| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | GNP | 63.900 | 2.24 | - | CCC | ZZZ | YYY | - | - | - | - | - | - | - | - | - | Retained |
| D-2 | JGF | 991.000 | 9.13 | - | TTT | NNN | OOO | - | - | - | Qbjxdadf | 1sG | 80-85 | 85 | 1dW+85 | - | 632.00000 |
| W-1 | HMY | 585.000 | 3.39 | - | JJJ | HHH | TTT | - | - | - | Caxpq | Dmzzq | 80-85 | 78 | 1.78% | 1.792% | 69.12230 |
| E | AUY | 87.000 | 9.25 | - | U | F | I (Y) | - | - | - | - | - | - | - | - | - | Retained |
| H | ZMK | 44.700 | 8.42 | - | DQ | CC | QQ | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W-1: Registration: Dbzyqg;
D-2: Registration: Zqanid;
E: Registration: Hfotfz;
O: Registration: Iqkybz;
H: Registration: Lqxubp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | LHF | 125.000 | 6.00 | - | RRR | PPP | HHH | - | - | - | Mecrwhvq | 1kE | - | 67 | 1iU+67 | - | 923.00000 |
| I-1 | WNM | 256.000 | 5.00 | - | FFF | YYY | AAA | - | - | - | Klqht | Xjkiz | - | 62 | 2.25% | 2.269% | 20.57258 |
| N | WLC | 34.000 | 5.00 | - | B | E | P (B) | - | - | - | - | - | - | - | - | - | - |
| A | XKE | 92.000 | 6.00 | - | AAA | FFF | NNN | - | - | - | - | - | - | - | - | - | - |
| H | ZFF | 36.000 | 9.00 | - | OO | VV | OO | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
I-1: Registration: Qpvimw;
D-2: Registration: Tyrgzt;
N: Registration: Zqxiih;
A: Registration: Mllbnn;
H: Registration: Igxqxc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | IFG | 182.100 | 1.00 | - | JJJ | YYY | PPP | - | - | - | Chyup | Zrgzb | 55u | 52 | 2.26% | 2.276% | - |
| Q-2 | CRX | 207.000 | 1.00 | - | KKK | ZZZ | CCC | - | - | - | Mxsyeass | 1kH | 55c | 54 | 1qN+54 | 1gB+54 | - |
| F | CNX | 45.000 | 9.00 | - | S | X | T | - | - | - | - | - | - | - | - | - | Retained |
| M | WWH | 52.577 | 6.00 | - | - | HH | PP | - | - | - | - | - | - | - | - | - | Retained |
| T | LPP | 64.127 | 7.00 | - | UUU | AAA | GGG | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-1: Registration: Hlmcsv;
Q-2: Registration: Sayvho;
F: Registration: Wymycy;
T: Registration: Gcybwn;
M: Registration: Wvzxlo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | YWO | 507.000 | 3.00 | - | QQQ | WWW | JJJ | - | - | - | Krdmpofr | 1vZ | 45-47 | 45 | 1gJ+45 | 1yJ+45 | - |
Tranche Comments
B-1: Registration: Ooutlz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | VAD | 892.000 | 1.41 | - | MMM | JJJ | EEE | - | - | - | Zkqfmtvz | 1dK | - | 35 | 1wE+35 | 1zP+35 | - |
Tranche Comments
U: Registration: Xnwluj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | RXT | 486.000 | 3.00 | - | PPP | UUU | LLL | - | - | - | Mmxez | Awahp | - | 63 | 2.17% | 2.182% | 95.50865 |
| V | UAI | 86.690 | 9.00 | - | KKK | CCC | EEE | - | - | - | - | - | - | - | - | - | - |
| T | POY | 38.000 | 3.00 | - | A | R | L | - | - | - | - | - | - | - | - | - | - |
| W-2 | RRM | 827.700 | 8.00 | - | EEE | RRR | OOO | - | - | - | Cksblkpu | 1zJ | - | 65 | 1bC+65 | - | 291.00000 |
| S | TZJ | 8.830 | 1.00 | - | QB | GG | RR | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
B-1: Registration: 144Q Mvfv;
W-2: Registration: 144F Fbvo;
T: Registration: 144G Kbnq;
V: Registration: 144S Crsq;
S: Registration: 144Z Hwuz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | YCZ | 14.730 | 1.53 | - | III | HHH | BBB | - | - | - | - | - | - | - | - | - | - |
| Q | GRM | 96.830 | 5.29 | - | - | EE | LL | - | - | - | - | - | - | - | - | - | - |
| Y | UUO | 757.410 | 9.66 | - | CCC | EEE | EEE | - | - | - | Crfzh | Mjwlh | - | 75 | 2.71% | 2.733% | 22.64668 |
| W | VKP | 14.400 | 8.72 | - | M | M+ | Y | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
Y: Registration: 144X Onpn;
W: Registration: 144L Exly;
W: Registration: 144A Nmth;
Q: Registration: 144H Nbhr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | EFH | 30.900 | 4.71 | - | - | - | - | - | - | - | Jitst | - | - | - | - | - | 362.00000 |
| I2 | LJN | 833.000 | 3.58 | - | III | QQQ | YYY | - | - | - | Zlwasvnm | 1pD | - | 48 | 1wF+48 | - | 132.00000 |
| O1 | JCI | 326.000 | 1.64 | - | XXX | SSS | LLL | - | - | - | Rnigw | Ajhav | - | 48 | 1.45% | 1.460% | 39.14244 |
| Y | CHK | 59.850 | 6.33 | - | - | - | - | - | - | - | Ltjum | - | - | - | - | - | 559.00000 |
| D | MXF | 91.000 | 5.30 | - | - | - | - | - | - | - | Vmlyn | - | - | - | - | - | 800.00000 |
Tranche Comments
O1: Registration: 144L Hode;
I2: Registration: 144I Wjiq;
D: Registration: 144E Vvfg;
Y: Registration: 144D Agar;
Z: Registration: 144H Yxds;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | ZLR | 44.000 | 2.15 | - | - | - | - | - | - | - | Jslbi | - | - | - | - | - | - |
| R | ZYM | 91.640 | 4.29 | - | - | - | - | - | - | - | Yqztg | - | - | - | - | - | - |
| Y | BGV | 3.400 | 2.97 | - | - | - | - | - | - | - | Bujfv | - | - | - | - | - | - |
| S | BED | 95.920 | 7.69 | - | - | - | - | - | - | - | Zzbhy | - | - | - | - | - | - |
| O1 | OQB | 542.000 | 7.34 | - | YYY | XXX | MMM | - | - | - | Fyxsn | Hrvrk | - | 53 | 1.64% | - | 86.61434 |
| X2 | JWI | 520.000 | 9.61 | - | JJJ | EEE | YYY | - | - | - | Gdwmudqx | Khwaa | - | - | 1sW+53 | - | 170.00000 |
Tranche Comments
O1: Registration: 144Y Amnw;
X2: Registration: 144H Hfgy;
G: Registration: 144U Ninv;
S: Registration: 144Q Cdtl;
R: Registration: 144P Copi;
Y: Registration: 144V Hphn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | NZQ | 85.970 | 3.48 | - | AAA | III+ | EEE | - | - | - | Ulila | - | - | - | - | - | - |
| L2 | IWJ | 91.000 | 8.17 | - | TTT | XXX | YYY | - | - | - | Nggyy | - | - | - | 1gC+55 | - | 111.00000 |
| D | VYH | 8.600 | 9.68 | - | - | TT+ | HHH | - | - | - | Qgpks | - | - | - | - | - | - |
| E | CBD | 737.000 | 1.70 | - | RRR | LLL | GGG | - | - | - | Ckvue | - | - | 55 | 1.90% | - | 84.15524 |
| S | EXS | 78.000 | 2.49 | - | E | V+ | B (Q) | - | - | - | Oupgg | - | - | - | - | - | - |
Tranche Comments
E: Registration: 144R Knmr;
L2: Registration: 144M Vvlg;
S: Registration: 144Z Jueu;
A: Registration: 144K Imwy;
D: Registration: 144I Vrli;