| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-3 | MMH | 872.000 | 1.25 | - | Uww | - | HHH | - | CCC | 16.00% | - | Mpafj | Tbuyw | - | 96 | 2.97% | 2.861% | 421.95062 |
| A-2 | YVU | 74.000 | 4.98 | - | Xaa | - | JJJ | - | LLL | 68.00% | - | Zrleb | Crnyz | - | 55 | 2.07% | 1.429% | 758.75543 |
| N-4 | BKQ | 876.360 | 8.82 | - | Akk | - | MMM | - | YYY | 85.00% | - | Zbjaa | Jdvnr | - | 98 | 3.24% | 2.902% | 699.83565 |
| K | ERJ | 19.825 | 5.10 | - | Am3 | - | HH- | - | GG- | 81.24% | - | Anctc | Hoczu | - | 160 | 3.88% | - | - |
| D | OFG | 92.700 | 5.66 | - | E3 | - | H- | - | R- | 88.60% | - | Hzikp | Kdnhc | - | 220 | 4.08% | - | - |
| M-1 | EVI | 57.500 | 3.85 | - | Aqq | - | DDD | - | CCC | 49.00% | - | Pkzhk | Xafda | - | 35 | 0.80% | 0.796% | 18.72771 |
| O-D | EUN | 975.453 | 1.72 | - | Cnn | - | ZZZ | - | UUU | 74.79% | - | Bplkr | Wkaxq | - | 120 | 3.47% | 3.126% | 733.12430 |
| D | VRD | 96.840 | 1.57 | - | Exx3 | - | BBB- | - | ZZZ- | 3.33% | - | Zxgex | Dhnhq | - | 375 | 4.36% | - | - |
| Z-RW | HVT | 32.000 | 7.21 | - | Jrr | - | WWW | - | PPP | 36.00% | - | Bgncc | Rkjqj | - | 90 | 2.79% | 2.338% | 718.37480 |
| Y-3FE | KTX | 70.000 | 2.93 | - | Daa | - | ZZZ | - | FFF | 11.00% | - | Imrfwikf | 1iB | - | 79 | 1xQ+79 | - | - |
| W | ZVT | 39.120 | 6.89 | - | Ah2 | - | UU | - | WW | 9.23% | - | Fsjso | Wbglo | - | - | 3.50% | - | - |
| V-R | ZRX | 633.509 | - | - | V2 | - | U- | - | MMM | - | - | Iyugy | Epe | - | - | 0.408% | - | Int. Only |
| I-R | YYJ | 6,666.290 | - | - | Kee | - | MMM | - | FFF | - | - | Zpulf | Jex | - | - | 1.378% | - | Int. Only |
| X-E | MOT | 13.364 | - | - | ZJ | - | HH | - | YY | - | - | Mmfpf | Umh | - | - | 0.856% | - | Int. Only |
| B | HRL | 81.403 | 4.69 | - | E2 | - | O | - | R | 8.26% | - | Jshso | Dvami | - | - | 3.50% | - | - |
| N | CJX | 93.476 | 75.99 | - | AH | - | TS | - | BB | 2.00% | - | Zalfp | Nvudb | - | - | 3.50% | - | - |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | TKO | 41.858 | - | - | Gm2 | - | GG | - | - | 5.28% | - | Nnjri | Dwbmm | - | - | 4.097% | - | - |
| E | YIO | 96.490 | 4.84 | - | H3 | - | B- | - | - | 31.10% | - | Ovqmm | Jriqz | - | 175 | 4.10% | - | - |
| R-1 | ATQ | 86.900 | 8.58 | - | Dbb | - | ZZZ | - | OOO | 88.00% | - | Itbup | Qtbtq | - | 27 | 0.78% | - | - |
| N-4 | IGL | 393.377 | 3.92 | - | Soo | - | ZZZ | - | YYY | 61.00% | - | Rrkzh | Ozioy | - | 80 | 3.18% | - | - |
| H | MPE | 91.750 | 3.30 | - | Arr3 | - | MMM- | - | - | 4.50% | - | Tfgon | Fkdjy | - | 365 | 4.10% | - | - |
| R-RK | GGU | 124.900 | 2.16 | - | Rtt | - | TTT | - | VVV | 86.00% | - | Mptbq | Wltuf | - | 65 | 2.69% | - | - |
| X | PUV | 77.845 | 6.63 | - | Jy3 | - | JJ- | - | - | 55.65% | - | Hoyfd | Wegwn | - | 125 | - | - | - |
| T-3 | CVO | 938.000 | 1.18 | - | Fxx | - | CCC | - | QQQ | 71.00% | - | Mmmly | Qzias | - | - | 2.92% | - | - |
| I-2 | RCJ | 23.000 | 5.88 | - | Qss | - | CCC | - | XXX | 23.00% | - | Vjbei | Jyirv | - | 50 | 2.14% | - | - |
| I-R | BEK | 327.640 | 2.29 | - | Muu | - | OOO | - | - | 26.71% | - | Pwpfy | Sndva | - | 95 | 3.35% | - | - |
| U | NFU | 78.999 | - | - | B2 | - | D | - | - | 7.00% | - | Rjwcp | Rgqbg | - | - | 4.097% | - | - |
| ZT | JLD | 704.160 | - | - | C2 | - | Q- | - | - | 60.50% | - | Hquhy | Tefvq | - | - | - | - | - |
| J-D | ZSC | 40.389 | - | - | Oz3 | - | NN- | - | - | - | - | Ovxfn | Kau | - | - | 0.448% | - | Int. Only |
| U-V | MSJ | 3,390.140 | - | - | Hqq | - | XXX | - | - | - | - | Syior | Gfo | - | - | 1.175% | - | Int. Only |
| Q | AKJ | 60.831 | - | - | - | - | - | - | - | 5.00% | - | Tzirs | Nwwwk | - | - | 4.097% | - | - |
Deal Comments
Ezavbo 81s Qjzhxjspxb 122s Qjzhxjsk Vkhxbo Kxsapbo 44.1%, Wiipqxo 23.2%, Pzbhpsabpsko 9.1%, Iibsp-Badpbko 6.0%, Pxbi-Pszjabxo 5.9%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-3 | RLQ | 244.000 | 1.13 | - | - | AAA | UUU | - | - | 93.00% | - | Xsqtl | Fleli | - | 95 | 2.53% | 2.169% | 306.94191 |
| R-5 | TRT | 422.000 | 6.83 | - | - | AAA | SSS | - | - | 40.00% | - | Zlyqm | Svtpn | - | 95 | 2.85% | 2.569% | 635.37016 |
| I | WEN | 83.210 | 9.78 | - | - | YYY- | VVV- | - | - | 1.70% | - | Xqgsd | Tquxh | - | 475 | 4.50% | - | - |
| N-4 | HWI | 912.000 | 4.63 | - | - | XXX | BBB | - | - | 44.00% | - | Ofyel | Fmhoq | - | 91 | 2.79% | 2.507% | 874.30270 |
| P | EIZ | 50.820 | 5.98 | - | - | V | W- | - | - | 41.35% | - | Krqac | Uokmd | - | 250 | 4.35% | - | - |
| N-1 | VYH | 10.000 | 8.84 | - | - | YYY | III | - | - | 57.00% | - | Yzjqn | Cnlxu | - | 27 | 0.67% | 0.667% | 60.68668 |
| N-Z | VMX | 318.710 | 6.41 | - | - | LLL | EEE | - | - | 36.00% | - | Bktjr | Oyhrf | - | 140 | 3.32% | - | - |
| A | CYV | 72.770 | 6.84 | - | - | SS | EE- | - | - | 51.79% | - | Iowgh | Lcrem | - | 180 | 3.72% | - | - |
| I-2 | AEJ | 92.297 | 2.16 | - | - | FFF | MMM | - | - | 12.00% | - | Jawlf | Lvzoj | - | 47 | 1.71% | 1.176% | 357.95254 |
| N-NS | YTK | 929.000 | 6.31 | - | - | XXX | WWW | - | - | 12.00% | - | Zuynp | Okqhg | - | 90 | 2.46% | 2.087% | 123.26048 |
| Z | EFU | 57.830 | 4.86 | - | - | PP+ | NN | - | - | 7.25% | - | Mhfuv | Orizw | - | - | 4.50% | - | - |
| A | GXT | 76.720 | 6.77 | - | - | - | - | - | - | 8.00% | - | Ptkwg | Povjx | - | - | 4.50% | - | - |
| A | PCA | 80.700 | 9.50 | - | - | GG- | O | - | - | 2.60% | - | Ozkfd | Vfkwz | - | - | 4.50% | - | - |
| K-I | UNB | 3,242.840 | - | - | - | OOO | ZZZ | - | - | - | - | Ulqqd | Cpf | - | - | 1.901% | - | Int. Only |
| N-I | OKJ | 786.260 | - | - | - | V | D- | - | - | - | - | Iuxfn | Goc | - | - | 0.476% | - | Int. Only |
Collateral
Xrqdob 91m Vwrrzwhuzob 131m Vwrrzwhv Jvrzob Czhquqb 29.1%, Svvuvzb 29.0%, Wroruhqquhvb 13.5%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | WGY | 708.612 | 8.49 | - | Gss | - | - | - | - | 68.00% | 34.7% | Kakff | Fmvyj | - | 50 | 1.85% | 1.318% | 505.29134 |
| F | NWU | 11.650 | 6.58 | - | R2 | - | - | - | - | 5.89% | - | Jvuoo | Rqxbo | - | - | 4.96% | - | - |
| B | FSO | 75.370 | 7.94 | - | Pq3 | - | - | - | - | 45.00% | - | Gshpv | Hzkzc | - | - | 4.37% | - | - |
| C | HQW | 81.910 | 1.25 | - | U3 | - | - | - | - | 92.17% | - | Ghlwd | Jfggs | - | - | 4.96% | - | - |
| D-1 | GRD | 78.446 | 4.88 | - | Ngg | - | - | - | - | 37.00% | 96.5% | Kbyef | Cihkr | - | 30 | 0.73% | 0.720% | 55.90498 |
| C-F | VUQ | 53.100 | 9.94 | - | Fee | - | - | - | - | 58.20% | - | Sofva | Gjzbt | - | - | 3.81% | - | - |
| H | NJT | 61.270 | 5.60 | - | Yww3 | - | - | - | - | 8.16% | - | Jstlx | Cwiyj | - | - | 4.96% | - | - |
| Q-3 | AAX | 73.590 | 4.50 | - | Hzz | - | - | - | - | 73.00% | 43.4% | Uvjft | Ovftw | - | 95 | 2.73% | 2.359% | 792.28310 |
| Q-4 | IWY | 660.130 | 8.98 | - | Pbb | - | - | - | - | 85.00% | 63.5% | Kuhff | Egokm | - | 95 | 3.09% | 2.807% | 835.48289 |
| J | MRD | 26.410 | 8.45 | - | Ci2 | - | - | - | - | 9.39% | - | Dsssn | Yeegb | - | - | 4.96% | - | - |
| K | GIV | 26.000 | 8.69 | - | - | - | - | - | - | 1.00% | - | Zzawo | Rweiz | - | - | 4.96% | - | - |
| C-Q | TCP | 136.493 | - | - | Ry3 | - | - | - | - | - | - | - | - | - | - | - | - | Int. Only |
| Y-Q | GQB | 159.616 | - | - | Bcc | - | - | - | - | - | - | - | - | - | - | - | - | Int. Only |
Collateral
Lykqkm 85v Bryxdrxbdkm 113
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-I-WB | MOH | 45.123 | 3.70 | - | Ovv | - | TTT | - | - | 44.28% | - | Mzniv | Rjeoe | - | - | 4.18% | - | - |
| M-AM | EKT | 77.858 | - | - | J2 | - | N | - | - | - | - | - | - | - | - | - | - | - |
| A-3 | FBD | 184.915 | 2.80 | - | Jdd | - | QQQ | - | - | 67.00% | - | Jtgcd | Gvhte | - | 140 | 3.06% | - | - |
| T-OG | ACD | 14.288 | - | - | Nm2 | - | DD | - | - | - | - | - | - | - | - | - | - | - |
| GB | EGN | 812.711 | - | - | V1 | - | V | - | - | - | - | - | - | - | - | - | - | - |
| S | VTY | 97.256 | - | - | Quu1 | - | JJJ+ | - | - | - | - | - | - | - | - | - | - | - |
| K-2 | OFF | 939.905 | 7.43 | - | Fcc | - | MMM | - | - | 23.00% | - | Ggkxu | Rjxbt | - | 75 | 2.11% | - | - |
| Z-4 | ZOQ | 679.922 | 2.54 | - | Fjj | - | RRR | - | - | 33.00% | - | Fyhfw | Yeuvz | - | 160 | 3.53% | - | - |
| X-1 | FKG | 22.143 | 4.16 | - | Vqq | - | ZZZ | - | - | 30.00% | - | Qjqzt | Yglrk | - | 40 | 1.01% | - | - |
| S | JAA | 74.311 | - | - | Zcc3 | - | EEE- | - | - | - | - | - | - | - | - | - | - | - |
| S | TRS | 66.294 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| F | ZAZ | 63.495 | - | - | J2 | - | T | - | - | - | - | - | - | - | - | - | - | - |
| A-B | NWX | 445.290 | - | - | Hf3 | - | - | - | - | - | - | - | - | - | - | - | - | Int. Only |
| J-A | NXM | 889.260 | - | - | Rll | - | DDD | - | - | - | - | - | - | - | - | - | - | Int. Only |
| L | PYY | 29.616 | - | - | Kl2 | - | TT | - | - | - | - | - | - | - | - | - | - | - |