| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1E4 | KXQ | 89.500 | 2.50 | - | - | QQQ | HHH | - | - | - | Jgjkl | - | - | 4-16pu BI 3.0 | 3.00% | - | 91.11677 |
| 1Z6 | IGV | 4.000 | 9.68 | - | - | TTT | III | - | - | - | Ytnpy | L-Ufzxt | - | 295 | 3.00% | 6.063% | 51.85197 |
| 2N3N | QZV | 60.000 | 8.68 | - | - | UUU | OOO | - | - | - | Djymx | - | - | 3-12xm JFBZ4.0 | 4.00% | - | 39.42000 |
| 1O2 | AVF | 152.000 | 3.37 | - | - | VVV | KKK | - | - | - | Roznp | - | - | 4-16zw JKRP3.0 | 3.00% | - | 21.50620 |
| 1Q17 | ZMG | 42.925 | 6.65 | - | - | HH+ | BBB | - | - | - | Vtxqm | - | - | 7-00ck EYYV3.0 | 3.00% | - | 31.12050 |
| 1Q5 | KVR | 7.200 | 34.20 | - | - | DDD | MMM | - | - | - | Uocnf | K-Bgrtn | - | 300 | 3.00% | 6.235% | 57.74962 |
| 2P3T | IXP | 32.000 | 9.67 | - | - | CCC | TTT | - | - | - | Kavev | - | - | 2-08fb NAQQ4.5 | 4.50% | - | 20.38710 |
| 2X4X | FAX | 72.000 | 6.33 | - | - | RRR | AAA | - | - | - | Enaym | - | - | 3-08mx CY 4.0 | 4.00% | - | 28.00000 |
| 2K5K | QUR | 76.505 | 40.71 | - | - | BBB | MMM | - | - | - | Nlhrb | S-Ppqml | - | 210 | 4.00% | 5.349% | 95.15554 |
| 2D4J | TOF | 40.000 | 5.28 | - | - | VVV | YYY | - | - | - | Picuz | - | - | 2-08rm LR 4.5 | 4.50% | - | 62.22640 |
| 2Y5G | CLY | 40.114 | 32.60 | - | - | AAA | UUU | - | - | - | Tslhq | V-Oncwe | - | 200 | 4.50% | 5.249% | 36.53795 |
| 2N6N | GNY | 8.737 | 8.55 | - | - | PP+ | NNN | - | - | - | Zgamc | - | - | 6-00fd EIEK4.0 | 4.00% | - | 36.19200 |
| 2M6F | FGP | 7.880 | 3.57 | - | - | PP+ | SSS | - | - | - | Zqmmi | - | - | 5-00dw IRYY4.5 | 4.50% | - | 46.40365 |
Tranche Comments
1O2: Registration: 144V/Ind E;
1E4: Registration: 144F/Yhj L;
1Q5: Registration: 144J/Lom V;
1Z6: Registration: 144A/Dmp P;
1Q17: Registration: 144M/Yxx Q;
2N3N: Registration: 144O/Xnn Q;
2P3T: Registration: 144C/Wvw G;
2X4X: Registration: 144M/Yve E;
2D4J: Registration: 144V/Pex J;
2K5K: Registration: 144P/Hky N;
2Y5G: Registration: 144U/Mdu Y;
2N6N: Registration: 144P/Atu O;
2M6F: Registration: 144H/Thj I;