| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-6 | RRC | 11.000 | 7.45 | Gaa | - | - | - | TTT | 32.00% | - | Rjvsd | - | - | <2-08> vp | 2.50% | 1.982% | 996.84810 |
| N-13 | TKO | 6.358 | 86.65 | Kii | - | - | - | GGG | 83.00% | - | Dmcjh | Mbvga | - | 105 | 2.50% | 2.742% | 46.43910 |
| Y-4 | IPQ | 4.900 | 3.88 | Caa | - | - | - | KKK | 97.00% | - | Mvjvr | - | - | <2-00> rq | 2.50% | 2.422% | 856.56451 |
| Y-17 | CNU | 22.266 | 2.71 | Uk1 | - | - | - | HHH | 5.70% | - | Primw | - | - | <2-14> sg | 3.00% | 2.632% | 440.61504 |
| K-2 | ELK | 213.171 | 2.21 | Wgg | - | - | - | LLL | 94.00% | - | Chnyq | - | - | <1-28> iy | 3.00% | 2.503% | 831.51649 |
| L-11 | NVA | 67.300 | 1.53 | Sss | - | - | - | ZZZ | 97.00% | - | Ilmsozqd | - | - | 90 | PIBX+90 | - | 92.16234 |
Tranche Comments
K-2: Registration: 144T Xjbx;
Y-4: Registration: 144U Scrf;
T-6: Registration: 144Y Anvw;
N-13: Registration: 144F Bzee;
L-11: Registration: 144L Avge;
Y-17: Registration: 144L Dvvj;
Risk Retention
Bfuvvuu uu hv hppoqohvf loqq ufvhov 5% Wqogopqf Jfuvonhq Ivvfufvv (WJI) puu Lovo Lfvfvvouv hv ufvnuopfu ov vcf Qufqoqovhuh QQC
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S2 | JSE | 433.520 | 4.98 | - | - | ZZZ | BBB | - | 26.00% | - | Gsber | - | - | <2-10> LV WLLQ 2.5e (KHU) | 2.50% | - | 259.19700 |
| R12 | LXO | 9.484 | 42.18 | - | - | KKK | XXX | - | 80.00% | - | Lgvei | Cliix | - | 100 | 2.50% | 2.638% | 39.84020 |
| W17 | PCV | 93.620 | 7.20 | - | - | RRR | OOO | - | 1.63% | - | Nkgym | - | - | <3-04> JH GVJR 2.5d (ZYY) | 2.50% | - | 39.90740 |
| Y11 | BCJ | 75.560 | 1.94 | - | - | YYY | QQQ | - | 97.00% | - | Nuzekuds | LHSS | - | 90 | BQSQ+90 | - | 72.30570 |
| M5 | LSR | 15.000 | 7.88 | - | - | AAA | OOO | - | 31.00% | - | Yvnns | - | - | <2-16> ZP TI 2.5k (TIL) | 2.50% | - | 458.74000 |
Tranche Comments
S2: Registration: 144F Lura;
M5: Registration: 144B Vmuv;
R12: Registration: 144T Gtzk;
Y11: Registration: 144L Nivb;
W17: Registration: 144V Gefu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P2 | KRX | 26.000 | 3.42 | Waa | - | - | - | III | 27.00% | - | Lcbmo | - | <0-28>-<1-02> ed TLMM 3.0z | <1-02> op EFYF 3.0g | 3.00% | - | 239.67060 |
| R13 | MMZ | 66.900 | 48.51 | Ggg | - | - | - | MMM | 82.00% | - | Fjloy | Rzvbo | 95 | 95 | 2.50% | 2.646% | 16.88900 |
| E6 | OIT | 611.600 | 5.86 | Pcc | - | - | - | TTT | 19.00% | - | Wplwc | - | <2-02>-<2-08> oq VO 2.5y | <2-02> in HI 2.5u | 2.50% | - | 287.49583 |
| L11 | AEQ | 72.910 | 7.71 | Kkk | - | - | - | XXX | 47.00% | - | Fwsxfvkc | NOKG | 85-90 | 85 | NJWT+85 | - | 90.43140 |
| W4 | BFD | 745.827 | 5.82 | Qjj | - | - | - | TTT | 36.00% | - | Fclih | - | <1-22>-<1-28> nk CNUX 2.5k | <1-28> up NGDZ 2.5g | 2.50% | - | 812.74740 |
| C18 | KHI | 90.463 | 2.56 | Gb1 | - | - | - | RRR | 1.20% | - | Hcnvp | - | <2-20>-<2-26> cn VLTW 2.5t | <2-26> ue FNOW 2.5j | 2.50% | - | 79.75400 |
Tranche Comments
P2: Registration: 144K/Fww D;
W4: Registration: 144H/Qam C;
E6: Registration: 144P/Qrt H;
R13: Registration: 144X/Add W;
L11: Registration: 144X/Dba J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R13 | PYV | 74.000 | 67.11 | Kll | - | - | - | BBB | 17.00% | - | Tsngl | - | - | - | - | 2.540% | 63.86210 |
| X6 | ZJC | 46.000 | 9.37 | Chh | - | - | - | BBB | 34.00% | - | Pygmg | - | - | - | - | 1.515% | 459.14600 |
| Y17 | MHL | 93.609 | 6.34 | Ne1 | - | - | - | PPP | 4.20% | - | Mfyij | - | - | - | - | 2.275% | 387.57664 |
| G3 | TUJ | 351.765 | 9.45 | Yvv | - | - | - | JJJ | 77.00% | - | Ugowo | - | - | - | - | 2.198% | 153.39380 |
| E1 | ZSP | 55.000 | 4.54 | Umm | - | - | - | TTT | 24.00% | - | Uintp | - | - | - | - | 2.134% | 424.71538 |
Tranche Comments
E1: Registration: 144E Wraz;
G3: Registration: 144Z Iagu;
X6: Registration: 144B Dkbs;
R13: Registration: 144V Rsqu;
Y17: Registration: 144W Hikl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1 | GHV | 861.704 | 1.89 | Dww | - | - | - | OOO | 49.00% | - | Ngrmq | - | - | <1-08> gn CV 2.5 Krn | 2.50% | - | 538.92350 |
| R2 | WXO | 89.000 | 9.74 | Gww | - | - | - | III | 33.00% | - | Ifcuv | - | - | <1-22> ml CQ 2.0 Zgf | 2.00% | - | 631.53411 |
| E7 | NZU | 85.338 | 6.81 | Loo | - | - | - | XXX | 6.90% | - | Irufj | - | - | <1-28> de YY 2.5 Crl | 2.50% | - | 516.49651 |
Tranche Comments
O1: Registration: 144X/Vdm B;
R2: Registration: 144V/Ouf Z;
E7: Registration: 144H/Esq R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | QOV | 20.000 | 5.27 | Wkk | - | - | - | LLL | 11.00% | - | Zyxjo | - | <0-08> - <0-14> dz ECTJ 3.0 Joe | <0-20> xf FUOC 3.0 Cyh | 3.00% | 2.059% | 668.23357 |
| H-3 | JNH | 129.609 | 1.65 | Jgg | - | - | - | SSS | 10.00% | - | Mwiej | - | <1-26> - <2-00> gt WLAE 2.5 Eme | <2-00> gl LIFP 2.5 Poj | 2.50% | 2.088% | 940.62006 |
| V-13 | FTB | 63.800 | 93.58 | Zcc | - | - | - | QQQ | 37.00% | - | Bhgaa | Luqau | 100f | 100 | 2.50% | 2.332% | 961.47992 |
| W-18 | OWR | 16.219 | 5.94 | Kj1 | - | - | - | KKK | 1.40% | - | Skweh | - | <2-08> - <2-14> vb EYQZ 2.5 Zzz | <2-04> kw YXOP 2.5 Pkn | 2.50% | 2.117% | 214.65106 |
| V-6 | RKO | 92.100 | 8.60 | Zcc | - | - | - | MMM | 30.00% | - | Fmjuq | - | <1-30> - <2-04> hn DB 2.5 Nl | <1-26> sk RU 2.5 Zjb | 2.50% | 1.316% | 370.72177 |
Tranche Comments
G-1: Registration: 144U Dcqw;
H-3: Registration: 144G Pevk;
V-6: Registration: 144I Psdj;
V-13: Registration: 144R Yohn;
W-18: Registration: 144J Hxub;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | RBG | 518.105 | 9.62 | - | - | VVV | AAA | - | 23.00% | - | Wwiqm | - | - | 2-06 qh ZN 2.5 Lzj | 2.50% | 2.140% | 347.58977 |
| Q-5 | SIS | 101.000 | 3.15 | - | - | LLL | NNN | - | 95.00% | - | Ebzzr | - | - | 2-19 tj AW 2.5 Iut | 2.50% | 1.667% | 143.50200 |
| R-17 | VZA | 44.000 | 67.21 | - | - | CCC | TTT | - | 74.00% | - | Kvajv | Eequj | - | 95 | 2.50% | 2.373% | 914.86459 |
| E-21 | UCI | 62.570 | 5.13 | - | - | KKK | MMM | - | 9.50% | - | Xqlwu | - | - | 2-30 fb KJ 2.5 Ruc | 2.50% | 2.308% | 403.11495 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L4 | CRT | 695.260 | 7.93 | Phh | - | - | SSS | - | 71.00% | - | Bimjo | - | <1-22> - <1-28> RV APO PRRK 2.5 | <1-28> EW OYL YGEU 2.5 | 2.50% | - | 269.14730 |
| P2 | YEP | 410.000 | 2.71 | Naa | - | - | HHH | - | 96.00% | - | Oiojx | - | <0-02> - <0-08> DD WYT YGDG 3.0 | <0-08> TL TEM EOTM 3.0 | 3.00% | - | 966.29093 |
| A6 | LYZ | 67.000 | 4.17 | Hqq | - | - | LLL | - | 96.00% | - | Umglz | - | <1-26> - <2-00> CT VRH FP 2.5 | <2-00> ZR XME OA 2.5 | 2.50% | - | 118.81000 |
| H11 | XAG | 20.975 | 9.43 | Eoo | - | - | WWW | - | 62.00% | - | Wvscupxm | HINP | 90c | 90 | MSXU+90 | - | 12.71570 |
| T18 | VBK | 24.244 | 6.93 | Yg1 | - | - | RRR | - | 1.66% | - | Cvvkn | - | <2-06> - <2-12> hb YPU PZMQ 2.5 | <2-12> ze NOH OXHI 2.5 | 2.50% | - | 289.65313 |
| M13 | JQL | 84.267 | 64.90 | Yoo | - | - | AAA | - | 84.00% | - | Fjakk | Moznt | 95-100 | 95 | 2.50% | 2.277% | 272.66540 |
Tranche Comments
P2: Registration: 144O/Hxp O;
L4: Registration: 144Z/Tzq A;
A6: Registration: 144B/Zwl O;
M13: Registration: 144D/Jaf U;
H11: Registration: 144E/Htc J;
T18: Registration: 144F/Drm C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X16 | WUL | 55.710 | 5.24 | Sf1 | - | - | - | HHH | 4.78% | - | Bzjia | - | - | <0-16> df A2 | - | 2.284% | 481.55298 |
| O11 | VFA | 55.829 | 3.91 | Rpp | - | - | - | GGG | 82.00% | - | Wdelowrl | ZZAY | - | 80 | - | 0.813% | 25.83201 |
| W12 | KWR | 90.000 | 21.97 | Kff | - | - | - | YYY | 67.00% | - | Ezynx | Gcfzq | - | 100 | - | 2.479% | 155.96959 |
| V2 | ALT | 717.457 | 2.75 | Jpp | - | - | - | SSS | 94.00% | - | Fktgi | - | - | 1-24 TW 2.5 Fqx | - | 2.171% | 911.50500 |
| H5 | XXQ | 717.000 | 4.85 | Zee | - | - | - | JJJ | 73.00% | - | Vkrus | - | - | 1-28 DV 2.5 Gyx | - | 1.621% | 722.91637 |
Tranche Comments
V2: Registration: 144J Xihx;
H5: Registration: 144E Wcuk;
W12: Registration: 144A Ysnb;
O11: Registration: 144Y Bumc;
X16: Registration: 144E Gcgp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-21 | IPU | 52.730 | 3.35 | - | - | DDD | GGG | - | 2.30% | - | Ucxzs | - | <2-20>-<2-26> wg HC 2.5 TOD | <2-26> ay DS 2.5 WTN | 2.50% | 2.290% | 493.18500 |
| X-5 | YXK | 330.500 | 3.40 | - | - | WWW | WWW | - | 40.00% | - | Fyqve | - | <1-26>-<2-00> cg PO 2.5 RVK | <2-00> bc CN 2.5 RRE | 2.50% | 1.497% | 586.62945 |
| R-1 | NPV | 698.779 | 3.64 | - | - | JJJ | KKK | - | 22.00% | - | Urcnt | - | <2-00>-<2-08> pw PX 2.5 DTI | <2-08> wc WU 2.5 ZJU | 2.50% | 2.165% | 979.36800 |
| I-17 | CQG | 13.640 | 44.14 | - | - | SSS | FFF | - | 69.00% | - | Jgine | - | 95c | 95 | 2.50% | 2.482% | 922.53976 |
Tranche Comments
R-1: Registration: 144Y Iijw;
X-5: Registration: 144H Vojv;
I-17: Registration: 144J Pqpa;
H-21: Registration: 144T Nqna;