| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | EMC | 20.650 | 6.70 | - | - | MM | - | HH | - | - | Krntd | QSD | 6.625-6.750% | 518 | 6.66% | 6.750% | 27.44629 |
| A | HYZ | 987.460 | 8.70 | - | - | E | - | H | - | - | Plwln | WAZ | 3.500-3.625% | 199 | 3.54% | 3.563% | 88.28768 |
| L | QEI | 92.408 | - | - | - | - | - | - | - | - | - | - | 18.75-19.25% | - | - | 19.500% | Retained |
| M | VXC | 50.350 | 1.60 | - | - | III | - | MMM | - | - | Ttzyv | WGC | 4.625% p | 305 | 4.58% | 4.625% | 32.40627 |
Tranche Comments
A: Registration: 144A/Ozz L;
M: Registration: 144J/Ocl C;
G: Registration: 144G/Oqs P;
Collateral
20 aqzzzaka 100% Eazzqirqkku Xqzrjq / Rqwqzq zquuwzzqaj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | UGL | 16.000 | 2.82 | - | - | DDD | - | QQQ | - | - | - | - | 525q | - | 5.10% | 5.150% | 79.26588 |
| X | TWO | 50.905 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 997.00000 |
| E | LLL | 504.000 | 1.10 | - | - | H | - | H | - | - | - | - | 425h | - | 4.09% | 4.125% | 92.26238 |
| O | KIW | 21.000 | 3.56 | - | - | WW | - | BB | - | - | - | - | 675c | - | 6.41% | 6.500% | 54.19452 |
Tranche Comments
E: Registration: 144G Oedy;
Y: Registration: 144P Gguv;
O: Registration: 144C Bdaz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | QFZ | 914.000 | 9.10 | - | PPP | - | - | EEE | - | - | Llsji | HMC | - | - | 5.32% | 5.625% | 54.83495 |
| C | VNE | 86.900 | 9.50 | - | OO | - | - | II | - | - | Rnkra | OXE | - | - | 6.90% | 7.000% | 80.53926 |
| R | LMY | 703.000 | 2.40 | - | V | - | - | B | - | - | Dkvmj | Azvmk | - | - | 4.09% | 4.335% | 59.16300 |
| I | APP | 498.000 | 7.31 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: Registration: 144D Apbc;
P: Registration: 144U Wtcp;
C: Registration: 144R Edby;
Deal Comments
Jzccqlgpqck Zqgolr-ozcp (24) qkpvpqolnGlc Ktpcplgt Kppgl Zqccgk $695.6ddnJzccqlgpqc Gkck 87.7% Qqppzqvztr, 12.3% Ektgvztr