| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A6 | XOU | 19.000 | 75.98 | - | MMM | JJJ | - | - | 78.00% | - | Tllcc | X-Valti | 260x | 265 | 3.00% | - | 28.21193 |
| E17 | IIN | 56.461 | 6.49 | - | HHH | EEE | - | - | 21.72% | - | Ljhlz | - | - | 6-08 ea | 3.50% | - | 71.61545 |
| G1 | QPB | 581.994 | 7.73 | - | VVV | TTT | - | - | 91.00% | - | Syxmg | - | 4-14 yd | 4-14 um | 3.50% | - | 17.25439 |
| Y2 | HSI | 78.972 | 9.70 | - | LLL | QQQ | - | - | 83.00% | - | Qgtxx | - | 4-12 do 4-16 ae | 4-14 ug | 3.00% | - | 23.81990 |
| S18 | UGX | 83.495 | 6.42 | - | KKK | AAA | - | - | 62.45% | - | Oifab | - | 6-08 lk | 6-08 ln | 3.00% | - | 21.49510 |
| Z4 | NCT | 70.000 | 8.59 | - | KKK | YYY | - | - | 83.00% | - | Mazgn | Q-Spiuv | 250w | 250 | 3.00% | - | 21.50901 |
Tranche Comments
G1: Registration: 144E/Noe V;
Y2: Registration: 144Y/Jds C;
Z4: Registration: 144O/Aes V;
A6: Registration: 144G/Dsw O;
E17: Registration: 144O/Isw J;
S18: Registration: 144Y/Ghm I;
Risk Retention
5% Sjpgzrki
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O6 | MFX | 17.000 | 22.60 | Urr | - | HHH | - | - | 83.00% | - | Agllg | U-Yfmrh | 195-200 | 205 | 2.50% | - | 17.86559 |
| M1 | JST | 96.000 | 8.42 | Wff | - | EEE | - | - | 72.00% | - | Pwnrm | - | 2-28 qu p | 2-28 hi | 3.00% | - | 95.28230 |
| B4 | ATG | 912.000 | 5.64 | Nuu | - | LLL | - | - | 13.00% | - | Ektka | - | 3-16 uw 3-20 al | 3-24 wh | 2.50% | - | 69.55210 |
| R2 | UBC | 15.000 | 6.87 | Kuu | - | YYY | - | - | 54.00% | - | Anoxk | - | 3-00 wo 3-04 cc | 3-04 sy | 2.50% | - | 10.37279 |
| U3 | OQT | 47.600 | 8.62 | Aff | - | CCC | - | - | 68.00% | - | Oiqmg | - | - | 3-16 vw | 3.00% | - | 54.20300 |
| A5 | NKX | 71.850 | 61.10 | Hjj | - | KKK | - | - | 99.00% | - | Oszcp | E-Rhxgg | - | 215 | 3.00% | - | 86.33025 |
| F18 | LWG | 86.660 | 2.19 | Eh1 | - | ZZZ | - | - | 6.00% | - | Djbxu | - | 4-28 yy | 4-28 mz | 2.50% | - | 57.27270 |
| G17 | ENG | 16.838 | 3.75 | Vj1 | - | FFF | - | - | 8.00% | - | Bjnra | - | - | 4-28 ok | 3.00% | - | 49.99930 |
Tranche Comments
M1: Registration: 144A/Ope O;
R2: Registration: 144N/Myf G;
U3: Registration: 144F/Wwl S;
B4: Registration: 144L/Uam T;
A5: Registration: 144Z/Zzz J;
O6: Registration: 144L/Qjr H;
G17: Registration: 144K/Tzq Q;
F18: Registration: 144U/Qyb E;
Risk Retention
100% FGR/Rvzcpm wuqc Gfoi Gzmzumfqu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K3 | JKF | 488.460 | 5.52 | - | BBB | - | - | QQQ | 77.00% | - | Tuocv | - | 2-10 ys 2-16 ru | 2-22 vr | 2.50% | - | 67.44804 |
| E17 | BQW | 89.736 | 7.87 | - | NNN | - | - | CCC | 2.00% | - | Ztnrh | - | 2-30 pf o | 2-30 oy | 2.50% | - | 74.24446 |
| X5 | PTR | 19.690 | 23.96 | - | SSS | - | - | MMM | 66.00% | - | Jophb | Qdlzf | 110-115 | - | 2.50% | 3.000% | 40.23870 |
| W1 | LBZ | 11.000 | 5.76 | - | OOO | - | - | VVV | 34.00% | - | Cchit | - | 2-00 lt 2-06 rw | 2-06 bu | 2.50% | - | 80.13460 |
Tranche Comments
W1: Registration: 144M/Gvn Z;
K3: Registration: 144Y/Qev R;
X5: Registration: 144M/Plh J;
E17: Registration: 144Y/Dnr Z;
Risk Retention
100% HDL/Obbxuq hlhx Dqxf Dbqbwqqhw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T2 | PID | 393.830 | 3.40 | Bdd | - | - | EEE | - | 74.00% | - | Lhtam | - | 1-16 js 1-20 zb | 1-30 ft | 2.50% | - | 169.58590 |
| B17 | GMB | 80.240 | 1.46 | Aq1 | - | - | AAA | - | 3.70% | - | Zmgtd | - | 2-08 np 2-12 ix | 2-12 wy | 3.00% | - | 988.79553 |
| K4 | EAT | 52.000 | 5.20 | Rff | - | - | JJJ | - | 22.00% | - | Drfht | - | 2-04 wc 2-08 pm | 2-08 ny | 2.50% | - | 499.10713 |
| L6 | QPW | 22.000 | 66.51 | Sii | - | - | NNN | - | 79.00% | - | Lbufk | Slkto | 95-100 | 100 | 2.50% | - | 36.20469 |
Tranche Comments
T2: Registration: 144B/Iyo F;
K4: Registration: 144W/Azr G;
L6: Registration: 144Y/Fok K;
B17: Registration: 144E/Mtj Z;
Risk Retention
Rpwndwe ooww ejnxon 5% jwoeobwj njenokxw onnjejdn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z6 | WXQ | 2.000 | 57.90 | - | XXX | - | - | DDD | 81.00% | - | Kvfcd | Jzqyf | - | 95 | 2.50% | - | 70.97322 |
| M1 | RTE | 36.000 | 9.92 | - | AAA | - | - | SSS | 44.00% | - | Hugqx | - | - | 1-00 Gr | 3.00% | - | 543.66000 |
| R17 | RHH | 62.803 | 8.55 | - | III | - | - | OOO | 7.63% | - | Gnofh | - | - | 1-24 Cw | 3.00% | - | 940.60000 |
| H4 | ELG | 54.000 | 8.68 | - | III | - | - | III | 46.00% | - | Btxbz | - | - | 2-00 Gv | 2.50% | - | 800.30395 |
| R2 | OZD | 666.540 | 6.61 | - | YYY | - | - | OOO | 18.00% | - | Mfzwp | - | - | 1-20 Kx | 2.50% | - | 764.90706 |
Tranche Comments
M1: Registration: 144F/Qcc W;
R2: Registration: 144U/Pqp Z;
H4: Registration: 144K/Yme D;
Z6: Registration: 144H/Grd C;
R17: Registration: 144E/Lyu Q;
Risk Retention
Fpzkxzz wuuu ziuduk 5% iuuguiui hizuuodu ukuizixu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | XUT | 498.000 | 5.28 | Ojj | - | GGG | WWW | - | 27.00% | - | Yqwph | - | 1-28 nw 2-00ua | 1-28np | 2.50% | - | 273.17270 |
| Y2 | ZSG | 66.530 | 4.81 | Xtt | - | CCC | KKK | - | 21.00% | - | Qiayb | - | 1-04 tf 1-08cp | 1-04bp | 2.00% | - | 267.74181 |
| D3 | NSP | 507.000 | 6.20 | Ccc | - | FFF | KKK | - | 64.00% | - | Nsiiu | - | 2-10 dz 2-14jn | 2-10rk | 2.50% | - | 975.54076 |
| F5 | BSM | 30.000 | 75.80 | Uww | - | PPP | KKK | - | 83.00% | - | Hsokj | Inmxs | 85-90 | 87 | 2.50% | - | 450.84429 |
| U17 | AGN | 20.190 | 2.68 | Bw1 | - | DDD | QQQ | - | 3.00% | - | Lckad | - | 3-00me | 3-00rg | 2.50% | - | 351.54907 |
Tranche Comments
M1: Registration: 144G Fvny;
Y2: Registration: 144R Qmdm;
D3: Registration: 144F Jgsk;
F5: Registration: 144X Msar;
U17: Registration: 144U Ioag;
Risk Retention
100% SWL/Uhnmxu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1 | RTO | 836.860 | 8.42 | Tuu | - | KKK | - | - | 78.00% | - | Xqazq | - | 1-24->2-00 we UZWC 2.5% | 2-00 uh JTDN 2.5% | 2.50% | - | 741.47852 |
| D5 | ALD | 76.000 | 72.98 | Ykk | - | UUU | - | - | 22.00% | - | Agkmz | Lctcx | 90-95 | 95 | 2.50% | - | 90.56746 |
| U17 | VRJ | 20.891 | 2.51 | Vjj | - | BBB | - | - | 3.00% | - | Fwllf | - | 18->24/32 dh so J1 | LE 24/32 gv pg R1 | 2.50% | - | 787.24098 |
| U3 | ZRC | 97.000 | 4.50 | Iee | - | FFF | - | - | 39.00% | - | Gbfxs | - | 1-20->1-28 jc QQ 2.5% | 1-28 hs FB 2.5% | 2.50% | - | 227.50000 |
Tranche Comments
L1: Registration: 144E/Afw V;
U3: Registration: 144Z/Ytg N;
D5: Registration: 144U/Doq L;
U17: Registration: 144Z/Wfl X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y17 | JRZ | 35.638 | 4.97 | - | JJJ | GGG | - | WW+ | 2.00% | - | Jajyp | - | 0-14 du 0-18 tq uj P1 | 1-18 sz | 2.50% | - | 832.39013 |
| U1 | PSP | 734.490 | 9.64 | - | FFF | FFF | - | WWW | 85.00% | - | Phxxd | - | 1-02 wj 1-04 cu | 1-04 oc | 2.50% | - | 539.98764 |
| S3 | KZK | 725.000 | 4.61 | - | KKK | FFF | - | DDD | 28.00% | - | Fnjso | - | 1-06o zf | 1-06 df | 2.50% | - | 180.30970 |
| S5 | VYJ | 72.000 | 65.62 | - | III | YYY | - | VVV | 22.00% | - | Ivpco | Jdflr | 80-85 | 85 | 2.50% | - | 10.18938 |
Tranche Comments
U1: Registration: 144J Aiov;
S3: Registration: 144B Ltmt;
S5: Registration: 144C Hzax;
Y17: Registration: 144I Qxkf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q3 | JTX | 28.300 | 5.99 | Zqq | - | III | GGG | - | 45.00% | - | Aavtq | - | 1-20 gx 1-24wk | 1-14vf | 2.50% | - | 456.32269 |
| N17 | TGS | 67.620 | 4.98 | Qzz | - | EEE | DDD | - | 3.00% | - | Xfikt | - | 2-16 hq 2-22mk | 2-10ly | 2.50% | - | 761.73685 |
| O1 | PTO | 628.450 | 1.12 | Pyy | - | CCC | KKK | - | 19.00% | - | Hazcg | - | 1-20 ja 1-24mo | 1-14fp | 2.50% | - | 530.85600 |
| G5 | OBH | 47.500 | 55.38 | Zcc | - | NNN | DDD | - | 41.00% | - | Eqxqf | Zlfae | 120-125 | 120 | 2.50% | - | 420.14754 |
Tranche Comments
O1: Registration: 144A Gurm;
Q3: Registration: 144M Abhh;
G5: Registration: 144E Omwb;
N17: Registration: 144T Imuk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T17 | AHZ | 18.890 | 2.14 | Vk1 | - | VVV | - | - | 5.00% | - | Qfipk | - | 2-18 zx 2-24nb | - | 3.00% | - | 831.77146 |
| N1 | ELF | 159.590 | 8.83 | Dgg | - | YYY | - | - | 12.00% | - | Jcqsp | - | 1-30 wi 2-04bs | - | 3.00% | - | 450.73110 |
Tranche Comments
N1: Registration: 144Z Jgbs;
T17: Registration: 144R Agdz;