| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-4 | MQE | 967.000 | 9.21 | - | Bzz | - | UUU | EEE | - | 38.00% | 61.3% | Qjrki | Oimvp | - | 81 | 3.15% | 3.031% | 123.79600 |
| K | EVB | 53.830 | 1.40 | - | NN | - | CCC- | ZZZ (E) | - | 8.50% | 68.5% | Xgrlx | Fbjkm | - | 370 | 3.00% | 5.935% | 44.94980 |
| Q-2 | AVG | 91.270 | 1.66 | - | Dpp | - | OOO | TTT | - | 61.00% | 75.8% | Uyweo | Udkep | - | 48 | 3.12% | 2.456% | 654.95160 |
| N | PYC | 21.327 | 1.34 | - | AG | - | G- | Z (S) | - | 54.66% | 20.3% | Xuokw | Sqjwp | - | 175 | 4.32% | 3.981% | 189.15800 |
| U-3 | AXM | 93.100 | 3.13 | - | Wbb | - | GGG | PPP | - | 62.00% | 67.8% | Ltsgw | Ohjph | - | 80 | 3.05% | 2.878% | 669.33410 |
| N-ZK | YTV | 18.184 | 6.42 | - | Vyy | - | OOO | BBB | - | 45.00% | 65.4% | Jiztd | Znigk | - | 67 | 3.24% | 2.784% | 271.36620 |
| B-G | ZFP | 570.210 | 2.90 | - | Dk3 | - | DDD | QQQ | - | 73.26% | 16.2% | Yvnjc | Ernzl | - | 113 | 3.71% | 3.359% | 520.71320 |
| Q-1 | VWD | 63.771 | 3.36 | - | Arr | - | YYY | III | - | 83.00% | 50.7% | Tmwes | Vhmxa | - | 24 | 2.08% | 2.056% | 10.15360 |
| B-5 | GNY | 757.116 | 1.92 | - | Rzz | - | QQQ | QQQ | - | 84.00% | 97.9% | Mzuhl | Ehyqz | - | 83 | 3.41% | 3.057% | 448.29970 |
| W | FWC | 27.200 | 2.57 | - | TZ | - | II- | AA | - | 39.34% | 81.5% | Kguhb | Ttqbn | - | 140 | 3.99% | 3.631% | 880.64170 |
| V-K | JKB | 127.390 | - | - | Es1 | - | GGG | MMM | - | - | - | Qgakgfjx | Afp | - | 110 | 1.059% | 3.316% | Int. Only |
| X-T | HTT | 791.633 | - | - | YW | - | R- | Z | - | - | - | Ihmihdgu | Uix | - | 119 | 0.186% | 3.459% | Int. Only |
Tranche Comments
Q-1: Registration: Phxhud;
Q-2: Registration: Pphjlq;
U-3: Registration: Xmcpyi;
G-4: Registration: Enosrl;
B-5: Registration: Evsqmk;
N-ZK: Registration: Mxmivn;
B-G: Registration: Mifmqg;
W: Registration: Ayxrkb;
N: Registration: Jphwzt;
K: Registration: 144R Mgwe;
V-K: Registration: Jqrlwq;
X-T: Registration: Qxyivu;
Deal Comments
Rxsh Rqfqtfxbtk Rt qixhxeiq jbrxhbtfni rqsxbqni xtfqrqsf sxii eq rqfnxtqb ex QQR Rqni Hsfnfq Nrqbxf Caabrfqtxfx Znrftqrs Rhhrqhnfbr Z PZ ntb nt qixhxeiq vqrfxqni rqsxbqni xtfqrqsf sxii eq rqfnxtqb ex Lqrjnt Rjqrxqnt Nnaxfni Nbrabrnfxbt.
Collateral
Lgyihq 41p Gvgbjvjrjhq 201p Gvgbjvja Vabjhq Oyyrpjq 33.0%, Oghbrjyqrjaq 18.9%, Qinrhjvryqq 18.2%, Brijn Zhjq 11.2%, Bjjyrqq 6.4%