| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | OYI | 24.720 | 3.81 | - | XG | - | - | - | RR | 45.24% | - | - | - | - | - | - | - | Retained |
| N | BIW | 68.105 | 2.90 | - | JA | - | - | - | QO | 7.00% | - | - | - | - | - | - | - | Retained |
| K-S | ZQT | 27.000 | 4.93 | - | BW | - | - | - | GGG | 51.50% | - | Pecrkdoj | 1oK | - | 125 | - | - | - |
| E | RQW | 23.800 | 5.24 | - | AQ | - | - | - | F- | 69.40% | - | Tfvpzxqb | 1iY | - | 225 | - | - | - |
| A | HRU | 514.100 | 4.59 | - | Bpp | - | - | - | FFF | 65.90% | - | Rkhhsdwq | 1pV | - | 88 | - | - | - |
| M | CGW | 78.200 | 6.60 | - | IQ | - | - | - | XX- | 44.10% | - | Esxqvhha | 1tW | - | 150 | - | - | - |
| F | RVR | 34.000 | 9.22 | - | QU | - | - | - | KKK | 92.30% | - | Axxlvret | 1sG | - | 360 | - | - | - |
| W | EHZ | 93.627 | 4.49 | - | NY | - | - | - | K | 43.76% | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144D Bxmk;
K-S: Registration: 144S Pemp;
M: Registration: 144M Buzk;
E: Registration: 144U Pdqj;
F: Registration: 144L Zbin;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1 | KMZ | 91.490 | 7.60 | - | Lvv | - | ZZZ | - | - | 19.00% | - | Abbqq | Rkmlw | - | 40 | - | - | - |
| G-X | OHK | 40.700 | 1.69 | - | - | - | III | - | - | 84.40% | - | Tpnhp | Yoenz | - | 140 | - | - | - |
| W | WHG | 35.700 | 2.48 | - | - | - | O- | - | - | 49.00% | - | Qkqmq | Eivpw | - | 250 | - | - | - |
| P | OOH | 20.620 | 3.54 | - | - | - | YYY- | - | - | 1.90% | - | Cipps | Ufroc | - | 450 | - | - | - |
| J4 | WNM | 626.240 | 6.25 | - | Smm | - | QQQ | - | - | 98.00% | - | Wjcwm | Wttfk | - | 110 | - | - | - |
| H | ALW | 43.790 | 8.90 | - | - | - | CC | - | - | 69.80% | - | Uwynj | Bxyor | - | 165 | - | - | - |
| J | LOA | 24.380 | - | - | - | - | OO- | - | - | - | - | - | - | - | - | - | - | - |
| H2 | BJA | 82.900 | 7.97 | - | Yss | - | NNN | - | - | 25.00% | - | Akiii | Cckic | - | 65 | - | - | - |
| J3 | EAO | 379.000 | 8.79 | - | Vzz | - | PPP | - | - | 76.00% | - | Mwjxs | Fvmxr | - | 108 | - | - | - |
| H-PK | EOG | 28.770 | 9.22 | - | Sdd | - | SSS | - | - | 33.00% | - | Fmkul | Gfdcy | - | 93 | - | - | - |
| Z-G | IKE | 203.520 | - | - | Baa | - | XXX | - | - | - | - | - | - | - | - | - | - | Int. Only |
| K-V | YBX | 72.840 | - | - | - | - | RRR- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| Y | ZIG | 58.660 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| F-A | AQP | 979.600 | - | - | - | - | P- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| V | UKH | 3.300 | - | - | - | - | N- | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | ASV | 55.130 | 9.45 | - | - | AA+ | - | - | - | 7.40% | 99.0% | Bgago | Edbne | - | 70 | 2.86% | - | - |
| Z | SMS | 266.200 | 2.27 | - | - | QQQ | - | - | - | 75.80% | 80.0% | Otpiq | Hzqdh | - | 60 | 2.86% | - | - |
| A | HWE | 31.180 | 3.26 | - | - | UU | - | - | - | 3.00% | 75.0% | Faifo | Qdjdt | - | 84 | 2.86% | - | - |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-F | WLG | 46.480 | - | - | - | WY | - | KK | - | - | - | - | - | - | - | 0.308% | - | Int. Only |
| B | GNZ | 30.000 | 8.53 | - | - | UJ | - | DDD (Z) | - | 2.00% | 62.0% | Qznpd | Mkdua | - | 180 | 3.90% | - | - |
| W-A | JJT | 683.500 | - | - | - | DDD | - | FFF | - | - | - | - | - | - | - | 0.510% | - | Int. Only |
| J | RQZ | 78.570 | 2.59 | - | - | OY | - | BB (D) | - | 87.00% | 19.0% | Gkhau | Zkzdt | - | 95 | 3.59% | - | - |
| Z | VKD | 25.000 | 4.72 | - | - | PP | - | S (D) | - | 57.00% | 82.0% | Lkhse | Yevrf | - | 130 | 3.90% | - | - |
| H | YGQ | 942.900 | 7.38 | - | - | VVV | - | MMM | - | 52.00% | 88.0% | Phwpc | Pnhzr | - | 75 | 3.39% | - | - |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1 | RUP | 72.100 | 96.50 | - | - | PPP | - | - | - | 57.00% | 42.0% | Pclrw | Vvyrs | - | 100 | 3.58% | - | - |
| B2 | BAY | 355.700 | 60.70 | - | - | YYY | - | - | - | 96.00% | 77.0% | Xiqsn | Azyqk | - | 110 | 3.99% | - | - |
| B | LBW | 23.900 | 89.90 | - | - | X- | - | - | - | 4.00% | 66.0% | Ukrot | Gwain | - | 175 | 4.41% | - | - |
| F | HGJ | 9.770 | 84.40 | - | - | SSS+ | - | - | - | 2.00% | 61.0% | Zumgr | Gtuhc | - | 195 | 4.60% | - | - |
| J-U | MKP | 176.700 | - | - | - | NNN | - | - | - | - | - | Qzymz | Bndpp | - | 140 | 1.179% | - | Int. Only |
| Q | KVS | 64.500 | 58.70 | - | - | GG- | - | - | - | 15.00% | 25.0% | Jnpca | Exbvh | - | 145 | 4.34% | - | - |
| T-T | PMZ | 96.760 | - | - | - | CCC+ | - | - | - | - | - | Pcjjh | Zhuxh | - | 180 | 0.693% | - | Int. Only |