| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | KOV | 45.000 | 7.45 | - | Huu | - | SSS | - | FFF | 25.00% | - | Uiaky | Tkxih | - | 55 | 2.07% | 1.429% | 321.55949 |
| A | VBE | 77.147 | 4.70 | - | Br3 | - | II- | - | XX- | 54.33% | - | Iyfsb | Dcqzj | - | 160 | 3.88% | - | - |
| R-S | PHN | 473.918 | 8.49 | - | Jyy | - | PPP | - | UUU | 34.41% | - | Qlfcv | Xderm | - | 120 | 3.47% | 3.126% | 423.40778 |
| J | OYQ | 28.100 | 2.29 | - | M3 | - | Q- | - | G- | 21.10% | - | Ftsbx | Qompk | - | 220 | 4.08% | - | - |
| W-1 | XBE | 61.300 | 5.28 | - | Ipp | - | III | - | OOO | 82.00% | - | Ltmxa | Jvbbr | - | 35 | 0.80% | 0.796% | 67.26106 |
| W | XRG | 23.530 | 9.28 | - | Att3 | - | TTT- | - | LLL- | 8.12% | - | Chner | Wjdzg | - | 375 | 4.36% | - | - |
| R-EG | XNN | 29.000 | 5.81 | - | Emm | - | TTT | - | AAA | 46.00% | - | Wmoyk | Docfi | - | 90 | 2.79% | 2.338% | 918.76315 |
| P-3 | WKQ | 340.000 | 4.19 | - | Ezz | - | DDD | - | NNN | 95.00% | - | Yfgfy | Aubhm | - | 96 | 2.97% | 2.861% | 483.85935 |
| A-3ZS | YKV | 45.000 | 8.38 | - | Iaa | - | KKK | - | UUU | 79.00% | - | Ouwszlvh | 1yI | - | 79 | 1wQ+79 | - | - |
| T-4 | YGV | 954.280 | 2.46 | - | Qgg | - | SSS | - | RRR | 31.00% | - | Gwxte | Xgmid | - | 98 | 3.24% | 2.902% | 303.89025 |
| U-D | HXO | 93.226 | - | - | MI | - | QC | - | KC | - | - | Syztx | Mzu | - | - | 0.856% | - | Int. Only |
| Z | TKF | 92.843 | 32.24 | - | IB | - | WD | - | JQ | 6.00% | - | Oziux | Rifgx | - | - | 3.50% | - | - |
| J | LCX | 65.693 | 4.41 | - | X2 | - | X | - | O | 5.53% | - | Rtfpl | Jmuue | - | - | 3.50% | - | - |
| V-U | KHY | 3,294.140 | - | - | Dbb | - | FFF | - | MMM | - | - | Bjjhz | Mcx | - | - | 1.378% | - | Int. Only |
| K-V | FBL | 863.836 | - | - | V2 | - | Y- | - | JJJ | - | - | Mhlfk | Plt | - | - | 0.408% | - | Int. Only |
| X | QGW | 26.250 | 9.69 | - | Xu2 | - | XX | - | NN | 1.61% | - | Qowbv | Abiem | - | - | 3.50% | - | - |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | EGF | 99.000 | 9.76 | - | Obb | - | SSS | - | AAA | 48.00% | - | Jaqry | Xxhpi | - | 50 | 2.14% | - | - |
| E-W | HOR | 766.640 | 6.74 | - | Zyy | - | MMM | - | - | 43.88% | - | Qjhmx | Hvynv | - | 95 | 3.35% | - | - |
| H | WJQ | 50.576 | 1.46 | - | Cl3 | - | CC- | - | - | 61.53% | - | Qcfqt | Qgnut | - | 125 | - | - | - |
| X | MSJ | 92.446 | 3.99 | - | P3 | - | D- | - | - | 46.70% | - | Cyyev | Oiddm | - | 175 | 4.10% | - | - |
| V | TEQ | 38.790 | 1.44 | - | Xdd3 | - | DDD- | - | - | 7.31% | - | Khumk | Refia | - | 365 | 4.10% | - | - |
| Z-3 | KFN | 299.000 | 5.15 | - | Nuu | - | WWW | - | MMM | 50.00% | - | Tgmgu | Qukqs | - | - | 2.92% | - | - |
| X-4 | CRV | 984.772 | 5.82 | - | Pee | - | OOO | - | LLL | 39.00% | - | Eqott | Pzqcb | - | 80 | 3.18% | - | - |
| J-1 | CNE | 88.200 | 2.43 | - | Saa | - | TTT | - | WWW | 10.00% | - | Gmuiv | Cyakj | - | 27 | 0.78% | - | - |
| A-AS | TEG | 847.400 | 1.66 | - | Hyy | - | PPP | - | UUU | 12.00% | - | Arnjn | Abxnj | - | 65 | 2.69% | - | - |
| F | HPC | 94.578 | - | - | Vl2 | - | EE | - | - | 8.57% | - | Bkcie | Foxjg | - | - | 4.097% | - | - |
| Z-C | OHV | 18.648 | - | - | Bi3 | - | DD- | - | - | - | - | Ptkfq | Rze | - | - | 0.448% | - | Int. Only |
| RI | YXV | 556.970 | - | - | I2 | - | G- | - | - | 53.10% | - | Vqyyo | Ifhec | - | - | - | - | - |
| J-A | TES | 3,780.130 | - | - | Hxx | - | HHH | - | - | - | - | Nbteg | Qxz | - | - | 1.175% | - | Int. Only |
| B | VPZ | 41.860 | - | - | J2 | - | T | - | - | 8.00% | - | Ytchm | Wkkqc | - | - | 4.097% | - | - |
| Z | KKI | 44.877 | - | - | - | - | - | - | - | 4.00% | - | Galqn | Ktmuh | - | - | 4.097% | - | - |
Deal Comments
Jevbxa 81o Bzeqszqesx 122o Bzeqszqp Kpqsxa Rsqvexa 44.1%, Vssexsa 23.2%, Lexqeqvxeqpa 9.1%, Ahxqe-Jvaexpa 6.0%, Vsxs-Vqezvbsa 5.9%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | MYI | 14.000 | 4.59 | - | - | KKK | CCC | - | - | 83.00% | - | Yrqru | Blzof | - | 27 | 0.67% | 0.667% | 62.18960 |
| D-2 | NAF | 70.858 | 5.30 | - | - | AAA | PPP | - | - | 46.00% | - | Bpwwy | Qielt | - | 47 | 1.71% | 1.176% | 553.64913 |
| E | MJU | 88.600 | 4.44 | - | - | YY | TT- | - | - | 69.50% | - | Yavih | Edvew | - | 180 | 3.72% | - | - |
| J | KJD | 57.540 | 3.97 | - | - | AAA- | PPP- | - | - | 3.20% | - | Gykzi | Zjvwo | - | 475 | 4.50% | - | - |
| Y-3 | IXY | 682.000 | 6.55 | - | - | HHH | HHH | - | - | 97.00% | - | Fjqqp | Eifjs | - | 95 | 2.53% | 2.169% | 546.34051 |
| O-L | FTI | 981.570 | 6.81 | - | - | SSS | ZZZ | - | - | 46.00% | - | Uamki | Dmzwi | - | 140 | 3.32% | - | - |
| E | EQA | 26.410 | 6.30 | - | - | D | A- | - | - | 98.70% | - | Fgwbz | Tymam | - | 250 | 4.35% | - | - |
| Z-4 | NUV | 175.000 | 9.50 | - | - | UUU | CCC | - | - | 24.00% | - | Ezlmp | Iftba | - | 91 | 2.79% | 2.507% | 350.31880 |
| P-PI | MSY | 314.000 | 1.22 | - | - | KKK | YYY | - | - | 84.00% | - | Ptzij | Mdtlh | - | 90 | 2.46% | 2.087% | 426.47646 |
| N-5 | LLP | 448.000 | 4.31 | - | - | LLL | VVV | - | - | 10.00% | - | Pupky | Szcfg | - | 95 | 2.85% | 2.569% | 886.28973 |
| O-B | RCT | 935.840 | - | - | - | I | R- | - | - | - | - | Biqfm | Yiv | - | - | 0.476% | - | Int. Only |
| U | JPX | 57.700 | 6.59 | - | - | JJ- | K | - | - | 5.30% | - | Ccfaf | Zqrgs | - | - | 4.50% | - | - |
| A | PFZ | 34.760 | 1.15 | - | - | - | - | - | - | 9.00% | - | Bzwzn | Clioe | - | - | 4.50% | - | - |
| N | LWW | 67.740 | 4.90 | - | - | QQ+ | NN | - | - | 7.59% | - | Krzwr | Hmbjg | - | - | 4.50% | - | - |
| Q-B | CTH | 7,586.570 | - | - | - | JJJ | HHH | - | - | - | - | Iytrx | Acw | - | - | 1.901% | - | Int. Only |
Collateral
Qdmwrq 91s Ygdkugrhurq 131s Ygdkugrq Iqkurq Furmhiq 29.1%, Mpphauq 29.0%, Sdrkhrmihrqq 13.5%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | CUZ | 294.111 | 9.16 | - | Jdd | - | - | - | - | 75.00% | 74.3% | Xvrki | Iidra | - | 50 | 1.85% | 1.318% | 707.26296 |
| U | OMF | 93.150 | 7.38 | - | Ed2 | - | - | - | - | 6.44% | - | Fbqnb | Coarq | - | - | 4.96% | - | - |
| C | GKK | 71.480 | 5.99 | - | F2 | - | - | - | - | 6.77% | - | Qwlag | Wvrzz | - | - | 4.96% | - | - |
| R-4 | BQY | 736.700 | 2.54 | - | Zff | - | - | - | - | 34.00% | 57.5% | Oatnm | Olqnr | - | 95 | 3.09% | 2.807% | 597.67102 |
| I | OPY | 75.420 | 3.92 | - | Gx3 | - | - | - | - | 58.00% | - | Gnlme | Okvhy | - | - | 4.37% | - | - |
| M | PYF | 97.330 | 5.38 | - | Ltt3 | - | - | - | - | 8.72% | - | Ezmis | Quxar | - | - | 4.96% | - | - |
| R | FQI | 15.120 | 1.50 | - | Z3 | - | - | - | - | 44.87% | - | Iaxki | Wmdcl | - | - | 4.96% | - | - |
| I-H | EHQ | 50.400 | 7.25 | - | Ygg | - | - | - | - | 58.33% | - | Cqrvr | Cgieu | - | - | 3.81% | - | - |
| I-3 | GAK | 60.670 | 8.26 | - | Oll | - | - | - | - | 52.00% | 51.2% | Hfcpq | Vzqee | - | 95 | 2.73% | 2.359% | 436.26103 |
| A-1 | BBX | 53.338 | 2.68 | - | Bmm | - | - | - | - | 99.00% | 83.7% | Vgmst | Kjylz | - | 30 | 0.73% | 0.720% | 36.70391 |
| Z-M | HVY | 548.847 | - | - | Ht3 | - | - | - | - | - | - | - | - | - | - | - | - | Int. Only |
| B-E | NSY | 850.239 | - | - | Xpp | - | - | - | - | - | - | - | - | - | - | - | - | Int. Only |
| D | KYZ | 70.000 | 1.55 | - | - | - | - | - | - | 9.00% | - | Mucyg | Ljlnf | - | - | 4.96% | - | - |
Collateral
Mbzgcs 85o Mabwhabihcs 113
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| YZ | EAF | 987.660 | - | - | O1 | - | N | - | - | - | - | - | - | - | - | - | - | - |
| A-3 | IHM | 451.739 | 9.21 | - | Tss | - | HHH | - | - | 74.00% | - | Bgbml | Afkca | - | 140 | 3.06% | - | - |
| B-CB | BNJ | 59.296 | - | - | N2 | - | N | - | - | - | - | - | - | - | - | - | - | - |
| S | USX | 26.518 | - | - | Iuu3 | - | XXX- | - | - | - | - | - | - | - | - | - | - | - |
| C-1 | NZC | 67.135 | 1.85 | - | Aqq | - | MMM | - | - | 22.00% | - | Xjusb | Ljhmt | - | 40 | 1.01% | - | - |
| R-2 | RES | 264.414 | 8.41 | - | Mtt | - | CCC | - | - | 73.00% | - | Gcopw | Tenph | - | 75 | 2.11% | - | - |
| F-4 | OGG | 412.361 | 8.61 | - | Kll | - | WWW | - | - | 69.00% | - | Zlcnj | Lwzgv | - | 160 | 3.53% | - | - |
| L-F-PT | GGR | 18.202 | 4.20 | - | Xff | - | DDD | - | - | 37.15% | - | Ncyxt | Lrlxo | - | - | 4.18% | - | - |
| N-GB | NZB | 29.427 | - | - | Wv2 | - | II | - | - | - | - | - | - | - | - | - | - | - |
| L | LOB | 27.869 | - | - | Fvv1 | - | JJJ+ | - | - | - | - | - | - | - | - | - | - | - |
| V | VHP | 68.975 | - | - | Mo2 | - | DD | - | - | - | - | - | - | - | - | - | - | - |
| V | EMK | 58.555 | - | - | C2 | - | R | - | - | - | - | - | - | - | - | - | - | - |
| H-O | REB | 442.490 | - | - | Fa3 | - | - | - | - | - | - | - | - | - | - | - | - | Int. Only |
| N | LQV | 67.201 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| H-T | TAN | 736.700 | - | - | Sff | - | DDD | - | - | - | - | - | - | - | - | - | - | Int. Only |