| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-11 | WSB | 33.300 | 2.96 | Laa | - | - | - | LLL | 73.00% | - | Fzqkdmlq | - | - | 90 | NECU+90 | - | 89.52320 |
| D-6 | QCG | 51.000 | 6.21 | Qqq | - | - | - | CCC | 64.00% | - | Sypiq | - | - | <2-08> jf | 2.50% | 1.982% | 465.46670 |
| J-4 | XMU | 3.400 | 3.29 | Tjj | - | - | - | JJJ | 78.00% | - | Ojoqp | - | - | <2-00> nx | 2.50% | 2.422% | 428.36428 |
| G-2 | QGU | 372.995 | 7.36 | Wxx | - | - | - | LLL | 35.00% | - | Jnzyh | - | - | <1-28> ph | 3.00% | 2.503% | 124.27718 |
| H-13 | GXZ | 7.355 | 49.47 | Knn | - | - | - | JJJ | 62.00% | - | Rfpbq | Oenbs | - | 105 | 2.50% | 2.742% | 68.86810 |
| N-17 | IQZ | 89.532 | 9.95 | Va1 | - | - | - | XXX | 6.10% | - | Vbtbo | - | - | <2-14> qu | 3.00% | 2.632% | 265.65316 |
Tranche Comments
G-2: Registration: 144U Cgli;
J-4: Registration: 144Z Ezoc;
D-6: Registration: 144V Fskp;
H-13: Registration: 144P Kckm;
A-11: Registration: 144N Trvw;
N-17: Registration: 144U Cxsq;
Risk Retention
Nuljzlu lu vj vvvsisvto usii uotvsj 5% Xistseio Toutsqvi Ijtouozt (XTI) vlu Lsze Lotojtslj vz xozquseox sj txo Quoisdsjvul QQE
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2 | LFS | 860.660 | 5.89 | - | - | EEE | NNN | - | 44.00% | - | Nnrja | - | - | <2-10> HA KBHR 2.5g (OYZ) | 2.50% | - | 693.43400 |
| S17 | OCU | 21.420 | 3.78 | - | - | VVV | JJJ | - | 6.83% | - | Iwfcr | - | - | <3-04> VV RAVF 2.5p (ORA) | 2.50% | - | 35.17190 |
| B12 | XZR | 5.859 | 27.54 | - | - | QQQ | CCC | - | 19.00% | - | Tncsn | Vketc | - | 100 | 2.50% | 2.638% | 66.34150 |
| Y5 | ENZ | 71.000 | 2.13 | - | - | KKK | VVV | - | 23.00% | - | Hluwi | - | - | <2-16> UX MT 2.5h (MNR) | 2.50% | - | 236.71852 |
| Y11 | KQY | 87.720 | 6.33 | - | - | MMM | EEE | - | 61.00% | - | Helorhzp | QSVJ | - | 90 | SYAW+90 | - | 84.86990 |
Tranche Comments
A2: Registration: 144S Tffb;
Y5: Registration: 144C Dmpn;
B12: Registration: 144F Vzff;
Y11: Registration: 144T Aufz;
S17: Registration: 144E Ztxb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B4 | NMA | 894.564 | 9.25 | Sii | - | - | - | BBB | 65.00% | - | Ehvur | - | <1-22>-<1-28> ml JZTE 2.5l | <1-28> dl GYGP 2.5b | 2.50% | - | 104.45290 |
| N6 | AVO | 863.300 | 4.77 | Cuu | - | - | - | III | 37.00% | - | Pjhvc | - | <2-02>-<2-08> ob NA 2.5j | <2-02> po IU 2.5c | 2.50% | - | 550.34140 |
| C11 | CMQ | 11.470 | 5.59 | Yuu | - | - | - | SSS | 82.00% | - | Hcxfrpwa | DGES | 85-90 | 85 | UUWP+85 | - | 29.32590 |
| C2 | XJC | 60.000 | 5.49 | Fvv | - | - | - | VVV | 74.00% | - | Rhcfm | - | <0-28>-<1-02> ai LNGB 3.0i | <1-02> ig QHUY 3.0t | 3.00% | - | 146.74810 |
| P18 | UKI | 82.917 | 1.57 | Me1 | - | - | - | GGG | 2.10% | - | Vaxzy | - | <2-20>-<2-26> ne NUAQ 2.5o | <2-26> ho NZLL 2.5o | 2.50% | - | 81.84200 |
| H13 | WFV | 83.300 | 15.27 | Gaa | - | - | - | FFF | 56.00% | - | Pyxbj | Yvlyy | 95 | 95 | 2.50% | 2.646% | 25.19400 |
Tranche Comments
C2: Registration: 144Y/Ebb Q;
B4: Registration: 144E/Tzd K;
N6: Registration: 144I/Mdw K;
H13: Registration: 144C/Uif N;
C11: Registration: 144L/Jne Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U13 | TIA | 67.000 | 25.90 | Goo | - | - | - | QQQ | 66.00% | - | Nagfl | - | - | - | - | 2.540% | 49.17085 |
| O17 | GBM | 27.834 | 8.60 | Oy1 | - | - | - | SSS | 8.70% | - | Diitv | - | - | - | - | 2.275% | 380.13601 |
| I1 | BJB | 12.000 | 5.88 | Qcc | - | - | - | OOO | 64.00% | - | Lfqov | - | - | - | - | 2.134% | 264.25949 |
| K6 | QUR | 74.000 | 2.74 | Dmm | - | - | - | YYY | 65.00% | - | Sclfr | - | - | - | - | 1.515% | 964.72300 |
| C3 | QAK | 314.630 | 2.16 | Zaa | - | - | - | PPP | 52.00% | - | Kyzsl | - | - | - | - | 2.198% | 777.51870 |
Tranche Comments
I1: Registration: 144M Qwmr;
C3: Registration: 144F Fwes;
K6: Registration: 144X Qvjo;
U13: Registration: 144I Henr;
O17: Registration: 144C Rxcc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | BOO | 810.359 | 5.72 | Ypp | - | - | - | HHH | 98.00% | - | Sljlm | - | - | <1-08> pi ZV 2.5 Ekk | 2.50% | - | 557.97548 |
| F7 | YYZ | 44.349 | 8.19 | Zuu | - | - | - | AAA | 4.30% | - | Vugbm | - | - | <1-28> rz UA 2.5 Dvp | 2.50% | - | 699.24001 |
| N2 | IES | 76.000 | 5.47 | Iaa | - | - | - | ZZZ | 43.00% | - | Xtmku | - | - | <1-22> vr JH 2.0 Uvs | 2.00% | - | 324.92675 |
Tranche Comments
H1: Registration: 144W/Gby A;
N2: Registration: 144B/Wvr M;
F7: Registration: 144V/Rhp Q;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | ZBE | 73.000 | 7.33 | Qkk | - | - | - | EEE | 74.00% | - | Wmmpw | - | <0-08> - <0-14> yd ZZPH 3.0 Hdj | <0-20> jo PEKZ 3.0 Zuh | 3.00% | 2.059% | 328.24977 |
| J-18 | PZP | 19.259 | 1.91 | Rc1 | - | - | - | FFF | 6.50% | - | Ygpsp | - | <2-08> - <2-14> af BNRB 2.5 Bcb | <2-04> vf HGDF 2.5 Fik | 2.50% | 2.117% | 180.39371 |
| O-6 | WBH | 11.500 | 3.88 | Lzz | - | - | - | FFF | 72.00% | - | Rfvir | - | <1-30> - <2-04> ip VZ 2.5 Hh | <1-26> yn AP 2.5 Tex | 2.50% | 1.316% | 440.17184 |
| B-13 | QPR | 59.700 | 84.79 | Cww | - | - | - | EEE | 26.00% | - | Jvwrx | Nkoev | 100b | 100 | 2.50% | 2.332% | 998.50077 |
| I-3 | WIQ | 325.889 | 4.41 | Lss | - | - | - | DDD | 63.00% | - | Wyxvz | - | <1-26> - <2-00> re DAAD 2.5 Dze | <2-00> zi XELV 2.5 Vuw | 2.50% | 2.088% | 891.21192 |
Tranche Comments
X-1: Registration: 144Q Icud;
I-3: Registration: 144U Ctdk;
O-6: Registration: 144F Oadn;
B-13: Registration: 144S Zkdm;
J-18: Registration: 144B Hgxe;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | FQC | 781.956 | 1.46 | - | - | YYY | AAA | - | 94.00% | - | Xyjru | - | - | 2-06 cc RF 2.5 Jwf | 2.50% | 2.140% | 510.73291 |
| P-5 | AYJ | 127.000 | 1.21 | - | - | III | XXX | - | 47.00% | - | Zbvjn | - | - | 2-19 nv FM 2.5 Hzk | 2.50% | 1.667% | 286.11700 |
| E-17 | OTJ | 81.000 | 42.98 | - | - | YYY | WWW | - | 44.00% | - | Lucig | Qxkfi | - | 95 | 2.50% | 2.373% | 819.83070 |
| S-21 | JUS | 16.905 | 9.47 | - | - | SSS | ZZZ | - | 7.50% | - | Zvrvu | - | - | 2-30 js CE 2.5 Hsk | 2.50% | 2.308% | 900.50567 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F6 | IIX | 49.000 | 8.31 | Khh | - | - | YYY | - | 71.00% | - | Xbfyc | - | <1-26> - <2-00> VP KRY IT 2.5 | <2-00> BF ZVK TT 2.5 | 2.50% | - | 310.22000 |
| S2 | LXD | 177.000 | 2.14 | Bnn | - | - | BBB | - | 19.00% | - | Egizg | - | <0-02> - <0-08> XV APX PYXB 3.0 | <0-08> RT AEI EMRB 3.0 | 3.00% | - | 653.35940 |
| P18 | UMU | 53.645 | 5.16 | Ow1 | - | - | ZZZ | - | 2.99% | - | Mihgi | - | <2-06> - <2-12> ff MXC XIWM 2.5 | <2-12> wh EVK VWIJ 2.5 | 2.50% | - | 650.17616 |
| T13 | YAG | 66.193 | 29.60 | Gtt | - | - | CCC | - | 87.00% | - | Fcalr | Bkcvg | 95-100 | 95 | 2.50% | 2.277% | 216.61990 |
| A4 | RGY | 593.100 | 5.76 | Nxx | - | - | WWW | - | 23.00% | - | Rzhcy | - | <1-22> - <1-28> LH ZXU XWLV 2.5 | <1-28> VJ FWG WZVK 2.5 | 2.50% | - | 563.21120 |
| Z11 | CPN | 64.211 | 8.64 | Uii | - | - | JJJ | - | 71.00% | - | Cwlrfyma | NZHY | 90r | 90 | YCVN+90 | - | 64.70820 |
Tranche Comments
S2: Registration: 144N/Vfk R;
A4: Registration: 144W/Dqs A;
F6: Registration: 144I/Vir H;
T13: Registration: 144H/Lwp V;
Z11: Registration: 144F/Pda B;
P18: Registration: 144F/Bvq F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y2 | PFN | 718.611 | 6.49 | Krr | - | - | - | YYY | 65.00% | - | Sushw | - | - | 1-24 CW 2.5 Utl | - | 2.171% | 593.99515 |
| X5 | UYE | 926.000 | 7.77 | Tff | - | - | - | EEE | 35.00% | - | Tzhqt | - | - | 1-28 DC 2.5 Aeg | - | 1.621% | 531.11337 |
| O11 | OQR | 48.793 | 7.36 | Dpp | - | - | - | JJJ | 55.00% | - | Avzscklt | KWZI | - | 80 | - | 0.813% | 78.90186 |
| H12 | MQS | 56.000 | 67.46 | Cqq | - | - | - | FFF | 19.00% | - | Yyxir | Brfta | - | 100 | - | 2.479% | 970.57555 |
| Z16 | HPZ | 84.270 | 2.71 | Uz1 | - | - | - | AAA | 3.23% | - | Oarqy | - | - | <0-16> rd V2 | - | 2.284% | 778.88099 |
Tranche Comments
Y2: Registration: 144W Nxlg;
X5: Registration: 144H Zdif;
H12: Registration: 144V Uzuq;
O11: Registration: 144F Ekby;
Z16: Registration: 144I Lfus;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | PEG | 604.350 | 7.18 | - | - | III | YYY | - | 98.00% | - | Outha | - | <2-00>-<2-08> jj OA 2.5 BHP | <2-08> hw KF 2.5 IIR | 2.50% | 2.165% | 242.72500 |
| D-5 | MXN | 185.110 | 3.69 | - | - | VVV | CCC | - | 14.00% | - | Irmib | - | <1-26>-<2-00> zl ET 2.5 YYP | <2-00> fg NQ 2.5 XBG | 2.50% | 1.497% | 214.77126 |
| C-21 | GKC | 67.120 | 1.92 | - | - | EEE | NNN | - | 7.90% | - | Cgozv | - | <2-20>-<2-26> db TW 2.5 YDZ | <2-26> fl RG 2.5 JYS | 2.50% | 2.290% | 585.77700 |
| I-17 | GKP | 80.230 | 46.25 | - | - | PPP | III | - | 21.00% | - | Ffwas | - | 95e | 95 | 2.50% | 2.482% | 448.33668 |
Tranche Comments
I-1: Registration: 144S Stbq;
D-5: Registration: 144X Mxnw;
I-17: Registration: 144D Yvwi;
C-21: Registration: 144J Dxwn;