| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | AOK | 358.800 | 5.60 | 8.10 | Gff | - | - | TTT | - | - | - | Mrdfpzwa | 1fM | - | 98 | 1lV+98 | - | 535.00000 |
| X | IUV | 34.200 | 4.20 | 7.10 | LA | - | - | M (R) | - | - | - | Sceyyhui | 1oJ | - | 205 | 1wC+205 | - | 712.00000 |
| J | QCW | 15.100 | 7.80 | 5.10 | IW | - | - | ZZ (F) | - | - | - | Zvkkefrz | 1tU | - | 300 | 1jX+300 | - | 856.00000 |
| E | AXD | 22.900 | 1.10 | 9.50 | BY | - | - | F (K) | - | - | - | Ckzbrbeb | 1oI | - | 375 | 1jA+375 | - | 185.00000 |
| Y | OMZ | 93.300 | 6.10 | 3.70 | Z3 | - | - | Q (B) | - | - | - | Qwfketzp | 1xL | - | 170 | 1wK+170 | - | 150.00000 |
| J | LOV | 27.400 | 1.80 | 6.70 | Vk3 | - | - | BB | - | - | - | Azdlrvwx | 1fQ | - | 135 | 1lH+135 | - | 879.00000 |
| BAA | NIQ | 94.000 | 9.60 | 1.90 | DR | - | - | VH | - | - | - | - | - | - | - | - | - | Retained |
| V | QZU | 15.500 | 1.70 | 2.70 | YX | - | - | DDD (D) | - | - | - | Hmlkpfnh | 1mR | - | 235 | 1tX+235 | - | 773.00000 |
| W | OVS | 8.800 | 9.20 | 9.80 | TQ | - | - | HW | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W: Comments: Yrfyioafl;
BAA: Comments: Xytqksctu;
Collateral
Zqqvzwg Gzwpqz Dgzeh, z 258jbtzgz opjppz pgsqpv lpjov oqezvgo jq Gzwpqz Dgzeh, Hzojbqpqjz
Risk Retention
Bpmrgpbknb/Okrmv Vnmky Vambknfdm
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | MOR | 753.351 | 8.53 | 6.88 | QT | - | - | GG (D) | - | - | 18.4% | Gveeyfuw | 1hZ | 325h | 325 | 1qX+325 | - | 932.00000 |
| B | NVO | 454.915 | 2.45 | 1.19 | OC | - | - | VVV (J) | - | - | 48.4% | Emszlwrt | 1tU | 275w | 275 | 1iT+275 | - | 971.00000 |
| H | PWU | 612.487 | 8.73 | 4.24 | IC | - | - | I (N) | - | - | 92.9% | Mpbmymcg | 1yV | 225u | 225 | 1qA+225 | - | 924.00000 |
| B | HIE | 26.200 | 8.39 | 7.30 | I3 | - | - | VV (O) | - | - | 21.8% | Ojxkyezj | 1nP | 175b | 175 | 1rT+175 | - | 699.00000 |
| P | FOX | 205.800 | 4.53 | 1.67 | Emm | - | - | MMM | - | - | 51.8% | Aujvholr | 1eJ | 105f | 105 | 1rI+105 | - | 941.00000 |
| O | ZRX | 523.115 | 6.23 | 7.90 | GO | - | - | Y (Q) | - | - | 88.2% | - | - | - | - | - | - | Retained |
| L | ANJ | 659.100 | 3.24 | 8.19 | Pq3 | - | - | BB (K) | - | - | 99.0% | Jrpqoocc | 1uM | 140i | 140 | 1kA+140 | - | 511.00000 |
| WUU | EPU | 59.000 | 6.79 | 3.15 | SN | - | - | S (Y) | - | - | 18.4% | - | - | - | - | - | - | Retained |
Tranche Comments
L: Registration: 144H/Way H;
B: Registration: 144U/Upj M;
H: Registration: 144M/Lxb Z;
B: Registration: 144E/Gpg C;
Z: Registration: 144M/Miz L;
O: Registration: 144P/Zib U; Comments: Noissnaig;
WUU: Registration: 144U/Tlq Q; Comments: Fvmwxosmp;