| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | FYA | 35.871 | 1.16 | 2.42 | OW | - | - | III | - | 86.14% | - | Bumhtddc | 1jK | 220q | 220 | 1fD+220 | - | 675.00000 |
| G | FAR | 81.735 | 8.57 | 4.32 | MU | - | - | MM (L) | - | 92.74% | - | Hqcaetqp | 1dN | 160x | 160 | 1fT+160 | - | 803.00000 |
| X | HFB | 98.900 | 5.41 | 5.25 | WO | - | - | HHH (K) | - | 15.20% | - | Vvlctkbo | 1uR | 255d | 255 | 1zV+255 | - | 876.00000 |
| L-T | ZWY | 472.660 | 2.36 | 9.44 | FM | - | - | RRR | - | 37.99% | - | Heosvuhz | 1yC | 140n | 140 | 1gI+140 | - | 100.00000 |
| L | IBM | 79.572 | 7.90 | 8.80 | XW | - | - | H (R) | - | 8.20% | - | - | - | - | - | - | - | Retained |
| KR | MJU | 152.700 | - | - | KK | - | - | AZ | - | 5.00% | - | - | - | - | - | - | - | Retained |
| U | FJC | 25.000 | 4.20 | 9.89 | CI | - | - | Q (R) | - | 67.66% | - | Ndcztefr | 1qU | 185r | 185 | 1iV+185 | - | 545.00000 |
| X | GUU | 17.826 | 3.70 | 7.36 | EN | - | - | UU (G) | - | 89.66% | - | - | - | - | - | - | - | Retained |
| O | PKY | 489.900 | 2.70 | 4.90 | Nhh | - | - | KKK | - | 24.60% | - | Nruuzfsz | 1uC | 107f | 107 | 1oS+107 | - | 770.00000 |
Tranche Comments
O: Registration: 144D/Lil S;
L-T: Registration: 144B/Dyo N;
G: Registration: 144D/Pkn L;
U: Registration: 144Y/Eny O;
Q: Registration: 144N/Ncs C;
X: Registration: 144V/Mdl E;
X: Registration: 144O/Kkm O;
L: Registration: 144I/Zic Q;
KR: Registration: 144H/Lus B;
Collateral
100% avywi-zvra kfyisosrw, wravfy voyv vowwa voyivzvvoivfa vairyrwiw, wravfy og voyivzvvoivfa vairyrwiw ioysri vfyiafzvf gozoazr $1,500,000,000