| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | UYF | 72.568 | 2.91 | - | BC | - | - | - | J | 52.22% | - | - | - | - | - | - | - | Retained |
| O-W | VMA | 78.000 | 8.51 | - | WL | - | - | - | UUU | 48.70% | - | Urkccbeo | 1tI | - | 125 | - | - | - |
| C | OFM | 24.900 | 8.78 | - | EF | - | - | - | E- | 27.40% | - | Wjqpawaw | 1wG | - | 225 | - | - | - |
| I | PJD | 55.000 | 4.34 | - | ZB | - | - | - | HHH | 77.40% | - | Hqoxfysb | 1wU | - | 360 | - | - | - |
| B | ICH | 15.800 | 1.20 | - | ML | - | - | - | LL- | 30.50% | - | Xzndfxan | 1oF | - | 150 | - | - | - |
| E | PLW | 17.326 | 3.61 | - | HI | - | - | - | OX | 2.00% | - | - | - | - | - | - | - | Retained |
| L | EZY | 78.840 | 4.30 | - | GZ | - | - | - | GG | 86.94% | - | - | - | - | - | - | - | Retained |
| E | KFE | 151.600 | 8.68 | - | Nww | - | - | - | UUU | 25.90% | - | Zpvmzapz | 1yS | - | 88 | - | - | - |
Tranche Comments
E: Registration: 144H Iqsl;
O-W: Registration: 144A Uuim;
B: Registration: 144W Zsqd;
C: Registration: 144Z Vcgg;
I: Registration: 144Q Ortk;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1 | FWE | 54.340 | 7.85 | - | Maa | - | WWW | - | - | 30.00% | - | Quurh | Vyoqn | - | 40 | - | - | - |
| W | PFI | 70.850 | - | - | - | - | CC- | - | - | - | - | - | - | - | - | - | - | - |
| B4 | GJQ | 322.690 | 1.90 | - | Hff | - | VVV | - | - | 20.00% | - | Hbysp | Hcebe | - | 110 | - | - | - |
| Y-IE | BNJ | 68.170 | 4.61 | - | Xnn | - | AAA | - | - | 36.00% | - | Golrr | Gbomk | - | 93 | - | - | - |
| Y | KQL | 32.620 | 3.86 | - | - | - | MMM- | - | - | 9.70% | - | Vvwcv | Ygxyn | - | 450 | - | - | - |
| F2 | YRE | 53.900 | 2.47 | - | Dhh | - | UUU | - | - | 66.00% | - | Akrjq | Kream | - | 65 | - | - | - |
| T3 | NFP | 969.000 | 9.98 | - | Www | - | ZZZ | - | - | 89.00% | - | Rsacq | Jmjno | - | 108 | - | - | - |
| X | HTC | 87.600 | 1.99 | - | - | - | P- | - | - | 97.00% | - | Gsigf | Gjblp | - | 250 | - | - | - |
| O | BEX | 17.160 | 6.91 | - | - | - | KK | - | - | 14.10% | - | Uqfgf | Kttxp | - | 165 | - | - | - |
| Y-T | ZIW | 61.100 | 6.12 | - | - | - | AAA | - | - | 68.20% | - | Rvzbj | Dgugm | - | 140 | - | - | - |
| L-X | ZXZ | 651.500 | - | - | - | - | B- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| K-S | CFH | 68.920 | - | - | - | - | WWW- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| N | UYB | 93.940 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| D | APT | 3.900 | - | - | - | - | F- | - | - | - | - | - | - | - | - | - | - | - |
| E-Z | GTB | 324.900 | - | - | Oqq | - | BBB | - | - | - | - | - | - | - | - | - | - | Int. Only |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | FHR | 34.120 | 2.63 | - | - | FF+ | - | - | - | 2.30% | 17.0% | Agpnj | Glirv | - | 70 | 2.86% | - | - |
| G | PKT | 693.800 | 4.63 | - | - | DDD | - | - | - | 17.80% | 83.0% | Vsbqs | Pqfxp | - | 60 | 2.86% | - | - |
| U | HAM | 69.100 | 3.62 | - | - | PP | - | - | - | 7.00% | 44.0% | Jsnht | Ndkrd | - | 84 | 2.86% | - | - |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | ENZ | 98.250 | 1.34 | - | - | AQ | - | JJ (J) | - | 65.00% | 89.0% | Eurun | Etayx | - | 95 | 3.59% | - | - |
| J | WMQ | 189.900 | 1.29 | - | - | KKK | - | HHH | - | 89.00% | 44.0% | Dbzqa | Crvir | - | 75 | 3.39% | - | - |
| F | WTJ | 89.000 | 7.62 | - | - | EB | - | NNN (B) | - | 8.00% | 84.0% | Vlaee | Rfhtk | - | 180 | 3.90% | - | - |
| G-L | KZV | 81.480 | - | - | - | GL | - | MM | - | - | - | - | - | - | - | 0.308% | - | Int. Only |
| F-A | GLC | 553.800 | - | - | - | YYY | - | QQQ | - | - | - | - | - | - | - | 0.510% | - | Int. Only |
| J | JYM | 33.000 | 5.75 | - | - | CE | - | A (U) | - | 55.00% | 53.0% | Vihkz | Szmmt | - | 130 | 3.90% | - | - |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | POP | 43.300 | 89.90 | - | - | TT- | - | - | - | 26.00% | 77.0% | Aysss | Jlarw | - | 145 | 4.34% | - | - |
| M-F | QUD | 13.750 | - | - | - | YYY+ | - | - | - | - | - | Jopnt | Gtfhk | - | 180 | 0.693% | - | Int. Only |
| Q | USB | 51.100 | 82.90 | - | - | C- | - | - | - | 6.00% | 35.0% | Sihnu | Ofcnz | - | 175 | 4.41% | - | - |
| Z2 | OFI | 772.400 | 72.70 | - | - | YYY | - | - | - | 10.00% | 45.0% | Dmtyi | Fqobt | - | 110 | 3.99% | - | - |
| H-A | LSR | 631.900 | - | - | - | NNN | - | - | - | - | - | Nwprt | Eoidt | - | 140 | 1.179% | - | Int. Only |
| G1 | YKU | 59.600 | 18.70 | - | - | OOO | - | - | - | 32.00% | 66.0% | Cjqwe | Dceua | - | 100 | 3.58% | - | - |
| D | TVF | 2.910 | 36.30 | - | - | HHH+ | - | - | - | 6.00% | 29.0% | Xstvp | Lekid | - | 195 | 4.60% | - | - |