| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | FHU | 2.820 | 6.60 | - | L | UX | 1.67% | - | Alkcubhd | AAVQ | - | 695 | 1uPPZU+695 | - | - |
| PO | YXB | 91.400 | 4.50 | - | OOO | OX | 4.20% | - | Dcerkdvf | FFTY | - | 125 | 1bDDNF+125 | - | - |
| M2 | RHK | 742.000 | 8.20 | - | AAA | UUU | 77.00% | - | Iekjbclz | IIYX | - | 80 | 1dBBSW+80 | - | - |
| O | AAY | 34.100 | 2.70 | - | II | SU | 4.00% | - | Ceoycqio | BBKU | - | 150 | 1vAADX+150 | - | - |
| W | LCP | 78.000 | 4.50 | - | E | IM | 5.80% | - | Hjwssdws | IIUR | - | 205 | 1tLLCQ+205 | - | - |
| P1 | PVP | 340.000 | 8.80 | - | RRR | JJJ | - | - | Zbxzuvtx | 1vD | 75-80 | 70 | 1nY+70 | - | 222.00000 |
| Y3 | KYM | 834.000 | 3.50 | - | SSS | TTT | 99.00% | - | Fofpsobs | QQQC | - | 105 | 1uUUAZ+105 | - | - |
| C | NUT | 5.740 | 5.20 | - | BL | TE | - | - | - | - | - | - | - | - | Retained |
| Q | INT | 6.000 | 1.60 | - | OO | NK | 5.10% | - | Arhqaetn | VVHJ | - | 560 | 1gFFHZ+560 | - | - |
| R | ZAY | 94.100 | 4.90 | - | ZZZ | KO | 1.10% | - | Sfseotxm | QQOE | - | 305 | 1kUUZM+305 | - | - |
Tranche Comments
P1: Registration: 144A/Ntd Q;
M2: Registration: 144A/Ciq L;
Y3: Registration: 144N/Dml V;
PO: Registration: 144M/Xjg E;
O: Registration: 144X/Atb N;
W: Registration: 144H/Mhn K;
R: Registration: 144L/Cum N;
Q: Registration: 144A/Rwr Z;
U: Registration: 144K/Ijv R;
C: Registration: 144U/Xxx G;