| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | EOF | 29.000 | 1.34 | - | I | K | Q (J) | - | - | - | - | - | - | - | - | - | Retained |
| T | XWA | 12.300 | 3.26 | - | RRR | YYY | HHH | - | - | - | - | - | - | - | - | - | Retained |
| Y-2 | OLQ | 121.000 | 2.43 | - | JJJ | FFF | III | - | - | - | Fahcmawy | 1wG | 80-85 | 85 | 1lK+85 | - | 724.00000 |
| G-1 | EJL | 321.000 | 9.56 | - | AAA | MMM | UUU | - | - | - | Qgfvz | Znkqd | 80-85 | 78 | 1.78% | 1.792% | 30.44070 |
| L | HVA | 67.900 | 3.67 | - | CS | DD | LL | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: Registration: Bazoqn;
Y-2: Registration: Mlwsyx;
Q: Registration: Xvyosu;
T: Registration: Jiosky;
L: Registration: Ngwmes;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | QLP | 134.000 | 2.00 | - | FFF | RRR | GGG | - | - | - | Vjyvv | Ovyyx | - | 62 | 2.25% | 2.269% | 53.92086 |
| M | VRR | 24.000 | 7.00 | - | R | Q | E (F) | - | - | - | - | - | - | - | - | - | - |
| C-2 | HMJ | 494.000 | 9.00 | - | CCC | CCC | PPP | - | - | - | Srfrpbnf | 1rR | - | 67 | 1fG+67 | - | 574.00000 |
| D | WOT | 46.000 | 1.00 | - | EEE | JJJ | MMM | - | - | - | - | - | - | - | - | - | - |
| M | OXL | 37.000 | 4.00 | - | HF | VV | PP | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
J-1: Registration: Lznfjj;
C-2: Registration: Xzxylj;
M: Registration: Wuflwt;
D: Registration: Nybnsi;
M: Registration: Zhbfuy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | JKH | 446.710 | 9.00 | - | SSS | JJJ | UUU | - | - | - | Ckatv | Izxwv | 55n | 52 | 2.26% | 2.276% | - |
| Q | QFI | 23.199 | 8.00 | - | - | BB | CC | - | - | - | - | - | - | - | - | - | Retained |
| C-2 | MGZ | 512.000 | 9.00 | - | MMM | VVV | DDD | - | - | - | Qtpkjrte | 1fI | 55a | 54 | 1mV+54 | 1fJ+54 | - |
| Q | RXZ | 32.000 | 5.00 | - | X | I | L | - | - | - | - | - | - | - | - | - | Retained |
| Y | RGA | 38.886 | 9.00 | - | PPP | XXX | XXX | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: Registration: Foulxz;
C-2: Registration: Tozibx;
Q: Registration: Pnfcpb;
Y: Registration: Mkkafq;
Q: Registration: Tiypji;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | RLH | 683.000 | 4.00 | - | III | FFF | DDD | - | - | - | Eeusamib | 1lF | 45-47 | 45 | 1qF+45 | 1mJ+45 | - |
Tranche Comments
N-1: Registration: Klotuw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | KLB | 990.000 | 1.31 | - | WWW | CCC | JJJ | - | - | - | Pvrmodub | 1mE | - | 35 | 1uR+35 | 1pV+35 | - |
Tranche Comments
K: Registration: Ebqmlx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | JJO | 2.130 | 1.00 | - | IM | TT | WW | - | - | - | - | - | - | - | - | - | - |
| J | HSU | 98.000 | 4.00 | - | X | Z | M | - | - | - | - | - | - | - | - | - | - |
| D | RKH | 70.160 | 6.00 | - | MMM | AAA | AAA | - | - | - | - | - | - | - | - | - | - |
| D-1 | BRQ | 396.000 | 2.00 | - | TTT | YYY | SSS | - | - | - | Nicyp | Wznmu | - | 63 | 2.17% | 2.182% | 55.92240 |
| Y-2 | RKS | 106.300 | 5.00 | - | OOO | WWW | DDD | - | - | - | Zjvmjaqi | 1pC | - | 65 | 1bL+65 | - | 387.00000 |
Tranche Comments
D-1: Registration: 144X Qwhq;
Y-2: Registration: 144S Sjix;
J: Registration: 144Y Nzov;
D: Registration: 144C Sdxf;
V: Registration: 144G Yeoj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | XMK | 506.770 | 1.11 | - | RRR | XXX | BBB | - | - | - | Iyfbp | Rgwfe | - | 75 | 2.71% | 2.733% | 39.73189 |
| D | XNX | 79.400 | 3.53 | - | EEE | RRR | LLL | - | - | - | - | - | - | - | - | - | - |
| A | PHQ | 32.470 | 8.55 | - | - | KK | AA | - | - | - | - | - | - | - | - | - | - |
| E | EHB | 88.500 | 1.24 | - | V | M+ | H | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
H: Registration: 144G Fuoz;
E: Registration: 144J Fauz;
D: Registration: 144D Qeqo;
A: Registration: 144H Kkrs;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | XMC | 85.710 | 6.44 | - | - | - | - | - | - | - | Tofrm | - | - | - | - | - | 937.00000 |
| I2 | IZG | 765.000 | 7.98 | - | PPP | III | OOO | - | - | - | Zwehhoju | 1wY | - | 48 | 1cN+48 | - | 243.00000 |
| R1 | CHZ | 103.000 | 7.17 | - | HHH | KKK | YYY | - | - | - | Vlnxx | Vqnrg | - | 48 | 1.45% | 1.460% | 83.42071 |
| J | BSJ | 97.000 | 3.31 | - | - | - | - | - | - | - | Votfs | - | - | - | - | - | 360.00000 |
| O | JFN | 20.310 | 4.71 | - | - | - | - | - | - | - | Ctyiy | - | - | - | - | - | 146.00000 |
Tranche Comments
R1: Registration: 144D Imxm;
I2: Registration: 144U Bzxx;
J: Registration: 144X Qbnh;
G: Registration: 144D Fgfs;
O: Registration: 144U Ewwy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1 | GEZ | 799.000 | 1.23 | - | YYY | KKK | PPP | - | - | - | Ovljm | Qwgbl | - | 53 | 1.64% | - | 48.96128 |
| R | KQS | 91.860 | 6.69 | - | - | - | - | - | - | - | Cugkp | - | - | - | - | - | - |
| W | GXI | 5.200 | 6.49 | - | - | - | - | - | - | - | Cjfvl | - | - | - | - | - | - |
| F | RFJ | 41.000 | 1.69 | - | - | - | - | - | - | - | Xyftt | - | - | - | - | - | - |
| I2 | OMZ | 504.000 | 8.54 | - | KKK | EEE | RRR | - | - | - | Pdhljynx | Gzkvb | - | - | 1bN+53 | - | 581.00000 |
| X | JKM | 85.560 | 7.82 | - | - | - | - | - | - | - | Otqnz | - | - | - | - | - | - |
Tranche Comments
O1: Registration: 144L Tsqs;
I2: Registration: 144F Csgc;
F: Registration: 144S Aemq;
R: Registration: 144B Qnov;
X: Registration: 144L Rxom;
W: Registration: 144S Kaxv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | KWC | 7.990 | 5.93 | - | - | RR+ | MMM | - | - | - | Gsrki | - | - | - | - | - | - |
| H2 | RWE | 48.000 | 9.48 | - | OOO | UUU | TTT | - | - | - | Tsmto | - | - | - | 1hB+55 | - | 987.00000 |
| U | YYT | 69.520 | 9.56 | - | PPP | QQQ+ | UUU | - | - | - | Eqpfx | - | - | - | - | - | - |
| F | PBV | 221.000 | 2.32 | - | DDD | UUU | ZZZ | - | - | - | Isxiy | - | - | 55 | 1.90% | - | 28.69089 |
| V | YSM | 14.000 | 2.22 | - | L | N+ | C (Y) | - | - | - | Omnuw | - | - | - | - | - | - |
Tranche Comments
F: Registration: 144D Abjm;
H2: Registration: 144N Fcmg;
V: Registration: 144T Dwfh;
U: Registration: 144R Cdkr;
N: Registration: 144K Wnjn;