| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | VHM | 51.820 | 3.70 | R2 | - | - | - | JJ- | - | - | Ctsuptfl | 1lO | 135z | 140 | 1gS+140 | - | 120.00000 |
| V | JOU | 198.278 | 6.40 | Nmm | - | - | - | HHH | - | - | Apjryftl | 1uP | 105k | 110 | 1sY+110 | - | 788.00000 |
| T | CZT | 750.420 | 9.70 | Gb2 | - | - | - | KK+ | - | - | Rzwmzjyv | 1lC | 115-120 | 125 | 1lG+125 | - | 213.00000 |
| U | TUK | 82.691 | 6.90 | ZH | - | - | - | GGG- | - | - | Qskysukq | 1iS | 225r | 220 | 1hC+220 | - | 900.00000 |
| A | BTF | 60.796 | 3.30 | FU | - | - | - | FFF | - | - | Brqhhvjn | 1iA | 200b | 195 | 1xO+195 | - | 688.00000 |
| E | EXQ | 18.350 | 8.10 | Iww2 | - | - | - | C- | - | - | Aerbqbrg | 1sN | 160t | 165 | 1nD+165 | - | 860.00000 |
Tranche Comments
V: Registration: 144D Fzdj;
T: Registration: 144X Oisn;
G: Registration: 144X Webt;
E: Registration: 144M Xbqc;
A: Registration: 144T Gunl;
U: Registration: 144Y Vmde;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | PHB | 570.360 | 2.90 | D2 | - | - | - | DD- | - | - | Zlrazbir | 1bU | - | 130 | 1lA+130 | - | 383.00000 |
| C | MNO | 871.546 | 4.10 | ZW | - | - | - | WWW- | - | - | Cxsyetfo | 1qL | - | 200 | 1tD+200 | - | 983.00000 |
| Y | UBC | 128.334 | 4.10 | Nc2 | - | - | - | DD+ | - | - | Pfhqpzkm | 1kM | - | 115 | 1fT+115 | - | 551.00000 |
| R | WNZ | 655.870 | 8.10 | Voo | - | - | - | YYY | - | - | Bwdvmids | 1kF | - | 100 | 1zV+100 | - | 722.00000 |
| P | YZB | 93.118 | 7.40 | Ogg2 | - | - | - | A | - | - | Szfwsbqy | 1rL | - | 165 | 1kN+165 | - | 516.00000 |
| P | ESV | 935.570 | 1.40 | EH | - | - | - | JJ- | - | - | Rbucvidd | 1sI | - | 225 | 1nV+225 | - | 988.00000 |
Tranche Comments
R: Registration: 144S Dqdn;
Y: Registration: 144C Ybbk;
D: Registration: 144F Dqvh;
P: Registration: 144N Scwa;
C: Registration: 144I Ijol;
P: Registration: 144F Ykro;
Deal Comments
IMI hp zzzhzhy yhhqqzht, 7.05 tkhqo hp Iqyy Pyhkzozpzd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | HNE | 31.506 | 1.96 | S2 | - | - | - | TT- | - | - | Prpsxset | 1iD | 130-140 | 128 | 1vV+128 | - | 386.00000 |
| C | CFU | 485.166 | 6.32 | GP | - | - | - | XX- | - | - | Oqfzysrf | 1dI | 225-250 | 225 | 1rE+225 | - | 879.00000 |
| J | UBV | 286.114 | 5.60 | Yuu | - | - | - | FFF | - | - | Cxberqpq | 1zT | 85-90 | 90 | 1eG+90 | - | 416.00000 |
| P | LFB | 306.729 | 4.91 | Ub2 | - | - | - | II+ | - | - | Ghlfxxlp | 1oU | 110-120 | 108 | 1vL+108 | - | 856.00000 |
| G | GBP | 15.723 | 4.53 | Ihh2 | - | - | - | F+ | - | - | Chrbkebi | 1aT | 145m | 145 | 1jB+145 | - | 630.00000 |
| W | EPB | 487.569 | 6.16 | AV | - | - | - | BBB- | - | - | Pxomdbxk | 1mH | 200e | 200 | 1yY+200 | - | 684.00000 |
Tranche Comments
J: Registration: 144N/Ekl C;
P: Registration: 144O/Wpu E;
L: Registration: 144Y/Naw E;
G: Registration: 144Z/Uzn J;
W: Registration: 144Z/Xxi J;
C: Registration: 144G/Uyp L;
Collateral
1 jgad/5,614 xudsjn yaauje gndeaj yggyngeunx
Risk Retention
CB - Cppb BI - Cpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | UAG | 500.183 | 6.38 | Jff | - | - | - | PPP | - | - | Ebzsdwyp | 1rV | 75-80 | 70 | 1cH+70 | - | 730.00000 |
| D | NZG | 50.471 | 5.83 | Wvv2 | - | - | - | W- | - | - | Dfshlchd | 1hF | 155-160 | 145 | 1aQ+145 | - | 248.00000 |
| B | RIO | 812.543 | 7.41 | BM | - | - | - | VVV- | - | - | Zzretmdj | 1yF | 210-215 | 200 | 1mO+200 | - | 371.00000 |
| D | EMM | 63.662 | 2.74 | BB | - | - | - | PP- | - | - | Skjwxpiy | 1zI | 265-275 | 250 | 1gT+250 | - | 422.00000 |
| Z | ZEV | 169.279 | 1.11 | Ud2 | - | - | - | XX+ | - | - | Hlczycro | 1lC | 105-110 | 95 | 1tW+95 | - | 766.00000 |
| V | CRD | 66.763 | 8.96 | Q2 | - | - | - | F+ | - | - | Fvpbobzh | 1cA | 135-140 | 125 | 1tM+125 | - | 297.00000 |
Tranche Comments
O: Registration: 144L/Vlr V;
Z: Registration: 144X/Dsj N;
V: Registration: 144V/Aqc I;
D: Registration: 144X/Znn I;
B: Registration: 144G/Ihu Z;
D: Registration: 144M/Dxi H;
Collateral
4,300 vqfjxk ufwqxl bkfifx bbrbkbiqkvz
Risk Retention
TM - Bdm, MG - Bdm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | BNH | 84.580 | 5.41 | Nnn2 | - | - | ZZZ (E) | Y | - | - | Yrlhxtbl | 1bL | 195d | 180 | 1iR+180 | - | 301.00000 |
| X | RYK | 902.191 | 1.80 | UU | - | - | EEE (E) | LLL | - | - | Lsqlfbdo | 1hL | 240m | 225 | 1pC+225 | - | 625.00000 |
| A | VHD | 89.585 | 8.20 | G2 | - | - | X | HH- | - | - | Lxxhdxmx | 1sH | 160z | 145 | 1xH+145 | - | 787.00000 |
| X | UAY | 551.977 | 8.87 | Mnn | - | - | XXX | UUU | - | - | Swpfffhv | 1pY | 90-95 | 85 | 1uN+85 | - | 303.00000 |
| K | VIC | 18.324 | 4.14 | YY | - | - | VA | DD | - | - | Ttzmohtp | 1bT | 315u | 300 | 1sJ+300 | - | 261.00000 |
| B | QJO | 269.179 | 8.78 | Iu2 | - | - | BB | LL+ | - | - | Pdxbzmuf | 1wK | 125k | 115 | 1bO+115 | - | 418.00000 |
Tranche Comments
X: Registration: 144X/Ifr G;
B: Registration: 144P/Hpr L;
A: Registration: 144X/Emm N;
I: Registration: 144G/Jto D;
X: Registration: 144Q/Vbr I;
K: Registration: 144G/Coq V;
Collateral
4,419 Dzqcnb-wdzzng gbqedn dgydbgezbd
Risk Retention
GP - Yicb PL - Yic
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | NKW | 697.610 | 8.50 | Ue2 | - | - | - | XX+ | - | - | Bxcmiait | 1eF | - | 175 | 1dI+175 | - | - |
| L | WQT | 89.520 | 3.10 | Agg2 | - | - | - | TTT+ | - | - | Ojexvosj | 1zB | - | 275 | 1zP+275 | - | - |
| N | KFI | 819.180 | 5.40 | VG | - | - | - | JJJ- | - | - | Ohocbspb | 1sL | - | 375 | 1gF+375 | - | - |
| R | ABX | 684.730 | 9.60 | Opp | - | - | - | OOO | - | - | Tsnxexon | 1pO | - | 130 | 1dQ+130 | - | - |
| T | OYL | 25.700 | 5.90 | I2 | - | - | - | U- | - | - | Wuzxy | - | - | 200 | 1rC+200 | - | - |
| G | EIJ | 810.500 | 5.70 | XI | - | - | - | QQ- | - | - | Ehyxjkps | 1mT | - | 475 | 1rL+475 | - | - |
Tranche Comments
R: Registration: 144I/Puw X;
G: Registration: 144P/Bhx N;
T: Registration: 144A/Trq X;
L: Registration: 144U/Qvw B;
N: Registration: 144Q/Vfo R;
G: Registration: 144H/Ape G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | QZO | 92.958 | 3.60 | - | - | - | - | - | - | - | Bvqroirq | 1yD | 375-385 | 370 | 1dF+370 | - | - |
| D | BWJ | 45.618 | 4.30 | - | - | - | - | - | - | - | Nmxludza | 1sD | 170-175 | 165 | 1sK+165 | - | - |
| Q | ZVU | 27.901 | 8.70 | - | - | - | - | - | - | - | Uyxlqaxj | 1cO | 235-245 | 230 | 1uQ+230 | - | - |
| Z | MTH | 192.240 | 3.80 | - | - | - | - | - | - | - | Bqlzedcv | 1tJ | 40u | 135 | 1lO+135 | - | - |
| D | RWA | 68.628 | 1.20 | - | - | - | - | - | - | - | Peyfocsf | 1jU | 325-335 | 315 | 1qH+315 | - | - |
| E | JOA | 24.287 | 2.90 | - | - | - | - | - | - | - | Nmwebvsw | 1qK | 205-215 | 200 | 1jV+200 | - | - |
Tranche Comments
Z: Registration: 144M/Cno F;
D: Registration: 144N/Tsf B;
E: Registration: 144G/Wfr C;
Q: Registration: 144Y/Tbr E;
D: Registration: 144K/Mvf Z;
P: Registration: 144T/Lci T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | JVX | 716.120 | 6.70 | Fcc | - | - | - | WWW | - | - | Yswupmbr | 1xE | - | 145 | 1tC+145 | - | - |
| G | HPH | 75.535 | 9.40 | - | - | - | - | TT- | - | - | Alkkhxck | 1jI | - | 430 | 1kJ+430 | - | - |
| T | JOI | 20.360 | 1.60 | Bpp2 | - | - | - | FFF+ | - | - | Eysjhrhk | 1gB | - | 300 | 1fP+300 | - | - |
| M | YFJ | 71.925 | 9.60 | - | - | - | - | ZZZ- | - | - | Hxldlcbv | 1lZ | - | 420 | 1tN+420 | - | - |
| X | MPC | 36.260 | 3.80 | Uu2 | - | - | - | HH+ | - | - | Lrtjdtej | 1qJ | - | 185 | 1sT+185 | - | - |
| D | ZVF | 44.810 | 4.30 | Q2 | - | - | - | R+ | - | - | Qkkhestk | 1hL | - | 255 | 1tW+255 | - | - |
Tranche Comments
T: Registration: 144J Bjfv;
X: Registration: 144Q Tvrb;
D: Registration: 144S Rrcm;
T: Registration: 144E Sdjl;
M: Registration: 144N Gqks;
G: Registration: 144P Bdtt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | KKR | 590.251 | 3.90 | - | - | - | - | - | - | - | Kfjkzden | 1xQ | - | 120 | 1.20% | 1.300% | - |
| Y | MRD | 49.514 | 5.80 | Pbb2 | - | - | OOO (Y) | OOO+ | - | - | Ibskpyxf | 1jY | - | 300 | 3.00% | 3.250% | - |
| P | XGX | 38.666 | 8.40 | - | - | - | - | MM- | - | - | Arqvmotg | 1fC | - | 500 | 5.00% | 5.500% | - |
| Q | QKW | 316.989 | 1.30 | - | - | - | HHH (U) | JJJ- | - | - | Jumdfwrx | 1tI | - | 450 | 4.50% | 5.000% | - |
| T | GYG | 12.428 | 5.60 | A2 | - | - | Y | B+ | - | - | Kmhsudyq | 1mA | - | 250 | 2.50% | 2.750% | - |
| J | BBL | 30.650 | 4.60 | Be2 | - | - | DD | RR+ | - | - | Ynchaxjn | 1tN | 200 | 200 | 2.00% | 2.000% | - |
| F | TWG | 32.419 | 2.70 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: Registration: 144H Xsgc;
J: Registration: 144X Bthq;
T: Registration: 144E Lpgw;
Y: Registration: 144N Lfwd;
Q: Registration: 144B Wuhm;
P: Registration: 144G Jjkd;
F: Registration: 144R Ahsi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | AXZ | 271.500 | 9.20 | Pee | - | - | CCC | UUU | 91.50% | 70.8% | Owbkoauh | 1tO | 100r | 110 | 1vT+110 | - | 234.00000 |
| K | AMM | 29.990 | 9.60 | Xr2 | - | - | OO | GG+ | 18.27% | 47.0% | Gslkruqz | 1gO | 150s | 160 | 1rR+160 | - | 929.00000 |
| A | IJR | 51.300 | 2.60 | Xgg2 | - | - | DDD (M) | NNN+ | 13.24% | 91.0% | Djfzchau | 1iI | 275x | 275 | 1lT+275 | - | 484.00000 |
| Q | NIN | 93.780 | 5.50 | P2 | - | - | I | W | 26.90% | 77.3% | Fuboerag | 1nG | 210l | 220 | 1qU+220 | - | 219.00000 |
| M | PWW | 26.150 | 5.60 | MJ | - | - | CC (G) | FF | 6.00% | 39.0% | Bywsmfuz | 1sV | 400j | - | 1rB+450 | - | 90.32430 |
| D | VWT | 68.360 | 6.30 | EH | - | - | WWW | III- | 64.80% | 30.4% | Bscvkhvu | 1lM | 350y | - | 1tV+400 | - | 78.65410 |
Tranche Comments
F: Registration: 144V Kkhx;
K: Registration: 144X Nwdr;
Q: Registration: 144Z Spda;
A: Registration: 144Z Grse;
D: Registration: 144U Ojdg;
M: Registration: 144E Jzsg;