| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E17 | KSI | 59.335 | 1.73 | - | ZZZ | TTT | - | - | 87.23% | - | Oyzor | - | - | 6-08 mq | 3.50% | - | 91.97164 |
| C2 | VUB | 12.404 | 6.49 | - | OOO | HHH | - | - | 86.00% | - | Dboce | - | 4-12 uc 4-16 sr | 4-14 sr | 3.00% | - | 37.10930 |
| L18 | MMH | 55.991 | 1.52 | - | VVV | UUU | - | - | 32.29% | - | Payst | - | 6-08 qu | 6-08 tt | 3.00% | - | 89.45212 |
| A6 | TLN | 40.000 | 18.85 | - | UUU | OOO | - | - | 86.00% | - | Dxjxg | V-Kfrdw | 260c | 265 | 3.00% | - | 41.28242 |
| L1 | AZP | 986.594 | 8.58 | - | VVV | SSS | - | - | 63.00% | - | Irmzr | - | 4-14 oa | 4-14 pc | 3.50% | - | 68.55039 |
| T4 | ROJ | 13.000 | 2.93 | - | TTT | LLL | - | - | 42.00% | - | Nnvpe | M-Kgofq | 250p | 250 | 3.00% | - | 13.28015 |
Tranche Comments
L1: Registration: 144K/Vrj U;
C2: Registration: 144X/Ckj C;
T4: Registration: 144X/Mie Z;
A6: Registration: 144Q/Rlz Z;
E17: Registration: 144Z/Bcj F;
L18: Registration: 144Q/Mka U;
Risk Retention
5% Iuquqhhp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I18 | PEQ | 36.401 | 9.98 | Aa1 | - | XXX | - | - | 9.00% | - | Mvmci | - | 4-28 ey | 4-28 fm | 2.50% | - | 51.88630 |
| O1 | YKW | 92.000 | 6.52 | Ibb | - | PPP | - | - | 85.00% | - | Xqulb | - | 2-28 hm v | 2-28 ra | 3.00% | - | 24.20500 |
| C2 | LES | 28.000 | 5.86 | Hbb | - | GGG | - | - | 25.00% | - | Jjtsm | - | 3-00 en 3-04 fe | 3-04 gv | 2.50% | - | 42.69186 |
| K3 | PEI | 48.500 | 1.21 | Uzz | - | TTT | - | - | 62.00% | - | Yavgh | - | - | 3-16 ev | 3.00% | - | 40.76800 |
| U17 | QLH | 70.300 | 9.91 | Ck1 | - | PPP | - | - | 2.00% | - | Bvrem | - | - | 4-28 eu | 3.00% | - | 97.82310 |
| N4 | BSU | 874.000 | 4.37 | Snn | - | DDD | - | - | 40.00% | - | Lahod | - | 3-16 fd 3-20 sl | 3-24 wb | 2.50% | - | 66.41290 |
| M5 | KOC | 78.870 | 51.90 | Zxx | - | HHH | - | - | 43.00% | - | Rpsno | O-Mldaw | - | 215 | 3.00% | - | 58.71995 |
| Q6 | HJP | 70.000 | 57.80 | Jpp | - | ZZZ | - | - | 65.00% | - | Zugic | G-Dcbuz | 195-200 | 205 | 2.50% | - | 11.63648 |
Tranche Comments
O1: Registration: 144X/Bay Z;
C2: Registration: 144Y/Wsl I;
K3: Registration: 144V/Oyb H;
N4: Registration: 144B/Lnb X;
M5: Registration: 144X/Axc K;
Q6: Registration: 144O/Fcx Q;
U17: Registration: 144T/Qwn M;
I18: Registration: 144C/Mma V;
Risk Retention
100% OAD/Slwqaa chbq Ayuf Awawhaybh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C5 | EAZ | 38.970 | 46.62 | - | CCC | - | - | VVV | 33.00% | - | Dkwgt | Sxgme | 110-115 | - | 2.50% | 3.000% | 42.74566 |
| Z3 | KVY | 868.830 | 5.14 | - | XXX | - | - | LLL | 16.00% | - | Aovcb | - | 2-10 lx 2-16 wa | 2-22 to | 2.50% | - | 67.37897 |
| X17 | FOK | 95.398 | 9.29 | - | YYY | - | - | GGG | 9.00% | - | Uzguw | - | 2-30 eh v | 2-30 uk | 2.50% | - | 47.84597 |
| Z1 | JGV | 32.000 | 8.27 | - | EEE | - | - | ZZZ | 38.00% | - | Vuxvg | - | 2-00 ff 2-06 rn | 2-06 bx | 2.50% | - | 58.57910 |
Tranche Comments
Z1: Registration: 144C/Txu S;
Z3: Registration: 144U/Wki Z;
C5: Registration: 144A/Nrr L;
X17: Registration: 144A/Dqf E;
Risk Retention
100% HQQ/Evewqd jxww Qzmw Qedeldzwl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F17 | NEJ | 20.960 | 5.60 | Wt1 | - | - | HHH | - | 3.21% | - | Auphq | - | 2-08 pv 2-12 nx | 2-12 yx | 3.00% | - | 629.45816 |
| J2 | FUM | 983.430 | 2.46 | Rbb | - | - | LLL | - | 66.00% | - | Jlrhi | - | 1-16 dp 1-20 hp | 1-30 ro | 2.50% | - | 264.14000 |
| A6 | HAE | 47.000 | 35.88 | Buu | - | - | OOO | - | 85.00% | - | Xrcxy | Hvnmf | 95-100 | 100 | 2.50% | - | 12.93208 |
| X4 | XFC | 94.000 | 8.56 | Nvv | - | - | OOO | - | 22.00% | - | Pbasi | - | 2-04 lj 2-08 jl | 2-08 vc | 2.50% | - | 810.27971 |
Tranche Comments
J2: Registration: 144G/Jwv N;
X4: Registration: 144N/Chs M;
A6: Registration: 144B/Zsd I;
F17: Registration: 144P/Dbl N;
Risk Retention
Qzynnyh zrff heuqrn 5% efrzrmfe lehurtqf rnuehenu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G2 | ICK | 336.140 | 5.22 | - | MMM | - | - | WWW | 92.00% | - | Dzjmp | - | - | 1-20 Nt | 2.50% | - | 323.82713 |
| R6 | VON | 3.000 | 47.38 | - | XXX | - | - | SSS | 33.00% | - | Rggsv | Xkmtg | - | 95 | 2.50% | - | 67.79662 |
| S4 | HVG | 69.000 | 7.55 | - | XXX | - | - | LLL | 85.00% | - | Jhxlo | - | - | 2-00 Hp | 2.50% | - | 468.24568 |
| K17 | KXA | 20.400 | 7.59 | - | III | - | - | FFF | 6.29% | - | Mjnkz | - | - | 1-24 Jv | 3.00% | - | 301.10000 |
| A1 | BQV | 22.000 | 3.22 | - | SSS | - | - | SSS | 74.00% | - | Zcbnr | - | - | 1-00 Hh | 3.00% | - | 960.61000 |
Tranche Comments
A1: Registration: 144N/Xcj P;
G2: Registration: 144J/Zue C;
S4: Registration: 144T/Dub L;
R6: Registration: 144I/Ltg X;
K17: Registration: 144T/Xho I;
Risk Retention
Tpywnyy kjww yqsyjw 5% qwjkjewq jqysjeyw jwsqyqns
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M2 | XRS | 45.110 | 5.11 | Nww | - | III | OOO | - | 97.00% | - | Rqmnd | - | 1-04 nj 1-08py | 1-04aw | 2.00% | - | 314.74559 |
| X5 | RNS | 15.000 | 28.56 | Ynn | - | SSS | YYY | - | 27.00% | - | Ztrer | Bdvjv | 85-90 | 87 | 2.50% | - | 113.44178 |
| M17 | HXO | 15.621 | 4.18 | So1 | - | TTT | III | - | 7.00% | - | Hpnna | - | 3-00hl | 3-00oz | 2.50% | - | 166.74168 |
| Q3 | XRI | 786.000 | 7.94 | Evv | - | III | SSS | - | 44.00% | - | Vipee | - | 2-10 ts 2-14pf | 2-10xd | 2.50% | - | 914.51438 |
| O1 | OVU | 468.000 | 2.89 | Cee | - | DDD | PPP | - | 60.00% | - | Durxr | - | 1-28 cy 2-00mx | 1-28ym | 2.50% | - | 502.97371 |
Tranche Comments
O1: Registration: 144W Zjjs;
M2: Registration: 144P Tkfs;
Q3: Registration: 144M Noxw;
X5: Registration: 144C Urpi;
M17: Registration: 144H Ivog;
Risk Retention
100% CNY/Qcwvlg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S3 | BAR | 66.000 | 6.74 | Bee | - | QQQ | - | - | 52.00% | - | Brafz | - | 1-20->1-28 vx SJ 2.5% | 1-28 ek QS 2.5% | 2.50% | - | 839.50000 |
| E17 | XHO | 46.225 | 9.36 | Rtt | - | MMM | - | - | 5.00% | - | Vifgp | - | 18->24/32 eq ej P1 | GK 24/32 ut ma E1 | 2.50% | - | 945.56122 |
| Y1 | EUG | 129.430 | 3.42 | Ccc | - | OOO | - | - | 37.00% | - | Nbbvh | - | 1-24->2-00 xa PAQS 2.5% | 2-00 vl NOBK 2.5% | 2.50% | - | 419.42890 |
| R5 | QKL | 82.000 | 86.35 | Vww | - | CCC | - | - | 46.00% | - | Njhnf | Cqavo | 90-95 | 95 | 2.50% | - | 64.81776 |
Tranche Comments
Y1: Registration: 144V/Bmv O;
S3: Registration: 144U/Qxu D;
R5: Registration: 144X/Ceu Q;
E17: Registration: 144B/Gss O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N3 | BHM | 908.000 | 4.60 | - | CCC | FFF | - | FFF | 35.00% | - | Wmgcy | - | 1-06g ba | 1-06 jy | 2.50% | - | 413.77690 |
| N5 | IKE | 10.000 | 75.30 | - | TTT | QQQ | - | AAA | 54.00% | - | Nogem | Qxbhx | 80-85 | 85 | 2.50% | - | 18.89576 |
| S1 | BWY | 483.680 | 6.53 | - | CCC | BBB | - | CCC | 30.00% | - | Ntojj | - | 1-02 fp 1-04 cg | 1-04 cz | 2.50% | - | 548.43981 |
| T17 | XHR | 73.151 | 9.82 | - | KKK | LLL | - | GG+ | 9.00% | - | Bpmtm | - | 0-14 ay 0-18 mb yy R1 | 1-18 jw | 2.50% | - | 426.75792 |
Tranche Comments
S1: Registration: 144Y Hxhd;
N3: Registration: 144W Etgh;
N5: Registration: 144E Hxrp;
T17: Registration: 144D Tsvt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I17 | OTI | 93.660 | 5.38 | Ett | - | YYY | LLL | - | 4.00% | - | Wpoqm | - | 2-16 pl 2-22il | 2-10ti | 2.50% | - | 290.80228 |
| N1 | UFI | 924.600 | 8.84 | Ccc | - | AAA | NNN | - | 19.00% | - | Agpul | - | 1-20 zr 1-24tt | 1-14bg | 2.50% | - | 875.80370 |
| V3 | UVH | 18.800 | 7.59 | Zoo | - | NNN | GGG | - | 25.00% | - | Ywivc | - | 1-20 ry 1-24le | 1-14uh | 2.50% | - | 164.51784 |
| D5 | OMS | 57.600 | 20.89 | Hgg | - | FFF | OOO | - | 48.00% | - | Ytfwn | Fozcq | 120-125 | 120 | 2.50% | - | 951.91291 |
Tranche Comments
N1: Registration: 144F Djlm;
V3: Registration: 144K Vzkv;
D5: Registration: 144U Pdnk;
I17: Registration: 144D Pptl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1 | OCX | 822.560 | 8.92 | Lii | - | NNN | - | - | 93.00% | - | Sasxl | - | 1-30 gj 2-04co | - | 3.00% | - | 716.29290 |
| F17 | BWX | 18.399 | 2.96 | Jg1 | - | BBB | - | - | 7.00% | - | Xmasj | - | 2-18 fr 2-24rq | - | 3.00% | - | 618.38958 |
Tranche Comments
G1: Registration: 144A Urhs;
F17: Registration: 144Y Qrvk;