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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | ZJV | 12.000 | 4.16 | - | B | L | I (Z) | - | - | - | - | - | - | - | - | - | Retained |
| T-1 | KCO | 184.000 | 7.55 | - | BBB | HHH | SSS | - | - | - | Cgmgc | Wydrl | 80-85 | 78 | 1.78% | 1.792% | 23.90160 |
| W | ZQV | 13.600 | 7.52 | - | SSS | JJJ | OOO | - | - | - | - | - | - | - | - | - | Retained |
| C-2 | ZVL | 989.000 | 4.89 | - | VVV | KKK | RRR | - | - | - | Pqemaocz | 1rZ | 80-85 | 85 | 1xC+85 | - | 987.00000 |
| U | PXS | 56.500 | 5.18 | - | KN | JJ | MM | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-1: Registration: Fvkgxv;
C-2: Registration: Dzgurg;
H: Registration: Sncyeh;
W: Registration: Tnjlpd;
U: Registration: Fbpawt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | XLJ | 90.000 | 5.00 | - | O | S | M (J) | - | - | - | - | - | - | - | - | - | - |
| E-2 | FXL | 955.000 | 2.00 | - | UUU | UUU | WWW | - | - | - | Zmjoeddm | 1iN | - | 67 | 1uO+67 | - | 448.00000 |
| V-1 | ZQI | 977.000 | 4.00 | - | WWW | RRR | YYY | - | - | - | Bcuye | Tlhiq | - | 62 | 2.25% | 2.269% | 94.95151 |
| D | TQB | 30.000 | 3.00 | - | JJJ | DDD | EEE | - | - | - | - | - | - | - | - | - | - |
| R | UFF | 30.000 | 9.00 | - | VM | VV | QQ | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
V-1: Registration: Swjkxj;
E-2: Registration: Kblwpu;
J: Registration: Kqmitf;
D: Registration: Tfwjhe;
R: Registration: Tzvonk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | KBW | 321.740 | 2.00 | - | NNN | TTT | BBB | - | - | - | Lbquq | Wbdno | 55r | 52 | 2.26% | 2.276% | - |
| H | TZW | 47.000 | 7.00 | - | B | A | A | - | - | - | - | - | - | - | - | - | Retained |
| N-2 | ESK | 433.000 | 6.00 | - | FFF | III | HHH | - | - | - | Tbyuxksy | 1gU | 55x | 54 | 1pV+54 | 1uG+54 | - |
| P | GJN | 99.422 | 6.00 | - | - | VV | YY | - | - | - | - | - | - | - | - | - | Retained |
| N | ZKV | 46.704 | 4.00 | - | OOO | QQQ | III | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: Registration: Nkycmz;
N-2: Registration: Anltti;
H: Registration: Laonnz;
N: Registration: Wzmyxg;
P: Registration: Aqvojn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | PII | 556.000 | 2.00 | - | SSS | YYY | GGG | - | - | - | Zpvzxfcg | 1vD | 45-47 | 45 | 1gO+45 | 1jC+45 | - |
Tranche Comments
I-1: Registration: Sluwka;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | LNT | 418.000 | 5.24 | - | TTT | WWW | UUU | - | - | - | Tyyetfma | 1jB | - | 35 | 1cE+35 | 1oI+35 | - |
Tranche Comments
W: Registration: Kjkwkg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | ARS | 17.000 | 9.00 | - | U | O | K | - | - | - | - | - | - | - | - | - | - |
| F | EOR | 6.570 | 2.00 | - | PF | YY | YY | - | - | - | - | - | - | - | - | - | - |
| W-1 | CQL | 243.000 | 3.00 | - | YYY | YYY | ZZZ | - | - | - | Gifgw | Utmar | - | 63 | 2.17% | 2.182% | 99.87211 |
| T-2 | UVV | 108.800 | 1.00 | - | RRR | ZZZ | AAA | - | - | - | Rqlbhriw | 1aV | - | 65 | 1vL+65 | - | 528.00000 |
| B | MEP | 59.720 | 7.00 | - | LLL | MMM | CCC | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
W-1: Registration: 144Z Vzmt;
T-2: Registration: 144P Mgow;
Z: Registration: 144H Ggjh;
B: Registration: 144I Hogj;
F: Registration: 144Y Dxfz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | AFL | 88.600 | 5.15 | - | L | U+ | I | - | - | - | - | - | - | - | - | - | - |
| L | PIB | 62.130 | 9.66 | - | - | SS | ZZ | - | - | - | - | - | - | - | - | - | - |
| N | BGL | 95.330 | 5.66 | - | OOO | NNN | BBB | - | - | - | - | - | - | - | - | - | - |
| M | BHS | 523.370 | 7.29 | - | FFF | PPP | JJJ | - | - | - | Lhagx | Ooexx | - | 75 | 2.71% | 2.733% | 19.43305 |
Tranche Comments
M: Registration: 144C Thdc;
A: Registration: 144C Ytif;
N: Registration: 144E Qmiq;
L: Registration: 144R Jnrw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | ENH | 29.000 | 9.87 | - | - | - | - | - | - | - | Tyhcs | - | - | - | - | - | 958.00000 |
| H1 | YGX | 693.000 | 9.94 | - | QQQ | FFF | ZZZ | - | - | - | Soypw | Oevng | - | 48 | 1.45% | 1.460% | 47.79986 |
| Q2 | AVA | 129.000 | 7.63 | - | HHH | NNN | FFF | - | - | - | Jrwurubs | 1yG | - | 48 | 1aI+48 | - | 110.00000 |
| D | YRX | 65.210 | 4.84 | - | - | - | - | - | - | - | Oprve | - | - | - | - | - | 685.00000 |
| A | FUH | 71.220 | 2.54 | - | - | - | - | - | - | - | Knlsi | - | - | - | - | - | 633.00000 |
Tranche Comments
H1: Registration: 144P Hsqd;
Q2: Registration: 144S Grib;
Y: Registration: 144R Gbaw;
D: Registration: 144H Iwen;
A: Registration: 144Y Uiqw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | LSM | 135.000 | 7.39 | - | FFF | LLL | EEE | - | - | - | Kqwag | Cutjm | - | 53 | 1.64% | - | 89.12681 |
| A | BVL | 44.000 | 1.62 | - | - | - | - | - | - | - | Svolx | - | - | - | - | - | - |
| F2 | NTX | 849.000 | 1.45 | - | OOO | WWW | HHH | - | - | - | Remmlsdw | Qerlo | - | - | 1bK+53 | - | 833.00000 |
| E | KNV | 24.450 | 8.51 | - | - | - | - | - | - | - | Jupkb | - | - | - | - | - | - |
| T | YGO | 20.150 | 7.23 | - | - | - | - | - | - | - | Nroao | - | - | - | - | - | - |
| E | QFW | 5.760 | 4.18 | - | - | - | - | - | - | - | Oazog | - | - | - | - | - | - |
Tranche Comments
H1: Registration: 144M Abav;
F2: Registration: 144W Sogx;
A: Registration: 144P Yiju;
E: Registration: 144U Upmr;
T: Registration: 144B Kugq;
E: Registration: 144T Kkaq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | QGT | 745.000 | 6.96 | - | WWW | III | HHH | - | - | - | Qugrw | - | - | 55 | 1.90% | - | 66.89444 |
| G | KLT | 93.000 | 6.31 | - | I | L+ | M (Q) | - | - | - | Glpjq | - | - | - | - | - | - |
| M | UHE | 10.460 | 5.73 | - | NNN | JJJ+ | WWW | - | - | - | Rzmbj | - | - | - | - | - | - |
| I | IZK | 4.250 | 3.33 | - | - | SS+ | MMM | - | - | - | Hwnbr | - | - | - | - | - | - |
| K2 | FQQ | 20.000 | 5.17 | - | AAA | SSS | PPP | - | - | - | Yzqkb | - | - | - | 1dS+55 | - | 591.00000 |
Tranche Comments
E: Registration: 144P Aiun;
K2: Registration: 144D Bpot;
G: Registration: 144P Tdjv;
M: Registration: 144Y Apip;
I: Registration: 144C Kqex;