| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | BPP | 49.813 | 2.53 | - | FH | - | - | - | Z | 85.31% | - | - | - | - | - | - | - | Retained |
| A | HXL | 52.833 | 9.74 | - | NJ | - | - | - | DD | 64.22% | - | - | - | - | - | - | - | Retained |
| R | YOA | 932.100 | 9.77 | - | Vbb | - | - | - | XXX | 30.60% | - | Zmyuottq | 1nU | - | 88 | - | - | - |
| L | AKM | 49.258 | 7.25 | - | HY | - | - | - | IY | 7.00% | - | - | - | - | - | - | - | Retained |
| X-K | CUD | 50.000 | 6.91 | - | EN | - | - | - | RRR | 62.70% | - | Edhrlwjq | 1xC | - | 125 | - | - | - |
| M | ZJA | 82.000 | 1.59 | - | FR | - | - | - | ZZZ | 85.80% | - | Vdrarlfc | 1hK | - | 360 | - | - | - |
| C | RSB | 10.300 | 4.60 | - | VF | - | - | - | GG- | 99.80% | - | Bhdqcibz | 1wA | - | 150 | - | - | - |
| S | NCZ | 81.200 | 6.39 | - | MO | - | - | - | N- | 91.70% | - | Ucrpspyw | 1dE | - | 225 | - | - | - |
Tranche Comments
R: Registration: 144F Fdrt;
X-K: Registration: 144B Hkqo;
C: Registration: 144F Rird;
S: Registration: 144M Qvkb;
M: Registration: 144J Jcdj;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | ERV | 28.430 | 5.57 | - | - | - | GGG- | - | - | 1.30% | - | Ywuyb | Ammfw | - | 450 | - | - | - |
| Z4 | BLU | 439.470 | 2.14 | - | Kss | - | ZZZ | - | - | 95.00% | - | Mkjal | Pktab | - | 110 | - | - | - |
| E-J | AOI | 74.400 | 5.87 | - | - | - | GGG | - | - | 39.70% | - | Lpwtg | Gdydg | - | 140 | - | - | - |
| D-HP | VUF | 29.110 | 2.19 | - | Zgg | - | RRR | - | - | 69.00% | - | Qijgl | Zrfxs | - | 93 | - | - | - |
| U | TLY | 52.530 | - | - | - | - | RR- | - | - | - | - | - | - | - | - | - | - | - |
| X | XAQ | 75.500 | 4.24 | - | - | - | N- | - | - | 32.00% | - | Cbgml | Jkcwg | - | 250 | - | - | - |
| I3 | BLH | 848.000 | 2.55 | - | Cmm | - | KKK | - | - | 14.00% | - | Yfcsp | Ukgtj | - | 108 | - | - | - |
| Y1 | CNZ | 40.930 | 7.47 | - | Loo | - | XXX | - | - | 74.00% | - | Kzpim | Mffib | - | 40 | - | - | - |
| S2 | EGG | 58.500 | 1.29 | - | Acc | - | FFF | - | - | 34.00% | - | Yuaig | Ozbmv | - | 65 | - | - | - |
| G | TAG | 25.540 | 2.22 | - | - | - | UU | - | - | 57.30% | - | Qpjlt | Qqtve | - | 165 | - | - | - |
| J | WFK | 5.900 | - | - | - | - | J- | - | - | - | - | - | - | - | - | - | - | - |
| U-B | KYP | 902.990 | - | - | Ppp | - | LLL | - | - | - | - | - | - | - | - | - | - | Int. Only |
| F | HOB | 37.270 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| X-Q | KIS | 800.400 | - | - | - | - | I- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| E-V | GXT | 39.430 | - | - | - | - | RRR- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | LOJ | 445.700 | 8.19 | - | - | QQQ | - | - | - | 15.60% | 35.0% | Ouozs | Bxelr | - | 60 | 2.86% | - | - |
| M | AHC | 35.860 | 4.82 | - | - | CC+ | - | - | - | 1.90% | 28.0% | Apnob | Hznao | - | 70 | 2.86% | - | - |
| I | CYX | 48.970 | 5.15 | - | - | II | - | - | - | 5.00% | 30.0% | Zhsng | Fjnlp | - | 84 | 2.86% | - | - |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-K | HCW | 78.490 | - | - | - | ON | - | AA | - | - | - | - | - | - | - | 0.308% | - | Int. Only |
| H | RAT | 80.000 | 4.79 | - | - | ZJ | - | R (B) | - | 52.00% | 56.0% | Ualyy | Vdgmx | - | 130 | 3.90% | - | - |
| P | XYF | 352.200 | 9.13 | - | - | KKK | - | GGG | - | 19.00% | 51.0% | Fjyne | Rhmmq | - | 75 | 3.39% | - | - |
| D-W | MJI | 631.600 | - | - | - | ZZZ | - | LLL | - | - | - | - | - | - | - | 0.510% | - | Int. Only |
| Y | QQB | 48.490 | 5.62 | - | - | GK | - | XX (S) | - | 41.00% | 83.0% | Xflbg | Wbgol | - | 95 | 3.59% | - | - |
| N | FJG | 55.000 | 3.74 | - | - | PA | - | XXX (P) | - | 1.00% | 59.0% | Gkxkb | Ayyom | - | 180 | 3.90% | - | - |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-P | ZIB | 664.600 | - | - | - | MMM | - | - | - | - | - | Naozg | Nwiwu | - | 140 | 1.179% | - | Int. Only |
| I-W | ZQF | 27.270 | - | - | - | QQQ+ | - | - | - | - | - | Okxgj | Rgqoi | - | 180 | 0.693% | - | Int. Only |
| Z2 | UXK | 537.800 | 60.60 | - | - | QQQ | - | - | - | 44.00% | 78.0% | Pqptp | Ibavn | - | 110 | 3.99% | - | - |
| K | CFD | 46.100 | 15.80 | - | - | CC- | - | - | - | 82.00% | 93.0% | Unlqd | Iuycj | - | 145 | 4.34% | - | - |
| Y | OTF | 7.390 | 16.90 | - | - | UUU+ | - | - | - | 6.00% | 18.0% | Ppxpx | Dmwls | - | 195 | 4.60% | - | - |
| J1 | ABV | 22.800 | 78.50 | - | - | CCC | - | - | - | 87.00% | 90.0% | Dtsyl | Syovo | - | 100 | 3.58% | - | - |
| Z | RSF | 44.800 | 77.50 | - | - | H- | - | - | - | 8.00% | 78.0% | Vrbzm | Mhoqv | - | 175 | 4.41% | - | - |