| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U2 | UEH | 28.255 | 6.90 | - | MMM | YYY | - | - | 77.00% | - | Ckukj | - | 4-12 ic 4-16 ic | 4-14 zu | 3.00% | - | 39.88610 |
| P4 | WEL | 23.000 | 5.48 | - | WWW | XXX | - | - | 66.00% | - | Diunm | B-Jpgmr | 250c | 250 | 3.00% | - | 33.24817 |
| J6 | WRY | 51.000 | 87.29 | - | KKK | HHH | - | - | 55.00% | - | Xijue | T-Qxbwn | 260w | 265 | 3.00% | - | 53.61093 |
| P1 | FER | 332.439 | 4.37 | - | XXX | KKK | - | - | 62.00% | - | Yczod | - | 4-14 tj | 4-14 ex | 3.50% | - | 53.19687 |
| T17 | MGB | 80.164 | 6.24 | - | DDD | DDD | - | - | 52.23% | - | Wtfus | - | - | 6-08 nt | 3.50% | - | 33.91088 |
| Z18 | XWF | 27.616 | 1.90 | - | OOO | ZZZ | - | - | 14.82% | - | Vakbp | - | 6-08 yn | 6-08 xs | 3.00% | - | 97.37634 |
Tranche Comments
P1: Registration: 144N/Oic Z;
U2: Registration: 144H/Hrp D;
P4: Registration: 144W/Ikz F;
J6: Registration: 144M/Yai F;
T17: Registration: 144E/Hlq D;
Z18: Registration: 144W/Iaw S;
Risk Retention
5% Lpfprjhz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | CCE | 50.000 | 3.55 | Iaa | - | UUU | - | - | 40.00% | - | Pmakb | - | 2-28 db x | 2-28 ct | 3.00% | - | 55.31500 |
| S17 | QKZ | 92.642 | 4.80 | Qy1 | - | GGG | - | - | 9.00% | - | Cgqvz | - | - | 4-28 ea | 3.00% | - | 66.43900 |
| F18 | LXB | 36.693 | 5.60 | Bm1 | - | SSS | - | - | 2.00% | - | Fjjwn | - | 4-28 tn | 4-28 dd | 2.50% | - | 39.33580 |
| Y2 | YIT | 83.000 | 5.85 | Xll | - | EEE | - | - | 22.00% | - | Ziuop | - | 3-00 fn 3-04 xu | 3-04 ix | 2.50% | - | 54.86950 |
| O4 | PYG | 517.000 | 6.23 | Byy | - | RRR | - | - | 93.00% | - | Eftiu | - | 3-16 ql 3-20 id | 3-24 az | 2.50% | - | 70.53220 |
| U3 | KJM | 76.800 | 1.95 | Vuu | - | FFF | - | - | 62.00% | - | Ivcxe | - | - | 3-16 ib | 3.00% | - | 12.48700 |
| E6 | VCL | 68.000 | 36.70 | Vww | - | MMM | - | - | 78.00% | - | Oyysm | R-Ytxfc | 195-200 | 205 | 2.50% | - | 80.30314 |
| B5 | HNP | 60.740 | 35.60 | Yss | - | CCC | - | - | 62.00% | - | Tpyeq | U-Pyxkl | - | 215 | 3.00% | - | 75.61270 |
Tranche Comments
M1: Registration: 144E/Osv N;
Y2: Registration: 144F/Mle Z;
U3: Registration: 144W/Aww G;
O4: Registration: 144Z/Qtw D;
B5: Registration: 144V/Tzq I;
E6: Registration: 144B/Hjn U;
S17: Registration: 144D/Ecl N;
F18: Registration: 144X/Ztc U;
Risk Retention
100% QZO/Hbpcwe mxrc Zypt Zpepaeyra
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H5 | TTX | 25.550 | 96.58 | - | JJJ | - | - | RRR | 23.00% | - | Rvjwc | Lfqcj | 110-115 | - | 2.50% | 3.000% | 53.22135 |
| U17 | HEU | 60.130 | 5.96 | - | CCC | - | - | JJJ | 3.00% | - | Ofbeo | - | 2-30 ij t | 2-30 mo | 2.50% | - | 32.60451 |
| T1 | TJN | 36.000 | 2.14 | - | NNN | - | - | GGG | 58.00% | - | Kbjvv | - | 2-00 ni 2-06 gi | 2-06 oz | 2.50% | - | 44.34500 |
| Z3 | KWI | 332.200 | 4.38 | - | JJJ | - | - | JJJ | 55.00% | - | Vlkur | - | 2-10 dm 2-16 xv | 2-22 pu | 2.50% | - | 69.60903 |
Tranche Comments
T1: Registration: 144D/Mqi P;
Z3: Registration: 144A/Xus E;
H5: Registration: 144P/Imt F;
U17: Registration: 144F/Hqj T;
Risk Retention
100% PQZ/Fjldxd zuxd Qmel Qldlhdmxh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N2 | XJE | 407.740 | 2.48 | Rkk | - | - | YYY | - | 67.00% | - | Flynm | - | 1-16 mj 1-20 tn | 1-30 jr | 2.50% | - | 170.11620 |
| C4 | TUX | 31.000 | 2.26 | Off | - | - | YYY | - | 26.00% | - | Pvkhi | - | 2-04 dd 2-08 is | 2-08 sr | 2.50% | - | 492.29268 |
| H6 | AKT | 78.000 | 76.87 | Egg | - | - | XXX | - | 95.00% | - | Pwrgt | Twazb | 95-100 | 100 | 2.50% | - | 87.81089 |
| Z17 | QWZ | 95.590 | 9.31 | Ws1 | - | - | ZZZ | - | 3.64% | - | Vspir | - | 2-08 xc 2-12 he | 2-12 ik | 3.00% | - | 624.24000 |
Tranche Comments
N2: Registration: 144L/Xiw L;
C4: Registration: 144Q/Kyt V;
H6: Registration: 144F/Goa L;
Z17: Registration: 144A/Yox K;
Risk Retention
Byuzlut ztpp tjxttz 5% jptltjpj qjtxtdtp tzxjtjlx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F17 | WFC | 15.732 | 2.74 | - | PPP | - | - | LLL | 2.26% | - | Cvrzh | - | - | 1-24 Hh | 3.00% | - | 608.90000 |
| X1 | LNR | 13.000 | 5.60 | - | CCC | - | - | ZZZ | 65.00% | - | Kqoks | - | - | 1-00 Zy | 3.00% | - | 462.92000 |
| F6 | TRL | 2.000 | 67.12 | - | EEE | - | - | XXX | 54.00% | - | Uzijj | Gmocg | - | 95 | 2.50% | - | 34.71692 |
| F2 | VKR | 724.640 | 2.56 | - | III | - | - | BBB | 52.00% | - | Ujrlz | - | - | 1-20 Tr | 2.50% | - | 797.23899 |
| V4 | EOS | 23.000 | 8.31 | - | KKK | - | - | RRR | 60.00% | - | Ibrer | - | - | 2-00 Lc | 2.50% | - | 277.32219 |
Tranche Comments
X1: Registration: 144Z/Arg H;
F2: Registration: 144G/Rem H;
V4: Registration: 144G/Cnu C;
F6: Registration: 144B/Uoi V;
F17: Registration: 144B/Qbt P;
Risk Retention
Mjkzwkk nwnn kmyvwz 5% mnwdwznm gmkywvvn wzymkmwy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U2 | HRD | 40.460 | 8.14 | Nkk | - | ZZZ | MMM | - | 68.00% | - | Uojwd | - | 1-04 sa 1-08cp | 1-04wi | 2.00% | - | 935.96831 |
| L17 | QKJ | 21.194 | 4.55 | Gk1 | - | OOO | HHH | - | 5.00% | - | Amgvt | - | 3-00rp | 3-00qi | 2.50% | - | 941.92755 |
| I1 | WNY | 782.000 | 2.51 | Dpp | - | EEE | UUU | - | 71.00% | - | Fsuca | - | 1-28 wn 2-00fg | 1-28op | 2.50% | - | 937.86519 |
| W3 | MSW | 666.000 | 8.40 | Jmm | - | OOO | DDD | - | 22.00% | - | Nnxom | - | 2-10 ue 2-14qb | 2-10uq | 2.50% | - | 988.30885 |
| X5 | RTQ | 47.000 | 95.26 | Zqq | - | VVV | DDD | - | 45.00% | - | Oytvr | Nnhlx | 85-90 | 87 | 2.50% | - | 835.78874 |
Tranche Comments
I1: Registration: 144W Evof;
U2: Registration: 144P Mtmv;
W3: Registration: 144R Wxkj;
X5: Registration: 144L Aint;
L17: Registration: 144H Cqpm;
Risk Retention
100% LOF/Wcrhvg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S5 | HEE | 44.000 | 82.12 | Nll | - | PPP | - | - | 75.00% | - | Cummv | Lwlyf | 90-95 | 95 | 2.50% | - | 40.75850 |
| J3 | MRR | 93.000 | 7.81 | Fpp | - | XXX | - | - | 48.00% | - | Oryit | - | 1-20->1-28 cj PI 2.5% | 1-28 ql GV 2.5% | 2.50% | - | 699.30000 |
| H17 | QSX | 36.267 | 5.87 | Xww | - | ZZZ | - | - | 3.00% | - | Zmmpn | - | 18->24/32 sm xn U1 | YL 24/32 ry la O1 | 2.50% | - | 833.14616 |
| W1 | KWW | 147.690 | 9.82 | Saa | - | III | - | - | 30.00% | - | Skjqz | - | 1-24->2-00 nf ZARK 2.5% | 2-00 tv QJND 2.5% | 2.50% | - | 972.25693 |
Tranche Comments
W1: Registration: 144L/Mmi C;
J3: Registration: 144U/Vzk Y;
S5: Registration: 144Y/Mfe U;
H17: Registration: 144N/Wqv S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B17 | MUN | 67.948 | 2.33 | - | LLL | AAA | - | LL+ | 9.00% | - | Rjhcq | - | 0-14 en 0-18 ta nj T1 | 1-18 ew | 2.50% | - | 459.31687 |
| L5 | IVU | 42.000 | 63.38 | - | DDD | LLL | - | BBB | 66.00% | - | Pkjkl | Dwhuy | 80-85 | 85 | 2.50% | - | 19.16099 |
| A3 | OYR | 948.000 | 8.16 | - | CCC | UUU | - | AAA | 34.00% | - | Cfcib | - | 1-06d do | 1-06 vt | 2.50% | - | 453.97420 |
| X1 | UJU | 289.580 | 5.95 | - | XXX | QQQ | - | KKK | 68.00% | - | Rpteu | - | 1-02 lz 1-04 lv | 1-04 ge | 2.50% | - | 236.82468 |
Tranche Comments
X1: Registration: 144X Qnqv;
A3: Registration: 144W Jank;
L5: Registration: 144E Euqi;
B17: Registration: 144V Jdtq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P17 | WOD | 17.820 | 8.10 | Vvv | - | QQQ | HHH | - | 8.00% | - | Usawa | - | 2-16 xx 2-22hn | 2-10gg | 2.50% | - | 938.60945 |
| B3 | QWP | 70.300 | 2.71 | Oaa | - | DDD | MMM | - | 62.00% | - | Mpwxg | - | 1-20 vm 1-24ds | 1-14yz | 2.50% | - | 784.58026 |
| H5 | LZN | 82.300 | 96.62 | Sww | - | JJJ | NNN | - | 66.00% | - | Fshxu | Iuimr | 120-125 | 120 | 2.50% | - | 187.69608 |
| T1 | LSA | 227.140 | 7.14 | Kuu | - | SSS | FFF | - | 44.00% | - | Qtgga | - | 1-20 vg 1-24af | 1-14ao | 2.50% | - | 807.28430 |
Tranche Comments
T1: Registration: 144K Fdzy;
B3: Registration: 144A Uccd;
H5: Registration: 144M Jfkg;
P17: Registration: 144A Msrt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1 | KWN | 947.590 | 6.33 | Lrr | - | GGG | - | - | 44.00% | - | Wfyqy | - | 1-30 pd 2-04pk | - | 3.00% | - | 404.30990 |
| K17 | VYD | 50.720 | 2.96 | Zg1 | - | HHH | - | - | 7.00% | - | Gbbqa | - | 2-18 pw 2-24op | - | 3.00% | - | 391.38614 |
Tranche Comments
V1: Registration: 144B Iqjd;
K17: Registration: 144P Qkmc;