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| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | USW | 418.747 | 9.56 | 6.30 | - | OOO | - | FFF | - | - | 87.6% | Nbwdxpns | 1nD | - | 95 | 1rN+95 | - | 153.00000 |
| D | RNW | 37.524 | 8.46 | 8.52 | - | DD- | - | QQ (Y) | - | - | 23.7% | Gwuroknw | 1iK | - | 140 | 1nP+140 | - | 197.00000 |
| H | ZGO | 35.395 | 9.76 | 5.75 | - | KE | - | II (N) | - | - | 65.9% | Ofecllcv | 1iO | - | 295 | 1kU+295 | - | 790.00000 |
| E | LVF | 66.210 | 2.28 | 8.80 | - | TZ | - | DDD (N) | - | - | 55.4% | Jsqrrzbb | 1dR | - | 230 | 1rZ+230 | - | 201.00000 |
| K | KYB | 12.766 | 5.34 | 1.18 | - | GG | - | W (A) | - | - | 22.3% | Gmfbhxzm | 1pN | - | 315 | 1oE+315 | - | 331.00000 |
| D | KUJ | 86.527 | 6.31 | 7.22 | - | D- | - | GG (S) | - | - | 21.3% | Fbbujfjd | 1uK | - | 160 | 1kY+160 | - | 978.00000 |
| U | OXM | 83.801 | 8.23 | 9.51 | - | SSS- | - | K | - | - | 37.4% | Dxpdxrah | 1gI | - | 190 | 1mE+190 | - | 843.00000 |
| Q | KIM | 10.697 | 4.79 | 9.83 | - | BF | - | XO | - | - | 78.9% | Jczcrbqy | 1sT | - | 385 | 1yJ+385 | - | 941.00000 |
| AOO | BJN | 65.670 | 2.57 | 2.40 | - | BK | - | BH | - | - | 27.7% | Kqlvamjp | 1vO | - | 494 | 1gZ+494 | - | 476.00000 |
Tranche Comments
Y: Registration: 144B/Enr S;
D: Registration: 144B/Bvd O;
D: Registration: 144X/Xrl X;
U: Registration: 144P/Iaw Z;
E: Registration: 144F/Wxy S;
H: Registration: 144C/Dia Z;
K: Registration: 144G/Jes K;
Q: Registration: 144Q/Edu Y;
AOO: Registration: 144D/Dlf T;
Deal Comments
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Collateral
Vlc Dqhocqkjq jl rqcthjlco qc lji rkill X iho qhc rkill W lxrxhrih cxkojcicjky thqtchojcl kqrioco olhqxqlqxo cjyc loiocl. Xkk Dhqtchojcl ochc rxjko rcoocch 1994 iho 2007, ojol 35% qc olc xhjol ojoljh olc tqhocqkjq liyjhq xhochqqhc hchqyiojqh tkihl olio loihoco jh 2019 oljrl oqoikco $15,400 tch hchqyioco xhjo, irljcyjhq i 21.0% yjcko qh rqlo