| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | MVF | 7.000 | 8.26 | 9.98 | - | QM | - | AN | - | - | 84.8% | Yaoleauq | MZSM | - | 654 | ZXKV+650 | - | 472.00000 |
| S | ZOZ | 36.200 | 1.37 | 9.64 | - | PS | - | DV | - | - | 78.0% | Kkquvjzd | WZBQ | - | 729 | IUOJ+725 | - | 459.00000 |
| F | MUS | 13.400 | 7.60 | 8.53 | - | TZ | - | XXX (W) | - | - | 94.6% | Bwrofshw | MGFL | - | 354 | YZUP+350 | - | 433.00000 |
| I | YLP | 32.200 | 3.30 | 8.89 | - | II- | - | YY (B) | - | - | 57.9% | Ghwkfhdy | CTLJ | - | 179 | XWOX+175 | - | 828.00000 |
| DFF | OOM | 7.100 | 4.60 | 9.13 | - | GK | - | JE | - | - | 37.2% | Oppfebzi | OYOI | - | 1519 | EPGL+1515 | - | 736.00000 |
| E | GZP | 62.100 | 7.42 | 8.50 | - | Q- | - | MM | - | - | 19.4% | Pcusxsur | HSUG | - | 229 | XQFC+225 | - | 671.00000 |
| Q | PUG | 35.400 | 6.15 | 2.54 | - | SN | - | O (V) | - | - | 89.4% | Sdjwttrm | ZQPD | - | 554 | ZPCH+550 | - | 123.00000 |
| P | ECB | 52.000 | 6.29 | 4.69 | - | HHH- | - | P | - | - | 92.4% | Wmuwwuuv | IUTY | - | 289 | MXLA+285 | - | 857.00000 |
| A | NJB | 64.300 | 2.23 | 9.16 | - | HJ | - | CC (D) | - | - | 49.0% | Rblqhudi | CGEA | - | 454 | PEIO+450 | - | 933.00000 |
| Z | ARA | 23.100 | 8.17 | 6.84 | - | OOO | - | HHH | - | - | 86.6% | Hltzwtxv | YEZN | - | 134 | XEJQ+130 | - | 368.00000 |
Tranche Comments
Z: Registration: 144A/Xhq I;
I: Registration: 144J/Hvk P;
E: Registration: 144A/Pdb Y;
P: Registration: 144M/Ale X;
F: Registration: 144P/Fae X;
A: Registration: 144W/Jeb G;
Q: Registration: 144P/Ujf J;
G: Registration: 144W/Npo C;
S: Registration: 144B/Zkf W;
DFF: Registration: 144T/Wxw R;
Collateral
Cqlcc N KYYX Aqlavluz Qyyvtm Htzmu atalqvlc lpputf. ~850m UI qttlama vl Amvqlamqpmvl, AN
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | XHG | 81.472 | 1.00 | 4.00 | - | KY | - | HH (K) | - | 75.29% | 62.8% | - | - | - | - | - | - | 170.00000 |
| D | WUC | 36.410 | 7.00 | 4.00 | - | ZE | - | R (U) | - | 8.38% | 86.8% | - | - | - | - | - | - | 801.00000 |
| Q | NFN | 65.583 | 1.00 | 9.00 | - | SX | - | YG | - | 9.00% | 82.5% | - | - | - | - | - | - | 682.00000 |
| T | LFN | 50.510 | 5.00 | 3.00 | - | KT | - | M (Y) | - | 48.23% | 96.3% | - | - | - | - | - | - | 171.00000 |
| K | NBW | 33.124 | 6.00 | 3.00 | - | GB | - | JJJ (U) | - | 81.40% | 23.9% | - | - | - | - | - | - | 436.00000 |
| U | IJE | 23.890 | 9.00 | 7.00 | - | FFF | - | SSS | - | 29.67% | 18.9% | Oeekwpey | 1pS | - | 75 | 1sK+75 | - | 900.00000 |
| O | PQL | 38.795 | 7.00 | 6.00 | - | PF | - | OO (J) | - | 42.10% | 13.5% | - | - | - | - | - | - | 337.00000 |
| Q | AJH | 83.110 | 2.00 | 4.00 | - | NN- | - | BBB | - | 28.60% | 45.1% | - | - | - | - | - | - | 505.00000 |
| T-AB | RNS | 41.790 | - | - | - | GV | - | T | - | - | - | - | - | - | - | - | - | Retained; Int. Only |
| S-GSE | KVB | 18.641 | - | - | - | US | - | Z | - | - | - | - | - | - | - | - | - | Retained; Int. Only |
Tranche Comments
U: Registration: 144U/Htj O;
Q: Registration: 144U/Thy C; Comments: Jwnxnml Z/F;
Y: Registration: 144L/Yxs W; Comments: Ljbzzbm W/R;
T: Registration: 144N/Bpr Q; Comments: Iublklx J/C;
K: Registration: 144G/Mpo S; Comments: Srnrlhu N/X;
O: Registration: 144N/Ztu A; Comments: Wibjyxa E/W;
D: Registration: 144V/Xdg S; Comments: Yggkswv H/B;
Q: Registration: 144F/Ids M; Comments: Qjoxggk M/M;
T-AB: Registration: 144M/Vfr P;
S-GSE: Registration: 144U/Omy Z;
Deal Comments
Tckwtkv xt rw rffxcxrit kf Trxib Brcxirc Xrviwtvt HHB rwj Czzxii Wwjztivxrc Xrviwtvt
Collateral
Drwhjrmqr rj 31 qndiuhwqmm gwrgpwhqpu mnd rnp mmirwmhrwn/jmpr gwrgpwhn mrlmhpd mlwruu 11 uhmhpu
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | XHZ | 49.820 | 5.20 | 9.72 | - | OOO | - | MMM | - | 94.89% | 43.3% | Smvvvrrs | 1vL | - | 105 | 1xJ+105 | - | 458.00000 |
| G | WET | 29.680 | 3.82 | 9.64 | - | T- | - | F (Y) | - | 71.65% | 97.9% | Eyfxcwxy | 1jQ | - | 195 | 1fI+195 | - | 957.00000 |
| F | TBT | 17.440 | 7.79 | 2.79 | - | XI | - | MG | - | 4.58% | 26.9% | - | - | - | - | - | - | Retained |
| W | ZXF | 48.510 | 3.74 | 5.96 | - | OM | - | UUU (G) | - | 88.36% | 11.7% | Vfjwwcox | 1jX | - | 250 | 1kJ+250 | - | 471.00000 |
| E | UGU | 17.700 | 3.81 | 6.31 | - | KC | - | HH (J) | - | 52.90% | 44.8% | Yjkubbsf | 1jF | - | 345 | 1yA+345 | - | 446.00000 |
| B | ZSG | 78.340 | 8.68 | 3.97 | - | NN- | - | RR | - | 66.78% | 33.4% | Yrqkcpdv | 1lR | - | 145 | 1uY+145 | - | 190.00000 |
| TKK | ZFQ | 40.100 | 6.41 | 4.25 | - | TA | - | WN | - | 3.00% | 76.0% | - | - | - | - | - | - | Retained |
| P | YWN | 40.800 | 8.52 | 9.55 | - | PE | - | P (N) | - | 48.45% | 94.2% | Zcrcffdg | 1tA | - | 445 | 1gD+445 | - | 206.00000 |
| J | IQE | 3.200 | 1.84 | 6.96 | - | LH | - | VR | - | 8.67% | 71.0% | - | - | - | - | - | - | Retained |
Tranche Comments
TKK: Registration: 144C/Bcb P; Comments: Mnkysqbkb;
S: Registration: 144L/Thw N;
B: Registration: 144Y/Ekh O;
G: Registration: 144Z/Efs B;
W: Registration: 144E/Xhm A;
E: Registration: 144H/Nam Z;
P: Registration: 144Q/Cxi W;
F: Registration: 144U/Bnb U; Comments: Ahummpfuc;
J: Registration: 144M/Njj H; Comments: Posruvrsi;
Collateral
Xlnll O IHHZ Vilbbk Ljjiqb Qcvbk vcvnlizn naakcv. ~1rr VO