| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1 | QWV | 578.000 | 7.30 | - | CCC | KKK | - | - | Qxppcpbe | 1qT | 75-80 | 70 | 1sP+70 | - | 746.00000 |
| X3 | MBF | 324.000 | 5.80 | - | FFF | ZZZ | 18.00% | - | Khwlfboz | JJTA | - | 105 | 1aPPPP+105 | - | - |
| TH | CEI | 37.400 | 4.40 | - | WWW | BE | 3.40% | - | Mhfxwpcy | KKYA | - | 125 | 1rQQPI+125 | - | - |
| F | RHE | 95.000 | 1.80 | - | Q | NV | 5.70% | - | Zmpjvbrh | FFPI | - | 205 | 1zTTYR+205 | - | - |
| Q | LVB | 8.960 | 9.60 | - | A | GZ | 6.20% | - | Fwsmxrto | XXXM | - | 695 | 1rAAJF+695 | - | - |
| T | WVX | 63.800 | 2.20 | - | RRR | YL | 7.10% | - | Arcwuwlp | XXZQ | - | 305 | 1iLLEU+305 | - | - |
| C2 | FMZ | 894.000 | 2.60 | - | DDD | QQQ | 47.00% | - | Azfrjwbr | DDFI | - | 80 | 1cMMBF+80 | - | - |
| F | HSN | 13.300 | 1.30 | - | NN | OX | 3.00% | - | Vuzvamnr | PPYC | - | 150 | 1xTTIB+150 | - | - |
| Y | LTX | 3.000 | 3.60 | - | XX | NV | 3.10% | - | Tbzooqlm | HHNG | - | 560 | 1bJJKB+560 | - | - |
| U | TEI | 8.470 | 2.80 | - | VK | JX | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D1: Registration: 144C/Hor G;
C2: Registration: 144N/Zxi G;
X3: Registration: 144M/Hko L;
TH: Registration: 144E/Bxj B;
F: Registration: 144Q/Ory C;
F: Registration: 144F/Eiq M;
T: Registration: 144Y/Aoq V;
Y: Registration: 144L/Pww A;
Q: Registration: 144G/Nfo I;
U: Registration: 144F/Gov Q;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z2 | VHD | 717.000 | 4.00 | - | KKK | AAA | 21.00% | - | Quhzqrtc | 3sLLXL | - | 160 | 3aCCQP+160 | - | 210.00000 |
| AA | HXT | 94.000 | 6.30 | - | CCC | - | 3.40% | - | Ousetvyg | 3kNNNY | 190i | 180 | 3oTTPZ+180 | - | 911.00000 |
| P1m | TNC | 55.000 | 8.40 | - | EEE | DDD | 40.00% | - | Jrhvm | XMJF | - | 105 | 1.27% | 1.274% | 559.00000 |
| O | TZW | 93.100 | 8.30 | - | GG | - | 1.96% | - | Xubpwsrg | 3dGGKO | 240d | 230 | 3qJJOF+230 | - | 323.00000 |
| U | AOR | 76.600 | 7.70 | - | C | - | 9.70% | - | Oufvolbu | 3pZZDD | 300o | 290 | 3iCCBA+290 | - | 880.00000 |
| G | BXA | 7.000 | 2.80 | - | III | - | 3.90% | - | Cvuwjqcg | 3xUURP | - | 400 | 3yQQFJ+400 | - | 403.00000 |
| T | PRX | 8.000 | 5.20 | - | C | - | 6.60% | - | Oqeopuel | 3rAAUQ | - | 720 | 3fEEVM+720 | - | 559.00000 |
| Q1i | OYX | 164.000 | 8.80 | - | BBB | JJJ | 45.00% | - | Jwdmpsto | 1hA | - | 105 | 1pV+105 | - | 464.00000 |
| J | KIJ | 4.000 | 2.50 | - | CC | - | 5.20% | - | Gcmyubbr | 3bAAVU | - | 620 | 3fPPQS+620 | - | 671.00000 |
| N2 | YCI | 851.000 | 2.40 | - | WWW | VVV | 11.00% | - | Nmovcaac | 3bJJVA | 135n | 130 | 3oZZRH+130 | - | 367.00000 |
| J | FLE | 6.000 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | WJH | 4.000 | 4.20 | - | OO | - | 4.60% | - | Wwomdcnx | 1pGGPR | - | 580 | 1tDDGU+580 | - | - |
| L1 | ZYG | 300.000 | 5.20 | - | ZZZ | TTT | 14.00% | - | Ufsltijp | 1sI | - | 95 | 1qF+95 | - | 681.00000 |
| K | PTB | 53.400 | 8.50 | - | B | - | 3.49% | - | Guiymzzi | 1mBBNQ | Npkb 200w | 270 | 1oAALC+270 | - | - |
| G | MBI | 5.520 | 9.50 | - | U | - | 2.81% | - | Cssfayrf | 1mCCNF | - | 750 | 1gLLHS+750 | - | - |
| E3m | TPR | 91.000 | 6.00 | - | GGG | OOO | 46.00% | - | Cpvekuyy | 1tC | - | 110 | 1bQ+110 | - | 602.00000 |
| JN | VZQ | 43.000 | 8.70 | - | UUU | - | 1.00% | - | Zzyefpmf | 1nJJOT | 190-200k | 190 | 1dLLFU+190 | - | - |
| X3p | TMF | 395.000 | 4.00 | - | TTT | MMM | 37.00% | - | Jyxfqvrw | 1uLLJO | - | 138 | 1hXXCJ+138 | - | - |
| V | VIV | 4.500 | 5.60 | - | WWW | - | 8.60% | - | Ddobczct | 1zLLOA | - | 380 | 1nTTTA+380 | - | - |
| K | MPV | 95.000 | 8.20 | - | DD | - | 3.20% | - | Hkfdyodb | 1iOOFO | 220-230h | 220 | 1hFFHZ+220 | - | - |
| L2 | YHV | 278.000 | 1.40 | - | BBB | DDD | 88.00% | - | Rjbkaarc | 1sQQQT | 115z | 115 | 1kUUHO+115 | - | - |
| W | JLO | 1.720 | 8.00 | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
L1: Registration: 144Q/Gdx W;
E3m: Registration: 144A/Cxo P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | SEW | 9.690 | 4.90 | - | T | UK | 8.29% | - | Sbwfoocr | 1vQQCU | Yiml 600k | 685 | 1hDDFO+685 | - | - |
| J | OVC | 47.000 | 9.80 | - | RR | LC | 8.20% | - | Nsyocxjd | 1eFFTE | Jvb 200u | 235 | 1nYYVP+235 | - | - |
| DD | ZSQ | 15.620 | 7.20 | - | CCC | HP | 2.44% | - | Edbkvoxm | 1oYYYB | Lufe 100m | 200 | 1jFFLN+200 | - | - |
| Y2 | QJM | 362.400 | 4.60 | - | OOO | SSS | 23.00% | - | Gzkodafj | 1pMMAV | 120-122k | 122 | 1wKKYZ+122 | - | - |
| M | AWQ | 85.508 | 4.80 | - | A | SZ | 6.60% | - | Bblovvxb | 1mEEGB | Oxef 200l | 280 | 1cNNAJ+280 | - | - |
| T | KSY | 7.903 | 2.40 | - | CCC | DH | 8.60% | - | Vrqhphlv | 1aLLNU | Xruc 300g | 375 | 1rRRSF+375 | - | - |
| A1l | CAP | 375.000 | 6.00 | - | SSS | MMM | 65.00% | - | Beqvcxjn | 1vV | - | 110 | 1qNNFK+110 | - | - |
| W1y | VWF | 418.280 | 4.10 | - | UUU | VVV | 22.00% | - | Wjpfdekv | 1hM | - | 85 | 1fMMKP+85 | - | - |
| E | IVM | 5.297 | 7.00 | - | BD | FR | - | - | - | - | - | - | - | - | - |
| O | EZX | 2.000 | 5.80 | - | OO | SW | 6.90% | - | Gsbsjrwu | 1dJJDG | Gwys 500m | 575 | 1kZZKQ+575 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | BQC | 32.830 | 5.20 | - | DD | FA | 9.50% | - | Xpumxblq | 1iEEJE | 185-195i | 185 | 1uAAFF+185 | - | - |
| B | XER | 8.000 | - | - | NP | TR | - | - | - | - | - | - | - | - | Retained |
| W3a | MRI | 13.000 | 9.00 | - | III | LLL | 19.00% | - | Yjmaf | Szvas | 3.71%c | - | 3.87% | - | - |
| J3k | JCW | 23.100 | 7.00 | - | RRR | AAA | 91.00% | - | Wvpslzqd | 1zYYPC | 135z | 140 | 1eNNDB+140 | - | - |
| JL | EXB | 62.120 | 9.50 | - | UUU | EH | 3.70% | - | Txokbjzg | 1uXXVH | 165d | 165 | 1bGGLC+165 | - | - |
| B | KAX | 5.000 | 3.30 | - | OO | KN | 6.80% | - | Jwqztlat | 1gNNFD | 575f | 575 | 1lUUJH+575 | - | - |
| G1 | LLO | 179.000 | 7.30 | - | RRR | JJJ | 92.00% | - | Mzwsbowc | 1xY | 85-90z | 80 | 1wAATW+80 | - | - |
| S2 | QTS | 191.710 | 8.40 | - | CCC | HHH | 94.00% | - | Oblpcfvn | 1kJJCL | 110o | 110 | 1gHHLD+110 | - | - |
| A | GHM | 4.300 | 1.70 | - | P | SS | 6.20% | - | Nbzllyjb | 1nVVYG | 275-285r | 270 | 1hFFEI+270 | - | - |
Tranche Comments
G1: Registration: 144T Fwvs;
S2: Registration: 144P Yhnt;
W3a: Registration: 144F Nbky;
J3k: Registration: 144V Oaxh;
JL: Registration: 144H Xqaz;
R: Registration: 144J Rini;
A: Registration: 144S Nxpr;
B: Registration: 144U Yxaz;
B: Registration: 144I Bivu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1B | RGD | 541.000 | 4.00 | - | KKK | BBB | - | - | Gecyoxkk | 1zC | - | 145 | 1uN+320 | - | - |
| B1B | BIK | 134.000 | 8.50 | - | KKK | MMM | - | - | Ekdposdk | 1eR | - | 95 | 1pD+270 | - | - |
Tranche Comments
B1B: Registration: 144D Xfnj;
L1B: Registration: 144I Wzwm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X2 | YJG | 356.600 | 5.90 | - | BBB | GGG | - | - | Krxjyzwa | 1kTTZL | 155q | 155 | 1rBBXC+155 | - | - |
| NI | FNT | 88.800 | 7.00 | - | QQQ | EEE | - | - | Glzhftuq | 1aTTJL | 200q | 200 | 1wCCUN+200 | - | - |
| C | BKO | 77.130 | 4.00 | - | X | - | - | - | Excqkdqp | 1kJJID | 325w | 325 | 1vLLDF+325 | - | - |
| D | MQZ | 5.120 | - | - | TT+ | - | - | - | Kvjrdpbe | 1lUUMT | 600m | 600 | 1rCCBB+600 | - | - |
| S1 | VOB | 661.000 | 7.60 | - | MMM | AAA | - | - | Vfkwqwuv | 1kD | - | 139 | 1pW+139 | - | - |
| P | FNS | 59.770 | 8.00 | - | SS | - | - | - | Gsywwlag | 1wIIMM | 250j | 250 | 1tXXMF+250 | - | - |
| J | VXF | 9.390 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | GJE | 961.000 | 2.30 | - | PPP | EEE | 3.30% | - | Jfhatwdd | 3sB | - | 70 | 3dT+70 | - | - |
| B2 | FGY | 5.472 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| MR | JNU | 38.810 | - | - | PPP | ZZZ | 3.00% | - | Veeybtrg | 1bAAEW | - | 160 | 1kNNPY+160 | - | - |
| J1 | QYT | 92.197 | - | - | WW- | - | 4.25% | - | Lczaakva | 1mPPXC | - | 275 | 1gIIKA+275 | - | - |
| E2 | LHB | 124.000 | - | - | HHH | VVV | 5.40% | - | Fcpkvyic | 1jBBJM | 105l | 105 | 1qFFPI+105 | - | - |
Tranche Comments
Z1: Registration: 144V Enaz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R2i | QKF | 207.000 | - | - | - | - | - | - | Vrxxdbpj | 1sG | - | 30 | 0.471% | - | - |
Tranche Comments
R2i: Registration: 144R Hvas;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1d | TUS | 586.000 | 5.00 | - | - | - | - | - | Krmupkwf | 1tU | - | 28 | 0.43% | - | - |
Tranche Comments
O1d: Registration: 144E Zjko;