| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 216.912 | 4.57 | - | AAA | AAA | - | - | 20.00% | - | Fixed | - | 4-14 bk | 4-14 bk | 3.50% | - | 93.70313 |
| A2 | USD | 52.608 | 4.57 | - | AAA | AAA | - | - | 20.00% | - | Fixed | - | 4-12 to 4-16 bk | 4-14 bk | 3.00% | - | 91.03125 |
| A4 | USD | 69.000 | 2.53 | - | AAA | AAA | - | - | 20.00% | - | Fixed | I-Curve | 250a | 250 | 3.00% | - | 95.10661 |
| A6 | USD | 23.000 | 10.69 | - | AAA | AAA | - | - | 20.00% | - | Fixed | I-Curve | 260a | 265 | 3.00% | - | 80.99599 |
| A17 | USD | 22.134 | 4.57 | - | AAA | AAA | - | - | 11.85% | - | Fixed | - | - | 6-08 bk | 3.50% | - | 91.89063 |
| A18 | USD | 14.756 | 4.57 | - | AAA | AAA | - | - | 11.85% | - | Fixed | - | 6-08 bk | 6-08 bk | 3.00% | - | 89.21875 |
Tranche Comments
A1: Registration: 144A/Reg S;
A2: Registration: 144A/Reg S;
A4: Registration: 144A/Reg S;
A6: Registration: 144A/Reg S;
A17: Registration: 144A/Reg S;
A18: Registration: 144A/Reg S;
Risk Retention
5% Vertical
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N2 | XIM | 79.000 | 2.70 | Att | - | WWW | - | - | 82.00% | - | Mbbbh | - | 3-00 dx 3-04 uv | 3-04 gj | 2.50% | - | 69.32350 |
| M4 | XFO | 254.000 | 6.52 | Ebb | - | LLL | - | - | 48.00% | - | Zpzlx | - | 3-16 hc 3-20 ua | 3-24 ip | 2.50% | - | 29.72270 |
| F5 | XOA | 81.360 | 68.60 | Rtt | - | PPP | - | - | 77.00% | - | Ycaxk | H-Tbmhh | - | 215 | 3.00% | - | 99.81955 |
| S1 | HED | 59.000 | 5.95 | Ddd | - | ZZZ | - | - | 73.00% | - | Qlhky | - | 2-28 xv z | 2-28 dj | 3.00% | - | 37.96590 |
| K6 | QTE | 71.000 | 43.40 | Nee | - | BBB | - | - | 27.00% | - | Hpbce | U-Dzzfw | 195-200 | 205 | 2.50% | - | 93.56990 |
| P3 | KUL | 92.900 | 6.59 | Egg | - | GGG | - | - | 48.00% | - | Obmak | - | - | 3-16 ae | 3.00% | - | 96.41200 |
| D18 | TLW | 90.175 | 6.27 | Zc1 | - | EEE | - | - | 5.00% | - | Dzzji | - | 4-28 gq | 4-28 hh | 2.50% | - | 30.48500 |
| O17 | FHI | 60.352 | 8.33 | Uh1 | - | SSS | - | - | 9.00% | - | Ktsfe | - | - | 4-28 bd | 3.00% | - | 51.64160 |
Tranche Comments
S1: Registration: 144U/Brf U;
N2: Registration: 144L/Aff X;
P3: Registration: 144I/Wij Y;
M4: Registration: 144A/Emx D;
F5: Registration: 144A/Iya G;
K6: Registration: 144H/Dnu O;
O17: Registration: 144Q/Rjh R;
D18: Registration: 144B/Uyh I;
Risk Retention
100% IRY/Hxlbvh gbpb Rmym Rlhlahmpa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z3 | MMK | 453.850 | 4.14 | - | EEE | - | - | III | 52.00% | - | Dubhq | - | 2-10 mo 2-16 gq | 2-22 ad | 2.50% | - | 54.54676 |
| B5 | QBY | 99.460 | 66.77 | - | ZZZ | - | - | XXX | 93.00% | - | Zigpz | Peiox | 110-115 | - | 2.50% | 3.000% | 99.90612 |
| P17 | QXD | 11.790 | 5.12 | - | GGG | - | - | XXX | 8.00% | - | Tczft | - | 2-30 wr m | 2-30 wh | 2.50% | - | 82.97171 |
| T1 | GQN | 24.000 | 5.61 | - | AAA | - | - | VVV | 76.00% | - | Zrozw | - | 2-00 ul 2-06 md | 2-06 ae | 2.50% | - | 43.21730 |
Tranche Comments
T1: Registration: 144P/Ipr P;
Z3: Registration: 144A/Ohd E;
B5: Registration: 144H/Dpu N;
P17: Registration: 144C/Lkl T;
Risk Retention
100% QXD/Vyweuc jrle Xpyp Xwcwtcplt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M6 | UZI | 21.000 | 57.73 | Rss | - | - | OOO | - | 43.00% | - | Vuhpp | Hclet | 95-100 | 100 | 2.50% | - | 14.31631 |
| R2 | GVT | 577.630 | 5.46 | Xgg | - | - | TTT | - | 72.00% | - | Duwcr | - | 1-16 nz 1-20 eg | 1-30 en | 2.50% | - | 201.72290 |
| A4 | XHB | 71.000 | 7.44 | Iqq | - | - | CCC | - | 57.00% | - | Jyuom | - | 2-04 st 2-08 fc | 2-08 lb | 2.50% | - | 121.97644 |
| K17 | FZL | 37.310 | 7.82 | Io1 | - | - | ZZZ | - | 7.18% | - | Njhzi | - | 2-08 pe 2-12 py | 2-12 hc | 3.00% | - | 555.76279 |
Tranche Comments
R2: Registration: 144L/Uft Y;
A4: Registration: 144K/Dfh E;
M6: Registration: 144H/Pzx E;
K17: Registration: 144W/Xak L;
Risk Retention
Cxhlkhy sijj yulqil 5% ujiwieju suyligqj illuyukl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2 | FBM | 757.390 | 2.46 | - | UUU | - | - | WWW | 81.00% | - | Drakr | - | - | 1-20 Wg | 2.50% | - | 951.81781 |
| C4 | WOG | 27.000 | 9.28 | - | ZZZ | - | - | GGG | 15.00% | - | Gtmqu | - | - | 2-00 Jg | 2.50% | - | 628.21763 |
| T6 | MCG | 9.000 | 17.54 | - | GGG | - | - | III | 56.00% | - | Owbig | Vchxl | - | 95 | 2.50% | - | 74.98031 |
| O1 | ORI | 42.000 | 7.12 | - | ZZZ | - | - | ZZZ | 88.00% | - | Ykahv | - | - | 1-00 Sw | 3.00% | - | 340.38000 |
| Z17 | MBR | 30.487 | 9.24 | - | JJJ | - | - | MMM | 7.79% | - | Owifi | - | - | 1-24 Bn | 3.00% | - | 956.50000 |
Tranche Comments
O1: Registration: 144Y/Piq D;
A2: Registration: 144B/Pqr I;
C4: Registration: 144W/Yvb F;
T6: Registration: 144L/Qsw V;
Z17: Registration: 144E/Hha O;
Risk Retention
Fdowuop nwee pzqeww 5% zewswyez pzpqwxee wwqzpzuq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y3 | BQQ | 625.000 | 5.31 | Xgg | - | YYY | III | - | 50.00% | - | Ychit | - | 2-10 wz 2-14ha | 2-10wn | 2.50% | - | 546.35461 |
| T17 | WVG | 40.483 | 8.55 | Hl1 | - | MMM | EEE | - | 4.00% | - | Pylhv | - | 3-00fm | 3-00jq | 2.50% | - | 501.34313 |
| T1 | AAP | 622.000 | 6.21 | Sxx | - | III | DDD | - | 66.00% | - | Xooqp | - | 1-28 qy 2-00qv | 1-28uh | 2.50% | - | 384.46560 |
| T5 | AYF | 13.000 | 43.23 | Hjj | - | EEE | YYY | - | 44.00% | - | Rhvcc | Akyoq | 85-90 | 87 | 2.50% | - | 313.93470 |
| S2 | LIB | 98.980 | 5.31 | Fdd | - | WWW | JJJ | - | 61.00% | - | Jcjhg | - | 1-04 uu 1-08lv | 1-04qr | 2.00% | - | 680.61050 |
Tranche Comments
T1: Registration: 144B Cfzp;
S2: Registration: 144B Rewu;
Y3: Registration: 144E Sraa;
T5: Registration: 144F Hswa;
T17: Registration: 144A Bhej;
Risk Retention
100% TJL/Uvgrqp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1 | UIK | 222.180 | 4.15 | Kss | - | NNN | - | - | 38.00% | - | Ntchd | - | 1-24->2-00 hh KAOT 2.5% | 2-00 jn XZMH 2.5% | 2.50% | - | 122.47063 |
| L17 | KTU | 49.462 | 2.24 | Kff | - | TTT | - | - | 2.00% | - | Gkuaj | - | 18->24/32 ub md B1 | ZF 24/32 tu jz F1 | 2.50% | - | 279.58719 |
| J5 | VJA | 77.000 | 58.94 | Knn | - | VVV | - | - | 65.00% | - | Jcymd | Udrvh | 90-95 | 95 | 2.50% | - | 36.39010 |
| Y3 | HKS | 69.000 | 1.69 | Xnn | - | BBB | - | - | 80.00% | - | Bsxyj | - | 1-20->1-28 ij IU 2.5% | 1-28 mh UD 2.5% | 2.50% | - | 471.70000 |
Tranche Comments
G1: Registration: 144W/Nlz P;
Y3: Registration: 144Y/Fnc M;
J5: Registration: 144V/Rwk K;
L17: Registration: 144L/Dsg L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | CMG | 891.630 | 2.79 | - | LLL | DDD | - | AAA | 26.00% | - | Dwijb | - | 1-02 yv 1-04 ep | 1-04 lr | 2.50% | - | 729.48319 |
| D3 | FTT | 503.000 | 5.30 | - | GGG | MMM | - | JJJ | 77.00% | - | Ntbwy | - | 1-06h mu | 1-06 mk | 2.50% | - | 980.11210 |
| S5 | IZR | 19.000 | 71.10 | - | HHH | KKK | - | WWW | 92.00% | - | Vphxq | Txeny | 80-85 | 85 | 2.50% | - | 39.98841 |
| X17 | WHZ | 21.334 | 3.72 | - | HHH | MMM | - | ZZ+ | 1.00% | - | Dqaai | - | 0-14 pa 0-18 ow aq J1 | 1-18 qq | 2.50% | - | 452.83377 |
Tranche Comments
A1: Registration: 144M Okhk;
D3: Registration: 144A Iipr;
S5: Registration: 144J Islr;
X17: Registration: 144U Fvlu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G3 | QWY | 60.400 | 5.33 | Lkk | - | PPP | YYY | - | 89.00% | - | Xkulx | - | 1-20 wg 1-24qp | 1-14ie | 2.50% | - | 321.83369 |
| O1 | XFH | 501.590 | 9.22 | Ezz | - | KKK | DDD | - | 73.00% | - | Saczv | - | 1-20 uo 1-24mw | 1-14ws | 2.50% | - | 203.23930 |
| A5 | TEZ | 36.300 | 97.57 | Rww | - | WWW | AAA | - | 72.00% | - | Thhzw | Tygmu | 120-125 | 120 | 2.50% | - | 698.97859 |
| V17 | NFQ | 84.970 | 2.27 | Oxx | - | BBB | OOO | - | 7.00% | - | Zlffn | - | 2-16 pj 2-22lm | 2-10ta | 2.50% | - | 514.17014 |
Tranche Comments
O1: Registration: 144Z Rcdm;
G3: Registration: 144F Gotb;
A5: Registration: 144T Wpgv;
V17: Registration: 144Q Xpww;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y17 | VIZ | 34.255 | 8.46 | Ja1 | - | MMM | - | - | 5.00% | - | Hkmns | - | 2-18 gi 2-24sx | - | 3.00% | - | 937.48763 |
| T1 | BVR | 235.150 | 5.37 | Xkk | - | OOO | - | - | 68.00% | - | Yotyc | - | 1-30 ip 2-04qd | - | 3.00% | - | 549.79030 |
Tranche Comments
T1: Registration: 144Q Tpbf;
Y17: Registration: 144N Xeny;