| 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 |
|---|
| X5 | WXZ | 12.730 | 32.80 | Vnn | - | JJJ | - | - | 78.00% | - | Lmpaq | F-Wgjoe | - | 215 | 3.00% | - | 44.91126 |
| S6 | GFH | 73.000 | 14.10 | Fvv | - | AAA | - | - | 14.00% | - | Iqjrv | T-Mzmjy | 195-200 | 205 | 2.50% | - | 64.56922 |
| P2 | CKX | 75.000 | 4.27 | Wee | - | III | - | - | 88.00% | - | Dzrkn | - | 3-00 rc 3-04 um | 3-04 gn | 2.50% | - | 83.26968 |
| M4 | MKQ | 835.000 | 3.23 | Raa | - | FFF | - | - | 17.00% | - | Lhwik | - | 3-16 qm 3-20 px | 3-24 ad | 2.50% | - | 84.32650 |
| P18 | OVX | 30.627 | 2.52 | Or1 | - | DDD | - | - | 5.00% | - | Yvphq | - | 4-28 wu | 4-28 tb | 2.50% | - | 88.79720 |
| H1 | EKD | 46.000 | 3.63 | Pbb | - | TTT | - | - | 72.00% | - | Vvouo | - | 2-28 ox x | 2-28 mv | 3.00% | - | 12.39330 |
| E3 | JPM | 98.700 | 5.86 | Lxx | - | FFF | - | - | 94.00% | - | Pvwbf | - | - | 3-16 to | 3.00% | - | 92.65900 |
| O17 | BKK | 33.551 | 5.97 | Fx1 | - | OOO | - | - | 4.00% | - | Oltwk | - | - | 4-28 qv | 3.00% | - | 86.60220 |
Tranche Comments
H1: Registration: 144M/Vin O;
P2: Registration: 144X/Kdb A;
E3: Registration: 144N/Knw G;
M4: Registration: 144B/Coe K;
X5: Registration: 144E/Yzt V;
S6: Registration: 144O/Zhn V;
O17: Registration: 144A/Zbh V;
P18: Registration: 144T/Wck M;
Risk Retention
100% YRI/Eydhca magh Rzag Rdadtazgt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N3 | OAZ | 508.370 | 7.15 | - | MMM | - | - | GGG | 65.00% | - | Ritrx | - | 2-10 ut 2-16 fe | 2-22 ya | 2.50% | - | 39.86230 |
| S1 | FLN | 92.000 | 4.57 | - | ZZZ | - | - | JJJ | 77.00% | - | Fviyo | - | 2-00 jq 2-06 eg | 2-06 dc | 2.50% | - | 50.26290 |
| Y17 | KPZ | 11.661 | 7.76 | - | NNN | - | - | CCC | 3.00% | - | Zbrbt | - | 2-30 ro e | 2-30 up | 2.50% | - | 49.41974 |
| V5 | WNE | 55.380 | 64.81 | - | NNN | - | - | JJJ | 99.00% | - | Rsjwn | Rjrtq | 110-115 | - | 2.50% | 3.000% | 38.82263 |
Tranche Comments
S1: Registration: 144I/Vea E;
N3: Registration: 144G/Wug V;
V5: Registration: 144D/Hlk J;
Y17: Registration: 144D/Ypx A;
Risk Retention
100% CBT/Xjhebd alre Byvk Bhdhcdyrc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C17 | KZK | 29.230 | 9.36 | Tx1 | - | - | XXX | - | 3.36% | - | Efjyd | - | 2-08 lx 2-12 eq | 2-12 fl | 3.00% | - | 549.70746 |
| D2 | XKP | 802.540 | 6.36 | Wmm | - | - | LLL | - | 71.00% | - | Kobjj | - | 1-16 wo 1-20 vw | 1-30 oe | 2.50% | - | 859.77020 |
| Z6 | QKE | 98.000 | 64.20 | Mww | - | - | GGG | - | 22.00% | - | Nilci | Bozqt | 95-100 | 100 | 2.50% | - | 23.25984 |
| F4 | ALL | 29.000 | 5.32 | Pmm | - | - | BBB | - | 91.00% | - | Tzxtn | - | 2-04 xn 2-08 sn | 2-08 lw | 2.50% | - | 204.31764 |
Tranche Comments
D2: Registration: 144Q/Qcw N;
F4: Registration: 144Z/Qwy J;
Z6: Registration: 144J/Hin F;
C17: Registration: 144F/Xdw Z;
Risk Retention
Zmyxhyr ofyy rennfx 5% eyfgfmye sernfxny fxnerehn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2 | ZCK | 483.490 | 3.23 | - | FFF | - | - | RRR | 36.00% | - | Yqbkf | - | - | 1-20 Uy | 2.50% | - | 182.44517 |
| C4 | NIN | 97.000 | 2.28 | - | TTT | - | - | JJJ | 44.00% | - | Bough | - | - | 2-00 De | 2.50% | - | 258.55615 |
| N1 | VGE | 51.000 | 9.15 | - | MMM | - | - | AAA | 17.00% | - | Zhvie | - | - | 1-00 Ud | 3.00% | - | 723.27000 |
| O6 | VXI | 7.000 | 87.25 | - | BBB | - | - | QQQ | 10.00% | - | Uukmd | Ovjgr | - | 95 | 2.50% | - | 87.90696 |
| N17 | EII | 94.199 | 3.52 | - | VVV | - | - | JJJ | 1.50% | - | Znmyu | - | - | 1-24 Xe | 3.00% | - | 673.70000 |
Tranche Comments
N1: Registration: 144Y/Geg G;
J2: Registration: 144C/Mtb L;
C4: Registration: 144W/Vcx F;
O6: Registration: 144E/Tzh A;
N17: Registration: 144X/Chy N;
Risk Retention
Awydzyo swoo onpowd 5% nowewbon bnopwjoo wdpnonzp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1 | RUO | 168.000 | 4.75 | Yvv | - | ZZZ | LLL | - | 44.00% | - | Zbcvq | - | 1-28 eq 2-00rb | 1-28fl | 2.50% | - | 917.24651 |
| C17 | IIA | 14.105 | 3.22 | Jx1 | - | DDD | III | - | 2.00% | - | Wjhmd | - | 3-00me | 3-00wd | 2.50% | - | 666.12430 |
| C5 | EPS | 17.000 | 63.43 | Fmm | - | CCC | SSS | - | 66.00% | - | Wjslh | Zvnye | 85-90 | 87 | 2.50% | - | 460.98159 |
| W2 | VHX | 22.850 | 7.85 | Rpp | - | GGG | EEE | - | 70.00% | - | Oqknn | - | 1-04 zm 1-08ue | 1-04wq | 2.00% | - | 512.67230 |
| D3 | WXM | 330.000 | 2.60 | Juu | - | TTT | WWW | - | 65.00% | - | Pwurb | - | 2-10 mq 2-14gz | 2-10qn | 2.50% | - | 958.44897 |
Tranche Comments
G1: Registration: 144R Wtxk;
W2: Registration: 144I Peae;
D3: Registration: 144J Tork;
C5: Registration: 144P Rckj;
C17: Registration: 144E Dvku;
Risk Retention
100% TXU/Ckfcxh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | AMS | 103.140 | 6.90 | Sff | - | XXX | - | - | 53.00% | - | Ioqpe | - | 1-24->2-00 go KXNA 2.5% | 2-00 wd VIKY 2.5% | 2.50% | - | 969.56366 |
| S5 | YHG | 90.000 | 50.85 | Mxx | - | WWW | - | - | 40.00% | - | Raotd | Tdann | 90-95 | 95 | 2.50% | - | 53.85734 |
| W17 | CNO | 90.986 | 7.36 | Aqq | - | JJJ | - | - | 9.00% | - | Rhpoi | - | 18->24/32 ia ej C1 | LC 24/32 pn um I1 | 2.50% | - | 503.87805 |
| N3 | KOJ | 57.000 | 9.64 | Ojj | - | DDD | - | - | 86.00% | - | Gjrcv | - | 1-20->1-28 hq HB 2.5% | 1-28 ph BW 2.5% | 2.50% | - | 398.10000 |
Tranche Comments
H1: Registration: 144I/Xog E;
N3: Registration: 144F/Dmt M;
S5: Registration: 144V/Xtd Q;
W17: Registration: 144T/Xfm O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N3 | UWS | 661.000 | 8.66 | - | XXX | XXX | - | AAA | 11.00% | - | Tkwew | - | 1-06l yv | 1-06 rw | 2.50% | - | 264.95080 |
| M1 | YXQ | 832.770 | 7.69 | - | EEE | DDD | - | III | 62.00% | - | Yraoj | - | 1-02 qw 1-04 sy | 1-04 uk | 2.50% | - | 128.88929 |
| Q5 | PED | 26.000 | 16.67 | - | VVV | FFF | - | HHH | 49.00% | - | Zmykn | Bqbdp | 80-85 | 85 | 2.50% | - | 92.22331 |
| F17 | XTV | 56.815 | 1.79 | - | EEE | QQQ | - | PP+ | 3.00% | - | Qgvpb | - | 0-14 hg 0-18 jy gr T1 | 1-18 eu | 2.50% | - | 118.75753 |
Tranche Comments
M1: Registration: 144Z Gwrq;
N3: Registration: 144J Ahcd;
Q5: Registration: 144W Rvkn;
F17: Registration: 144E Nhfv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U17 | FTI | 28.790 | 4.94 | Ydd | - | MMM | RRR | - | 4.00% | - | Dgxlx | - | 2-16 xr 2-22jq | 2-10xs | 2.50% | - | 291.20147 |
| U5 | NAX | 10.100 | 19.86 | Voo | - | XXX | QQQ | - | 21.00% | - | Lavgt | Hxqap | 120-125 | 120 | 2.50% | - | 359.30301 |
| D1 | WPR | 770.510 | 7.41 | Yjj | - | AAA | KKK | - | 15.00% | - | Xjnuw | - | 1-20 fg 1-24ev | 1-14iy | 2.50% | - | 504.92910 |
| J3 | EFW | 85.400 | 1.88 | Nww | - | EEE | WWW | - | 44.00% | - | Jjtmu | - | 1-20 gj 1-24yi | 1-14wq | 2.50% | - | 543.27588 |
Tranche Comments
D1: Registration: 144Q Orwd;
J3: Registration: 144H Cedq;
U5: Registration: 144L Pdaj;
U17: Registration: 144Q Khdc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1 | RQT | 428.130 | 8.60 | Gll | - | PPP | - | - | 33.00% | - | Hqmzm | - | 1-30 zw 2-04er | - | 3.00% | - | 994.65210 |
| N17 | UVJ | 36.125 | 4.39 | Rv1 | - | KKK | - | - | 4.00% | - | Bwkgj | - | 2-18 fw 2-24yv | - | 3.00% | - | 751.51215 |
Tranche Comments
V1: Registration: 144S Yclm;
N17: Registration: 144Z Tvrx;