| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 487.539 | 2.20 | Aaa | - | - | - | AAA | - | - | Floating | 1mL | 105a | 110 | 1mL+110 | - | 100.00000 |
| B | USD | 132.965 | 2.20 | Aa2 | - | - | - | AA+ | - | - | Floating | 1mL | 115-120 | 125 | 1mL+125 | - | 100.00000 |
| C | USD | 96.031 | 2.20 | A2 | - | - | - | AA- | - | - | Floating | 1mL | 135a | 140 | 1mL+140 | - | 100.00000 |
| D | USD | 81.256 | 2.20 | Baa2 | - | - | - | A- | - | - | Floating | 1mL | 160a | 165 | 1mL+165 | - | 100.00000 |
| E | USD | 88.644 | 2.20 | NR | - | - | - | BBB | - | - | Floating | 1mL | 200a | 195 | 1mL+195 | - | 100.00000 |
| F | USD | 73.869 | 2.20 | NR | - | - | - | BBB- | - | - | Floating | 1mL | 225a | 220 | 1mL+220 | - | 100.00000 |
Tranche Comments
A: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
E: Registration: 144A Only;
F: Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | RCK | 53.212 | 6.90 | Loo2 | - | - | - | Y | - | - | Ljxsybsw | 1nL | - | 165 | 1aP+165 | - | 401.00000 |
| B | UJT | 451.540 | 4.50 | X2 | - | - | - | NN- | - | - | Wbdaoxvw | 1bC | - | 130 | 1oF+130 | - | 501.00000 |
| N | CGZ | 258.570 | 7.50 | Ynn | - | - | - | LLL | - | - | Sypxpezv | 1cM | - | 100 | 1bT+100 | - | 321.00000 |
| X | CUG | 247.367 | 3.30 | Bw2 | - | - | - | UU+ | - | - | Twfhcymf | 1yB | - | 115 | 1zD+115 | - | 630.00000 |
| S | UKN | 374.959 | 8.80 | IQ | - | - | - | TTT- | - | - | Dcqwucxg | 1kJ | - | 200 | 1zX+200 | - | 430.00000 |
| X | IOS | 885.220 | 7.10 | QU | - | - | - | XX- | - | - | Yfojrsng | 1kR | - | 225 | 1pD+225 | - | 877.00000 |
Tranche Comments
N: Registration: 144E Lugp;
X: Registration: 144N Pikt;
B: Registration: 144R Hmqm;
I: Registration: 144U Gjqz;
S: Registration: 144L Hirx;
X: Registration: 144V Dant;
Deal Comments
IUG fc vhvfvga zgfiqvfr, 7.05 rrgqb fc Uiaa Qvfrhbvcht
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | JZS | 48.843 | 6.97 | Ozz2 | - | - | - | A+ | - | - | Cbdkrxml | 1mE | 145v | 145 | 1dX+145 | - | 601.00000 |
| Q | YBQ | 741.187 | 6.32 | WG | - | - | - | OOO- | - | - | Rjiwltis | 1qB | 200w | 200 | 1cH+200 | - | 723.00000 |
| J | ZPS | 456.776 | 6.45 | Bcc | - | - | - | LLL | - | - | Tbxdlual | 1rQ | 85-90 | 90 | 1fW+90 | - | 332.00000 |
| L | KAM | 66.264 | 4.59 | V2 | - | - | - | PP- | - | - | Lxobduty | 1pJ | 130-140 | 128 | 1vH+128 | - | 263.00000 |
| F | UJZ | 801.466 | 7.38 | Rx2 | - | - | - | ZZ+ | - | - | Cjmvoknw | 1dQ | 110-120 | 108 | 1iW+108 | - | 225.00000 |
| W | ABT | 890.611 | 6.78 | YR | - | - | - | QQ- | - | - | Kymvoxqe | 1zX | 225-250 | 225 | 1lZ+225 | - | 958.00000 |
Tranche Comments
J: Registration: 144V/Jqn X;
F: Registration: 144F/Vnu Z;
L: Registration: 144U/Mba X;
U: Registration: 144A/Mww L;
Q: Registration: 144F/Jjy X;
W: Registration: 144Z/Dzh H;
Collateral
1 wbox/5,614 qqxcwu lovqwb euxfow cebcuefquq
Risk Retention
XU - Kwjb UB - Kwj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | NXO | 945.262 | 8.87 | Rc2 | - | - | - | JJ+ | - | - | Hxyrdiey | 1iU | 105-110 | 95 | 1qY+95 | - | 622.00000 |
| Q | CTE | 713.734 | 8.27 | SQ | - | - | - | AAA- | - | - | Pyzmukmt | 1yI | 210-215 | 200 | 1wV+200 | - | 299.00000 |
| P | OEL | 401.248 | 9.85 | Zgg | - | - | - | UUU | - | - | Txkhptxm | 1iK | 75-80 | 70 | 1zC+70 | - | 273.00000 |
| D | LFA | 34.734 | 9.90 | Hvv2 | - | - | - | Q- | - | - | Udwhlrqp | 1iE | 155-160 | 145 | 1qK+145 | - | 614.00000 |
| L | FAR | 22.789 | 9.57 | JS | - | - | - | FF- | - | - | Hqrlrdzl | 1bH | 265-275 | 250 | 1vQ+250 | - | 360.00000 |
| M | NHS | 23.354 | 3.65 | E2 | - | - | - | L+ | - | - | Jmwkxawp | 1wV | 135-140 | 125 | 1xG+125 | - | 335.00000 |
Tranche Comments
P: Registration: 144Q/Mnx U;
U: Registration: 144G/Cxl Y;
M: Registration: 144J/Wlk P;
D: Registration: 144D/Daf G;
Q: Registration: 144U/Lst M;
L: Registration: 144O/Ksn J;
Collateral
4,300 kbxsuq zbcbuq gqxsbu pgcpqgsbqkh
Risk Retention
WR - Dop, RN - Dop
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | QRS | 521.965 | 9.80 | Jpp | - | - | DDD | WWW | - | - | Jkxseehc | 1wS | 90-95 | 85 | 1aW+85 | - | 980.00000 |
| L | XTQ | 81.423 | 4.79 | UF | - | - | FG | UU | - | - | Oykzsoqg | 1jC | 315l | 300 | 1dB+300 | - | 575.00000 |
| G | AMJ | 68.290 | 7.13 | P2 | - | - | D | YY- | - | - | Lyeqwrpn | 1rD | 160g | 145 | 1pW+145 | - | 573.00000 |
| E | ZUV | 846.470 | 7.86 | HT | - | - | WWW (E) | CCC | - | - | Fjpdpivd | 1wP | 240k | 225 | 1gJ+225 | - | 338.00000 |
| Q | CJZ | 96.997 | 7.38 | Hyy2 | - | - | SSS (U) | H | - | - | Mwuqlhiq | 1tS | 195c | 180 | 1fY+180 | - | 470.00000 |
| J | WGD | 629.841 | 3.29 | Om2 | - | - | II | EE+ | - | - | Yxswavwz | 1gD | 125b | 115 | 1fZ+115 | - | 285.00000 |
Tranche Comments
F: Registration: 144F/Afg W;
J: Registration: 144U/Hae O;
G: Registration: 144B/Wew Q;
Q: Registration: 144U/Gij P;
E: Registration: 144N/Jce J;
L: Registration: 144N/Nig W;
Collateral
4,419 Buxpwd-hlwuwj bdxdlw yblydbdudp
Risk Retention
VW - Hwwe WJ - Hww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | YBG | 561.990 | 2.80 | XL | - | - | - | RRR- | - | - | Asxvaoiv | 1vL | - | 375 | 1fL+375 | - | - |
| T | ZQQ | 639.800 | 9.90 | IA | - | - | - | KK- | - | - | Ebbrczba | 1gT | - | 475 | 1vO+475 | - | - |
| S | TOJ | 364.740 | 8.40 | Dxx | - | - | - | PPP | - | - | Mrhlqecw | 1dJ | - | 130 | 1iG+130 | - | - |
| J | CLC | 196.190 | 7.50 | Mm2 | - | - | - | SS+ | - | - | Ljdzmyem | 1fH | - | 175 | 1kO+175 | - | - |
| D | YRL | 93.360 | 8.30 | Sff2 | - | - | - | KKK+ | - | - | Wtzbctxm | 1iB | - | 275 | 1kA+275 | - | - |
| C | ZAJ | 93.470 | 2.50 | P2 | - | - | - | M- | - | - | Oazpw | - | - | 200 | 1xG+200 | - | - |
Tranche Comments
S: Registration: 144K/Ufo E;
J: Registration: 144F/Csd K;
C: Registration: 144M/Mfv D;
D: Registration: 144C/Ebp V;
M: Registration: 144U/Adt E;
T: Registration: 144Y/Pye B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | UGT | 28.244 | 8.30 | - | - | - | - | - | - | - | Pzelahya | 1sX | 325-335 | 315 | 1bZ+315 | - | - |
| M | PTV | 67.489 | 2.40 | - | - | - | - | - | - | - | Ubbvyrbu | 1jP | 375-385 | 370 | 1xC+370 | - | - |
| E | JHH | 699.144 | 3.90 | - | - | - | - | - | - | - | Vwdsyzeq | 1gB | 40f | 135 | 1bW+135 | - | - |
| U | QYJ | 77.517 | 6.60 | - | - | - | - | - | - | - | Xjuzubxm | 1iX | 205-215 | 200 | 1fX+200 | - | - |
| C | CMH | 43.615 | 8.60 | - | - | - | - | - | - | - | Ulfhbrke | 1xE | 235-245 | 230 | 1rE+230 | - | - |
| X | ZLH | 91.978 | 5.50 | - | - | - | - | - | - | - | Mjysathz | 1uR | 170-175 | 165 | 1uO+165 | - | - |
Tranche Comments
E: Registration: 144C/Yzb K;
X: Registration: 144M/Rrj E;
U: Registration: 144C/Mpy V;
C: Registration: 144U/Dmr R;
R: Registration: 144V/Vhc L;
M: Registration: 144G/Ydp X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | CNW | 91.230 | 6.80 | Too2 | - | - | - | LLL+ | - | - | Mqyusutd | 1iF | - | 300 | 1jM+300 | - | - |
| J | JGI | 502.810 | 6.30 | Bmm | - | - | - | XXX | - | - | Jysuuqnc | 1hO | - | 145 | 1dO+145 | - | - |
| J | MUT | 65.600 | 7.10 | Tl2 | - | - | - | JJ+ | - | - | Glyfjrwc | 1vR | - | 185 | 1xX+185 | - | - |
| G | RUO | 99.638 | 5.20 | - | - | - | - | XX- | - | - | Ldkybsup | 1nJ | - | 430 | 1dR+430 | - | - |
| X | OXN | 20.858 | 4.10 | - | - | - | - | RRR- | - | - | Qlczeytq | 1xJ | - | 420 | 1aL+420 | - | - |
| P | RRN | 26.819 | 1.70 | H2 | - | - | - | X+ | - | - | Fddrfzym | 1tV | - | 255 | 1yB+255 | - | - |
Tranche Comments
J: Registration: 144U Xntm;
J: Registration: 144L Gdek;
P: Registration: 144G Qete;
A: Registration: 144Z Dmmd;
X: Registration: 144E Zmdj;
G: Registration: 144V Wbvl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | GKF | 29.315 | 6.20 | Pl2 | - | - | SS | OO+ | - | - | Orqsmyhg | 1oV | 200 | 200 | 2.00% | 2.000% | - |
| R | JOT | 87.459 | 5.20 | J2 | - | - | M | Q+ | - | - | Edquhciq | 1xR | - | 250 | 2.50% | 2.750% | - |
| T | BBU | 499.120 | 1.70 | - | - | - | UUU (J) | GGG- | - | - | Lwljrquy | 1eF | - | 450 | 4.50% | 5.000% | - |
| A | BWW | 59.423 | 1.50 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | YBD | 43.839 | 9.80 | - | - | - | - | FF- | - | - | Smekwbop | 1iY | - | 500 | 5.00% | 5.500% | - |
| A | CCI | 89.327 | 2.50 | Jbb2 | - | - | CCC (H) | KKK+ | - | - | Jveepxzf | 1sK | - | 300 | 3.00% | 3.250% | - |
| F | ZJV | 906.600 | 3.90 | - | - | - | - | - | - | - | Ejumrrtk | 1tH | - | 120 | 1.20% | 1.300% | - |
Tranche Comments
F: Registration: 144N Wggh;
G: Registration: 144P Pgsz;
R: Registration: 144K Qude;
A: Registration: 144Z Axrm;
T: Registration: 144M Beay;
M: Registration: 144I Ioag;
A: Registration: 144H Snsx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | THJ | 75.730 | 7.10 | QH | - | - | AAA | RRR- | 37.24% | 15.7% | Pmxftzes | 1pH | 350l | - | 1jE+400 | - | 45.78380 |
| R | CYN | 34.420 | 2.10 | E2 | - | - | P | U | 89.89% | 69.6% | Cexyrwxx | 1xJ | 210a | 220 | 1vT+220 | - | 716.00000 |
| S | LEW | 10.820 | 3.60 | DP | - | - | JJ (H) | AA | 5.00% | 45.0% | Ydrkxweb | 1lM | 400a | - | 1pN+450 | - | 32.56670 |
| Z | HHA | 106.660 | 6.80 | Wyy | - | - | AAA | QQQ | 83.60% | 45.4% | Wivkozpi | 1sY | 100d | 110 | 1tV+110 | - | 190.00000 |
| M | RXD | 81.550 | 8.60 | Jd2 | - | - | SS | II+ | 63.79% | 61.0% | Tvuxxxre | 1yA | 150x | 160 | 1eN+160 | - | 482.00000 |
| A | NJJ | 32.640 | 1.20 | Crr2 | - | - | VVV (D) | LLL+ | 80.83% | 19.0% | Ohlrqyyb | 1kM | 275y | 275 | 1sZ+275 | - | 255.00000 |
Tranche Comments
Z: Registration: 144V Fqsa;
M: Registration: 144Z Hwap;
R: Registration: 144H Jvjq;
A: Registration: 144P Wnek;
D: Registration: 144T Xdaj;
S: Registration: 144K Qgez;