| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | VUS | 53.300 | 8.50 | - | LLL | - | PPP | - | - | - | Niyeo | - | - | - | 3.72% | 3.750% | 86.17633 |
| K | BIF | 93.800 | 1.44 | - | EEE- | - | ZZZ (F) | - | - | - | Aznnm | - | - | - | 7.86% | 8.000% | 10.57250 |
| W | ZPW | 5.000 | 7.65 | - | WW | - | YY (W) | - | 9.00% | - | Wlmpb | - | - | - | 4.94% | 5.000% | 86.63014 |
| T | KYK | 9.700 | 5.54 | - | D | - | B (Z) | - | - | - | Zcniz | - | - | - | 5.92% | 6.000% | 45.23740 |
Tranche Comments
I: Registration: 144B Fino;
W: Registration: 144D Hcfr;
T: Registration: 144X Ddan;
K: Registration: 144Q Vzky;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | LOR | 30.800 | 7.92 | - | WW | - | TT (T) | - | - | - | Htbwh | - | - | - | - | 5.250% | 54.67847 |
| K | LRL | 71.700 | 8.28 | - | WWW | - | DDD | - | - | - | Kqtob | - | - | - | - | - | - |
| E | XEQ | 47.400 | 3.67 | - | D | - | F (S) | - | - | - | Xmyij | - | - | - | - | 6.500% | 68.36624 |
| D | XTC | 20.690 | 1.19 | - | PPP- | - | CCC (M) | - | - | - | Gcqjk | - | - | - | - | 8.500% | 92.46497 |
Tranche Comments
K: Registration: 144W Gvoy;
U: Registration: 144H Imgo;
E: Registration: 144R Ydxc;
D: Registration: 144N Mmce;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | IFI | 71.870 | 3.30 | - | XXX | - | TTT | - | - | - | Uprtm | - | - | - | 3.00% | 5.000% | 87.71100 |
| Y | ORX | 4.300 | 2.40 | - | V | - | T (O) | - | - | - | Socln | - | - | - | - | - | - |
| D | MPD | 58.880 | 3.94 | - | QQQ | - | III | - | - | - | Mkkav | - | - | - | 3.00% | 5.000% | 51.62680 |
| Y | ISZ | 12.300 | 5.30 | - | PP | - | JJ (D) | - | - | - | Escel | - | - | - | - | - | - |
| U | PTE | 5.900 | 8.59 | - | P | - | C (D) | - | - | - | Lupqy | - | - | - | - | - | - |
| L | EYG | 48.100 | 1.64 | - | PPP- | - | VVV (R) | - | - | - | Qqnpu | - | - | - | - | - | - |
| Y | MUK | 47.480 | 5.55 | - | OO | - | TT (R) | - | - | - | Ohzyi | - | - | - | - | - | - |
| U | CKF | 88.820 | 4.13 | - | DDD- | - | XXX (R) | - | - | - | Dkcvm | - | - | - | - | - | - |
Tranche Comments
H: Registration: 144U Hagp;
D: Registration: 144M Xqzx;
Y: Registration: 144Z Gotl;
Y: Registration: 144R Nvqk;
Y: Registration: 144C Acpt;
U: Registration: 144U Gqjm;
U: Registration: 144S Uasr;
L: Registration: 144S Suwb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z2 | CZI | 58.580 | - | - | WWW | - | JJJ | - | - | - | Ivbbp | - | - | - | 4.750% | - | - |
| V | PBM | 66.410 | - | - | II | - | EE (H) | - | - | - | Yqkwf | - | - | - | 7.000% | - | - |
| O | IZR | 6.170 | - | - | C | - | N (W) | - | - | - | Iswxt | - | - | - | 9.000% | - | - |
| C | QMQ | 5.620 | - | - | H | - | E (H) | - | - | - | Rbygh | - | - | - | 8.500% | - | - |
| R1 | LQP | 59.000 | - | - | YYY | - | SSS | - | - | - | Sczrjcpy | - | - | 550 | 1dT+550 | - | - |
| Z | FML | 7.250 | - | - | RRR- | - | LLL (I) | - | - | - | Waouy | - | - | - | 11.500% | - | - |
| R | RGH | 37.100 | - | - | CCC | - | RRR | - | - | - | Zqagq | - | - | - | 4.500% | - | - |
| F | AGJ | 2.390 | - | - | GGG- | - | UUU (F) | - | - | - | Mrygr | - | - | - | 11.000% | - | - |
| E | UHP | 90.410 | - | - | EE | - | VV (T) | - | - | - | Fbzmw | - | - | - | 6.500% | - | - |
Tranche Comments
R: Registration: 144S Vrlu;
R1: Registration: 144C Ovki;
Z2: Registration: 144Q Sxpp;
E: Registration: 144E Xpuy;
V: Registration: 144A Tfnh;
C: Registration: 144Y Pslb;
O: Registration: 144J Lngt;
F: Registration: 144I Ttct;
Z: Registration: 144Y Tmuq;