| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | EFY | 12.000 | 5.28 | - | EE | - | - | - | XXX | 24.20% | - | Ylblfeuc | 1zR | - | 360 | - | - | - |
| N-D | IKB | 85.000 | 2.41 | - | NN | - | - | - | AAA | 37.70% | - | Mkohfpka | 1bC | - | 125 | - | - | - |
| G | WNG | 44.276 | 8.53 | - | YG | - | - | - | KK | 5.00% | - | - | - | - | - | - | - | Retained |
| J | TRB | 30.479 | 1.41 | - | MP | - | - | - | T | 98.47% | - | - | - | - | - | - | - | Retained |
| R | OGC | 54.200 | 3.80 | - | CV | - | - | - | N- | 82.90% | - | Imjuziut | 1qU | - | 225 | - | - | - |
| K | EZB | 90.357 | 8.84 | - | QM | - | - | - | NN | 77.40% | - | - | - | - | - | - | - | Retained |
| M | POR | 398.900 | 7.64 | - | Mss | - | - | - | SSS | 44.50% | - | Cuqqslkh | 1bS | - | 88 | - | - | - |
| Y | NOX | 34.400 | 8.90 | - | NT | - | - | - | ZZ- | 52.70% | - | Ayycmhli | 1yX | - | 150 | - | - | - |
Tranche Comments
M: Registration: 144K Dzpc;
N-D: Registration: 144R Ltdr;
Y: Registration: 144X Fitn;
R: Registration: 144U Zmoq;
R: Registration: 144W Xgqo;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | KAV | 69.460 | 4.66 | - | - | - | TTT- | - | - | 5.40% | - | Jjwvr | Beoga | - | 450 | - | - | - |
| T | LQH | 31.620 | - | - | - | - | NN- | - | - | - | - | - | - | - | - | - | - | - |
| O3 | JXM | 155.000 | 8.18 | - | Fkk | - | LLL | - | - | 84.00% | - | Hvbzv | Xxjne | - | 108 | - | - | - |
| L-FI | HQG | 95.580 | 1.55 | - | Agg | - | QQQ | - | - | 14.00% | - | Obrpg | Mgvvn | - | 93 | - | - | - |
| S1 | MJT | 64.700 | 6.20 | - | Onn | - | NNN | - | - | 67.00% | - | Csqje | Luyrx | - | 40 | - | - | - |
| A-T | YAC | 75.500 | 2.38 | - | - | - | VVV | - | - | 95.70% | - | Eqmyl | Tovrh | - | 140 | - | - | - |
| L2 | UKI | 77.100 | 2.88 | - | Aii | - | EEE | - | - | 55.00% | - | Qrqmk | Ejypm | - | 65 | - | - | - |
| L4 | JZB | 219.580 | 9.50 | - | Uxx | - | PPP | - | - | 79.00% | - | Puilg | Rqthy | - | 110 | - | - | - |
| M | FFA | 63.630 | 8.12 | - | - | - | FF | - | - | 69.30% | - | Tsgad | Rjonz | - | 165 | - | - | - |
| C | OSP | 11.500 | 1.68 | - | - | - | H- | - | - | 21.00% | - | Ggjnj | Hjecq | - | 250 | - | - | - |
| T | RCN | 6.100 | - | - | - | - | F- | - | - | - | - | - | - | - | - | - | - | - |
| J-R | VPL | 996.100 | - | - | - | - | W- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| W | YLX | 64.160 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| L-P | IVN | 556.630 | - | - | Sss | - | HHH | - | - | - | - | - | - | - | - | - | - | Int. Only |
| I-V | QXD | 65.900 | - | - | - | - | PPP- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | CHA | 444.600 | 8.89 | - | - | PPP | - | - | - | 42.80% | 88.0% | Ptwyl | Wurvq | - | 60 | 2.86% | - | - |
| V | JAB | 19.300 | 6.75 | - | - | HH | - | - | - | 7.00% | 54.0% | Sjnwc | Odgfu | - | 84 | 2.86% | - | - |
| W | TQH | 76.750 | 4.28 | - | - | SS+ | - | - | - | 9.80% | 42.0% | Vkpxx | Efzbu | - | 70 | 2.86% | - | - |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | YLR | 33.670 | 8.21 | - | - | OJ | - | AA (V) | - | 14.00% | 18.0% | Ovvhs | Erbfq | - | 95 | 3.59% | - | - |
| Q-L | CBU | 86.540 | - | - | - | NM | - | OO | - | - | - | - | - | - | - | 0.308% | - | Int. Only |
| N | AZG | 719.900 | 4.66 | - | - | XXX | - | KKK | - | 36.00% | 25.0% | Agele | Sbjqy | - | 75 | 3.39% | - | - |
| S | RMW | 59.000 | 9.52 | - | - | OV | - | H (O) | - | 48.00% | 97.0% | Qkjrt | Pxwav | - | 130 | 3.90% | - | - |
| G | UNV | 51.000 | 3.53 | - | - | GI | - | FFF (K) | - | 9.00% | 80.0% | Ermsf | Uiucf | - | 180 | 3.90% | - | - |
| R-L | IEU | 532.600 | - | - | - | ZZZ | - | MMM | - | - | - | - | - | - | - | 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 |
|---|
| B1 | YIJ | 16.900 | 33.50 | - | - | III | - | - | - | 19.00% | 69.0% | Ovyrm | Kezfg | - | 100 | 3.58% | - | - |
| B | LME | 40.500 | 82.80 | - | - | LL- | - | - | - | 72.00% | 76.0% | Rprqf | Svxie | - | 145 | 4.34% | - | - |
| E | AAT | 53.500 | 35.50 | - | - | X- | - | - | - | 9.00% | 12.0% | Oslsz | Zifeu | - | 175 | 4.41% | - | - |
| V | TYE | 6.570 | 39.80 | - | - | III+ | - | - | - | 4.00% | 89.0% | Zvgmo | Ljclo | - | 195 | 4.60% | - | - |
| R-F | NNP | 774.400 | - | - | - | CCC | - | - | - | - | - | Ijmvn | Icnlk | - | 140 | 1.179% | - | Int. Only |
| X-C | WLF | 19.450 | - | - | - | HHH+ | - | - | - | - | - | Zkfuk | Yhfag | - | 180 | 0.693% | - | Int. Only |
| L2 | ZLM | 386.400 | 49.70 | - | - | PPP | - | - | - | 18.00% | 88.0% | Zvwov | Cnzxk | - | 110 | 3.99% | - | - |