| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D4 | NVY | 69.000 | 4.89 | - | TTT | LLL | - | - | 71.00% | - | Xsfcy | S-Ejcmj | 250l | 250 | 3.00% | - | 87.99028 |
| L1 | GZD | 863.395 | 1.98 | - | RRR | HHH | - | - | 12.00% | - | Mqijx | - | 4-14 xm | 4-14 xu | 3.50% | - | 44.59323 |
| Y6 | IVV | 28.000 | 96.80 | - | ZZZ | OOO | - | - | 68.00% | - | Viqsf | Y-Ypcdm | 260h | 265 | 3.00% | - | 23.12565 |
| B17 | KVK | 99.101 | 6.42 | - | BBB | KKK | - | - | 24.50% | - | Xivpg | - | - | 6-08 jl | 3.50% | - | 74.84598 |
| H2 | XCY | 42.473 | 4.11 | - | ZZZ | DDD | - | - | 38.00% | - | Thpnj | - | 4-12 ts 4-16 xx | 4-14 wa | 3.00% | - | 46.73880 |
| M18 | OAC | 98.897 | 3.56 | - | OOO | DDD | - | - | 56.22% | - | Ptvco | - | 6-08 ot | 6-08 qx | 3.00% | - | 51.62138 |
Tranche Comments
L1: Registration: 144G/Fhf W;
H2: Registration: 144G/Jtk Q;
D4: Registration: 144N/Eok U;
Y6: Registration: 144M/Ura N;
B17: Registration: 144L/Xos U;
M18: Registration: 144V/Ici R;
Risk Retention
5% Ognzqcsg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y5 | MCO | 77.140 | 67.10 | Zkk | - | LLL | - | - | 71.00% | - | Hsbsx | V-Wjrcz | - | 215 | 3.00% | - | 71.58073 |
| Y6 | VCW | 12.000 | 74.30 | Yff | - | UUU | - | - | 89.00% | - | Fkgyw | I-Wpzny | 195-200 | 205 | 2.50% | - | 81.27278 |
| P3 | NHW | 52.300 | 7.23 | Kee | - | PPP | - | - | 60.00% | - | Vuwjx | - | - | 3-16 og | 3.00% | - | 99.80300 |
| I1 | ARZ | 52.000 | 3.50 | Gdd | - | RRR | - | - | 78.00% | - | Vagux | - | 2-28 mx e | 2-28 cb | 3.00% | - | 87.62650 |
| X4 | ETV | 790.000 | 1.19 | Ekk | - | AAA | - | - | 58.00% | - | Hhovr | - | 3-16 tq 3-20 tl | 3-24 yp | 2.50% | - | 17.39890 |
| X18 | EEA | 21.222 | 2.69 | Gn1 | - | EEE | - | - | 9.00% | - | Uhfyh | - | 4-28 fl | 4-28 ds | 2.50% | - | 10.49190 |
| Q2 | XAB | 12.000 | 3.14 | Qee | - | JJJ | - | - | 96.00% | - | Aoxwl | - | 3-00 ld 3-04 pr | 3-04 za | 2.50% | - | 78.25637 |
| W17 | YMN | 28.833 | 6.63 | Ig1 | - | NNN | - | - | 8.00% | - | Wzfmf | - | - | 4-28 is | 3.00% | - | 55.18980 |
Tranche Comments
I1: Registration: 144T/Cht L;
Q2: Registration: 144W/Hvi H;
P3: Registration: 144Z/Nyd G;
X4: Registration: 144G/Pbl E;
Y5: Registration: 144T/Laq X;
Y6: Registration: 144W/Yhm P;
W17: Registration: 144P/Ypt Y;
X18: Registration: 144Y/Ttv L;
Risk Retention
100% YUK/Uhmydd gcqy Umxa Umdmrdmqr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E3 | KAR | 827.950 | 3.21 | - | KKK | - | - | EEE | 22.00% | - | Ftkli | - | 2-10 ce 2-16 oa | 2-22 nn | 2.50% | - | 98.17119 |
| M17 | BTJ | 24.704 | 7.40 | - | AAA | - | - | LLL | 5.00% | - | Flncq | - | 2-30 ug p | 2-30 yz | 2.50% | - | 12.47728 |
| W1 | JPC | 75.000 | 4.42 | - | GGG | - | - | LLL | 84.00% | - | Wmhne | - | 2-00 mw 2-06 rp | 2-06 hl | 2.50% | - | 84.10510 |
| U5 | RMR | 72.500 | 82.83 | - | QQQ | - | - | OOO | 60.00% | - | Elyyr | Woaos | 110-115 | - | 2.50% | 3.000% | 43.36969 |
Tranche Comments
W1: Registration: 144C/Car E;
E3: Registration: 144K/Xbg X;
U5: Registration: 144L/Dva D;
M17: Registration: 144Y/Nvf P;
Risk Retention
100% IPH/Wljfdc yayf Pcgm Pjcjfccyf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W2 | TXB | 628.280 | 9.11 | Lpp | - | - | VVV | - | 28.00% | - | Kukgk | - | 1-16 hg 1-20 vf | 1-30 ut | 2.50% | - | 319.50370 |
| C4 | EUG | 36.000 | 3.94 | Oww | - | - | MMM | - | 71.00% | - | Hokyn | - | 2-04 sd 2-08 gi | 2-08 hp | 2.50% | - | 976.17647 |
| L6 | HWC | 57.000 | 62.38 | Jss | - | - | III | - | 50.00% | - | Ioivh | Qjqmu | 95-100 | 100 | 2.50% | - | 53.45580 |
| V17 | RIC | 51.810 | 2.73 | Gs1 | - | - | EEE | - | 7.88% | - | Zlngv | - | 2-08 zn 2-12 rj | 2-12 hn | 3.00% | - | 787.51584 |
Tranche Comments
W2: Registration: 144H/Rpb F;
C4: Registration: 144P/Uwh G;
L6: Registration: 144U/Bmt E;
V17: Registration: 144P/Xxn X;
Risk Retention
Ufophot rwpp tpkjwp 5% ppwrwtpp vptkwajp wpkptphk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X4 | CYQ | 57.000 | 3.19 | - | PPP | - | - | DDD | 81.00% | - | Sakfl | - | - | 2-00 Vi | 2.50% | - | 810.57975 |
| Y1 | JFG | 12.000 | 1.35 | - | WWW | - | - | LLL | 39.00% | - | Cftiw | - | - | 1-00 Dw | 3.00% | - | 803.20000 |
| X2 | JJC | 428.710 | 3.75 | - | UUU | - | - | PPP | 61.00% | - | Zvsnk | - | - | 1-20 Bv | 2.50% | - | 383.97709 |
| U6 | EKD | 5.000 | 42.30 | - | UUU | - | - | MMM | 14.00% | - | Jvomq | Ekgys | - | 95 | 2.50% | - | 24.95067 |
| E17 | RLZ | 63.656 | 9.43 | - | XXX | - | - | NNN | 3.95% | - | Chzrm | - | - | 1-24 Lj | 3.00% | - | 189.30000 |
Tranche Comments
Y1: Registration: 144B/Aec Y;
X2: Registration: 144H/Jlb E;
X4: Registration: 144Q/Ilj N;
U6: Registration: 144V/Qfg X;
E17: Registration: 144B/Dsp N;
Risk Retention
Yhmyomj ykii jsrgky 5% sikxknis nsjrkggi kyrsjsor
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P2 | XYZ | 51.120 | 8.45 | Suu | - | LLL | YYY | - | 66.00% | - | Tznjp | - | 1-04 to 1-08fq | 1-04ct | 2.00% | - | 274.80390 |
| S17 | OCB | 18.692 | 5.18 | Ng1 | - | KKK | EEE | - | 1.00% | - | Yusnl | - | 3-00ft | 3-00qg | 2.50% | - | 503.29431 |
| N1 | LYY | 606.000 | 2.91 | Gxx | - | JJJ | III | - | 27.00% | - | Rabro | - | 1-28 dq 2-00sn | 1-28oi | 2.50% | - | 646.89378 |
| U3 | TIA | 347.000 | 8.15 | Ehh | - | MMM | FFF | - | 23.00% | - | Wmiku | - | 2-10 js 2-14gk | 2-10sg | 2.50% | - | 988.80397 |
| E5 | HJH | 15.000 | 18.27 | Dss | - | UUU | MMM | - | 59.00% | - | Xpbty | Erzwj | 85-90 | 87 | 2.50% | - | 596.57903 |
Tranche Comments
N1: Registration: 144F Xrsl;
P2: Registration: 144F Kzsq;
U3: Registration: 144J Itkg;
E5: Registration: 144E Enjt;
S17: Registration: 144E Pzgz;
Risk Retention
100% AAX/Nckwub
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R3 | PHH | 34.000 | 3.40 | Pkk | - | NNN | - | - | 72.00% | - | Tgcid | - | 1-20->1-28 md UU 2.5% | 1-28 oj PL 2.5% | 2.50% | - | 359.80000 |
| X1 | JFK | 442.810 | 5.73 | Rcc | - | RRR | - | - | 25.00% | - | Lcruo | - | 1-24->2-00 ty OTAB 2.5% | 2-00 ge UMDX 2.5% | 2.50% | - | 910.47695 |
| Y5 | GVL | 73.000 | 11.50 | Wss | - | TTT | - | - | 83.00% | - | Kkizl | Uodxz | 90-95 | 95 | 2.50% | - | 28.30241 |
| V17 | YQS | 57.486 | 9.46 | Ktt | - | AAA | - | - | 3.00% | - | Pnalo | - | 18->24/32 zh qt P1 | IQ 24/32 yg vt R1 | 2.50% | - | 487.49022 |
Tranche Comments
X1: Registration: 144G/Qer Z;
R3: Registration: 144P/Cti Q;
Y5: Registration: 144A/Eqr P;
V17: Registration: 144E/Ttg D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H3 | TUT | 722.000 | 3.99 | - | AAA | LLL | - | GGG | 48.00% | - | Oyuyq | - | 1-06l su | 1-06 iq | 2.50% | - | 664.83250 |
| J5 | CFH | 50.000 | 91.75 | - | MMM | GGG | - | PPP | 53.00% | - | Hkjtq | Rkyaa | 80-85 | 85 | 2.50% | - | 31.11862 |
| X17 | OQV | 61.599 | 8.95 | - | TTT | XXX | - | NN+ | 5.00% | - | Npwrs | - | 0-14 ny 0-18 wx yz L1 | 1-18 eh | 2.50% | - | 100.65547 |
| V1 | AFW | 832.380 | 3.44 | - | CCC | YYY | - | QQQ | 12.00% | - | Nrfci | - | 1-02 ua 1-04 dg | 1-04 ou | 2.50% | - | 678.81207 |
Tranche Comments
V1: Registration: 144V Dcky;
H3: Registration: 144T Suas;
J5: Registration: 144J Lbwg;
X17: Registration: 144R Dvjx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1 | FOQ | 564.710 | 1.32 | Xoo | - | AAA | BBB | - | 37.00% | - | Ejtwm | - | 1-20 fz 1-24vx | 1-14wy | 2.50% | - | 834.74580 |
| B3 | HKE | 58.200 | 5.82 | Wuu | - | PPP | XXX | - | 26.00% | - | Zgwwq | - | 1-20 fr 1-24ry | 1-14nu | 2.50% | - | 400.99908 |
| N5 | AHB | 18.700 | 29.35 | Zee | - | KKK | MMM | - | 66.00% | - | Tfrzz | Voqvc | 120-125 | 120 | 2.50% | - | 638.29316 |
| G17 | CCW | 46.700 | 7.45 | Eww | - | FFF | CCC | - | 9.00% | - | Osnok | - | 2-16 tg 2-22yf | 2-10rm | 2.50% | - | 303.67216 |
Tranche Comments
U1: Registration: 144Q Wktt;
B3: Registration: 144B Sawv;
N5: Registration: 144K Afcy;
G17: Registration: 144T Thvu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K17 | UMF | 13.220 | 4.37 | Br1 | - | XXX | - | - | 5.00% | - | Nufru | - | 2-18 tn 2-24bl | - | 3.00% | - | 184.29872 |
| E1 | OCW | 430.350 | 3.69 | Gqq | - | MMM | - | - | 12.00% | - | Myaas | - | 1-30 gs 2-04re | - | 3.00% | - | 271.77090 |
Tranche Comments
E1: Registration: 144K Snfm;
K17: Registration: 144F Ngur;