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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | YHZ | 41.000 | 8.64 | - | O | B | Y (J) | - | - | - | - | - | - | - | - | - | Retained |
| V-1 | BYO | 934.000 | 5.47 | - | MMM | AAA | UUU | - | - | - | Qpjtb | Emloj | 80-85 | 78 | 1.78% | 1.792% | 97.13110 |
| C | EXE | 22.800 | 8.10 | - | YYY | LLL | DDD | - | - | - | - | - | - | - | - | - | Retained |
| M-2 | XBY | 215.000 | 8.27 | - | WWW | TTT | UUU | - | - | - | Mcfyrfjc | 1nS | 80-85 | 85 | 1rO+85 | - | 643.00000 |
| K | YQN | 66.100 | 9.57 | - | IK | YY | XX | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-1: Registration: Auqktq;
M-2: Registration: Ksyrns;
S: Registration: Bycnim;
C: Registration: Cignrv;
K: Registration: Tnntbx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | EPH | 447.000 | 1.00 | - | III | BBB | JJJ | - | - | - | Ghput | Vnwkl | - | 62 | 2.25% | 2.269% | 99.24037 |
| G | AQC | 26.000 | 1.00 | - | T | I | G (A) | - | - | - | - | - | - | - | - | - | - |
| B-2 | HJU | 628.000 | 3.00 | - | XXX | BBB | DDD | - | - | - | Obfwchkc | 1vF | - | 67 | 1aI+67 | - | 714.00000 |
| S | XCC | 76.000 | 1.00 | - | HHH | NNN | PPP | - | - | - | - | - | - | - | - | - | - |
| G | AOD | 75.000 | 8.00 | - | TZ | WW | UU | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
W-1: Registration: Xrsixk;
B-2: Registration: Ugocgh;
G: Registration: Rkrlkk;
S: Registration: Dgurwk;
G: Registration: Iraiuq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | ZLX | 95.000 | 9.00 | - | Q | K | X | - | - | - | - | - | - | - | - | - | Retained |
| G-2 | FNL | 938.000 | 2.00 | - | WWW | EEE | HHH | - | - | - | Slxrwopy | 1iL | 55l | 54 | 1nM+54 | 1qE+54 | - |
| C-1 | KTT | 804.410 | 3.00 | - | NNN | NNN | CCC | - | - | - | Dfnoq | Nqycq | 55t | 52 | 2.26% | 2.276% | - |
| L | JLT | 14.610 | 7.00 | - | EEE | RRR | III | - | - | - | - | - | - | - | - | - | Retained |
| U | BWC | 40.690 | 8.00 | - | - | QQ | JJ | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-1: Registration: Rhpjrl;
G-2: Registration: Hjombb;
D: Registration: Squyaq;
L: Registration: Gzprgm;
U: Registration: Ixpruj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | AVA | 268.000 | 6.00 | - | JJJ | ZZZ | QQQ | - | - | - | Xvvreram | 1bS | 45-47 | 45 | 1sH+45 | 1wW+45 | - |
Tranche Comments
F-1: Registration: Ihrygv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | NIW | 952.000 | 7.30 | - | OOO | WWW | SSS | - | - | - | Fvjczcrz | 1iB | - | 35 | 1hT+35 | 1tM+35 | - |
Tranche Comments
R: Registration: Uuphal;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | IMI | 239.200 | 2.00 | - | UUU | FFF | XXX | - | - | - | Ejbhcyka | 1nC | - | 65 | 1gC+65 | - | 537.00000 |
| T | EQB | 63.590 | 5.00 | - | HHH | AAA | JJJ | - | - | - | - | - | - | - | - | - | - |
| Q | VVX | 72.000 | 4.00 | - | J | A | J | - | - | - | - | - | - | - | - | - | - |
| K | JKK | 8.110 | 3.00 | - | LZ | UU | QQ | - | - | - | - | - | - | - | - | - | - |
| F-1 | YKQ | 312.000 | 7.00 | - | OOO | KKK | RRR | - | - | - | Gwirp | Jykrn | - | 63 | 2.17% | 2.182% | 23.40143 |
Tranche Comments
F-1: Registration: 144Y Fqxp;
Z-2: Registration: 144M Wqtl;
Q: Registration: 144C Gbat;
T: Registration: 144T Timz;
K: Registration: 144Y Skvx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | MKV | 54.640 | 6.67 | - | BBB | TTT | DDD | - | - | - | - | - | - | - | - | - | - |
| G | GJJ | 77.320 | 1.13 | - | - | WW | DD | - | - | - | - | - | - | - | - | - | - |
| Y | TLX | 823.250 | 3.18 | - | UUU | XXX | III | - | - | - | Cjjir | Chxhj | - | 75 | 2.71% | 2.733% | 29.14891 |
| K | YMO | 80.500 | 9.24 | - | N | T+ | M | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
Y: Registration: 144E Qkuv;
K: Registration: 144K Ekvb;
C: Registration: 144S Hbcj;
G: Registration: 144R Basc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | CEN | 233.000 | 1.91 | - | EEE | AAA | WWW | - | - | - | Xmyun | Wwvnq | - | 48 | 1.45% | 1.460% | 91.34473 |
| U | RHC | 97.420 | 1.52 | - | - | - | - | - | - | - | Pvyzi | - | - | - | - | - | 644.00000 |
| U2 | YKU | 996.000 | 5.23 | - | LLL | JJJ | AAA | - | - | - | Phookznw | 1cH | - | 48 | 1fK+48 | - | 383.00000 |
| B | TLI | 33.340 | 4.22 | - | - | - | - | - | - | - | Thnhk | - | - | - | - | - | 379.00000 |
| P | BCU | 35.000 | 8.55 | - | - | - | - | - | - | - | Gmbgm | - | - | - | - | - | 960.00000 |
Tranche Comments
C1: Registration: 144N Kfnm;
U2: Registration: 144A Lowa;
P: Registration: 144W Ckfs;
B: Registration: 144R Yppp;
U: Registration: 144T Wzir;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | XBU | 8.100 | 9.29 | - | - | - | - | - | - | - | Qqpbh | - | - | - | - | - | - |
| O | QCU | 74.480 | 8.47 | - | - | - | - | - | - | - | Xvaim | - | - | - | - | - | - |
| U2 | LJO | 958.000 | 1.13 | - | UUU | YYY | HHH | - | - | - | Lkdsatfi | Ulxeh | - | - | 1kS+53 | - | 296.00000 |
| B1 | VXH | 582.000 | 4.33 | - | XXX | WWW | SSS | - | - | - | Umcfc | Exuzy | - | 53 | 1.64% | - | 49.94147 |
| A | BEC | 30.680 | 7.55 | - | - | - | - | - | - | - | Maxug | - | - | - | - | - | - |
| M | TSH | 55.000 | 8.66 | - | - | - | - | - | - | - | Gnkwv | - | - | - | - | - | - |
Tranche Comments
B1: Registration: 144L Mjid;
U2: Registration: 144J Cwai;
M: Registration: 144T Ktwc;
A: Registration: 144D Zdgf;
O: Registration: 144I Moae;
Q: Registration: 144V Afvq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S2 | PNP | 60.000 | 6.44 | - | KKK | WWW | EEE | - | - | - | Dgbao | - | - | - | 1xD+55 | - | 270.00000 |
| A | IAV | 27.000 | 3.63 | - | S | P+ | Q (I) | - | - | - | Qjoiz | - | - | - | - | - | - |
| G | ZWE | 4.820 | 5.40 | - | - | VV+ | VVV | - | - | - | Hhqfo | - | - | - | - | - | - |
| P | KPG | 79.220 | 6.44 | - | EEE | RRR+ | AAA | - | - | - | Yjjbs | - | - | - | - | - | - |
| U | JUX | 719.000 | 4.49 | - | FFF | KKK | ZZZ | - | - | - | Nphif | - | - | 55 | 1.90% | - | 34.66634 |
Tranche Comments
U: Registration: 144N Dfwg;
S2: Registration: 144H Frnh;
A: Registration: 144J Djuz;
P: Registration: 144Y Isov;
G: Registration: 144X Fcaw;