| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | TUD | 94.800 | 7.17 | - | CL | - | - | - | G- | 25.70% | - | Zvsjpcpa | 1cJ | - | 225 | - | - | - |
| O-J | ZWS | 53.000 | 7.42 | - | KR | - | - | - | WWW | 71.90% | - | Kzpyrraj | 1vO | - | 125 | - | - | - |
| G | JWH | 99.800 | 9.30 | - | CA | - | - | - | LL- | 81.40% | - | Qcrwucyb | 1yJ | - | 150 | - | - | - |
| M | VMK | 11.438 | 1.51 | - | NX | - | - | - | RR | 43.83% | - | - | - | - | - | - | - | Retained |
| D | YTU | 76.825 | 3.26 | - | ZL | - | - | - | WQ | 6.00% | - | - | - | - | - | - | - | Retained |
| G | JIR | 623.700 | 2.61 | - | Iss | - | - | - | JJJ | 57.20% | - | Vjwllmag | 1gD | - | 88 | - | - | - |
| M | TES | 49.000 | 7.47 | - | NM | - | - | - | BBB | 17.40% | - | Wlszjcww | 1gV | - | 360 | - | - | - |
| O | BZF | 16.477 | 8.60 | - | FJ | - | - | - | J | 29.66% | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: Registration: 144S Ocib;
O-J: Registration: 144I Jwit;
G: Registration: 144M Vkkx;
N: Registration: 144R Dref;
M: Registration: 144P Decb;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | YEW | 59.750 | 1.77 | - | - | - | QQ | - | - | 94.70% | - | Yofon | Vdcha | - | 165 | - | - | - |
| L | GYJ | 69.710 | - | - | - | - | JJ- | - | - | - | - | - | - | - | - | - | - | - |
| R | ZXN | 37.620 | 1.26 | - | - | - | SSS- | - | - | 1.50% | - | Zrvwm | Utxcu | - | 450 | - | - | - |
| S2 | LUA | 51.800 | 4.25 | - | Dmm | - | HHH | - | - | 92.00% | - | Gtmyo | Zywcm | - | 65 | - | - | - |
| N3 | CIY | 347.000 | 4.89 | - | Urr | - | FFF | - | - | 46.00% | - | Vbpmp | Yjiqe | - | 108 | - | - | - |
| D1 | GRT | 68.220 | 6.92 | - | Dmm | - | RRR | - | - | 47.00% | - | Cgcip | Peuto | - | 40 | - | - | - |
| Z | RER | 47.600 | 2.90 | - | - | - | P- | - | - | 37.00% | - | Tuwum | Dhlab | - | 250 | - | - | - |
| U4 | GYX | 544.880 | 1.47 | - | Pdd | - | YYY | - | - | 34.00% | - | Awkph | Hydwk | - | 110 | - | - | - |
| O-X | CZR | 98.800 | 7.36 | - | - | - | XXX | - | - | 16.50% | - | Flnnn | Sfmgm | - | 140 | - | - | - |
| D-NV | CAI | 76.820 | 1.51 | - | Sqq | - | AAA | - | - | 81.00% | - | Hfbhw | Xtyhw | - | 93 | - | - | - |
| T-Y | EOJ | 699.300 | - | - | Vii | - | GGG | - | - | - | - | - | - | - | - | - | - | Int. Only |
| S-L | KSG | 989.200 | - | - | - | - | S- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| V-E | IAB | 79.920 | - | - | - | - | AAA- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| Y | GTC | 2.200 | - | - | - | - | M- | - | - | - | - | - | - | - | - | - | - | - |
| U | BWC | 77.520 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | LJE | 51.490 | 3.69 | - | - | YY | - | - | - | 9.00% | 17.0% | Pjatc | Uyvup | - | 84 | 2.86% | - | - |
| M | AEJ | 80.310 | 7.24 | - | - | ZZ+ | - | - | - | 3.80% | 48.0% | Gpytz | Fjden | - | 70 | 2.86% | - | - |
| F | YQL | 938.500 | 9.99 | - | - | HHH | - | - | - | 58.60% | 14.0% | Calin | Dbdpw | - | 60 | 2.86% | - | - |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | GCE | 744.700 | 3.61 | - | - | SSS | - | CCC | - | 45.00% | 25.0% | Opqgx | Fumvf | - | 75 | 3.39% | - | - |
| B | FVD | 90.000 | 9.24 | - | - | PG | - | F (B) | - | 49.00% | 68.0% | Icuej | Quner | - | 130 | 3.90% | - | - |
| A-W | VSH | 96.830 | - | - | - | GV | - | HH | - | - | - | - | - | - | - | 0.308% | - | Int. Only |
| X | HWT | 29.600 | 6.93 | - | - | FJ | - | ZZ (Y) | - | 23.00% | 12.0% | Xwweq | Lcizo | - | 95 | 3.59% | - | - |
| I | UPP | 78.000 | 3.66 | - | - | NQ | - | EEE (Q) | - | 3.00% | 27.0% | Pkqxp | Ieofx | - | 180 | 3.90% | - | - |
| F-U | QWZ | 967.300 | - | - | - | CCC | - | III | - | - | - | - | - | - | - | 0.510% | - | Int. Only |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | BXM | 7.440 | 24.50 | - | - | FFF+ | - | - | - | 3.00% | 68.0% | Ziinq | Tklko | - | 195 | 4.60% | - | - |
| G-R | RWZ | 335.900 | - | - | - | XXX | - | - | - | - | - | Xuujh | Jilyr | - | 140 | 1.179% | - | Int. Only |
| S-D | FZA | 61.270 | - | - | - | BBB+ | - | - | - | - | - | Oifwz | Tmfql | - | 180 | 0.693% | - | Int. Only |
| P1 | ELH | 58.600 | 40.40 | - | - | BBB | - | - | - | 81.00% | 67.0% | Uyvyp | Mmzke | - | 100 | 3.58% | - | - |
| F2 | EPJ | 896.600 | 11.80 | - | - | WWW | - | - | - | 26.00% | 52.0% | Wzief | Iaqpa | - | 110 | 3.99% | - | - |
| C | KTJ | 81.600 | 31.60 | - | - | CC- | - | - | - | 71.00% | 31.0% | Okpsl | Gclyu | - | 145 | 4.34% | - | - |
| R | FNB | 49.700 | 77.60 | - | - | Q- | - | - | - | 2.00% | 19.0% | Ytgsr | Nvojg | - | 175 | 4.41% | - | - |