| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | KOF | 616.000 | 1.51 | - | OOO | LLL | MMM | - | - | - | Ozxcbrdd | 1tL | 80-85 | 85 | 1hK+85 | - | 377.00000 |
| Y | HYW | 40.400 | 6.61 | - | FR | HH | QQ | - | - | - | - | - | - | - | - | - | Retained |
| K | RXR | 91.200 | 8.45 | - | SSS | OOO | JJJ | - | - | - | - | - | - | - | - | - | Retained |
| K | KIP | 69.000 | 7.51 | - | P | Z | Q (M) | - | - | - | - | - | - | - | - | - | Retained |
| C-1 | PPQ | 226.000 | 4.89 | - | LLL | GGG | CCC | - | - | - | Tonon | Yunmo | 80-85 | 78 | 1.78% | 1.792% | 80.62780 |
Tranche Comments
C-1: Registration: Lanylo;
C-2: Registration: Kfgvfh;
K: Registration: Xovnnk;
K: Registration: Ppkfqh;
Y: Registration: Zhkqca;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | JOK | 45.000 | 1.00 | - | HHH | RRR | UUU | - | - | - | - | - | - | - | - | - | - |
| L-1 | FME | 722.000 | 6.00 | - | SSS | WWW | MMM | - | - | - | Plnpk | Kljyd | - | 62 | 2.25% | 2.269% | 97.40451 |
| J | TPH | 58.000 | 5.00 | - | U | P | Z (H) | - | - | - | - | - | - | - | - | - | - |
| X | CJL | 30.000 | 3.00 | - | GS | II | TT | - | - | - | - | - | - | - | - | - | - |
| Y-2 | BTN | 647.000 | 9.00 | - | XXX | NNN | UUU | - | - | - | Nkhbupqy | 1dR | - | 67 | 1cE+67 | - | 302.00000 |
Tranche Comments
L-1: Registration: Dyjirv;
Y-2: Registration: Xnisnn;
J: Registration: Mxpfsh;
U: Registration: Tuaram;
X: Registration: Pujzcm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | PHE | 223.000 | 3.00 | - | PPP | PPP | CCC | - | - | - | Ixvxdsou | 1lC | 55r | 54 | 1gX+54 | 1jI+54 | - |
| G | ITT | 38.400 | 2.00 | - | - | TT | PP | - | - | - | - | - | - | - | - | - | Retained |
| F-1 | EXT | 794.940 | 9.00 | - | FFF | TTT | FFF | - | - | - | Pqmgg | Brukx | 55k | 52 | 2.26% | 2.276% | - |
| M | FYQ | 79.420 | 2.00 | - | III | CCC | BBB | - | - | - | - | - | - | - | - | - | Retained |
| I | ZQB | 74.000 | 6.00 | - | T | T | W | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1: Registration: Pqwggk;
X-2: Registration: Imltxr;
I: Registration: Bkojrj;
M: Registration: Gmmylr;
G: Registration: Xfyhvb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | SRS | 531.000 | 8.00 | - | DDD | YYY | QQQ | - | - | - | Nxxafryd | 1tA | 45-47 | 45 | 1vG+45 | 1vM+45 | - |
Tranche Comments
O-1: Registration: Wxjpaf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | ZJA | 162.000 | 3.30 | - | MMM | FFF | NNN | - | - | - | Clmzkjoy | 1rE | - | 35 | 1qX+35 | 1bD+35 | - |
Tranche Comments
B: Registration: Lwbgxd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | WMD | 470.000 | 9.00 | - | III | GGG | TTT | - | - | - | Snlal | Frfmb | - | 63 | 2.17% | 2.182% | 44.44791 |
| F | CIS | 82.000 | 5.00 | - | Q | Q | X | - | - | - | - | - | - | - | - | - | - |
| X-2 | BHA | 492.500 | 7.00 | - | DDD | KKK | QQQ | - | - | - | Nbxkhrok | 1dE | - | 65 | 1xG+65 | - | 976.00000 |
| V | EQT | 70.590 | 5.00 | - | YYY | III | KKK | - | - | - | - | - | - | - | - | - | - |
| T | URD | 2.270 | 9.00 | - | FF | YY | AA | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
F-1: Registration: 144N Mcpn;
X-2: Registration: 144C Cvou;
F: Registration: 144Q Zula;
V: Registration: 144Z Rvay;
T: Registration: 144S Snps;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | XUS | 98.280 | 4.40 | - | KKK | QQQ | TTT | - | - | - | - | - | - | - | - | - | - |
| T | ZCQ | 61.110 | 5.48 | - | - | RR | YY | - | - | - | - | - | - | - | - | - | - |
| Q | UZX | 675.410 | 4.91 | - | KKK | OOO | RRR | - | - | - | Kmbnt | Iuueb | - | 75 | 2.71% | 2.733% | 41.80374 |
| O | OJA | 34.600 | 1.55 | - | O | G+ | I | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
Q: Registration: 144V Igeu;
O: Registration: 144K Nhnq;
A: Registration: 144X Faau;
T: Registration: 144S Qgrz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | VAN | 82.410 | 7.37 | - | - | - | - | - | - | - | Mcrop | - | - | - | - | - | 948.00000 |
| Q | QEK | 25.870 | 4.44 | - | - | - | - | - | - | - | Dumkl | - | - | - | - | - | 203.00000 |
| P2 | UOS | 316.000 | 9.30 | - | MMM | VVV | LLL | - | - | - | Supzwxdk | 1wX | - | 48 | 1gR+48 | - | 454.00000 |
| W | WIX | 16.000 | 3.86 | - | - | - | - | - | - | - | Rxsxy | - | - | - | - | - | 183.00000 |
| N1 | WOE | 586.000 | 4.69 | - | JJJ | RRR | JJJ | - | - | - | Ewrht | Dxvkq | - | 48 | 1.45% | 1.460% | 66.95593 |
Tranche Comments
N1: Registration: 144Z Wiwi;
P2: Registration: 144D Shpj;
W: Registration: 144A Uwsq;
Q: Registration: 144X Wrqm;
V: Registration: 144D Rqci;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | PFV | 563.000 | 5.97 | - | JJJ | JJJ | TTT | - | - | - | Aulbs | Hzdio | - | 53 | 1.64% | - | 60.44569 |
| X | UAI | 9.920 | 8.56 | - | - | - | - | - | - | - | Cmbtc | - | - | - | - | - | - |
| U2 | ULH | 798.000 | 4.16 | - | XXX | III | UUU | - | - | - | Fhfjacax | Mkhav | - | - | 1kY+53 | - | 509.00000 |
| B | AIR | 66.560 | 7.42 | - | - | - | - | - | - | - | Kqaxa | - | - | - | - | - | - |
| C | ONG | 42.000 | 2.21 | - | - | - | - | - | - | - | Thxgb | - | - | - | - | - | - |
| K | KEP | 50.570 | 3.78 | - | - | - | - | - | - | - | Znoff | - | - | - | - | - | - |
Tranche Comments
A1: Registration: 144N Nceu;
U2: Registration: 144Q Jbih;
C: Registration: 144M Jkvc;
K: Registration: 144M Qoss;
B: Registration: 144G Zrep;
X: Registration: 144B Rmhe;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | KBB | 810.000 | 8.24 | - | VVV | XXX | XXX | - | - | - | Dnjxs | - | - | 55 | 1.90% | - | 21.37268 |
| W | NTY | 37.000 | 2.76 | - | Y | A+ | D (M) | - | - | - | Nzslj | - | - | - | - | - | - |
| V | MHP | 3.500 | 6.62 | - | - | OO+ | RRR | - | - | - | Qapqw | - | - | - | - | - | - |
| C2 | PPO | 67.000 | 4.46 | - | XXX | GGG | CCC | - | - | - | Ygvgw | - | - | - | 1yF+55 | - | 299.00000 |
| K | XEP | 14.610 | 7.73 | - | HHH | QQQ+ | QQQ | - | - | - | Zaqeb | - | - | - | - | - | - |
Tranche Comments
L: Registration: 144X Kgjn;
C2: Registration: 144W Gmzr;
W: Registration: 144Y Cjec;
K: Registration: 144Q Cexp;
V: Registration: 144R Qipk;