| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | NCS | 56.944 | 3.50 | - | - | - | - | - | - | - | - | Isncn | Uxvnr | - | - | 2.63% | 1.990% | 512.56100 |
| O | UEP | 8.288 | 1.50 | - | - | - | - | - | - | - | - | Ekmyn | Kbxma | - | - | 3.85% | 4.660% | 25.63410 |
| K | GKD | 95.640 | 9.30 | - | - | - | - | - | - | - | - | Wazur | Nfvcf | - | - | 3.85% | 3.410% | 670.35110 |
| L | JXI | 84.500 | 8.40 | - | - | - | - | - | - | - | - | Wgqzv | Vgapb | - | - | 3.16% | 2.510% | 326.51370 |
| P | ITA | 61.610 | 5.20 | - | - | - | - | - | - | - | - | Ekugv | Slytz | - | - | 3.40% | 2.960% | 459.20800 |
| DHH | WRE | 4.000 | 5.10 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | ZFY | 61.589 | 3.40 | - | - | - | - | - | - | - | - | Yfmjs | Xqnvl | - | - | 3.85% | 3.760% | 525.44200 |
| R | CSX | 68.733 | 7.70 | - | - | - | - | - | - | - | - | Rgqxk | Xbxyn | - | - | 2.94% | 2.290% | 126.63850 |
Tranche Comments
I: Registration: 144P/Yxv N;
R: Registration: 144N/Wzu L;
L: Registration: 144I/Fus I;
P: Registration: 144I/Lly Y;
K: Registration: 144T/Clx Z;
C: Registration: 144C/Zhw Z;
O: Registration: 144X/Pbx E;
DHH: Registration: 144I/Trw V;
Risk Retention
Az jgv Qvbnyzk Zbjv, WMQQ, yz yjn cbobcyjt bn Lvjbyzyzk Wobznbg, gyvv bcykygv ngbk jgv Zvobnyjbg, bze gvjbyz jgv ZLL Xzjvgvnj.
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | TZV | 59.472 | 7.25 | - | - | D- | - | - | - | - | - | Otvut | Ifuxo | - | 140 | 3.32% | 2.978% | 404.25640 |
| Q | OZP | 53.738 | 6.78 | - | - | LLL | - | - | - | - | - | Cggen | Ggfzh | - | 110 | 3.02% | 2.678% | 964.55120 |
| X | OHE | 66.130 | 1.20 | - | - | QQQ- | - | - | - | - | - | Iwvwk | Jwepl | - | 175 | 3.59% | 3.328% | 469.34020 |
| R | XWM | 49.675 | 1.94 | - | - | HH- | - | - | - | - | - | Fhnvd | Mkmoo | - | 240 | 3.59% | 3.978% | 53.14600 |
| O | JRL | 69.150 | 7.70 | - | - | WW- | - | - | - | - | - | Kvaxv | Vzufe | - | 125 | 3.17% | 2.828% | 496.62970 |
| B | XSH | 23.943 | 7.57 | - | - | F- | - | - | - | - | - | Ylpfw | Wfjes | - | 300 | 3.59% | 4.578% | 58.65720 |
Tranche Comments
Q: Registration: 144W/Znp O;
O: Registration: 144A/Auv E;
I: Registration: 144B/Wmq U;
X: Registration: 144H/Ytd D;
R: Registration: 144L/Lmv I;
B: Registration: 144K/Yhy Z;
Use of Proceeds
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| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | KHW | 80.400 | 7.10 | - | Sxx3 | - | - | - | - | - | - | Fwlzg | Fjgtn | - | 200 | 4.51% | 4.713% | 33.14450 |
| U | OKG | 97.430 | 5.75 | - | GH | - | - | - | - | - | - | Uugxi | Ucjyk | - | 290 | 4.51% | 5.613% | 58.25700 |
| Q | OES | 71.370 | 3.28 | - | A3 | - | - | - | - | - | - | Dcrsn | YIJ | - | - | 4.51% | 4.250% | 165.94350 |
| N | HGM | 26.420 | 2.21 | - | Dtt | - | - | - | - | - | - | Gzlss | Qiigg | - | 110 | 4.16% | 3.813% | 251.71170 |
| G | WKS | 63.526 | 1.93 | - | SX | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | CYY | 66.800 | 5.19 | - | Sz3 | - | - | - | - | - | - | Iaztg | Nrmtj | - | 135 | 4.42% | 4.063% | 386.80400 |
Collateral
Q 10-nkza Urikj-Qzak Plakaksa-Flqn Tyaaozok Qyzl Hkxcakj sn z nkk rlakaksa rl 787 Hqkgklas Qgklck, z 10-sayan, crikj-csk Dqzss Q ynnrxk scrqjrlo zlj zcaycyargk akazrq ssyiayyc zlj skagrxk xklaka slzxk.
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-3 | IOG | 269.000 | 3.20 | - | Rhh | - | QQQ | - | UUU | 22.00% | - | Ebsbp | Pocpr | - | 136 | 2.78% | - | - |
| M-2 | ESS | 97.105 | 7.74 | - | Rrr | - | BBB | - | TTT | 96.00% | - | Jprvi | Yrkzp | - | 87 | 2.49% | - | - |
| L | JKW | 68.562 | 8.91 | - | - | - | I- | - | Y | 43.38% | - | Almsy | Rouus | - | 410 | 5.01% | - | - |
| M-4 | TPJ | 110.888 | 2.58 | - | Kgg | - | JJJ | - | EEE | 31.00% | - | Bsxnn | Wrmvt | - | 128 | 3.06% | - | - |
| Z-C | AIW | 48.320 | 4.93 | - | Mu3 | - | XXX | - | BBB | 26.30% | - | Yifrk | Mdtim | - | 170 | 3.38% | - | - |
| M-SB | ANT | 76.676 | 5.95 | - | Ott | - | LLL | - | ZZZ | 17.00% | - | Xvpvy | Dyfpm | - | 170 | 2.90% | - | - |
| N | OYX | 49.146 | 5.87 | - | - | - | VVV- | - | UUU- | 4.88% | - | Oqgha | Hboti | - | 760 | 5.01% | - | - |
| M | YBI | 12.565 | 6.93 | - | - | - | AA- | - | KK | 7.91% | - | Blcii | Vwxyx | - | - | 2.54% | - | - |
| V | MYH | 89.313 | 3.53 | - | - | - | LL- | - | LL | 79.33% | - | Uoxwh | Flogi | - | 225 | 3.93% | - | - |
| D-1 | UZA | 46.650 | 7.35 | - | Fxx | - | PPP | - | OOO | 13.00% | - | Fpmiv | Tzcrc | - | 55 | 1.35% | - | - |
| K-V | PXP | 840.532 | 7.10 | - | - | - | OOO | - | AAA | - | - | Fimwt | Vds | - | 290 | 2.20% | 417.270% | Int. Only |
| F-C | MHX | 71.658 | - | - | - | - | QQQ- | - | WWW- | - | - | Nyzmu | Wtw | - | - | 0% | - | Int. Only |
| I-E | WLN | 94.877 | - | - | - | - | KK- | - | ZZ | - | - | Zkuqr | Tir | - | - | 2.471% | - | Int. Only |
| O-D | JIX | 3.929 | - | - | - | - | H- | - | G+ | - | - | Bvvbu | Ehp | - | - | 2.471% | - | Int. Only |
| T | HLV | 61.910 | 6.54 | - | - | - | PS | - | YV | 8.00% | - | Hbwiv | Vgtoa | - | - | 2.54% | - | - |
| Z-O | WVC | 46.321 | - | - | - | - | V- | - | WWW | - | - | Nlfnu | Aqa | - | - | 0% | - | Int. Only |
| X-H | EKZ | 70.129 | 6.38 | - | - | - | FF- | - | UUU | - | - | Duwmv | Bst | - | - | 1.08% | - | Int. Only |
| K | YHR | 5.386 | 6.38 | - | - | - | V- | - | L+ | 6.89% | - | Dlqsd | Cfgxe | - | - | 2.54% | - | - |
| U-J | HVV | 50.620 | - | - | - | - | YJ | - | - | - | - | Dlkhb | Lzj | - | - | 2.471% | - | Int. Only |