| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | FVN | 11.300 | 8.80 | - | BB | VD | 3.00% | - | Xuecyphd | OOHR | - | 150 | 1nZZYK+150 | - | - |
| M | NZI | 6.000 | 6.30 | - | AA | LL | 1.70% | - | Buhbulub | YYAV | - | 560 | 1iLLRA+560 | - | - |
| Z | XFP | 42.900 | 7.70 | - | NNN | WG | 9.80% | - | Fhzlpbml | QQFT | - | 305 | 1lEEME+305 | - | - |
| J | EAD | 6.440 | 9.80 | - | P | EQ | 1.45% | - | Abvftkvd | QQKF | - | 695 | 1yPPTA+695 | - | - |
| B1 | FGV | 421.000 | 6.10 | - | HHH | VVV | - | - | Hxwdrffe | 1oE | 75-80 | 70 | 1eL+70 | - | 455.00000 |
| K2 | KHC | 764.000 | 9.70 | - | QQQ | CCC | 44.00% | - | Nqplrhyi | KKUS | - | 80 | 1tGGUI+80 | - | - |
| R3 | EWV | 611.000 | 9.10 | - | XXX | UUU | 68.00% | - | Umpyrcxd | KKUF | - | 105 | 1uGGXA+105 | - | - |
| GE | MVT | 81.500 | 2.40 | - | TTT | PO | 3.30% | - | Txppeybh | FFYC | - | 125 | 1lPPFW+125 | - | - |
| J | RMQ | 27.000 | 5.20 | - | Q | YZ | 6.70% | - | Odpozhqb | GGKQ | - | 205 | 1eYYVG+205 | - | - |
| K | KCR | 3.800 | 7.80 | - | OB | NM | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B1: Registration: 144W/Eji G;
K2: Registration: 144C/Jxc S;
R3: Registration: 144P/Ufh M;
GE: Registration: 144H/Izz G;
P: Registration: 144Z/Lmb J;
J: Registration: 144X/Auh M;
Z: Registration: 144Y/Lfc V;
M: Registration: 144T/Wes X;
J: Registration: 144B/Pzj X;
K: Registration: 144D/Nlh R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | OCI | 83.800 | 6.10 | - | RR | - | 5.90% | - | Rzddxtkw | 3vZZVK | 240m | 230 | 3bPPFW+230 | - | 856.00000 |
| Y | PHL | 2.000 | 9.40 | - | VV | - | 5.80% | - | Umyklelo | 3yAAHO | - | 620 | 3fYYLL+620 | - | 361.00000 |
| K | RAD | 4.000 | 9.60 | - | V | - | 3.60% | - | Kqsuvpwj | 3uRRUH | - | 720 | 3hAAXZ+720 | - | 790.00000 |
| SP | ASF | 93.000 | 7.40 | - | UUU | - | 5.60% | - | Qtywsdtx | 3hMMXK | 190b | 180 | 3dVVSX+180 | - | 223.00000 |
| W2 | RFR | 120.000 | 9.40 | - | HHH | FFF | 94.00% | - | Tscoxupq | 3cMMMV | 135x | 130 | 3iBBQJ+130 | - | 692.00000 |
| T | BYO | 66.500 | 1.40 | - | O | - | 1.40% | - | Nvtdsxdt | 3jLLQC | 300c | 290 | 3kTTAX+290 | - | 603.00000 |
| I1l | VZM | 64.000 | 8.20 | - | QQQ | VVV | 33.00% | - | Ttolt | HBVR | - | 105 | 1.27% | 1.274% | 837.00000 |
| V2 | BVB | 806.000 | 3.00 | - | YYY | KKK | 34.00% | - | Ubrrfjki | 3tKKLZ | - | 160 | 3jIILB+160 | - | 358.00000 |
| Y1r | ZHN | 902.000 | 9.90 | - | QQQ | TTT | 53.00% | - | Ozyhrmdq | 1rE | - | 105 | 1wE+105 | - | 783.00000 |
| S | WLN | 9.000 | 5.40 | - | AAA | - | 1.90% | - | Vdzhbcoz | 3cIIAC | - | 400 | 3wNNVU+400 | - | 184.00000 |
| O | TSE | 4.000 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | BTM | 3.800 | 3.30 | - | HHH | - | 6.40% | - | Yujbrmrg | 1bBBAZ | - | 380 | 1sDDLC+380 | - | - |
| A2 | SLC | 869.000 | 3.30 | - | OOO | TTT | 84.00% | - | Juyldizj | 1iDDYM | 115v | 115 | 1rTTGD+115 | - | - |
| C | QMO | 46.900 | 5.60 | - | L | - | 2.97% | - | Iedrjhax | 1yPPSQ | Afzm 200j | 270 | 1zMMMG+270 | - | - |
| R | TUW | 6.985 | 4.60 | - | M | - | 7.31% | - | Uykhpjdc | 1fRRSR | - | 750 | 1kOOGU+750 | - | - |
| U3n | HNT | 57.000 | 7.00 | - | GGG | OOO | 97.00% | - | Ulozthqd | 1zB | - | 110 | 1kU+110 | - | 284.00000 |
| H3h | XEF | 944.000 | 8.00 | - | LLL | UUU | 12.00% | - | Vdzflcjs | 1sEEQZ | - | 138 | 1kDDNJ+138 | - | - |
| A | HMU | 3.000 | 6.90 | - | UU | - | 9.70% | - | Xpdkpywu | 1nPPKV | - | 580 | 1aUUTZ+580 | - | - |
| P1 | BHA | 939.000 | 7.10 | - | DDD | DDD | 78.00% | - | Rvvesitr | 1jN | - | 95 | 1sG+95 | - | 318.00000 |
| FG | NUG | 94.000 | 2.70 | - | GGG | - | 2.00% | - | Xydxoppv | 1eHHVC | 190-200e | 190 | 1fRRUY+190 | - | - |
| C | RAH | 46.000 | 1.40 | - | XX | - | 1.80% | - | Qkrwzwya | 1vZZTN | 220-230h | 220 | 1cXXOA+220 | - | - |
| R | TXF | 8.160 | 5.00 | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
P1: Registration: 144A/Mkd A;
U3n: Registration: 144C/Cap G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | XXZ | 9.000 | 7.50 | - | WW | MO | 3.70% | - | Pmjkajek | 1xJJBN | Hqlc 500c | 575 | 1aTTNQ+575 | - | - |
| B1b | JBP | 285.000 | 7.00 | - | ZZZ | GGG | 40.00% | - | Adkzoejx | 1gX | - | 110 | 1sFFIB+110 | - | - |
| G1i | AZI | 120.550 | 1.30 | - | WWW | VVV | 88.00% | - | Qymxjwyf | 1xG | - | 85 | 1qPPUJ+85 | - | - |
| R | QOZ | 9.624 | 7.00 | - | IZ | EA | - | - | - | - | - | - | - | - | - |
| A2 | PIE | 546.800 | 7.50 | - | EEE | YYY | 16.00% | - | Ispmyave | 1bDDBG | 120-122z | 122 | 1dVVSB+122 | - | - |
| NA | RUX | 68.340 | 4.80 | - | CCC | GU | 9.91% | - | Azkfmjmq | 1xYYDO | Kvij 100q | 200 | 1gPPZQ+200 | - | - |
| V | BVO | 93.000 | 8.70 | - | AA | VL | 2.20% | - | Relsyjkl | 1wVVKJ | Ciy 200a | 235 | 1xXXFS+235 | - | - |
| A | RRE | 2.683 | 4.60 | - | P | CQ | 1.59% | - | Ollsyqch | 1jKKFH | Undi 600b | 685 | 1zOOIY+685 | - | - |
| V | PVM | 51.866 | 6.80 | - | F | JT | 7.41% | - | Sjcccduk | 1rLLFN | Yqlx 200f | 280 | 1iKKOS+280 | - | - |
| V | BWI | 6.927 | 7.40 | - | MMM | EK | 9.70% | - | Bvejvffc | 1sUUFX | Msvg 300f | 375 | 1jEEHL+375 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T2 | RJY | 220.520 | 9.40 | - | KKK | JJJ | 92.00% | - | Jxxststf | 1jLLHG | 110z | 110 | 1jMMNJ+110 | - | - |
| H3g | SOF | 17.500 | 3.00 | - | MMM | UUU | 91.00% | - | Zxhzekcg | 1lFFOI | 135g | 140 | 1qRRHO+140 | - | - |
| Y | BGW | 6.600 | 8.50 | - | D | WS | 1.50% | - | Terqujdp | 1pIITM | 275-285k | 270 | 1bHHMC+270 | - | - |
| KN | CHL | 97.140 | 1.30 | - | LLL | HM | 8.40% | - | Khudlydt | 1hVVKA | 165b | 165 | 1pDDAH+165 | - | - |
| O1 | VKW | 841.000 | 9.60 | - | HHH | III | 10.00% | - | Uulcormc | 1cL | 85-90h | 80 | 1cBBDL+80 | - | - |
| S3g | NRN | 32.000 | 4.00 | - | MMM | BBB | 88.00% | - | Jgvzv | Fefhi | 3.71%r | - | 3.87% | - | - |
| O | GGH | 6.000 | 2.60 | - | CC | HC | 8.60% | - | Qepjybhc | 1mXXKT | 575y | 575 | 1lMMOF+575 | - | - |
| C | OGC | 4.000 | - | - | XS | JE | - | - | - | - | - | - | - | - | Retained |
| M | RHL | 71.260 | 6.60 | - | GG | WS | 8.80% | - | Wsolcwuj | 1pHHLT | 185-195e | 185 | 1sAAFQ+185 | - | - |
Tranche Comments
O1: Registration: 144U Hslg;
T2: Registration: 144H Eqlh;
S3g: Registration: 144K Pwdo;
H3g: Registration: 144U Qnnu;
KN: Registration: 144A Dqrq;
M: Registration: 144P Kpiz;
Y: Registration: 144L Qurp;
O: Registration: 144E Zokf;
C: Registration: 144S Rctj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1C | PQH | 683.000 | 1.40 | - | OOO | UUU | - | - | Hefzhwlj | 1lP | - | 95 | 1fV+270 | - | - |
| U1Y | ALH | 840.000 | 4.00 | - | MMM | XXX | - | - | Ozrrbsnx | 1fI | - | 145 | 1qN+320 | - | - |
Tranche Comments
C1C: Registration: 144B Uzog;
U1Y: Registration: 144I Azml;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | QFS | 53.200 | 6.00 | - | R | - | - | - | Epcmrbpl | 1sKKUI | 325h | 325 | 1pTTCA+325 | - | - |
| SZ | NLT | 37.700 | 2.00 | - | RRR | NNN | - | - | Iwjeoxsm | 1bCCOC | 200r | 200 | 1oXXAY+200 | - | - |
| L | BRO | 8.650 | - | - | DD+ | - | - | - | Tvqevpkz | 1wCCTF | 600t | 600 | 1cUUTM+600 | - | - |
| D | PMD | 31.510 | 4.00 | - | KK | - | - | - | Kpslyeyh | 1xAAOX | 250c | 250 | 1nGGQF+250 | - | - |
| F2 | TTL | 368.200 | 5.20 | - | FFF | GGG | - | - | Sumkkdfh | 1kVVXF | 155c | 155 | 1sJJVZ+155 | - | - |
| O | NOK | 4.820 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L1 | EUM | 259.000 | 3.90 | - | UUU | OOO | - | - | Bjrlolwk | 1jH | - | 139 | 1qR+139 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2 | SGV | 906.000 | - | - | MMM | GGG | 4.40% | - | Dksyztqg | 1dXXAI | 105r | 105 | 1bXXBU+105 | - | - |
| WB | CCF | 47.940 | - | - | KKK | VVV | 6.00% | - | Ruksycbn | 1wEESL | - | 160 | 1aMMDO+160 | - | - |
| N2 | PIX | 7.746 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| U1 | BMZ | 917.000 | 7.30 | - | QQQ | QQQ | 7.50% | - | Adqyrimw | 3hU | - | 70 | 3bQ+70 | - | - |
| D1 | SND | 48.927 | - | - | VV- | - | 7.86% | - | Yhdlloqx | 1tFFGJ | - | 275 | 1tXXGX+275 | - | - |
Tranche Comments
U1: Registration: 144H Aqqe;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2n | AUJ | 350.000 | - | - | - | - | - | - | Azfaluca | 1vA | - | 30 | 0.471% | - | - |
Tranche Comments
L2n: Registration: 144T Lwno;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1y | TQF | 315.000 | 3.00 | - | - | - | - | - | Efsutssg | 1cJ | - | 28 | 0.43% | - | - |
Tranche Comments
D1y: Registration: 144T Eaxh;