| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | ORY | 788.800 | 1.91 | - | Nn3 | VV- | - | - | AA+ | 91.50% | 85.5% | Hqkvb | Hhugu | 110g | 110 | 3.84% | 3.158% | 120.84740 |
| YYY | KYX | 78.100 | 2.39 | - | KB | B | - | - | EE- | 8.00% | 63.8% | DTR | Ylbtg | - | 569 | 4.35% | 7.750% | 46.80000 |
| U-P | NXH | 513.600 | - | - | U2 | O- | - | - | WWW | - | - | Uhvvp | Tov | - | 200 | 0.393% | 3.953% | Int. Only |
| C | FSR | 233.700 | 6.65 | - | Qyy | CCC | - | - | XXX | 40.90% | 23.5% | Rpshq | Rfvtd | 80 | 80 | 3.53% | 2.858% | 247.89720 |
| R | FBX | 60.000 | 9.25 | - | UM | X+ | - | - | EE | 5.50% | 56.9% | JXJ | Xkdub | - | 465 | 4.35% | 6.708% | 36.29440 |
| U | XNT | 764.800 | 2.67 | - | P3 | Q- | - | - | RR- | 92.80% | 14.8% | Fgvyt | Cyfrf | 140p | 140 | 4.14% | 3.458% | 762.76430 |
| X | JJG | 167.200 | 7.13 | - | WB | CC- | - | - | RR | 7.80% | 98.4% | YRA | Lrimv | 350y | 350 | 4.35% | 5.558% | 61.49490 |
| Y-A | NCV | 917.600 | - | - | Dmm | SSS | - | - | WWW | - | - | Hhkol | Jjc | - | 150 | 0.823% | 3.453% | Int. Only |
| P | CQM | 612.600 | 4.95 | - | DQ | RRR- | - | - | KKK+ | 66.00% | 67.4% | WJP | Qqoty | 200z | 200 | 4.35% | 4.058% | 992.75990 |
Tranche Comments
C: Registration: 144W/Wqz D; Comments: Nmf O;
U: Registration: 144Z/Aed Y; Comments: Cxl R;
U: Registration: 144C/Pse B; Comments: Xih S;
P: Registration: 144I/Jwq G; Comments: Jkt I;
X: Registration: 144K/Xlz G; Comments: Zba G;
R: Registration: 144L/Dqc U; Comments: Xqm I;
YYY: Registration: 144B/Cvw V; Comments: Sil Q;
Y-A: Registration: 144Y/Ntm W; Comments: Vra Q;
U-P: Registration: 144T/Phf R; Comments: Znw T;
Collateral
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