| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U17 | NHZ | 69.578 | 8.77 | - | RRR | AAA | - | - | 72.32% | - | Ekpzg | - | - | 6-08 uh | 3.50% | - | 34.29564 |
| N18 | OJL | 71.798 | 9.38 | - | CCC | HHH | - | - | 78.48% | - | Fkcao | - | 6-08 ck | 6-08 cl | 3.00% | - | 11.35200 |
| E1 | PZR | 737.896 | 3.79 | - | VVV | NNN | - | - | 77.00% | - | Qqojx | - | 4-14 pk | 4-14 pr | 3.50% | - | 97.16298 |
| G4 | QEM | 93.000 | 1.44 | - | WWW | GGG | - | - | 87.00% | - | Ysqyu | J-Vqkgj | 250u | 250 | 3.00% | - | 38.36138 |
| D6 | JKN | 97.000 | 40.61 | - | TTT | JJJ | - | - | 62.00% | - | Hhuqk | A-Xkgmm | 260b | 265 | 3.00% | - | 28.56045 |
| I2 | LRR | 39.198 | 2.72 | - | JJJ | JJJ | - | - | 49.00% | - | Znzsu | - | 4-12 uz 4-16 ar | 4-14 ao | 3.00% | - | 58.31030 |
Tranche Comments
E1: Registration: 144E/Cik T;
I2: Registration: 144O/Dlp U;
G4: Registration: 144O/Ejs K;
D6: Registration: 144U/Dsg I;
U17: Registration: 144A/Dwc Q;
N18: Registration: 144V/Bfh O;
Risk Retention
5% Hvdydcvo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z2 | PCW | 46.000 | 2.70 | Kii | - | BBB | - | - | 24.00% | - | Faybn | - | 3-00 uh 3-04 qq | 3-04 xb | 2.50% | - | 81.65937 |
| I5 | QII | 29.880 | 75.50 | Jqq | - | BBB | - | - | 33.00% | - | Rcpaq | V-Yzyji | - | 215 | 3.00% | - | 91.64465 |
| H6 | IOC | 68.000 | 37.60 | Ihh | - | UUU | - | - | 43.00% | - | Mqxnd | T-Cdurg | 195-200 | 205 | 2.50% | - | 55.46942 |
| C1 | OFL | 65.000 | 3.78 | Iss | - | SSS | - | - | 93.00% | - | Ipveb | - | 2-28 su n | 2-28 ua | 3.00% | - | 65.93040 |
| R17 | PCR | 31.804 | 5.27 | Ym1 | - | PPP | - | - | 8.00% | - | Azgyc | - | - | 4-28 bp | 3.00% | - | 94.59910 |
| Z18 | FKD | 15.294 | 4.15 | Tt1 | - | XXX | - | - | 8.00% | - | Fbuiu | - | 4-28 bh | 4-28 rm | 2.50% | - | 28.76050 |
| D3 | GIM | 99.300 | 6.78 | Voo | - | XXX | - | - | 53.00% | - | Losnk | - | - | 3-16 qg | 3.00% | - | 13.34300 |
| K4 | JLO | 761.000 | 1.76 | Fhh | - | RRR | - | - | 27.00% | - | Agmtn | - | 3-16 wp 3-20 nq | 3-24 jg | 2.50% | - | 41.93850 |
Tranche Comments
C1: Registration: 144U/Ltu D;
Z2: Registration: 144P/Lnz T;
D3: Registration: 144I/Fnd X;
K4: Registration: 144F/Auj O;
I5: Registration: 144C/Rpt C;
H6: Registration: 144V/Tth N;
R17: Registration: 144Y/Ewz P;
Z18: Registration: 144X/Iwg F;
Risk Retention
100% HHK/Fuzlcv jbpl Huma Hzvzgvupg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A17 | ZEE | 58.904 | 2.70 | - | MMM | - | - | BBB | 1.00% | - | Ralvk | - | 2-30 yu b | 2-30 oh | 2.50% | - | 14.43180 |
| H1 | ZTH | 72.000 | 8.26 | - | III | - | - | ZZZ | 61.00% | - | Shlmc | - | 2-00 fm 2-06 du | 2-06 om | 2.50% | - | 77.79780 |
| D3 | WCL | 774.410 | 9.12 | - | XXX | - | - | SSS | 37.00% | - | Mqhyf | - | 2-10 xm 2-16 gr | 2-22 za | 2.50% | - | 44.30065 |
| B5 | RRY | 66.490 | 75.93 | - | BBB | - | - | III | 86.00% | - | Iyygk | Wkkjv | 110-115 | - | 2.50% | 3.000% | 10.57733 |
Tranche Comments
H1: Registration: 144I/Vib G;
D3: Registration: 144O/Wvs R;
B5: Registration: 144V/Cnd O;
A17: Registration: 144C/Wap O;
Risk Retention
100% UTW/Guxdhy pzfd Tvas Txyxryvfr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q17 | JBN | 28.880 | 9.98 | Zz1 | - | - | HHH | - | 3.10% | - | Dvlpw | - | 2-08 vu 2-12 uq | 2-12 mj | 3.00% | - | 924.18335 |
| W4 | CCN | 70.000 | 2.70 | Abb | - | - | KKK | - | 22.00% | - | Yrhbi | - | 2-04 rs 2-08 tz | 2-08 eq | 2.50% | - | 324.12615 |
| C2 | OLS | 846.720 | 7.12 | Vee | - | - | ZZZ | - | 14.00% | - | Ezijp | - | 1-16 yr 1-20 wp | 1-30 os | 2.50% | - | 734.60950 |
| S6 | XLP | 42.000 | 53.67 | Yff | - | - | UUU | - | 67.00% | - | Dpzyz | Fdeho | 95-100 | 100 | 2.50% | - | 42.50983 |
Tranche Comments
C2: Registration: 144N/Nse A;
W4: Registration: 144Z/Qyk M;
S6: Registration: 144A/Ort S;
Q17: Registration: 144V/Wwq E;
Risk Retention
Izkdqku okkk udtpkd 5% dkkmkmkd sdutkcpk kdtdudqt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B2 | NLM | 589.400 | 7.84 | - | JJJ | - | - | EEE | 79.00% | - | Szgjy | - | - | 1-20 Xx | 2.50% | - | 620.95868 |
| H17 | JQQ | 99.872 | 4.48 | - | EEE | - | - | EEE | 9.23% | - | Uvtbg | - | - | 1-24 Pw | 3.00% | - | 225.40000 |
| U1 | LTZ | 83.000 | 8.65 | - | JJJ | - | - | MMM | 30.00% | - | Apflr | - | - | 1-00 Pj | 3.00% | - | 687.82000 |
| Z4 | NYB | 59.000 | 4.51 | - | KKK | - | - | YYY | 90.00% | - | Fnccb | - | - | 2-00 Gv | 2.50% | - | 648.78881 |
| P6 | IOS | 8.000 | 41.79 | - | GGG | - | - | BBB | 28.00% | - | Hvhye | Bzvyj | - | 95 | 2.50% | - | 50.63033 |
Tranche Comments
U1: Registration: 144J/Hcb Q;
B2: Registration: 144F/Qlj G;
Z4: Registration: 144F/Ilk J;
P6: Registration: 144F/Erm A;
H17: Registration: 144E/Zzx Z;
Risk Retention
Dpyujyq lioo qwukiu 5% woioilow ywquimko iuuwqwju
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O3 | RPJ | 668.000 | 9.97 | Vee | - | TTT | XXX | - | 46.00% | - | Eqtug | - | 2-10 so 2-14lz | 2-10vd | 2.50% | - | 413.66442 |
| P5 | BFF | 78.000 | 95.11 | Igg | - | PPP | PPP | - | 48.00% | - | Qmhtn | Xiocg | 85-90 | 87 | 2.50% | - | 318.57268 |
| P1 | KLE | 987.000 | 6.84 | Eaa | - | XXX | QQQ | - | 84.00% | - | Cgsov | - | 1-28 dw 2-00xd | 1-28op | 2.50% | - | 800.81091 |
| E2 | GGY | 24.790 | 3.37 | Hrr | - | NNN | III | - | 48.00% | - | Lwfuj | - | 1-04 hq 1-08ar | 1-04lx | 2.00% | - | 698.68388 |
| H17 | AFE | 47.925 | 2.92 | Ov1 | - | DDD | TTT | - | 9.00% | - | Cmjkr | - | 3-00rx | 3-00ga | 2.50% | - | 668.60363 |
Tranche Comments
P1: Registration: 144J Pnpu;
E2: Registration: 144F Kvmf;
O3: Registration: 144J Jwvf;
P5: Registration: 144W Jior;
H17: Registration: 144Q Sicb;
Risk Retention
100% GCG/Fqulyk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y17 | NQF | 15.712 | 3.70 | Azz | - | BBB | - | - | 1.00% | - | Yhpwp | - | 18->24/32 cy nu N1 | IM 24/32 ai hz W1 | 2.50% | - | 881.24050 |
| H3 | EED | 86.000 | 1.88 | Loo | - | RRR | - | - | 46.00% | - | Iyrnb | - | 1-20->1-28 eq ZS 2.5% | 1-28 be CC 2.5% | 2.50% | - | 128.70000 |
| P1 | AYK | 961.870 | 5.37 | Eff | - | UUU | - | - | 87.00% | - | Xyvaf | - | 1-24->2-00 eb RZQL 2.5% | 2-00 xu LDAW 2.5% | 2.50% | - | 263.65558 |
| N5 | EFE | 80.000 | 66.18 | Eqq | - | HHH | - | - | 48.00% | - | Amaev | Zudoj | 90-95 | 95 | 2.50% | - | 85.99150 |
Tranche Comments
P1: Registration: 144V/Ilh L;
H3: Registration: 144N/Wqq Q;
N5: Registration: 144O/Mqq S;
Y17: Registration: 144K/Qoi J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M17 | KMO | 61.703 | 2.58 | - | RRR | XXX | - | OO+ | 1.00% | - | Ibjzb | - | 0-14 pg 0-18 rc gu M1 | 1-18 iq | 2.50% | - | 386.37649 |
| P3 | UET | 948.000 | 5.96 | - | FFF | RRR | - | YYY | 97.00% | - | Eupww | - | 1-06t wb | 1-06 jg | 2.50% | - | 461.55530 |
| K5 | WPX | 70.000 | 24.26 | - | NNN | DDD | - | ZZZ | 65.00% | - | Slkwa | Xvuhb | 80-85 | 85 | 2.50% | - | 86.18451 |
| I1 | ITD | 456.460 | 8.37 | - | RRR | HHH | - | WWW | 20.00% | - | Sswup | - | 1-02 hq 1-04 zj | 1-04 xz | 2.50% | - | 534.20977 |
Tranche Comments
I1: Registration: 144U Widg;
P3: Registration: 144F Vsst;
K5: Registration: 144S Pkur;
M17: Registration: 144V Ituh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U3 | CZG | 15.800 | 8.11 | Gff | - | JJJ | HHH | - | 98.00% | - | Ffhmc | - | 1-20 jr 1-24rt | 1-14gx | 2.50% | - | 472.46851 |
| G5 | NSQ | 92.600 | 31.20 | Gff | - | MMM | FFF | - | 10.00% | - | Wqxna | Iglrz | 120-125 | 120 | 2.50% | - | 681.25907 |
| B1 | ULV | 593.480 | 7.72 | Aoo | - | QQQ | DDD | - | 62.00% | - | Aittb | - | 1-20 uq 1-24ew | 1-14ty | 2.50% | - | 531.44760 |
| Z17 | XKW | 37.350 | 9.44 | Xdd | - | WWW | YYY | - | 9.00% | - | Sznwt | - | 2-16 lj 2-22ir | 2-10ea | 2.50% | - | 472.94388 |
Tranche Comments
B1: Registration: 144S Sqgb;
U3: Registration: 144U Ucju;
G5: Registration: 144H Bpqj;
Z17: Registration: 144J Hqlb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z17 | KTM | 21.684 | 9.13 | Kh1 | - | WWW | - | - | 6.00% | - | Tvjkd | - | 2-18 rs 2-24xb | - | 3.00% | - | 759.42060 |
| X1 | UXP | 353.230 | 4.96 | Itt | - | DDD | - | - | 76.00% | - | Ewbyg | - | 1-30 eu 2-04mb | - | 3.00% | - | 271.97190 |
Tranche Comments
X1: Registration: 144F Vszo;
Z17: Registration: 144K Nglk;