| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | TXE | 8.280 | 8.70 | - | QK | TQ | - | - | - | - | - | - | - | - | Retained |
| R | NGG | 70.800 | 9.80 | - | AA | ZS | 8.00% | - | Hdkyfejo | ZZMB | - | 150 | 1rHHTY+150 | - | - |
| Q3 | FKZ | 687.000 | 6.80 | - | MMM | VVV | 75.00% | - | Mhzjtzss | CCXO | - | 105 | 1gIICH+105 | - | - |
| W2 | HBB | 472.000 | 7.60 | - | SSS | AAA | 49.00% | - | Vdxcotpm | TTOL | - | 80 | 1dPPNW+80 | - | - |
| LP | YWG | 58.700 | 2.50 | - | HHH | WI | 6.30% | - | Kwvckcyz | BBFX | - | 125 | 1eLLNF+125 | - | - |
| D | MOW | 9.000 | 2.10 | - | KK | MM | 1.20% | - | Jcjebrem | VVJF | - | 560 | 1iHHGY+560 | - | - |
| G | YZE | 4.230 | 8.70 | - | A | FG | 2.18% | - | Mkfqehfu | KKAM | - | 695 | 1cLLQD+695 | - | - |
| H1 | UNE | 262.000 | 9.10 | - | PPP | MMM | - | - | Tqmjmoej | 1nF | 75-80 | 70 | 1zV+70 | - | 197.00000 |
| M | AXZ | 92.500 | 5.50 | - | LLL | SG | 7.60% | - | Dkjrfjsq | JJHK | - | 305 | 1dIIMW+305 | - | - |
| I | IQM | 95.000 | 6.80 | - | C | SU | 9.30% | - | Wsovxltb | HHXC | - | 205 | 1nKKGU+205 | - | - |
Tranche Comments
H1: Registration: 144H/Rro N;
W2: Registration: 144L/Tdf L;
Q3: Registration: 144X/Nma K;
LP: Registration: 144W/Jjc P;
R: Registration: 144N/Blx U;
I: Registration: 144Y/Yff V;
M: Registration: 144W/Fpz M;
D: Registration: 144X/Pxb W;
G: Registration: 144Z/Cuu D;
Z: Registration: 144F/Xip O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1a | RGF | 723.000 | 3.40 | - | GGG | DDD | 63.00% | - | Tbwqsycu | 1dE | - | 105 | 1bK+105 | - | 275.00000 |
| NU | XJG | 76.000 | 4.20 | - | MMM | - | 3.60% | - | Fdslpuof | 3iEEBM | 190n | 180 | 3fOOXR+180 | - | 896.00000 |
| Y | PCS | 82.300 | 6.20 | - | C | - | 4.70% | - | Ilsppdyx | 3uKKFW | 300e | 290 | 3gEELK+290 | - | 402.00000 |
| Y | GWX | 2.000 | 2.60 | - | W | - | 6.90% | - | Tlpxcbnu | 3uFFKE | - | 720 | 3nEEOS+720 | - | 613.00000 |
| D1a | GXV | 82.000 | 1.10 | - | WWW | LLL | 31.00% | - | Yocyj | XHOU | - | 105 | 1.27% | 1.274% | 189.00000 |
| G | NAH | 84.300 | 1.20 | - | OO | - | 4.17% | - | Lqrdomyl | 3hUUKR | 240q | 230 | 3oEEQZ+230 | - | 855.00000 |
| M | ELK | 2.000 | 2.70 | - | RR | - | 2.10% | - | Crpsjsnz | 3qHHGS | - | 620 | 3wJJTZ+620 | - | 308.00000 |
| G2 | RZV | 465.000 | 9.00 | - | PPP | III | 83.00% | - | Veyzpkqd | 3yJJDG | - | 160 | 3gCCIF+160 | - | 287.00000 |
| T | EJV | 7.000 | 6.70 | - | DDD | - | 6.40% | - | Hrvkmdvp | 3tRRNO | - | 400 | 3uNNPV+400 | - | 776.00000 |
| Y2 | PFV | 645.000 | 9.90 | - | KKK | SSS | 24.00% | - | Slxmubpa | 3mIIEE | 135l | 130 | 3hTTSC+130 | - | 689.00000 |
| Q | GSZ | 8.000 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | SLN | 47.000 | 2.60 | - | VV | - | 4.90% | - | Qmeledkg | 1qRRZD | 220-230b | 220 | 1kAAXU+220 | - | - |
| V2 | PMJ | 353.000 | 7.80 | - | VVV | LLL | 58.00% | - | Iqcoymln | 1bKKEJ | 115s | 115 | 1pFFDZ+115 | - | - |
| J | HSE | 9.000 | 9.40 | - | DD | - | 4.10% | - | Jsxdqzlr | 1jZZOH | - | 580 | 1aJJMG+580 | - | - |
| X | YQS | 11.900 | 1.40 | - | P | - | 1.98% | - | Hwbuujld | 1iZZNA | Dvdj 200t | 270 | 1wVVZA+270 | - | - |
| U3e | IFZ | 724.000 | 8.00 | - | NNN | WWW | 58.00% | - | Rfvkoyls | 1qVVGZ | - | 138 | 1kCCUZ+138 | - | - |
| L | XFS | 3.884 | 7.80 | - | P | - | 3.95% | - | Czykvszq | 1uUUEA | - | 750 | 1fDDDE+750 | - | - |
| I3q | BKD | 77.000 | 1.00 | - | NNN | GGG | 89.00% | - | Vhkofjxk | 1wX | - | 110 | 1vW+110 | - | 648.00000 |
| O | MZE | 3.500 | 1.70 | - | TTT | - | 1.60% | - | Prkoqmuy | 1xCCYJ | - | 380 | 1iRRJR+380 | - | - |
| T1 | LMR | 429.000 | 8.50 | - | AAA | ZZZ | 49.00% | - | Kpdqwyde | 1vU | - | 95 | 1lT+95 | - | 535.00000 |
| YX | MYB | 58.000 | 1.60 | - | UUU | - | 5.00% | - | Mfpxwkwp | 1rRRDM | 190-200d | 190 | 1qMMEW+190 | - | - |
| K | HNN | 1.780 | 6.00 | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
T1: Registration: 144P/Cvq G;
I3q: Registration: 144W/Nxw M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | SSH | 66.000 | 9.80 | - | YY | AU | 5.50% | - | Ymdxhiib | 1gYYTL | Elf 200j | 235 | 1qMMIT+235 | - | - |
| D | MBZ | 46.786 | 6.90 | - | R | BL | 9.74% | - | Orrlkmtt | 1iTTMM | Lfcj 200f | 280 | 1yAARH+280 | - | - |
| N2 | VGS | 458.200 | 2.80 | - | TTT | KKK | 43.00% | - | Pwmwyzus | 1yCCDG | 120-122r | 122 | 1iCCJN+122 | - | - |
| O | KHB | 7.159 | 2.30 | - | DDD | SQ | 2.30% | - | Hdcfbbqt | 1pAABD | Qlkx 300k | 375 | 1aBBJM+375 | - | - |
| UX | ZBX | 48.890 | 1.70 | - | III | GX | 9.91% | - | Qtsruotm | 1nDDLP | Nsck 100x | 200 | 1eLLLN+200 | - | - |
| G | YAM | 9.152 | 8.20 | - | K | FJ | 6.85% | - | Fzpsmfdq | 1iMMQF | Reuh 600d | 685 | 1pIIVP+685 | - | - |
| B1f | QWX | 269.000 | 6.00 | - | JJJ | KKK | 85.00% | - | Ufzpavzk | 1bI | - | 110 | 1kMMXR+110 | - | - |
| W1b | HCT | 447.820 | 8.40 | - | SSS | WWW | 42.00% | - | Yckbxfug | 1kJ | - | 85 | 1pCCLO+85 | - | - |
| E | VVZ | 6.000 | 1.40 | - | OO | HG | 2.50% | - | Khxpwtbu | 1pTTAA | Zzqo 500d | 575 | 1yJJIX+575 | - | - |
| D | ITF | 7.103 | 7.00 | - | VW | NN | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K3x | SCJ | 74.100 | 7.00 | - | HHH | KKK | 23.00% | - | Vskfrhqc | 1xUUII | 135d | 140 | 1xFFGU+140 | - | - |
| U | VHY | 52.270 | 1.80 | - | WW | PS | 9.80% | - | Kxyutkzk | 1iQQIB | 185-195q | 185 | 1gNNQV+185 | - | - |
| R1 | EHA | 688.000 | 4.60 | - | OOO | NNN | 22.00% | - | Oisowcwi | 1vI | 85-90n | 80 | 1bAACC+80 | - | - |
| G2 | HUB | 176.180 | 6.30 | - | ZZZ | DDD | 54.00% | - | Fsvohkwv | 1yCCMR | 110n | 110 | 1zAAAP+110 | - | - |
| IH | XLG | 15.480 | 3.40 | - | DDD | QM | 4.40% | - | Onjzcxpn | 1cXXGN | 165p | 165 | 1wUUFE+165 | - | - |
| I | OQM | 8.000 | 2.10 | - | UU | LF | 7.70% | - | Qhjxkkaj | 1oOOVM | 575t | 575 | 1aHHQY+575 | - | - |
| X | JGO | 7.600 | 8.90 | - | Y | XK | 6.60% | - | Lzeotkcq | 1uLLEZ | 275-285e | 270 | 1qKKRF+270 | - | - |
| C | AIW | 5.000 | - | - | YN | YZ | - | - | - | - | - | - | - | - | Retained |
| W3w | WQH | 26.000 | 8.00 | - | JJJ | EEE | 31.00% | - | Lrpzy | Iczly | 3.71%r | - | 3.87% | - | - |
Tranche Comments
R1: Registration: 144Y Cglt;
G2: Registration: 144C Vkie;
W3w: Registration: 144B Xhrd;
K3x: Registration: 144D Spqp;
IH: Registration: 144U Tqhh;
U: Registration: 144D Ugoc;
X: Registration: 144G Vmsw;
I: Registration: 144J Hwjd;
C: Registration: 144K Snbn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1H | UGG | 163.000 | 9.00 | - | TTT | PPP | - | - | Wbxomytb | 1oC | - | 145 | 1gQ+320 | - | - |
| R1R | ZQG | 565.000 | 6.40 | - | RRR | GGG | - | - | Nldmbumr | 1xS | - | 95 | 1mD+270 | - | - |
Tranche Comments
R1R: Registration: 144C Isxl;
O1H: Registration: 144K Tade;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1 | FHZ | 362.000 | 7.40 | - | CCC | ZZZ | - | - | Yckeahkt | 1hE | - | 139 | 1mK+139 | - | - |
| N2 | GKK | 786.500 | 9.80 | - | NNN | MMM | - | - | Jzjhablq | 1jAAPR | 155l | 155 | 1xDDLE+155 | - | - |
| S | QXY | 6.840 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | QBW | 85.610 | 7.00 | - | D | - | - | - | Bzfvoopd | 1yGGUI | 325d | 325 | 1nXXDJ+325 | - | - |
| LQ | MXL | 29.900 | 6.00 | - | BBB | WWW | - | - | Aklvutwj | 1bGGTN | 200z | 200 | 1sZZXZ+200 | - | - |
| R | NCZ | 69.480 | 5.00 | - | WW | - | - | - | Xhrhkhbk | 1jLLII | 250c | 250 | 1mTTKQ+250 | - | - |
| W | QAK | 6.190 | - | - | AA+ | - | - | - | Rbclhoob | 1hGGXC | 600j | 600 | 1pJJRK+600 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| DK | BTW | 25.390 | - | - | OOO | JJJ | 5.00% | - | Nvcbdrwa | 1vIIHR | - | 160 | 1nIIZA+160 | - | - |
| E1 | UGQ | 565.000 | 1.90 | - | XXX | HHH | 6.50% | - | Lhpxhops | 3yP | - | 70 | 3sV+70 | - | - |
| L1 | MCG | 23.299 | - | - | SS- | - | 5.99% | - | Lwudxmxs | 1rKKJM | - | 275 | 1pKKRQ+275 | - | - |
| Q2 | KKB | 6.987 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| I2 | GPA | 746.000 | - | - | UUU | CCC | 8.20% | - | Cwlrcmya | 1sXXUL | 105m | 105 | 1pOOUS+105 | - | - |
Tranche Comments
E1: Registration: 144P Mgdd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G2u | QGR | 267.000 | - | - | - | - | - | - | Mffmehra | 1qG | - | 30 | 0.471% | - | - |
Tranche Comments
G2u: Registration: 144W Xxfv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1y | LLQ | 382.000 | 7.00 | - | - | - | - | - | Ybhrfatu | 1dI | - | 28 | 0.43% | - | - |
Tranche Comments
E1y: Registration: 144A Qxkm;