| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | ZLN | 477.000 | 8.47 | - | UUU | III | SSS | - | - | - | Dxvjziew | 1sX | 80-85 | 85 | 1pZ+85 | - | 875.00000 |
| H | BEX | 67.900 | 2.84 | - | OOO | AAA | NNN | - | - | - | - | - | - | - | - | - | Retained |
| F | WXQ | 14.000 | 6.42 | - | U | P | D (H) | - | - | - | - | - | - | - | - | - | Retained |
| H-1 | TLN | 925.000 | 3.93 | - | MMM | CCC | FFF | - | - | - | Ksuqi | Dofcu | 80-85 | 78 | 1.78% | 1.792% | 31.36260 |
| J | XFL | 49.800 | 7.46 | - | CY | KK | EE | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-1: Registration: Gmptgs;
Q-2: Registration: Smrzql;
F: Registration: Ogqbvf;
H: Registration: Lhizmy;
J: Registration: Vosawv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | XQJ | 400.000 | 3.00 | - | GGG | CCC | YYY | - | - | - | Mbspmjcb | 1hI | - | 67 | 1sN+67 | - | 309.00000 |
| W | CHE | 24.000 | 5.00 | - | F | D | O (D) | - | - | - | - | - | - | - | - | - | - |
| N-1 | FVW | 387.000 | 2.00 | - | AAA | BBB | VVV | - | - | - | Paqca | Ggqtl | - | 62 | 2.25% | 2.269% | 88.29676 |
| Q | ZXP | 64.000 | 3.00 | - | OOO | BBB | XXX | - | - | - | - | - | - | - | - | - | - |
| F | CEG | 95.000 | 1.00 | - | SN | WW | TT | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
N-1: Registration: Tkxpmy;
X-2: Registration: Wlnvtz;
W: Registration: Bquhhx;
Q: Registration: Pafzzy;
F: Registration: Zjhqmd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | LXO | 29.649 | 3.00 | - | GGG | VVV | EEE | - | - | - | - | - | - | - | - | - | Retained |
| Y | AUE | 16.000 | 6.00 | - | U | J | O | - | - | - | - | - | - | - | - | - | Retained |
| V | GHX | 38.354 | 2.00 | - | - | EE | SS | - | - | - | - | - | - | - | - | - | Retained |
| W-1 | MLM | 615.520 | 9.00 | - | BBB | FFF | PPP | - | - | - | Pjziq | Xdtee | 55i | 52 | 2.26% | 2.276% | - |
| V-2 | FVO | 550.000 | 2.00 | - | DDD | MMM | KKK | - | - | - | Txpcsdnf | 1yF | 55p | 54 | 1vA+54 | 1zE+54 | - |
Tranche Comments
W-1: Registration: Zaltgn;
V-2: Registration: Jvgivw;
Y: Registration: Jofpvo;
X: Registration: Spuhxp;
V: Registration: Anmaor;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | EJA | 785.000 | 1.00 | - | WWW | DDD | SSS | - | - | - | Fddymphd | 1lR | 45-47 | 45 | 1gP+45 | 1kV+45 | - |
Tranche Comments
Z-1: Registration: Zasskv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | NTK | 435.000 | 8.93 | - | CCC | III | WWW | - | - | - | Xfetctaz | 1vX | - | 35 | 1bC+35 | 1mI+35 | - |
Tranche Comments
G: Registration: Dxpkqs;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | VPQ | 97.150 | 7.00 | - | KKK | DDD | JJJ | - | - | - | - | - | - | - | - | - | - |
| E | KUT | 6.400 | 5.00 | - | XQ | TT | SS | - | - | - | - | - | - | - | - | - | - |
| P-2 | LYM | 427.200 | 1.00 | - | FFF | DDD | OOO | - | - | - | Jqfrqpyd | 1kS | - | 65 | 1tZ+65 | - | 568.00000 |
| W-1 | CHI | 927.000 | 4.00 | - | AAA | FFF | GGG | - | - | - | Phmmf | Guhcq | - | 63 | 2.17% | 2.182% | 53.52230 |
| D | ZRJ | 32.000 | 3.00 | - | Z | I | Q | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
W-1: Registration: 144K Nfuz;
P-2: Registration: 144K Inac;
D: Registration: 144P Reul;
W: Registration: 144X Zzlp;
E: Registration: 144H Fufm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | UAV | 60.670 | 3.34 | - | KKK | GGG | LLL | - | - | - | - | - | - | - | - | - | - |
| D | KBE | 14.610 | 3.96 | - | - | QQ | II | - | - | - | - | - | - | - | - | - | - |
| C | OOT | 52.600 | 3.24 | - | K | O+ | K | - | - | - | - | - | - | - | - | - | - |
| O | RLX | 241.740 | 2.64 | - | EEE | VVV | HHH | - | - | - | Dyffq | Zqdwz | - | 75 | 2.71% | 2.733% | 81.30794 |
Tranche Comments
O: Registration: 144D Vxfa;
C: Registration: 144W Bfan;
B: Registration: 144A Pdcz;
D: Registration: 144S Fibl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | YMI | 53.680 | 8.14 | - | - | - | - | - | - | - | Kokfj | - | - | - | - | - | 446.00000 |
| K | WKN | 98.000 | 7.90 | - | - | - | - | - | - | - | Fcmla | - | - | - | - | - | 835.00000 |
| S | LGG | 73.460 | 8.70 | - | - | - | - | - | - | - | Uvkzl | - | - | - | - | - | 718.00000 |
| J2 | RHI | 767.000 | 5.74 | - | YYY | AAA | MMM | - | - | - | Flkslkjg | 1pB | - | 48 | 1lK+48 | - | 358.00000 |
| C1 | GUW | 772.000 | 1.18 | - | OOO | LLL | NNN | - | - | - | Ycybp | Mmcrf | - | 48 | 1.45% | 1.460% | 67.32462 |
Tranche Comments
C1: Registration: 144B Tige;
J2: Registration: 144A Quco;
K: Registration: 144C Yjai;
Y: Registration: 144R Qdui;
S: Registration: 144G Hqfh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | FLB | 41.670 | 4.59 | - | - | - | - | - | - | - | Fbzrv | - | - | - | - | - | - |
| G1 | RRR | 310.000 | 3.65 | - | LLL | AAA | LLL | - | - | - | Tfufa | Fvwhw | - | 53 | 1.64% | - | 14.53828 |
| D | ZBB | 63.000 | 5.88 | - | - | - | - | - | - | - | Krcvg | - | - | - | - | - | - |
| M | YIK | 97.760 | 3.49 | - | - | - | - | - | - | - | Iiyii | - | - | - | - | - | - |
| B | FMU | 8.370 | 1.42 | - | - | - | - | - | - | - | Oonui | - | - | - | - | - | - |
| T2 | MFL | 115.000 | 9.59 | - | YYY | JJJ | MMM | - | - | - | Okxytvwo | Ltkxt | - | - | 1tO+53 | - | 663.00000 |
Tranche Comments
G1: Registration: 144F Brsl;
T2: Registration: 144Q Jkmv;
D: Registration: 144V Mwdu;
M: Registration: 144R Aurq;
D: Registration: 144G Pjpg;
B: Registration: 144M Ydqe;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | MTA | 19.000 | 3.43 | - | F | G+ | D (F) | - | - | - | Xynpa | - | - | - | - | - | - |
| S | IMR | 7.640 | 1.38 | - | - | HH+ | EEE | - | - | - | Ayyze | - | - | - | - | - | - |
| H | LVJ | 83.960 | 6.66 | - | MMM | UUU+ | WWW | - | - | - | Eackl | - | - | - | - | - | - |
| T | HEH | 134.000 | 9.36 | - | EEE | KKK | VVV | - | - | - | Ocqzv | - | - | 55 | 1.90% | - | 51.48966 |
| H2 | VMW | 16.000 | 6.45 | - | AAA | VVV | QQQ | - | - | - | Htqta | - | - | - | 1kZ+55 | - | 481.00000 |
Tranche Comments
T: Registration: 144I Yxks;
H2: Registration: 144N Ldka;
C: Registration: 144I Nphl;
H: Registration: 144S Fgss;
S: Registration: 144M Zund;