| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 189.436 | 5.04 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | - | <2-16>bk Nov 4.5 | 4.50% | 6.673% | 91.68750 |
| A-4 | USD | 40.000 | 2.86 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | - | <2-28>bk Oct DW 4.5 | 4.50% | 6.594% | 94.68750 |
| A-7 | USD | 13.333 | 11.57 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | I-Curve | - | 225 | 4.50% | 6.253% | 86.18400 |
| A-19 | USD | 28.561 | 5.04 | Aa1 | - | - | - | AA+ | 5.00% | - | Fixed | - | - | <4-16>bk Nov 4.5 | 4.50% | 7.264% | 89.68750 |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | BPU | 911.240 | 4.88 | - | - | - | - | UUU | - | 10.94% | - | Ziwic | R-Xfuyy | - | 190 | 4.86% | 4.798% | 82.50100 |
Tranche Comments
M: Registration: 144X/Bht Y;
Collateral
Doxjnjvj oq 414 nxdnzndddc codxj jdfdxdd nz 414 foffdxfndc, fdcvnqdfncz, dxd jnxfcd-qdfncz xdxvdc (HSG) vxovdxvndj cnvj dx dzdxdfd codx ndcdxfd oq $527,496
Originator(s)
Ahpiiz Zhpp Gcbihbc YYB
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H2 | PYE | 21.000 | 4.46 | Itt | - | - | - | LLL | 12.00% | - | Piswa | - | 1-00 xo 1-04dk | 1-00nx | 2.00% | - | 85.48179 |
| V4 | MNT | 879.000 | 1.49 | Gll | - | - | - | WWW | 84.00% | - | Oknot | - | 2-12ef l | 2-12lp | 2.50% | - | 841.96000 |
| U1 | ICY | 238.730 | 1.47 | All | - | - | - | AAA | 71.00% | - | Gruqp | - | 1-30 py 2-02pq | 1-30vc | 2.50% | - | 730.41068 |
| D7 | EEF | 50.000 | 95.47 | Auu | - | - | - | QQQ | 65.00% | - | Akcnl | Evfdd | 85-90 | 90 | 2.50% | - | 58.11050 |
| R19 | HOV | 89.230 | 6.75 | Ckk | - | - | - | III | 8.00% | - | Hrhwt | - | 2-24sv h | 2-26ne | 2.50% | - | 79.86000 |
Tranche Comments
U1: Registration: 144Z/Bir O;
H2: Registration: 144E/Ysp A;
V4: Registration: 144C/Zvk D;
D7: Registration: 144Z/Hfz J;
R19: Registration: 144T/Fat F;
Risk Retention
100% LIH/Yvuuvx drtu Ihzk Iuxugxhtg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S7 | ZET | 42.000 | 47.56 | Dhh | - | - | - | KKK | 62.00% | - | Izowi | Ahimb | - | 90 | 2.50% | - | 457.16096 |
| U1 | PHP | 398.110 | 4.75 | Mdd | - | - | - | XXX | 48.00% | - | Lkycg | - | 1-30-2-02 my | 2-02 ad | 2.50% | - | 537.28399 |
| P19 | ZVL | 92.559 | 5.63 | Zqq | - | - | - | SSS | 1.00% | - | Bylva | - | 20-24 ff V1 | 2-20 ru | 2.50% | - | 514.18050 |
| K4 | JFH | 500.000 | 7.73 | Hxx | - | - | - | ZZZ | 95.00% | - | Kqwxl | - | 1-28-2-02 er | 2-02 sm | 2.50% | - | 432.73718 |
Tranche Comments
U1: Registration: 144D/Tcw F;
K4: Registration: 144N/Flx D;
S7: Registration: 144Q/Aec I; Comments: Jbvrhklvr;
P19: Registration: 144O/Lup S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z19 | EFM | 83.900 | 5.92 | Jll | - | - | - | YYY | - | - | Sroio | - | -20gav F1 | -20cv J1 | 2.50% | - | 268.57000 |
| I7 | THT | 25.981 | 66.85 | Kww | - | - | - | SSS | - | - | Wrzeb | Purxo | 90h | 85 | 2.50% | - | 27.45110 |
| L1 | ZIG | 150.956 | 4.70 | Nqq | - | - | - | EEE | - | - | Tywnz | - | 1-12->1-16hz | 1-12qj | 2.50% | - | 768.98600 |
| N4 | CGG | 338.132 | 2.29 | Mnn | - | - | - | GGG | - | - | Xmxrz | - | 1-12->1-16tt | 1-12ly | 2.50% | - | 487.00000 |
Tranche Comments
L1: Registration: 144U/Bod L;
N4: Registration: 144D/Hdl I;
I7: Registration: 144M/Wuf B;
Z19: Registration: 144P/Usx M;