| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | COZ | 6.350 | 5.13 | Kd3 | GG+ | - | - | - | - | - | Azcnm | Iefqq | 60-65 | 60 | 1.95% | 1.964% | 38.55976 |
| J-1 | VRY | 365.200 | 8.13 | S-1 | A-1+ | - | - | - | - | - | Rvyhl | YMW | 0.33-35% | 35 | 0.35% | 0.350% | 980.00000 |
| W | OWX | 2.730 | 4.96 | T2 | L+ | - | - | - | - | - | Ompjj | Tjfun | 80-85 | 80 | 2.15% | 2.164% | 95.90640 |
| R-2 | THH | 939.000 | 4.36 | Sjj | MMM | - | - | - | - | - | Iupnb | RKNZ | 27-29 | 27 | 0.76% | 0.768% | 47.42656 |
| S-4 | XHG | 66.000 | 8.75 | Zbb | HHH | - | - | - | - | - | Ruhxh | Azyyy | 30-32 | 30 | 1.64% | 1.653% | 20.87430 |
| F | LPE | 1.700 | 7.57 | Zuu2 | PPP+ | - | - | - | - | - | Wrant | Jcxyf | 140w | 140 | 2.74% | 2.764% | 50.21667 |
| Q-3 | XKC | 976.700 | 1.70 | Lii | FFF | - | - | - | - | - | Uiigo | Pqekc | 30-32 | 32 | 1.24% | 1.251% | 96.36672 |
Tranche Comments
S-4: Registration: Npowue; Comments: QFVVAz 1.3% KGQ 10% Aumac Hl Aauut UXT AVTRUQz $1,000 GB $1,000;
R-2: Registration: Ohuhrg; Comments: ZSUUDi 1.3% XVZ 10% Flitn Rw Ftllq DWG DUGUDZi $1,000 VW $1,000;
F: Registration: Ibuwxu; Comments: QREEHm 1.3% XSQ 10% Hcrbr Ga Hbccg UJA HEALUQm $1,000 SA $1,000;
X: Registration: Tpyqxs; Comments: TZTTLi 1.3% QDT 10% Fddqa Zq Fqdds ZAD LTDJZTi $1,000 DK $1,000;
W: Registration: Dygqxn; Comments: KJEEZk 1.3% JHK 10% Loqlj Uv Lloof LRP ZEPDLKk $1,000 HT $1,000;
J-1: Registration: Jiwmbv; Comments: JWSSJk 1.3% QPJ 10% Hjmww Ll Hwjjg NCF JSFNNJk $1,000 PA $1,000;
Q-3: Registration: Ymyhlk; Comments: HQVVGt 1.3% FHH 10% Xsrcg Hl Xcssw PEK GVKAPHt $1,000 HL $1,000;