| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | YKR | 18.000 | 4.82 | - | F | K | M (E) | - | - | - | - | - | - | - | - | - | Retained |
| U-2 | JUG | 892.000 | 8.91 | - | RRR | KKK | MMM | - | - | - | Fkarawoo | 1aL | 80-85 | 85 | 1eN+85 | - | 835.00000 |
| E-1 | OAL | 750.000 | 2.37 | - | YYY | QQQ | KKK | - | - | - | Wrruc | Nkqua | 80-85 | 78 | 1.78% | 1.792% | 17.56730 |
| D | WVE | 65.200 | 9.43 | - | AAA | QQQ | QQQ | - | - | - | - | - | - | - | - | - | Retained |
| M | XHB | 84.400 | 4.77 | - | PJ | WW | YY | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-1: Registration: Jvsgqn;
U-2: Registration: Zuwyav;
R: Registration: Iljztk;
D: Registration: Zhkjwv;
M: Registration: Imnise;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | VBD | 63.000 | 3.00 | - | BC | BB | OO | - | - | - | - | - | - | - | - | - | - |
| D | PNQ | 71.000 | 1.00 | - | BBB | RRR | SSS | - | - | - | - | - | - | - | - | - | - |
| O-2 | UFU | 643.000 | 3.00 | - | OOO | AAA | XXX | - | - | - | Bhuxoerv | 1zA | - | 67 | 1fH+67 | - | 171.00000 |
| M | WVX | 79.000 | 2.00 | - | V | P | W (X) | - | - | - | - | - | - | - | - | - | - |
| Z-1 | IAV | 828.000 | 9.00 | - | PPP | III | TTT | - | - | - | Zgnux | Houfh | - | 62 | 2.25% | 2.269% | 25.53814 |
Tranche Comments
Z-1: Registration: Nshljs;
O-2: Registration: Ucmoqa;
M: Registration: Elknmy;
D: Registration: Wkzxmp;
R: Registration: Wbwtmx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | KTD | 52.672 | 7.00 | - | QQQ | HHH | BBB | - | - | - | - | - | - | - | - | - | Retained |
| B | IJL | 20.349 | 8.00 | - | - | EE | GG | - | - | - | - | - | - | - | - | - | Retained |
| Z-2 | QRR | 814.000 | 3.00 | - | XXX | PPP | MMM | - | - | - | Bsdmkuqb | 1mV | 55p | 54 | 1nG+54 | 1wK+54 | - |
| H | JMK | 51.000 | 5.00 | - | P | W | Q | - | - | - | - | - | - | - | - | - | Retained |
| O-1 | STS | 638.790 | 8.00 | - | YYY | CCC | FFF | - | - | - | Tpuuu | Ukqxp | 55l | 52 | 2.26% | 2.276% | - |
Tranche Comments
O-1: Registration: Cvmrqx;
Z-2: Registration: Fmjhkt;
H: Registration: Voymvl;
Y: Registration: Lvciwb;
B: Registration: Fqyxzl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | FQV | 144.000 | 8.00 | - | DDD | HHH | JJJ | - | - | - | Lavmalia | 1iN | 45-47 | 45 | 1pQ+45 | 1tR+45 | - |
Tranche Comments
X-1: Registration: Aologm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | BYH | 102.000 | 9.60 | - | EEE | CCC | AAA | - | - | - | Bvwsxjca | 1lK | - | 35 | 1pR+35 | 1lI+35 | - |
Tranche Comments
Z: Registration: Tumryw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | WWJ | 236.000 | 3.00 | - | TTT | AAA | QQQ | - | - | - | Wtwlb | Wgacx | - | 63 | 2.17% | 2.182% | 61.87436 |
| U | WXM | 78.240 | 3.00 | - | LLL | KKK | QQQ | - | - | - | - | - | - | - | - | - | - |
| A-2 | XYX | 372.400 | 4.00 | - | CCC | NNN | UUU | - | - | - | Hzlzpdoy | 1nX | - | 65 | 1wX+65 | - | 374.00000 |
| I | WIY | 38.000 | 9.00 | - | W | B | M | - | - | - | - | - | - | - | - | - | - |
| S | OEZ | 7.900 | 7.00 | - | EE | FF | LL | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
N-1: Registration: 144B Fbqs;
A-2: Registration: 144G Hjat;
I: Registration: 144Q Sqwr;
U: Registration: 144A Mtpm;
S: Registration: 144H Zhiw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | PSX | 17.800 | 4.55 | - | B | P+ | L | - | - | - | - | - | - | - | - | - | - |
| Q | RQL | 86.720 | 8.86 | - | NNN | EEE | FFF | - | - | - | - | - | - | - | - | - | - |
| Q | QLY | 77.930 | 9.21 | - | - | MM | WW | - | - | - | - | - | - | - | - | - | - |
| L | QQB | 784.790 | 8.63 | - | RRR | ZZZ | OOO | - | - | - | Dhjhc | Wjvxt | - | 75 | 2.71% | 2.733% | 88.18868 |
Tranche Comments
L: Registration: 144T Cqlt;
B: Registration: 144K Mugu;
Q: Registration: 144A Aoui;
Q: Registration: 144W Xvxl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S1 | TWA | 730.000 | 1.39 | - | FFF | EEE | HHH | - | - | - | Yczxm | Vfmlp | - | 48 | 1.45% | 1.460% | 56.50801 |
| M | HBM | 89.000 | 4.70 | - | - | - | - | - | - | - | Yhnjj | - | - | - | - | - | 294.00000 |
| H2 | BIU | 725.000 | 5.53 | - | OOO | KKK | SSS | - | - | - | Suecmwdp | 1fG | - | 48 | 1fR+48 | - | 115.00000 |
| I | GVD | 75.950 | 4.22 | - | - | - | - | - | - | - | Mvank | - | - | - | - | - | 919.00000 |
| O | QPA | 39.210 | 8.21 | - | - | - | - | - | - | - | Waiub | - | - | - | - | - | 208.00000 |
Tranche Comments
S1: Registration: 144S Cjci;
H2: Registration: 144M Gfpr;
M: Registration: 144G Fqgf;
O: Registration: 144B Fbdl;
I: Registration: 144B Odrh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2 | ZGN | 858.000 | 9.81 | - | XXX | PPP | RRR | - | - | - | Fkafrsba | Aixox | - | - | 1eH+53 | - | 949.00000 |
| A | GEV | 2.590 | 6.57 | - | - | - | - | - | - | - | Jaebe | - | - | - | - | - | - |
| B | XBA | 93.000 | 9.38 | - | - | - | - | - | - | - | Qnyay | - | - | - | - | - | - |
| A | YFD | 17.430 | 8.82 | - | - | - | - | - | - | - | Twzmo | - | - | - | - | - | - |
| M | HFC | 95.970 | 5.19 | - | - | - | - | - | - | - | Zwczd | - | - | - | - | - | - |
| R1 | CKT | 631.000 | 8.75 | - | VVV | XXX | LLL | - | - | - | Lsnim | Ojiuj | - | 53 | 1.64% | - | 41.13549 |
Tranche Comments
R1: Registration: 144A Yfdw;
J2: Registration: 144L Loxz;
B: Registration: 144M Wenm;
A: Registration: 144D Ifud;
M: Registration: 144V Kxxr;
A: Registration: 144L Ifmy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H2 | YGT | 20.000 | 6.36 | - | AAA | QQQ | AAA | - | - | - | Afrfz | - | - | - | 1wY+55 | - | 776.00000 |
| Q | GSE | 63.730 | 3.37 | - | GGG | BBB+ | DDD | - | - | - | Nlnwp | - | - | - | - | - | - |
| I | NPS | 7.350 | 2.94 | - | - | JJ+ | LLL | - | - | - | Wzzcc | - | - | - | - | - | - |
| G | ZQQ | 105.000 | 7.13 | - | SSS | UUU | HHH | - | - | - | Kwrjc | - | - | 55 | 1.90% | - | 27.60791 |
| Y | JAB | 23.000 | 2.28 | - | Q | C+ | N (U) | - | - | - | Iyiry | - | - | - | - | - | - |
Tranche Comments
G: Registration: 144Y Bixg;
H2: Registration: 144Z Kgmg;
Y: Registration: 144E Rdpe;
Q: Registration: 144H Iezl;
I: Registration: 144P Vigp;