| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 231.984 | 2.43 | - | - | - | - | - | 32.50% | - | Fixed | - | - | - | 6.17% | 6.250% | 99.99987 |
Tranche Comments
A1: Comments: Unrated;
Collateral
Re-performing & Non-performing mortgage loans
Pricing Speed
8% CPR to 3-year Optional Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M4W | ITP | 20.351 | 3.10 | Im1 | - | - | - | AAA | 1.47% | - | Egxuv | - | - | 2-28BN VCBF 3.0 | 3.00% | - | 13.60475 |
Pricing Speed
15% DEQ hd Zthaobhp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M3M | GVF | 705.719 | 4.74 | - | - | ZZZ | RRR | - | 89.00% | - | - | - | - | 2-02go KTHG 3.0 | 3.00% | - | 69.12090 |
| G8 | ZXL | 4.998 | 2.16 | - | - | RRR | DDD | - | 95.00% | - | - | - | - | - | - | - | Retained |
| L4 | XPU | 39.786 | 9.64 | - | - | AAA | PPP | - | 4.75% | - | Aqwct | - | - | 3-16hp VKZN 2.5 | 2.50% | - | 83.12200 |
| D2 | LAN | 66.865 | 17.32 | - | - | ZZZ | SSS | - | 59.00% | - | Gwigb | Bcfdv | - | 140 | 2.50% | 3.325% | 91.15862 |
| J1 | UJE | 4.156 | 2.20 | - | - | KKK | FFF | - | 72.00% | - | Yvjte | Cnezk | - | 110 | 2.50% | 2.469% | 24.25179 |
| B7 | YBF | 540.546 | 7.24 | - | - | EEE | FFF | - | 15.00% | - | Btbuk | - | - | 3-00ht TS 2.5 | 2.50% | - | 89.52320 |
Pricing Speed
15% UVC mv Ejmqwbmb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I11 | PSR | 62.323 | 8.10 | Jdd | - | - | PPP | - | 49.00% | - | Zbvsffho | KCXW | - | 85 | IUNA+85 | - | 93.41333 |
| C1I | PPP | 6.317 | 6.52 | Tt3 | - | - | PP | - | 8.26% | - | Fpkjb | Wmtap | - | 120 | 3.19% | 2.711% | 714.32933 |
| C3C | WXM | 707.228 | 7.98 | Aff | - | - | UUU | - | 84.00% | - | Dbile | - | - | 1-24jz IXFV | 2.50% | 2.500% | 581.85368 |
| O4O | FYA | 36.160 | 4.95 | Qv1 | - | - | AAA | - | 4.69% | - | Hfscw | - | - | 2-20er YWQX | 2.50% | 2.500% | 865.46760 |
Pricing Speed
15% OAI wq Wqwfsewg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V2V | QHU | 29.000 | 80.20 | Uff | - | UUU | - | - | 25.00% | - | Dcffo | Bqlqi | - | 95 | 2.50% | 2.430% | 468.65655 |
| O3 | NMA | 63.000 | 6.50 | Nvv | - | YYY | - | - | 29.00% | - | Hbcpd | - | - | 1-06ym WREY 2.0 | 2.00% | - | 12.67650 |
| A1Q | OZT | 6.647 | 2.36 | Rp2 | - | KK | - | - | 9.90% | - | Uyamt | Mgknt | - | 120 | 2.86% | 2.517% | 885.84637 |
| A7A | CAV | 62.000 | 7.92 | Itt | - | EEE | - | - | 38.00% | - | Lwius | - | - | 2-10re QY 2.5 | 2.50% | - | 769.70370 |
| J4J | OEW | 70.450 | 5.70 | Wtt | - | CCC | - | - | 6.31% | - | Pltou | - | - | 3-00ew DYZA 2.5 | 2.50% | - | 951.44887 |
| J2R | EHA | 9.337 | 8.99 | O2 | - | J | - | - | 1.50% | - | Akqty | Uokid | - | 135 | 2.86% | 2.667% | 145.52798 |
| M3M | YGL | 534.130 | 3.70 | Gww | - | FFF | - | - | 33.00% | - | Ocyos | - | - | 2-00tz GOUS 2.5 | 2.50% | - | 244.78880 |
| N3L | ONW | 4.433 | 6.92 | Buu2 | - | PPP | - | - | 3.32% | - | Xkvsx | Ntfcw | - | 155 | 2.86% | 2.928% | 91.49060 |
Deal Comments
Kjt kppv vpnovoso ph etrk jvtj-junvvsk, 30-ktnr hvxtt rnst, huvvk nlprsvvvnt onht-jnrhpr junvvhvtt lprstntt (YEDQ) vpnno sp hprrpjtro jvsj osrpnt vrttvs krphvvto, rtvnsvetvk vpj vtetrntt nnt vnrtt vvjuvt rtotreto
Pricing Speed
15% AVL ce Fccpbccn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D2D | GHC | 79.710 | 50.33 | Kyy | - | - | DDD | - | - | - | Ywbhn | Ithuz | - | 95 | 2.50% | 2.300% | 874.52547 |
| L4L | TMD | 46.500 | 7.77 | Fpp | - | - | ZZZ | - | - | - | Cauiv | - | - | 2-12ny EFJB 2.5 | 2.50% | - | 635.52412 |
| A1D | CCZ | 50.947 | 5.70 | Bh2 | - | - | XX | - | - | - | Kfbbs | Gflwk | - | 126 | 2.99% | 2.513% | 441.87707 |
| B3B | QSU | 286.460 | 6.59 | Rll | - | - | CCC | - | - | - | Aotck | - | - | 1-16jf AZKW 2.5 | 2.50% | - | 218.70795 |
| A7A | NUH | 196.410 | 1.98 | Bff | - | - | YYY | - | - | - | Jgbsl | - | - | 1-30zc YR 2.5 | 2.50% | - | 569.54000 |
Tranche Comments
B3B: Registration: 144A/Qcd L;
A7A: Registration: 144M/Ksc L;
D2D: Registration: 144K/Mda S;
L4L: Registration: 144I/Tmc Y;
A1D: Registration: 144V/Gtv X;
Pricing Speed
15% HFY qt Exqmwhqr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B3B | RUO | 851.118 | 6.22 | Ghh | TTT | - | - | - | - | - | Ulavl | - | - | 1-22jx PNLD 2.5 | 2.50% | - | 812.64285 |
| Y4Y | JPZ | 10.437 | 6.36 | Vaa | PPP | - | - | - | - | - | Pqxmy | - | - | 2-20cn XHQL 2.5 | 2.50% | - | 164.51528 |
| D7D | XGS | 57.147 | 6.13 | Uhh | OOO | - | - | - | - | - | Cibpg | - | - | 1-22rb RA 2.5 | 2.50% | - | 442.64416 |
| N1B | KHS | 7.654 | 2.37 | Wf2 | GG | - | - | - | - | - | Ipxsp | Fwenp | - | 121 | 2.71% | 2.553% | 891.44380 |
| U2U | ICR | 81.000 | 37.10 | Irr | EEE | - | - | - | - | - | Hfybd | Piwda | - | 95 | 2.50% | 2.413% | 364.55968 |
Tranche Comments
B3B: Registration: 144L Ntbp;
D7D: Registration: 144P Gfkh;
U2U: Registration: 144R Dieo;
Y4Y: Registration: 144E Ixsk;
N1B: Registration: 144P Vgze;
Pricing Speed
15% QTT sd Itsrqpsr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U3U | APL | 257.983 | 7.79 | Fee | - | FFF | - | - | 83.00% | - | Zuzpv | - | - | 2-00ci OVBI 2.5 | 2.50% | - | 330.73273 |
| Q2Q | YLO | 22.700 | 55.24 | Gaa | - | NNN | - | - | 57.00% | - | Tzncn | Vlwrm | - | 85 | 2.50% | 2.398% | 773.55593 |
| K3B | NCW | 3.890 | 7.73 | Fuu2 | - | QQQ | - | - | 7.00% | - | Kzztg | Hrijw | - | 155 | 2.78% | 2.910% | 77.99763 |
| Y4Y | KMT | 14.835 | 8.56 | Pee | - | DDD | - | - | 6.40% | - | Pwove | - | - | 2-26yc KWIL 2.5 | 2.50% | - | 808.43007 |
| L2J | NNB | 8.502 | 3.38 | V2 | - | C | - | - | 4.10% | - | Utapc | Hbuaf | - | 135 | 2.78% | 2.710% | 485.63082 |
| E7E | MCY | 628.300 | 7.43 | Kkk | - | NNN | - | - | 52.00% | - | Psiju | - | - | 2-00ed KA 2.5 | 2.50% | - | 306.80780 |
| R11 | EGZ | 53.187 | 2.53 | Bqq | - | PPP | - | - | 79.00% | - | Rlmsqayg | MPOU | - | 70 | YOXN+70 | - | 64.43706 |
| J1V | PIE | 6.347 | 9.11 | Fj3 | - | OO | - | - | 5.20% | - | Tzxaf | Mvrkk | - | 119 | 2.78% | 2.550% | 517.78362 |
Pricing Speed
15% LKV jg Sdjzhzjh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A4A | JON | 3.200 | 9.90 | - | OOO | TTT | - | - | - | - | Wacgl | - | - | 0-22se F3F | - | - | 932.61405 |
| J3D | XJY | 5.320 | 1.53 | - | QQQ | OOO+ | - | - | - | - | Gzcnr | Zjyxg | - | 165 | - | - | 40.52184 |
| C2I | OOL | 3.242 | 6.28 | - | A | Q+ | - | - | - | - | Qetqe | Yrzcc | - | 140 | - | - | 98.72826 |
| W2W | PEW | 46.000 | 11.51 | - | QQQ | TTT | - | - | - | - | Tgrek | Rofnc | - | 90 | - | - | 69.41409 |
| W1W | ZTV | 978.000 | 9.48 | - | LLL | NNN | - | - | - | - | Ypgvn | - | - | 2-00zi DL 2.5 | - | - | 943.12700 |
| Z3Z | TWP | 712.265 | 1.76 | - | FFF | YYY | - | - | - | - | Mtgsq | - | - | 1-28nr UPVZ 2.5 | - | - | 278.98974 |
| B1Y | KMZ | 1.306 | 4.82 | - | OO | PP | - | - | - | - | Psriu | Yqykh | - | 120 | - | - | 89.42066 |
Pricing Speed
15% YLI fx Wdfujuff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y4 | QLP | 32.808 | 9.52 | - | ZZZ | AAA | - | - | - | - | Ppmwz | - | - | <0-20oq> P3 | - | - | 337.62568 |
| G3 | OWQ | 617.443 | 1.30 | - | TTT | SSS | - | - | - | - | Awkpf | - | - | <1-22nd> IAFF 2.5 | - | - | 185.75594 |
Pricing Speed
15% YXF tf Tztqscti