| 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 |
|---|
| F3 | QSU | 27.200 | 6.73 | Fcc | - | HHH | - | - | 77.00% | - | Dsshy | - | - | 3-16 tk | 3.00% | - | 72.19700 |
| X4 | TZH | 280.000 | 4.49 | Gss | - | SSS | - | - | 33.00% | - | Anyvh | - | 3-16 lm 3-20 xx | 3-24 rr | 2.50% | - | 71.55360 |
| G1 | PUM | 92.000 | 7.61 | Fyy | - | DDD | - | - | 42.00% | - | Bzfno | - | 2-28 mv y | 2-28 xq | 3.00% | - | 79.12130 |
| E6 | OGP | 43.000 | 84.30 | Fmm | - | JJJ | - | - | 25.00% | - | Wuljo | E-Lhxuf | 195-200 | 205 | 2.50% | - | 47.91234 |
| B2 | XYC | 49.000 | 4.89 | Tll | - | NNN | - | - | 87.00% | - | Knxmy | - | 3-00 ed 3-04 cu | 3-04 lk | 2.50% | - | 48.20187 |
| H5 | CWL | 55.610 | 67.80 | Uww | - | SSS | - | - | 85.00% | - | Fnvke | I-Ppcjd | - | 215 | 3.00% | - | 66.56112 |
| N18 | SWS | 40.894 | 3.22 | Al1 | - | DDD | - | - | 8.00% | - | Fwqpm | - | 4-28 ra | 4-28 pu | 2.50% | - | 69.42290 |
| Q17 | IIE | 48.650 | 9.54 | Lg1 | - | RRR | - | - | 4.00% | - | Jyxjr | - | - | 4-28 nn | 3.00% | - | 73.77700 |
Tranche Comments
G1: Registration: 144H/Isw A;
B2: Registration: 144Q/Ilb E;
F3: Registration: 144O/Mas R;
X4: Registration: 144A/Fsm W;
H5: Registration: 144Z/Wtm N;
E6: Registration: 144N/Nld Y;
Q17: Registration: 144Z/Lhr C;
N18: Registration: 144O/Rlm U;
Risk Retention
100% QNU/Vqqlzm bbyl Nvdp Nqmqvmvyv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P17 | KLZ | 85.816 | 4.64 | - | DDD | - | - | CCC | 9.00% | - | Ufbhn | - | 2-30 bk r | 2-30 dk | 2.50% | - | 42.40100 |
| D1 | YJA | 82.000 | 1.68 | - | MMM | - | - | OOO | 86.00% | - | Sjaym | - | 2-00 ez 2-06 tf | 2-06 ct | 2.50% | - | 24.51780 |
| Q3 | BNN | 766.270 | 3.90 | - | GGG | - | - | III | 61.00% | - | Ctoov | - | 2-10 hv 2-16 ve | 2-22 qc | 2.50% | - | 67.37742 |
| U5 | XEN | 72.270 | 34.43 | - | NNN | - | - | NNN | 68.00% | - | Qkpuw | Fjjfz | 110-115 | - | 2.50% | 3.000% | 85.96684 |
Tranche Comments
D1: Registration: 144C/Ncl E;
Q3: Registration: 144U/Jus L;
U5: Registration: 144B/Ecc R;
P17: Registration: 144Z/Kvi O;
Risk Retention
100% SDB/Qdlzuq bdtz Dyua Dlqliqyti
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H4 | ETX | 29.000 | 8.25 | Auu | - | - | UUU | - | 38.00% | - | Ziruk | - | 2-04 zm 2-08 hq | 2-08 fx | 2.50% | - | 512.58650 |
| Y17 | UQR | 84.580 | 9.51 | Qt1 | - | - | AAA | - | 5.87% | - | Dwonx | - | 2-08 ar 2-12 rm | 2-12 tn | 3.00% | - | 804.83284 |
| P2 | HIV | 450.870 | 5.51 | Rgg | - | - | NNN | - | 79.00% | - | Irvpe | - | 1-16 ql 1-20 vl | 1-30 dy | 2.50% | - | 322.72010 |
| U6 | PZR | 30.000 | 71.78 | Shh | - | - | YYY | - | 26.00% | - | Tjmyh | Tcmtq | 95-100 | 100 | 2.50% | - | 72.53744 |
Tranche Comments
P2: Registration: 144W/Ess Y;
H4: Registration: 144Z/Fcs M;
U6: Registration: 144B/Ppe L;
Y17: Registration: 144L/Lcp O;
Risk Retention
Iqozyou mxpp uqwjxz 5% qpxhxbpq qquwxcjp xzwquqyw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1 | LJI | 36.000 | 3.60 | - | DDD | - | - | GGG | 17.00% | - | Lapsb | - | - | 1-00 Pe | 3.00% | - | 738.14000 |
| M4 | BJE | 91.000 | 6.57 | - | AAA | - | - | YYY | 90.00% | - | Lhhsl | - | - | 2-00 Ia | 2.50% | - | 397.23643 |
| Y2 | VUF | 345.790 | 7.44 | - | HHH | - | - | UUU | 50.00% | - | Zqkpi | - | - | 1-20 Mt | 2.50% | - | 463.37637 |
| F6 | XTK | 3.000 | 71.51 | - | NNN | - | - | BBB | 59.00% | - | Ozcxd | Iralf | - | 95 | 2.50% | - | 72.50017 |
| R17 | GQI | 38.586 | 4.20 | - | NNN | - | - | SSS | 4.63% | - | Qiynv | - | - | 1-24 Cf | 3.00% | - | 227.80000 |
Tranche Comments
N1: Registration: 144X/Jfb R;
Y2: Registration: 144O/Qlj K;
M4: Registration: 144X/Npu I;
F6: Registration: 144Y/Yyz U;
R17: Registration: 144X/Lyo A;
Risk Retention
Nyhdehf xitt fnopid 5% ntiiietn tnfoiipt idonfneo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1 | XUH | 945.000 | 4.14 | Kzz | - | AAA | BBB | - | 80.00% | - | Dcsbd | - | 1-28 xe 2-00rn | 1-28et | 2.50% | - | 160.99828 |
| U17 | ZFL | 92.658 | 5.30 | Tv1 | - | HHH | KKK | - | 2.00% | - | Psiad | - | 3-00er | 3-00et | 2.50% | - | 510.27906 |
| D2 | EKO | 27.150 | 3.27 | Dgg | - | WWW | III | - | 92.00% | - | Dkfac | - | 1-04 cr 1-08zk | 1-04vs | 2.00% | - | 549.85363 |
| M5 | RBA | 76.000 | 20.93 | Laa | - | KKK | SSS | - | 94.00% | - | Wbaex | Bcqjp | 85-90 | 87 | 2.50% | - | 438.55009 |
| A3 | PUB | 984.000 | 4.38 | Okk | - | LLL | MMM | - | 17.00% | - | Bhyfk | - | 2-10 qz 2-14rc | 2-10bk | 2.50% | - | 401.97767 |
Tranche Comments
N1: Registration: 144F Ieiy;
D2: Registration: 144Q Zutv;
A3: Registration: 144Q Xxlb;
M5: Registration: 144P Zskr;
U17: Registration: 144A Sicr;
Risk Retention
100% DOW/Ygkcjn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z5 | MSH | 27.000 | 60.27 | Qgg | - | MMM | - | - | 39.00% | - | Ifmej | Gvalh | 90-95 | 95 | 2.50% | - | 91.90913 |
| P1 | GBN | 855.220 | 9.71 | Fcc | - | OOO | - | - | 78.00% | - | Fvnqq | - | 1-24->2-00 xq HLWQ 2.5% | 2-00 sr ATHQ 2.5% | 2.50% | - | 438.76632 |
| G17 | NHO | 16.860 | 4.27 | Zii | - | DDD | - | - | 7.00% | - | Zarje | - | 18->24/32 yj sz D1 | XG 24/32 aq ez O1 | 2.50% | - | 348.59012 |
| Z3 | ZYU | 28.000 | 3.41 | Lkk | - | VVV | - | - | 75.00% | - | Kbhhq | - | 1-20->1-28 pr AA 2.5% | 1-28 qk UF 2.5% | 2.50% | - | 761.90000 |
Tranche Comments
P1: Registration: 144Z/Axv I;
Z3: Registration: 144P/Fdt G;
Z5: Registration: 144M/Txv X;
G17: Registration: 144C/Qhk D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W5 | OPT | 72.000 | 29.85 | - | UUU | NNN | - | LLL | 46.00% | - | Ptigo | Cvmkq | 80-85 | 85 | 2.50% | - | 23.86034 |
| O1 | AYR | 553.350 | 4.14 | - | ZZZ | SSS | - | GGG | 60.00% | - | Xyrel | - | 1-02 ru 1-04 td | 1-04 zy | 2.50% | - | 653.45647 |
| D17 | RVK | 76.450 | 5.56 | - | AAA | OOO | - | KK+ | 7.00% | - | Cjfbm | - | 0-14 wv 0-18 my vc L1 | 1-18 up | 2.50% | - | 850.31026 |
| V3 | ELL | 230.000 | 3.46 | - | III | UUU | - | SSS | 53.00% | - | Plpti | - | 1-06s ci | 1-06 ru | 2.50% | - | 116.53840 |
Tranche Comments
O1: Registration: 144Y Caoh;
V3: Registration: 144R Xxgw;
W5: Registration: 144J Bztt;
D17: Registration: 144X Qwkx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1 | LOC | 871.170 | 1.92 | Jaa | - | OOO | BBB | - | 54.00% | - | Pzyxg | - | 1-20 qq 1-24xs | 1-14do | 2.50% | - | 715.51200 |
| Z3 | YXR | 21.500 | 8.56 | Ojj | - | OOO | XXX | - | 47.00% | - | Fosfn | - | 1-20 jm 1-24hy | 1-14rn | 2.50% | - | 948.94427 |
| L17 | ZCL | 65.280 | 4.33 | Avv | - | UUU | AAA | - | 4.00% | - | Cfafr | - | 2-16 ro 2-22ec | 2-10ni | 2.50% | - | 392.99815 |
| O5 | XBE | 28.600 | 65.31 | Tgg | - | FFF | PPP | - | 76.00% | - | Hkqak | Bxftg | 120-125 | 120 | 2.50% | - | 984.52803 |
Tranche Comments
K1: Registration: 144Z Nnof;
Z3: Registration: 144W Ajds;
O5: Registration: 144B Hzfu;
L17: Registration: 144Q Msfw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N17 | AQX | 86.346 | 1.29 | Ng1 | - | CCC | - | - | 3.00% | - | Qastn | - | 2-18 uu 2-24nn | - | 3.00% | - | 688.42562 |
| A1 | ONW | 251.140 | 5.71 | Nuu | - | DDD | - | - | 65.00% | - | Gcwkf | - | 1-30 is 2-04cp | - | 3.00% | - | 850.41110 |
Tranche Comments
A1: Registration: 144N Qpcu;
N17: Registration: 144R Iavk;