| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H4 | BNO | 33.000 | 6.96 | - | MMM | EEE | - | - | 89.00% | - | Gtcxk | V-Mabbs | 250a | 250 | 3.00% | - | 51.32616 |
| L6 | NGI | 62.000 | 36.13 | - | EEE | AAA | - | - | 90.00% | - | Opgru | Y-Vnykr | 260b | 265 | 3.00% | - | 34.46838 |
| D17 | AVU | 33.665 | 5.14 | - | YYY | KKK | - | - | 64.39% | - | Nhmmi | - | - | 6-08 jj | 3.50% | - | 94.53419 |
| Z1 | XIZ | 366.800 | 7.65 | - | HHH | QQQ | - | - | 83.00% | - | Tiaif | - | 4-14 lz | 4-14 vg | 3.50% | - | 74.61454 |
| E2 | KIK | 71.878 | 2.62 | - | BBB | HHH | - | - | 11.00% | - | Khzmj | - | 4-12 cl 4-16 ak | 4-14 aw | 3.00% | - | 13.37420 |
| G18 | KAA | 75.785 | 1.69 | - | WWW | EEE | - | - | 91.88% | - | Qiuuf | - | 6-08 pn | 6-08 tg | 3.00% | - | 75.64485 |
Tranche Comments
Z1: Registration: 144Y/Elr T;
E2: Registration: 144K/Gkj S;
H4: Registration: 144A/Jmw Y;
L6: Registration: 144H/Yen R;
D17: Registration: 144X/Wpx K;
G18: Registration: 144Y/Lxs A;
Risk Retention
5% Ebvzoqhv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T4 | YSW | 341.000 | 4.97 | Kyy | - | MMM | - | - | 82.00% | - | Pivll | - | 3-16 ex 3-20 iu | 3-24 id | 2.50% | - | 94.56410 |
| E6 | TUD | 37.000 | 51.10 | Hww | - | LLL | - | - | 94.00% | - | Vwfeb | V-Jbtwf | 195-200 | 205 | 2.50% | - | 55.51809 |
| Z18 | TWO | 41.691 | 3.26 | Lf1 | - | QQQ | - | - | 9.00% | - | Jqnvg | - | 4-28 qv | 4-28 ot | 2.50% | - | 36.91870 |
| X1 | MMW | 73.000 | 7.22 | Bll | - | BBB | - | - | 10.00% | - | Rzbyc | - | 2-28 dh g | 2-28 we | 3.00% | - | 51.94940 |
| A17 | MWW | 34.905 | 8.24 | Ww1 | - | JJJ | - | - | 8.00% | - | Lrfgb | - | - | 4-28 xs | 3.00% | - | 96.98800 |
| A2 | WMB | 96.000 | 9.64 | Iww | - | UUU | - | - | 58.00% | - | Kjfkr | - | 3-00 gw 3-04 zw | 3-04 xv | 2.50% | - | 13.96826 |
| I5 | XLS | 89.490 | 43.60 | Rkk | - | WWW | - | - | 33.00% | - | Dmqmt | G-Lldii | - | 215 | 3.00% | - | 51.66920 |
| Z3 | WHA | 33.700 | 6.50 | Vmm | - | UUU | - | - | 47.00% | - | Ajpvx | - | - | 3-16 bq | 3.00% | - | 35.51200 |
Tranche Comments
X1: Registration: 144F/Zns R;
A2: Registration: 144K/Lhy Z;
Z3: Registration: 144C/Pro N;
T4: Registration: 144T/Axy R;
I5: Registration: 144J/Cmi X;
E6: Registration: 144A/Mfs Q;
A17: Registration: 144O/Qct T;
Z18: Registration: 144G/Drc Q;
Risk Retention
100% VSX/Elepvg wrcp Sxpc Segewgxcw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X5 | LXU | 27.980 | 69.31 | - | YYY | - | - | YYY | 26.00% | - | Rknor | Guoys | 110-115 | - | 2.50% | 3.000% | 67.35969 |
| H17 | YZO | 59.834 | 4.35 | - | JJJ | - | - | TTT | 2.00% | - | Zsary | - | 2-30 mz f | 2-30 fn | 2.50% | - | 51.45248 |
| J3 | JEA | 543.250 | 1.38 | - | TTT | - | - | LLL | 93.00% | - | Vabxg | - | 2-10 fz 2-16 qd | 2-22 dd | 2.50% | - | 94.50388 |
| Z1 | WGF | 14.000 | 9.30 | - | CCC | - | - | UUU | 47.00% | - | Lbjbp | - | 2-00 zw 2-06 ml | 2-06 oc | 2.50% | - | 30.24960 |
Tranche Comments
Z1: Registration: 144H/Kku O;
J3: Registration: 144Y/Zfv F;
X5: Registration: 144I/Ert Q;
H17: Registration: 144G/Qrh E;
Risk Retention
100% GVV/Ebyaem vgja Vvdd Vymywmvjw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O4 | TFQ | 56.000 | 9.65 | Naa | - | - | NNN | - | 36.00% | - | Aycbi | - | 2-04 hh 2-08 hq | 2-08 ff | 2.50% | - | 383.77499 |
| K2 | YIC | 683.500 | 1.36 | Xzz | - | - | TTT | - | 73.00% | - | Yivxk | - | 1-16 iq 1-20 gj | 1-30 gt | 2.50% | - | 519.98370 |
| D17 | HWC | 88.380 | 2.37 | Ur1 | - | - | XXX | - | 8.37% | - | Dvyrl | - | 2-08 fc 2-12 mz | 2-12 gq | 3.00% | - | 245.62522 |
| F6 | FKY | 66.000 | 43.13 | Xww | - | - | NNN | - | 25.00% | - | Lrunz | Hiqci | 95-100 | 100 | 2.50% | - | 35.62460 |
Tranche Comments
K2: Registration: 144J/Jeb E;
O4: Registration: 144N/Iie O;
F6: Registration: 144N/Emo W;
D17: Registration: 144Q/Aid M;
Risk Retention
Xpzfkzl rmhh lnsimf 5% nhmamehn snlsmlih mfsnlnks
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J17 | HOM | 22.350 | 4.28 | - | GGG | - | - | HHH | 6.44% | - | Qzfey | - | - | 1-24 Wp | 3.00% | - | 487.90000 |
| W6 | NOU | 3.000 | 79.57 | - | CCC | - | - | PPP | 92.00% | - | Wulyt | Gkbmf | - | 95 | 2.50% | - | 36.49961 |
| U1 | UPR | 37.000 | 5.49 | - | III | - | - | TTT | 43.00% | - | Chxcw | - | - | 1-00 Qb | 3.00% | - | 350.79000 |
| I4 | IOQ | 25.000 | 2.73 | - | BBB | - | - | YYY | 43.00% | - | Cfywg | - | - | 2-00 Js | 2.50% | - | 374.86222 |
| D2 | RGK | 666.320 | 6.70 | - | AAA | - | - | VVV | 27.00% | - | Bbcru | - | - | 1-20 Sa | 2.50% | - | 689.24462 |
Tranche Comments
U1: Registration: 144Q/Jdz T;
D2: Registration: 144V/Lre W;
I4: Registration: 144L/Vco L;
W6: Registration: 144H/Kcl Q;
J17: Registration: 144Z/Ura F;
Risk Retention
Vsohpod mzmm djsfzh 5% jmzzznmj zjdszxfm zhsjdjps
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2 | FBW | 83.350 | 9.86 | Quu | - | MMM | OOO | - | 24.00% | - | Lfuks | - | 1-04 xn 1-08zz | 1-04al | 2.00% | - | 243.44405 |
| P5 | ILE | 14.000 | 18.87 | Bpp | - | WWW | BBB | - | 42.00% | - | Drsxy | Knxth | 85-90 | 87 | 2.50% | - | 501.52242 |
| N17 | GRW | 10.931 | 7.21 | Ir1 | - | ZZZ | KKK | - | 8.00% | - | Skwtc | - | 3-00pu | 3-00mk | 2.50% | - | 375.93191 |
| B1 | EMI | 515.000 | 8.75 | Dvv | - | RRR | KKK | - | 70.00% | - | Wyren | - | 1-28 pm 2-00yq | 1-28ps | 2.50% | - | 569.22520 |
| P3 | RES | 274.000 | 9.57 | Grr | - | TTT | RRR | - | 62.00% | - | Tqolk | - | 2-10 zl 2-14mf | 2-10dr | 2.50% | - | 499.33525 |
Tranche Comments
B1: Registration: 144Y Cbjf;
J2: Registration: 144W Cevc;
P3: Registration: 144G Vpon;
P5: Registration: 144Q Tocb;
N17: Registration: 144N Adpx;
Risk Retention
100% ZIO/Axiigr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S5 | COX | 55.000 | 87.51 | Bmm | - | CCC | - | - | 38.00% | - | Nafxh | Tljip | 90-95 | 95 | 2.50% | - | 48.58680 |
| Z1 | ESL | 673.190 | 7.65 | Pjj | - | BBB | - | - | 60.00% | - | Xshil | - | 1-24->2-00 ed DXWY 2.5% | 2-00 ig KYAD 2.5% | 2.50% | - | 342.77067 |
| U3 | KTM | 10.000 | 2.48 | Dzz | - | NNN | - | - | 53.00% | - | Ipbnb | - | 1-20->1-28 ca NT 2.5% | 1-28 qh LD 2.5% | 2.50% | - | 992.40000 |
| R17 | CCI | 24.470 | 1.70 | Spp | - | KKK | - | - | 5.00% | - | Xjppt | - | 18->24/32 mv bm B1 | FQ 24/32 zc xe E1 | 2.50% | - | 216.88187 |
Tranche Comments
Z1: Registration: 144O/Urq T;
U3: Registration: 144F/Tbn N;
S5: Registration: 144H/Wkh T;
R17: Registration: 144C/Eoa Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | RJK | 495.860 | 3.96 | - | AAA | BBB | - | LLL | 95.00% | - | Bpull | - | 1-02 gt 1-04 hg | 1-04 ps | 2.50% | - | 814.51459 |
| X17 | NEH | 44.427 | 1.87 | - | VVV | III | - | TT+ | 3.00% | - | Hioyy | - | 0-14 eu 0-18 xy uh O1 | 1-18 ap | 2.50% | - | 148.93440 |
| Q5 | KPM | 84.000 | 50.27 | - | III | OOO | - | FFF | 48.00% | - | Hlkbp | Rledm | 80-85 | 85 | 2.50% | - | 44.62326 |
| E3 | ZFT | 591.000 | 1.60 | - | VVV | GGG | - | RRR | 50.00% | - | Ubzqj | - | 1-06i dh | 1-06 id | 2.50% | - | 129.76640 |
Tranche Comments
I1: Registration: 144Q Choq;
E3: Registration: 144M Qfzk;
Q5: Registration: 144M Yxrp;
X17: Registration: 144D Prno;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | UCO | 535.630 | 8.81 | Uss | - | LLL | DDD | - | 45.00% | - | Pinki | - | 1-20 fq 1-24ua | 1-14uh | 2.50% | - | 337.61940 |
| Z5 | YRY | 44.500 | 27.45 | Qtt | - | YYY | XXX | - | 75.00% | - | Sshxn | Vuaua | 120-125 | 120 | 2.50% | - | 746.18120 |
| T17 | FLN | 27.130 | 5.79 | Dgg | - | UUU | CCC | - | 7.00% | - | Iuuhh | - | 2-16 ol 2-22co | 2-10rl | 2.50% | - | 205.36578 |
| P3 | VJU | 78.700 | 4.96 | Tbb | - | KKK | ZZZ | - | 15.00% | - | Zqyvw | - | 1-20 an 1-24sv | 1-14vt | 2.50% | - | 185.19337 |
Tranche Comments
C1: Registration: 144P Uzxo;
P3: Registration: 144K Jcej;
Z5: Registration: 144M Kmbs;
T17: Registration: 144A Gnai;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X17 | ZHD | 99.459 | 6.46 | Fa1 | - | NNN | - | - | 8.00% | - | Crzmz | - | 2-18 pa 2-24rm | - | 3.00% | - | 906.10337 |
| Q1 | YEP | 810.480 | 3.30 | Haa | - | ZZZ | - | - | 70.00% | - | Rizgr | - | 1-30 gi 2-04az | - | 3.00% | - | 424.56590 |
Tranche Comments
Q1: Registration: 144F Xnfi;
X17: Registration: 144D Zsix;