| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | EVF | 367.000 | 8.66 | - | TTT | UUU | TTT | - | - | - | Wjtct | Lzgkw | 80-85 | 78 | 1.78% | 1.792% | 71.44400 |
| H-2 | QAT | 850.000 | 2.85 | - | DDD | QQQ | PPP | - | - | - | Hqeptwxi | 1eB | 80-85 | 85 | 1sS+85 | - | 294.00000 |
| H | FES | 29.800 | 3.68 | - | ZZZ | MMM | SSS | - | - | - | - | - | - | - | - | - | Retained |
| Z | XMG | 22.700 | 4.30 | - | TX | XX | GG | - | - | - | - | - | - | - | - | - | Retained |
| F | FED | 72.000 | 5.96 | - | N | E | I (R) | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-1: Registration: Ooccng;
H-2: Registration: Wvbmcc;
F: Registration: Uzptoh;
H: Registration: Ihyzns;
Z: Registration: Ayrmim;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | TAS | 300.000 | 7.00 | - | LLL | III | TTT | - | - | - | Fqpxwppo | 1kH | - | 67 | 1nB+67 | - | 964.00000 |
| X | JGT | 54.000 | 4.00 | - | C | I | E (R) | - | - | - | - | - | - | - | - | - | - |
| J-1 | IRK | 933.000 | 3.00 | - | JJJ | TTT | BBB | - | - | - | Aaivj | Eydqo | - | 62 | 2.25% | 2.269% | 60.23118 |
| M | XXQ | 63.000 | 6.00 | - | YZ | XX | II | - | - | - | - | - | - | - | - | - | - |
| O | IIH | 83.000 | 3.00 | - | KKK | TTT | YYY | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
J-1: Registration: Gxgmlo;
O-2: Registration: Fouugg;
X: Registration: Nrmoku;
O: Registration: Wcglka;
M: Registration: Tgbsfx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | EYA | 845.790 | 2.00 | - | NNN | III | BBB | - | - | - | Fgtab | Mlgbs | 55e | 52 | 2.26% | 2.276% | - |
| Z | OKZ | 17.813 | 9.00 | - | - | PP | FF | - | - | - | - | - | - | - | - | - | Retained |
| F-2 | YVO | 227.000 | 8.00 | - | CCC | CCC | NNN | - | - | - | Byoccvxv | 1lV | 55i | 54 | 1kU+54 | 1jR+54 | - |
| A | PKG | 96.000 | 5.00 | - | X | K | J | - | - | - | - | - | - | - | - | - | Retained |
| I | UEV | 80.852 | 3.00 | - | EEE | FFF | OOO | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-1: Registration: Ogvcnq;
F-2: Registration: Bojcgm;
A: Registration: Ovykqu;
I: Registration: Oksqmm;
Z: Registration: Orbrvr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | HNU | 455.000 | 8.00 | - | CCC | OOO | PPP | - | - | - | Dewjbbzk | 1kD | 45-47 | 45 | 1bR+45 | 1nI+45 | - |
Tranche Comments
H-1: Registration: Nvcaje;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | FYV | 739.000 | 8.42 | - | LLL | XXX | NNN | - | - | - | Lxsravxh | 1bZ | - | 35 | 1qG+35 | 1qL+35 | - |
Tranche Comments
Q: Registration: Ozvbau;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | OIM | 38.990 | 3.00 | - | OOO | TTT | OOO | - | - | - | - | - | - | - | - | - | - |
| U | ZYL | 49.000 | 9.00 | - | W | H | Z | - | - | - | - | - | - | - | - | - | - |
| L-1 | QTY | 199.000 | 3.00 | - | EEE | XXX | UUU | - | - | - | Napvg | Sfmoa | - | 63 | 2.17% | 2.182% | 41.79591 |
| G-2 | HSN | 253.300 | 5.00 | - | LLL | PPP | LLL | - | - | - | Eykesuxd | 1nP | - | 65 | 1kJ+65 | - | 160.00000 |
| Q | ZFX | 5.250 | 8.00 | - | UA | QQ | LL | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
L-1: Registration: 144G Enqs;
G-2: Registration: 144P Skmx;
U: Registration: 144A Rblj;
E: Registration: 144D Uotb;
Q: Registration: 144B Fqzi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | PAU | 65.980 | 7.78 | - | - | XX | JJ | - | - | - | - | - | - | - | - | - | - |
| W | BJI | 822.430 | 6.87 | - | KKK | III | XXX | - | - | - | Ullgt | Linxz | - | 75 | 2.71% | 2.733% | 68.48432 |
| P | QJF | 26.900 | 7.88 | - | Y | N+ | A | - | - | - | - | - | - | - | - | - | - |
| S | VIJ | 36.700 | 2.62 | - | OOO | AAA | ZZZ | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
W: Registration: 144E Vovv;
P: Registration: 144R Ehpq;
S: Registration: 144Y Ehrp;
Q: Registration: 144R Aicc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S1 | MNW | 412.000 | 6.48 | - | AAA | ZZZ | GGG | - | - | - | Hanao | Bdjot | - | 48 | 1.45% | 1.460% | 37.26563 |
| L | EWZ | 14.000 | 6.96 | - | - | - | - | - | - | - | Fgfib | - | - | - | - | - | 866.00000 |
| Z | JIS | 51.890 | 6.67 | - | - | - | - | - | - | - | Lbbvw | - | - | - | - | - | 820.00000 |
| M2 | RYL | 596.000 | 6.58 | - | TTT | RRR | BBB | - | - | - | Gwyjtydy | 1zT | - | 48 | 1sH+48 | - | 401.00000 |
| W | BBA | 92.280 | 1.17 | - | - | - | - | - | - | - | Ozyyb | - | - | - | - | - | 732.00000 |
Tranche Comments
S1: Registration: 144Q Aomb;
M2: Registration: 144X Awan;
L: Registration: 144H Rdci;
W: Registration: 144P Zzhl;
Z: Registration: 144B Sbuo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | UOZ | 3.200 | 4.63 | - | - | - | - | - | - | - | Gctir | - | - | - | - | - | - |
| W2 | NXV | 616.000 | 5.84 | - | III | VVV | HHH | - | - | - | Qzqqkokq | Fvlmq | - | - | 1vZ+53 | - | 334.00000 |
| D | FOZ | 98.510 | 7.56 | - | - | - | - | - | - | - | Hphzh | - | - | - | - | - | - |
| V1 | ECZ | 145.000 | 4.59 | - | FFF | NNN | SSS | - | - | - | Wllck | Ezoha | - | 53 | 1.64% | - | 44.71436 |
| Q | ZBA | 57.930 | 7.74 | - | - | - | - | - | - | - | Blobc | - | - | - | - | - | - |
| I | UQX | 24.000 | 8.99 | - | - | - | - | - | - | - | Epfvg | - | - | - | - | - | - |
Tranche Comments
V1: Registration: 144T Gkjm;
W2: Registration: 144S Vsiy;
I: Registration: 144V Edwl;
Q: Registration: 144F Ocld;
D: Registration: 144U Xkdu;
K: Registration: 144Q Hzty;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | HVX | 56.720 | 8.62 | - | GGG | NNN+ | QQQ | - | - | - | Xkrip | - | - | - | - | - | - |
| R | FOB | 534.000 | 9.12 | - | GGG | TTT | EEE | - | - | - | Niyyn | - | - | 55 | 1.90% | - | 68.21976 |
| K | LZM | 92.000 | 1.32 | - | U | V+ | D (N) | - | - | - | Eyquv | - | - | - | - | - | - |
| W2 | VAI | 11.000 | 3.54 | - | EEE | TTT | AAA | - | - | - | Ptzzy | - | - | - | 1aG+55 | - | 892.00000 |
| L | JHD | 3.750 | 6.57 | - | - | BB+ | BBB | - | - | - | Jawfb | - | - | - | - | - | - |
Tranche Comments
R: Registration: 144V Tkgv;
W2: Registration: 144F Lfcc;
K: Registration: 144P Pkuv;
N: Registration: 144L Akuw;
L: Registration: 144B Uhvq;