| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | UEJ | 16.000 | 2.14 | - | E | N | F (C) | - | - | - | - | - | - | - | - | - | Retained |
| E | RHL | 99.600 | 7.54 | - | FU | DD | YY | - | - | - | - | - | - | - | - | - | Retained |
| B | KRV | 73.600 | 5.70 | - | JJJ | HHH | PPP | - | - | - | - | - | - | - | - | - | Retained |
| Y-1 | NIZ | 564.000 | 9.84 | - | NNN | III | WWW | - | - | - | Xsnii | Ftrbj | 80-85 | 78 | 1.78% | 1.792% | 72.19810 |
| F-2 | OHO | 873.000 | 5.96 | - | AAA | DDD | GGG | - | - | - | Buqzajmp | 1oB | 80-85 | 85 | 1rK+85 | - | 212.00000 |
Tranche Comments
Y-1: Registration: Sysjfj;
F-2: Registration: Ygqsti;
O: Registration: Hnmjrb;
B: Registration: Ancqxt;
E: Registration: Gbxjuo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | ZPQ | 58.000 | 3.00 | - | BA | DD | OO | - | - | - | - | - | - | - | - | - | - |
| C | NZZ | 26.000 | 2.00 | - | MMM | KKK | KKK | - | - | - | - | - | - | - | - | - | - |
| R | XPH | 35.000 | 7.00 | - | F | H | O (M) | - | - | - | - | - | - | - | - | - | - |
| M-2 | MMN | 844.000 | 9.00 | - | HHH | HHH | NNN | - | - | - | Jmwmlquo | 1cG | - | 67 | 1nF+67 | - | 314.00000 |
| G-1 | HNW | 728.000 | 1.00 | - | BBB | III | JJJ | - | - | - | Nhszv | Mzidn | - | 62 | 2.25% | 2.269% | 34.60726 |
Tranche Comments
G-1: Registration: Wmivze;
M-2: Registration: Yhgoug;
R: Registration: Nopgtg;
C: Registration: Jfyora;
F: Registration: Gyovvh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | GGC | 852.690 | 4.00 | - | III | JJJ | ZZZ | - | - | - | Xhiqn | Xqahw | 55m | 52 | 2.26% | 2.276% | - |
| F | RTJ | 53.191 | 1.00 | - | - | VV | ZZ | - | - | - | - | - | - | - | - | - | Retained |
| V-2 | GOU | 547.000 | 9.00 | - | JJJ | NNN | III | - | - | - | Mdjxvqsh | 1hU | 55g | 54 | 1bM+54 | 1iX+54 | - |
| L | NUO | 51.000 | 3.00 | - | H | U | F | - | - | - | - | - | - | - | - | - | Retained |
| M | ZOC | 84.353 | 5.00 | - | VVV | XXX | NNN | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-1: Registration: Jarivd;
V-2: Registration: Lvojvo;
L: Registration: Kxanig;
M: Registration: Czxzch;
F: Registration: Wnmttc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | BFL | 896.000 | 3.00 | - | OOO | EEE | QQQ | - | - | - | Bymkxoul | 1jE | 45-47 | 45 | 1lM+45 | 1uR+45 | - |
Tranche Comments
U-1: Registration: Tzljkr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | FZP | 153.000 | 1.32 | - | NNN | RRR | CCC | - | - | - | Apbzufsh | 1bG | - | 35 | 1nJ+35 | 1hX+35 | - |
Tranche Comments
R: Registration: Ijlmfy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | QGK | 377.000 | 8.00 | - | WWW | UUU | OOO | - | - | - | Ogvjy | Vjlgc | - | 63 | 2.17% | 2.182% | 54.13390 |
| S-2 | VHC | 170.400 | 5.00 | - | JJJ | ZZZ | III | - | - | - | Oythsxtk | 1oT | - | 65 | 1mC+65 | - | 428.00000 |
| A | XMW | 10.190 | 6.00 | - | CCC | FFF | JJJ | - | - | - | - | - | - | - | - | - | - |
| L | JNS | 80.000 | 4.00 | - | G | U | X | - | - | - | - | - | - | - | - | - | - |
| H | IRD | 5.270 | 7.00 | - | PB | XX | OO | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
G-1: Registration: 144A Ovad;
S-2: Registration: 144Q Fuvm;
L: Registration: 144X Fwfy;
A: Registration: 144P Eowm;
H: Registration: 144K Uijt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | IKU | 47.140 | 4.88 | - | - | JJ | DD | - | - | - | - | - | - | - | - | - | - |
| J | FWN | 271.290 | 1.71 | - | WWW | OOO | RRR | - | - | - | Hqfbm | Uymlj | - | 75 | 2.71% | 2.733% | 19.49255 |
| V | QHN | 97.710 | 9.32 | - | NNN | TTT | YYY | - | - | - | - | - | - | - | - | - | - |
| K | URB | 33.500 | 2.95 | - | L | L+ | U | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
J: Registration: 144E Bxim;
K: Registration: 144S Yrnh;
V: Registration: 144Y Vphm;
I: Registration: 144W Cwka;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1 | INE | 467.000 | 6.74 | - | DDD | EEE | SSS | - | - | - | Rflkp | Ttjye | - | 48 | 1.45% | 1.460% | 25.41425 |
| Z | FAG | 82.590 | 3.90 | - | - | - | - | - | - | - | Ziopd | - | - | - | - | - | 396.00000 |
| Q | AZS | 29.000 | 3.11 | - | - | - | - | - | - | - | Ozbiu | - | - | - | - | - | 841.00000 |
| R | LED | 41.150 | 9.31 | - | - | - | - | - | - | - | Zaiyc | - | - | - | - | - | 344.00000 |
| G2 | YJX | 502.000 | 7.61 | - | DDD | PPP | SSS | - | - | - | Imkcbrin | 1oD | - | 48 | 1mF+48 | - | 370.00000 |
Tranche Comments
L1: Registration: 144M Vxgd;
G2: Registration: 144H Dnhk;
Q: Registration: 144P Pajp;
R: Registration: 144J Dhpi;
Z: Registration: 144T Mxxt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | PKS | 24.600 | 6.35 | - | - | - | - | - | - | - | Agnkc | - | - | - | - | - | - |
| L2 | VQU | 214.000 | 3.11 | - | OOO | TTT | UUU | - | - | - | Slmqexfm | Hdybn | - | - | 1aK+53 | - | 956.00000 |
| I | OAR | 6.120 | 8.70 | - | - | - | - | - | - | - | Ctyvw | - | - | - | - | - | - |
| E | UMC | 56.390 | 5.35 | - | - | - | - | - | - | - | Jphxy | - | - | - | - | - | - |
| L1 | EVD | 761.000 | 8.37 | - | HHH | JJJ | PPP | - | - | - | Bsspc | Vonmx | - | 53 | 1.64% | - | 18.46923 |
| R | XRS | 85.000 | 7.81 | - | - | - | - | - | - | - | Iihlu | - | - | - | - | - | - |
Tranche Comments
L1: Registration: 144S Zesm;
L2: Registration: 144R Vsbj;
R: Registration: 144Q Nvha;
Z: Registration: 144N Nphs;
E: Registration: 144N Kmmn;
I: Registration: 144K Vdrt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | YXG | 197.000 | 2.78 | - | EEE | YYY | DDD | - | - | - | Bfygi | - | - | 55 | 1.90% | - | 61.77899 |
| F2 | FOK | 12.000 | 9.58 | - | XXX | FFF | PPP | - | - | - | Vcinj | - | - | - | 1lU+55 | - | 272.00000 |
| F | ROR | 34.000 | 7.89 | - | H | U+ | C (V) | - | - | - | Kzosa | - | - | - | - | - | - |
| U | HSN | 99.290 | 9.24 | - | YYY | BBB+ | BBB | - | - | - | Flpjd | - | - | - | - | - | - |
| J | XBI | 5.740 | 1.28 | - | - | KK+ | LLL | - | - | - | Qaabd | - | - | - | - | - | - |
Tranche Comments
A: Registration: 144K Crfv;
F2: Registration: 144H Waxq;
F: Registration: 144Y Tevw;
U: Registration: 144F Zuak;
J: Registration: 144K Wzmm;