | - | NN | - | - | - | - | - | - | - | - | - | - | - | - |
| Q | QLA | 10.300 | 4.93 | - | LLL- | - | - | - | 25.30% | - | Sshhjtjh | 3hO | - | 380 | 3sK+380 | - | 772.00000 |
Reinvestment Period (YRS)
8.59