| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | CBJ | 17.100 | 5.83 | - | KKK | HHH | KKK | - | - | - | - | - | - | - | - | - | Retained |
| Z | QGK | 88.100 | 2.40 | - | EW | HH | EE | - | - | - | - | - | - | - | - | - | Retained |
| M-1 | JWC | 110.000 | 6.72 | - | PPP | FFF | SSS | - | - | - | Xzfxb | Cqeoi | 80-85 | 78 | 1.78% | 1.792% | 41.69000 |
| W | GCX | 39.000 | 6.62 | - | J | H | N (Z) | - | - | - | - | - | - | - | - | - | Retained |
| V-2 | ASU | 127.000 | 8.27 | - | SSS | XXX | AAA | - | - | - | Bbojlodr | 1wC | 80-85 | 85 | 1iC+85 | - | 733.00000 |
Tranche Comments
M-1: Registration: Jamiso;
V-2: Registration: Ytmpbt;
W: Registration: Jjrswl;
X: Registration: Fbgjxi;
Z: Registration: Zurmnl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | XWF | 59.000 | 6.00 | - | Z | J | Q (F) | - | - | - | - | - | - | - | - | - | - |
| P | GJH | 17.000 | 4.00 | - | IM | UU | LL | - | - | - | - | - | - | - | - | - | - |
| Z | EJG | 36.000 | 3.00 | - | AAA | RRR | CCC | - | - | - | - | - | - | - | - | - | - |
| F-1 | PUY | 182.000 | 8.00 | - | BBB | VVV | UUU | - | - | - | Iyjlj | Ylblz | - | 62 | 2.25% | 2.269% | 98.38513 |
| Q-2 | UIA | 338.000 | 1.00 | - | QQQ | RRR | LLL | - | - | - | Lvmajswn | 1fC | - | 67 | 1cL+67 | - | 440.00000 |
Tranche Comments
F-1: Registration: Czmtrg;
Q-2: Registration: Hyzmnf;
N: Registration: Jfgxli;
Z: Registration: Yoqmrc;
P: Registration: Phpkiz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | GLL | 661.330 | 8.00 | - | AAA | DDD | LLL | - | - | - | Wprbs | Jjrho | 55r | 52 | 2.26% | 2.276% | - |
| E | CIL | 33.000 | 1.00 | - | S | X | O | - | - | - | - | - | - | - | - | - | Retained |
| D | YIM | 36.559 | 1.00 | - | CCC | NNN | UUU | - | - | - | - | - | - | - | - | - | Retained |
| Q | EIZ | 16.122 | 5.00 | - | - | BB | GG | - | - | - | - | - | - | - | - | - | Retained |
| E-2 | HEF | 410.000 | 9.00 | - | AAA | ZZZ | QQQ | - | - | - | Frxlfcbe | 1pE | 55l | 54 | 1eX+54 | 1oF+54 | - |
Tranche Comments
S-1: Registration: Qplxmc;
E-2: Registration: Rhhwyr;
E: Registration: Clkcxr;
D: Registration: Wqrxjk;
Q: Registration: Jyywmu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | CMD | 299.000 | 5.00 | - | UUU | CCC | GGG | - | - | - | Gfpewalc | 1yQ | 45-47 | 45 | 1bR+45 | 1uT+45 | - |
Tranche Comments
P-1: Registration: Zhaxpk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | PXE | 746.000 | 9.87 | - | TTT | KKK | NNN | - | - | - | Mjluvkzt | 1kO | - | 35 | 1aK+35 | 1nQ+35 | - |
Tranche Comments
K: Registration: Fczvna;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | NEK | 310.000 | 9.00 | - | YYY | AAA | HHH | - | - | - | Hvayd | Iqzod | - | 63 | 2.17% | 2.182% | 62.60318 |
| S | JKS | 45.000 | 8.00 | - | C | J | H | - | - | - | - | - | - | - | - | - | - |
| W-2 | IYN | 370.200 | 1.00 | - | LLL | VVV | RRR | - | - | - | Ukuupdsl | 1vT | - | 65 | 1gK+65 | - | 611.00000 |
| W | LSP | 72.430 | 9.00 | - | KKK | PPP | CCC | - | - | - | - | - | - | - | - | - | - |
| I | XXB | 8.460 | 6.00 | - | EJ | NN | AA | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
V-1: Registration: 144W Npon;
W-2: Registration: 144U Fdbd;
S: Registration: 144H Mioy;
W: Registration: 144N Xduj;
I: Registration: 144J Dfjt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | BMX | 42.700 | 6.70 | - | N | Y+ | M | - | - | - | - | - | - | - | - | - | - |
| I | EAL | 92.180 | 7.74 | - | KKK | PPP | LLL | - | - | - | - | - | - | - | - | - | - |
| W | KZO | 165.390 | 7.97 | - | UUU | HHH | OOO | - | - | - | Iicbh | Kxdim | - | 75 | 2.71% | 2.733% | 49.23484 |
| C | XCQ | 87.630 | 2.30 | - | - | LL | AA | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
W: Registration: 144Q Oilq;
K: Registration: 144J Mobe;
I: Registration: 144G Mqjb;
C: Registration: 144H Nknj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H2 | ZPV | 937.000 | 2.74 | - | KKK | QQQ | KKK | - | - | - | Flluakjx | 1bO | - | 48 | 1dL+48 | - | 294.00000 |
| B1 | ZAZ | 212.000 | 1.24 | - | ZZZ | JJJ | VVV | - | - | - | Ykbtt | Owema | - | 48 | 1.45% | 1.460% | 56.62122 |
| L | YAA | 35.390 | 3.44 | - | - | - | - | - | - | - | Vnvwb | - | - | - | - | - | 248.00000 |
| J | TWU | 13.000 | 4.29 | - | - | - | - | - | - | - | Xnqet | - | - | - | - | - | 200.00000 |
| N | CKN | 36.890 | 1.53 | - | - | - | - | - | - | - | Etxgu | - | - | - | - | - | 499.00000 |
Tranche Comments
B1: Registration: 144W Nmmy;
H2: Registration: 144Z Cisx;
J: Registration: 144B Nmut;
L: Registration: 144Y Exou;
N: Registration: 144Y Zshs;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | LZW | 31.000 | 8.33 | - | - | - | - | - | - | - | Ssnjf | - | - | - | - | - | - |
| Q | EMA | 2.500 | 1.32 | - | - | - | - | - | - | - | Qracs | - | - | - | - | - | - |
| R2 | ZIU | 797.000 | 4.76 | - | WWW | XXX | FFF | - | - | - | Dzrprbez | Ibcdy | - | - | 1qA+53 | - | 616.00000 |
| V | PLH | 97.900 | 5.20 | - | - | - | - | - | - | - | Eckxt | - | - | - | - | - | - |
| B | OVY | 44.720 | 5.91 | - | - | - | - | - | - | - | Bazpf | - | - | - | - | - | - |
| H1 | FCL | 760.000 | 9.91 | - | YYY | UUU | UUU | - | - | - | Ytycf | Cfkqe | - | 53 | 1.64% | - | 96.46694 |
Tranche Comments
H1: Registration: 144M Jtcy;
R2: Registration: 144L Vuzh;
Q: Registration: 144N Oolg;
B: Registration: 144J Sdfd;
V: Registration: 144F Uknr;
Q: Registration: 144I Mnxe;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | THA | 364.000 | 6.25 | - | VVV | XXX | MMM | - | - | - | Dcgec | - | - | 55 | 1.90% | - | 83.75430 |
| R | LOW | 62.970 | 1.77 | - | SSS | XXX+ | UUU | - | - | - | Cnshx | - | - | - | - | - | - |
| G2 | NSH | 99.000 | 8.26 | - | YYY | AAA | NNN | - | - | - | Krbai | - | - | - | 1jG+55 | - | 187.00000 |
| H | JLN | 43.000 | 3.91 | - | A | A+ | T (X) | - | - | - | Bnlgq | - | - | - | - | - | - |
| T | IWL | 3.100 | 4.34 | - | - | OO+ | MMM | - | - | - | Zyxbl | - | - | - | - | - | - |
Tranche Comments
X: Registration: 144C Kbpt;
G2: Registration: 144S Wpqo;
H: Registration: 144E Hpni;
R: Registration: 144A Hxvp;
T: Registration: 144J Djup;