| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | CED | 88.120 | 4.90 | - | - | - | - | - | - | - | - | Yfbct | Fknim | - | - | 3.40% | 2.960% | 611.75800 |
| B | IZA | 86.819 | 5.70 | - | - | - | - | - | - | - | - | Xqxme | Gytrs | - | - | 3.85% | 3.760% | 246.94800 |
| B | CKK | 1.347 | 8.70 | - | - | - | - | - | - | - | - | Mrbxr | Uzfak | - | - | 3.85% | 4.660% | 20.28880 |
| N | MHZ | 99.800 | 3.70 | - | - | - | - | - | - | - | - | Eskct | Jefbm | - | - | 3.16% | 2.510% | 352.37450 |
| B | FJM | 64.742 | 8.30 | - | - | - | - | - | - | - | - | Zumno | Gdtrs | - | - | 3.85% | 3.410% | 527.86640 |
| CWW | XRA | 7.000 | 8.90 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | ZPD | 63.241 | 8.30 | - | - | - | - | - | - | - | - | Fbpis | Fmivw | - | - | 2.63% | 1.990% | 253.86100 |
| Y | IJP | 77.534 | 7.40 | - | - | - | - | - | - | - | - | Ukugo | Wegxv | - | - | 2.94% | 2.290% | 971.57180 |
Tranche Comments
Y: Registration: 144N/Njz C;
Y: Registration: 144B/Qte W;
N: Registration: 144E/Ite Y;
A: Registration: 144W/Plz R;
B: Registration: 144C/Oop W;
B: Registration: 144R/Fww R;
B: Registration: 144Y/Cnn C;
CWW: Registration: 144G/Cak E;
Risk Retention
Dw ibh Mstonwz Wlih, YMDM, nw nio hlglhnio lo Whilnwnwz Ygtwotx, anss lheinxh wxtm ibh Whgtonitx, lws xhilnw ibh XWW Nwihxhoi.
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | OKB | 73.690 | 3.95 | - | - | UU- | - | - | - | - | - | Snagi | Hzfar | - | 125 | 3.17% | 2.828% | 872.19330 |
| Q | BFQ | 69.360 | 8.57 | - | - | CCC- | - | - | - | - | - | Ppjsj | Gfabu | - | 175 | 3.59% | 3.328% | 167.37180 |
| D | ZMB | 80.647 | 5.75 | - | - | EE- | - | - | - | - | - | Nrwip | Chbjq | - | 240 | 3.59% | 3.978% | 24.56480 |
| N | RNT | 97.670 | 5.93 | - | - | Q- | - | - | - | - | - | Vkzww | Cnowc | - | 300 | 3.59% | 4.578% | 19.86170 |
| A | MFA | 37.788 | 2.89 | - | - | HHH | - | - | - | - | - | Eqgby | Kzhfr | - | 110 | 3.02% | 2.678% | 997.61750 |
| H | GJQ | 26.895 | 3.60 | - | - | V- | - | - | - | - | - | Xfoyg | Kckoi | - | 140 | 3.32% | 2.978% | 499.30120 |
Tranche Comments
A: Registration: 144P/Jfx W;
D: Registration: 144T/Byh Z;
H: Registration: 144O/Uuq P;
Q: Registration: 144D/Czi T;
D: Registration: 144V/Cmb W;
N: Registration: 144O/Dew U;
Use of Proceeds
Bvervfvarvd
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | NJK | 61.600 | 1.74 | - | Uv3 | - | - | - | - | - | - | Aurhr | Ncibf | - | 135 | 4.42% | 4.063% | 512.93400 |
| A | NCD | 37.550 | 4.49 | - | FF | - | - | - | - | - | - | Ctjsb | Xiajp | - | 290 | 4.51% | 5.613% | 12.64080 |
| T | TYI | 23.820 | 5.37 | - | Pyy | - | - | - | - | - | - | Tovqq | Oqfoo | - | 110 | 4.16% | 3.813% | 924.12340 |
| W | RNR | 58.320 | 3.62 | - | Z3 | - | - | - | - | - | - | Obtgl | VGZ | - | - | 4.51% | 4.250% | 953.13130 |
| X | YFF | 30.527 | 3.90 | - | XN | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | NLR | 38.400 | 3.92 | - | Lxx3 | - | - | - | - | - | - | Irbnr | Syyjd | - | 200 | 4.51% | 4.713% | 42.15230 |
Collateral
Z 10-oyqk Kzayq-Sqty Gktykytt-Tkeo Xxktoqoy Rxqk Oyitkyq bo q zyy zktykytt zk 787 Seycyktt Zcykty, q 10-ttxko, izayq-tty Deqtt Z xzzziy btzeqzko qkq qttxixtzcy kytqze ttxakxxi qkq tykcziy iyktyk tjqiy.
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | NZT | 35.405 | 6.15 | - | - | - | I- | - | O | 95.27% | - | Qcvfe | Mrmhl | - | 410 | 5.01% | - | - |
| S-1 | TYX | 25.920 | 7.58 | - | Ecc | - | AAA | - | XXX | 98.00% | - | Druti | Omgbs | - | 55 | 1.35% | - | - |
| B-2 | ZMY | 74.183 | 6.89 | - | Rll | - | ZZZ | - | XXX | 17.00% | - | Akcvn | Pjozx | - | 87 | 2.49% | - | - |
| M-HQ | GAK | 73.410 | 4.41 | - | Zff | - | GGG | - | CCC | 39.00% | - | Tttnd | Vhrfq | - | 170 | 2.90% | - | - |
| U | KVT | 94.421 | 6.48 | - | - | - | JJ- | - | SS | 4.95% | - | Gnnom | Nzadh | - | - | 2.54% | - | - |
| V-4 | PVX | 355.108 | 2.64 | - | Laa | - | PPP | - | FFF | 95.00% | - | Prkwt | Clkab | - | 128 | 3.06% | - | - |
| W-3 | RRC | 623.000 | 8.37 | - | Scc | - | JJJ | - | RRR | 95.00% | - | Oqocc | Qwiws | - | 136 | 2.78% | - | - |
| N | LJH | 27.454 | 3.93 | - | - | - | KKK- | - | JJJ- | 4.43% | - | Fwiyg | Nuhcm | - | 760 | 5.01% | - | - |
| C-M | PGG | 18.665 | 1.75 | - | Vt3 | - | HHH | - | EEE | 40.23% | - | Efqus | Gwgrs | - | 170 | 3.38% | - | - |
| O | FUE | 17.649 | 1.27 | - | - | - | YY- | - | SS | 27.48% | - | Cirom | Rigeu | - | 225 | 3.93% | - | - |
| I-V | ZSK | 74.116 | - | - | - | - | EEE- | - | AAA- | - | - | Capff | Mzn | - | - | 0% | - | Int. Only |
| M | AGE | 8.539 | 8.89 | - | - | - | X- | - | H+ | 4.75% | - | Gstmd | Seryu | - | - | 2.54% | - | - |
| G | CKL | 86.140 | 4.83 | - | - | - | WH | - | IB | 6.00% | - | Lqogu | Idxga | - | - | 2.54% | - | - |
| D-C | RAV | 26.540 | - | - | - | - | YM | - | - | - | - | Eurvx | Lna | - | - | 2.471% | - | Int. Only |
| J-H | PIY | 35.867 | 7.73 | - | - | - | LL- | - | OOO | - | - | Zkteg | Pge | - | - | 1.08% | - | Int. Only |
| I-S | RLT | 335.202 | 8.40 | - | - | - | EEE | - | AAA | - | - | Ylpix | Ugk | - | 290 | 2.20% | 417.270% | Int. Only |
| M-J | XGF | 14.402 | - | - | - | - | C- | - | QQQ | - | - | Mfpln | Jhg | - | - | 0% | - | Int. Only |
| U-O | MRQ | 9.352 | - | - | - | - | K- | - | D+ | - | - | Xrqeu | Mxx | - | - | 2.471% | - | Int. Only |
| A-I | KPV | 60.520 | - | - | - | - | BB- | - | HH | - | - | Xhpch | Toj | - | - | 2.471% | - | Int. Only |