| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| MCC | TWY | 12.300 | 7.38 | - | BR | T | - | - | JJ- | 8.00% | 48.7% | KLP | Rzyxw | - | 569 | 4.35% | 7.750% | 34.79200 |
| K-Y | ZIQ | 368.800 | - | - | S2 | P- | - | - | MMM | - | - | Jgvvb | Lsg | - | 200 | 0.393% | 3.953% | Int. Only |
| E | MTT | 646.700 | 2.85 | - | XK | SSS- | - | - | TTT+ | 21.00% | 24.9% | IDN | Nrmkq | 200c | 200 | 4.35% | 4.058% | 534.56880 |
| D | XYY | 263.900 | 5.79 | - | Dp3 | II- | - | - | UU+ | 62.40% | 13.8% | Zhcrq | Dlckh | 110b | 110 | 3.84% | 3.158% | 828.99150 |
| R | YZK | 941.700 | 7.40 | - | K3 | N- | - | - | DD- | 68.30% | 67.5% | Blzwe | Nzqqk | 140q | 140 | 4.14% | 3.458% | 244.58750 |
| N | POG | 32.000 | 8.55 | - | JH | K+ | - | - | LL | 8.70% | 18.1% | UOV | Uzopk | - | 465 | 4.35% | 6.708% | 49.24910 |
| H-K | LPY | 285.900 | - | - | Hkk | FFF | - | - | QQQ | - | - | Ztugv | Urk | - | 150 | 0.823% | 3.453% | Int. Only |
| K | LKL | 853.500 | 4.88 | - | Cjj | BBB | - | - | RRR | 15.20% | 33.9% | Eycnb | Eyyjz | 80 | 80 | 3.53% | 2.858% | 232.20440 |
| S | YGH | 337.900 | 8.63 | - | ZF | DD- | - | - | II | 5.50% | 69.2% | PQM | Ufiqv | 350f | 350 | 4.35% | 5.558% | 62.66760 |
Tranche Comments
K: Registration: 144Z/Efu Q; Comments: Lzd B;
D: Registration: 144D/Bsb Z; Comments: Bwf F;
R: Registration: 144D/Yqa T; Comments: Bzk L;
E: Registration: 144N/Gzz B; Comments: Tbw A;
S: Registration: 144E/Djy N; Comments: Bss V;
N: Registration: 144H/Vaa B; Comments: Gmr V;
MCC: Registration: 144J/Hmw K; Comments: Uup V;
H-K: Registration: 144J/Exe L; Comments: Yeo J;
K-Y: Registration: 144W/Izb P; Comments: Gkv E;
Collateral
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