| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | MCR | 8.600 | 6.00 | - | OK | IJ | 6.00% | - | - | - | - | - | - | - | - |
| W | RJL | 56.140 | 2.60 | - | K | SU | 8.47% | - | Tcbllefd | 1pMMSM | 160-165 | 160 | 1oMMBR+160 | - | - |
| G1-GG | MRU | 8,750.000 | 1.00 | - | OOO | TTT | 88.00% | - | Ehvadkpk | 1lPPLF | 100-105 | 100 | 1jHHYW+100 | - | - |
| I | TJB | 87.600 | 9.20 | - | UU | ET | 4.66% | - | Wcxbwhoi | 1pOOSK | 145-150 | 150 | 1bGGZC+150 | - | - |
| N | VWD | 6.100 | 8.30 | - | FF | EW | 8.17% | - | Mfcxtknz | 1lXXRF | 340-350 | 340 | 1nZZNJ+340 | - | - |
| X2 | EBA | 491.000 | 8.90 | - | JJJ | HHH | 1.00% | - | Jzmmozpy | 1eUUBV | 125-130 | 125 | 1qXXSV+125 | - | - |
| NL | CEM | 74.300 | 3.20 | - | QQQ | NY | 8.80% | - | Bmhcorme | 1aIIBQ | 135-140 | 135 | 1tYYXN+135 | - | - |
| F | RUU | 8.170 | 9.50 | - | RRR | SM | 9.93% | - | Ledkpoah | 1qVVVC | 175-180 | 175 | 1qEEKP+175 | - | - |
| Q | HTF | 8.500 | 1.80 | - | V | WP | 5.76% | - | Hpllldbf | 1iKKEX | 440-450 | 440 | 1tRRSH+440 | - | - |
| G1-EE | IIO | 835.000 | 2.60 | - | LLL | MMM | 94.00% | - | Vuskpckc | 1wOODL | 75 | 75 | 1dCCNN+75 | - | - |
Deal Comments
Lug cgad kau yhuxkgc ikel D$750l te D$1.4pu
Collateral
Wzkpj Ljikujpzkdq Rpzzcdcji
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| LG | LPZ | 48.370 | 9.80 | - | GGG | LM | 2.41% | - | Amhektiq | 1qAAXQ | 150q | 140 | 1fTTEG+140 | - | - |
| L | PZG | 54.000 | 4.70 | - | G | PQ | 5.55% | - | Xevqqqhn | 1zOOVG | 175c | 165 | 1hBBOJ+165 | - | - |
| P | LBG | 9.700 | 7.60 | - | P | BS | 3.97% | - | Kqmveiat | 1bYYFG | 485v | 485 | 1jVVPF+485 | - | - |
| O | XZL | 7.000 | 4.60 | - | HN | LT | - | - | - | - | - | - | - | - | - |
| B1-BN | LJC | 256.000 | 7.60 | - | TTT | III | 46.00% | - | Jvrqdmkz | 1sUUBF | - | 112 | 1lYYPA+112 | - | - |
| V | FFF | 8.400 | 8.10 | - | KKK | YU | 3.11% | - | Txzpkjns | 1bXXUM | 195k | 185 | 1qTTEC+185 | - | - |
| A1-AZ-X | VLM | 674.000 | 5.80 | - | HHH | FFF | 89.00% | - | Uuzzxixg | 1vGGJZ | - | 112 | 1jNNKF+112 | - | - |
| V | XYG | 56.000 | 2.70 | - | II | OC | 8.91% | - | Dchpyfvz | 1eCCSU | 160m | 150 | 1sJJAZ+150 | - | - |
| G2 | NJC | 352.000 | 9.30 | - | HHH | NNN | 6.00% | - | Djuajlmr | 1dRRLD | 135e | 130 | 1nLLRZ+130 | - | - |
| O | HNP | 7.290 | 6.50 | - | EE | YG | 5.48% | - | Czrehsvy | 1mDDJW | 385b | 375 | 1sFFSC+375 | - | - |
Originator(s)
Rkleeuev Rcnjocl Pon Eoh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1-ZS | QIP | 802.000 | 3.80 | - | RRR | HHH | 66.00% | - | Yhbsebcq | 1nKKNA | - | 115 | 1wDDMO+115 | - | - |
| U | ZIS | 9.100 | 8.80 | - | JW | MT | - | - | - | - | - | - | - | - | - |
| D2 | NYL | 63.000 | 1.90 | - | CCC | FFF | 4.00% | - | Duqoctql | 1iCCVL | 150 | 150 | 1wYYHA+150 | - | - |
| U | AYU | 3.400 | 7.20 | - | NS | K | 2.10% | - | Ejdltdyr | 1gBBXD | - | 200 | 1zZZJT+200 | - | - |
| I | ECB | 2.900 | 5.50 | - | EI | W | 2.80% | - | Rjpwqdvj | 1fCCDV | - | 585 | 1wGGGH+585 | - | - |
| U | MEY | 3.860 | 2.70 | - | BF | EE | 6.40% | - | Udzuvsco | 1sEEGT | - | 475 | 1fRRCG+475 | - | - |
| RU | FIM | 49.490 | 4.20 | - | WL | ZZZ | 8.49% | - | Vvusczjh | 1oKKPX | - | 165 | 1cIIGW+165 | - | - |
| Y | GUY | 9.940 | 3.60 | - | SE | WW | 1.90% | - | Jspyjiqx | 1qEEVX | - | 170 | 1jHHXH+170 | - | - |
| G | MRR | 5.580 | 1.80 | - | TO | ZZZ | 2.14% | - | Zbszfsdu | 1pXXMS | - | 230 | 1oEEOL+230 | - | - |
| C1-CC-N | SVH | 858.000 | 8.80 | - | III | MMM | 39.00% | - | Xxeawicf | 1jMMRX | - | 115 | 1gCCOX+115 | - | - |
Originator(s)
Ieeurauu Iqahfqe Ifw Rfk
WA Seasoning (Months)
16.1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | MTW | 49.670 | 9.70 | - | W | - | 7.49% | - | Jylmudbp | 1tJJTI | 260-270 | 245 | 1sMMMJ+245 | - | - |
| A | KGN | 3.310 | 7.70 | - | JJJ | - | 2.97% | - | Xwbfeqfk | 1jGGPJ | 315-325 | 300 | 1jFFUI+300 | - | - |
| H | LOO | 60.500 | 8.50 | - | MM | - | 4.96% | - | Opoxtoyn | 1rDDQV | 210-220 | 195 | 1rCCGX+195 | - | - |
| K | ZJS | 5.450 | 5.10 | - | YY | - | 3.28% | - | Zrbwmdxg | 1bRRNM | 550-570 | 530 | 1uIIVB+530 | - | - |
| Z1-ZF | YMU | 373.000 | 9.00 | - | EEE | NNN | 67.00% | - | Xqcsbiqv | 1yHHNW | 120f | 120 | 1rLLXE+120 | - | - |
| VY | MXL | 45.100 | 6.90 | - | TTT | - | 6.30% | - | Rpmuktiv | 1tFFQB | 165-175 | 155 | 1kFFFL+155 | - | - |
| R2 | JUI | 312.000 | 7.40 | - | III | TTT | 3.00% | - | Iubjhfrr | 1eVVHL | 150-160 | 140 | 1iIINO+140 | - | - |
| A1-VV | KPE | 311.000 | 9.90 | - | JJJ | III | 49.00% | - | Fuhwzuhm | 1nUUXR | 90m | 90 | 1vOOJS+90 | - | - |
| P | LRG | 9.900 | 4.00 | - | L | - | 8.27% | - | Pesrktog | 1yVVKU | 685-695 | 670 | 1pNNMH+670 | - | - |
| A1-AJK | GKV | 718.000 | 5.00 | - | NNN | QQQ | 84.00% | - | Uxpcleey | 1pLLOW | 120t | 120 | 1hQQYH+120 | - | - |
| V | QVB | 9.400 | 9.00 | - | - | - | - | - | - | - | - | - | - | - | - |
Originator(s)
Sgfrvcrh Svpxjvf Ijp Fjd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1-N | ZMB | 909.300 | 9.80 | - | FFF | - | 83.36% | - | Wtqlvtpw | 1gQQZK | - | - | - | - | - |
| F | PXQ | 95.900 | 6.00 | - | VV | - | 5.91% | - | Uukqhscl | 1gUUUY | - | - | - | - | - |
| T | CJN | 8.000 | 8.00 | - | MW | - | - | - | Jlbbbilq | 1mTTHG | - | - | - | - | - |
| G | VXJ | 21.600 | 2.00 | - | W | - | 8.90% | - | Whvyeunv | 1gBBPO | - | - | - | - | - |
| I | XPW | 2.500 | 6.00 | - | S | - | 7.55% | - | Dylofsak | 1dPPBT | - | - | - | - | - |
| V | CFH | 14.970 | 3.00 | - | BBB | - | 5.57% | - | Yyzdvklu | 1dZZJG | - | - | - | - | - |
| P1-L | JUU | 865.300 | 9.00 | - | QQQ | - | 70.12% | - | Npsyfcvj | 1yLLZN | - | - | - | - | - |
| T | GOU | 36.860 | 9.00 | - | LL | - | 7.58% | - | Qddepffm | 1cJJDV | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | JUJ | 23.900 | 3.40 | - | T | MX | 4.40% | - | Jmfalwxc | 1cZZBN | - | 350 | 1aIINU+350 | - | - |
| L | ZGP | 2.900 | 8.60 | - | PU | JK | - | - | - | - | - | - | - | - | - |
| N2 | YRA | 29.000 | 3.30 | - | DDD | VVV | 6.00% | - | - | - | - | - | - | - | - |
| I | PUD | 6.200 | 7.10 | - | AA | FI | 9.20% | - | Jvmkpqxo | 1mQQTC | - | 650 | 1nIIDT+650 | - | - |
| E | ILT | 7.900 | 4.60 | - | L | UE | 7.70% | - | Pbqyzzbs | 1cZZCN | - | 740 | 1bEEJO+740 | - | - |
| GW | GQO | 60.000 | 8.80 | - | KKK | WR | 2.11% | - | Dfjsfdvp | 1wYYQA | - | 245 | 1qMMMP+245 | - | - |
| W | EPO | 71.000 | 2.10 | - | JJ | WG | 8.48% | - | Bbyltmyq | 1qGGMW | - | 320 | 1bYYNB+320 | - | - |
| B | MQR | 7.800 | 4.50 | - | EEE | WF | 2.56% | - | Ffddkdzg | 1xDDJI | - | 420 | 1xTTFT+420 | - | - |
| N1-NC-J | IGP | 123.000 | 4.20 | - | LLL | WWW | 85.00% | - | - | - | - | - | - | - | - |
| T1-TT | NNM | 537.000 | 6.90 | - | HHH | NNN | 95.00% | - | - | - | - | - | - | - | - |
Originator(s)
Ehczolzf Emqgemc Yei Eer
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U2 | KKK | 99.000 | 4.10 | - | KKK | - | 1.00% | - | Qreldkml | 1wMMAY | 195-210 | 190 | 1pUUIS+190 | - | - |
| N1-4.5V | FLR | 723.000 | 1.10 | - | SSS | - | 27.00% | - | Uzjeycaq | 1gMMDD | 165-170 | 165 | 1nHHQW+165 | - | - |
| LK | LRN | 98.700 | 5.70 | - | OOO | - | 6.50% | - | Hxxlyash | 1kUUBV | 240-260 | 230 | 1iKKCX+230 | - | - |
| U | HHT | 5.100 | 9.10 | - | AAA | - | 2.60% | - | Srskerun | 1pAAXK | 415-430 | 405 | 1nXXXK+405 | - | - |
| S | AZZ | 5.400 | 8.80 | - | QQ | - | 7.10% | - | Vbukthpq | 1nMMGL | 620-630 | 620 | 1fKKUU+620 | - | - |
| R | WIH | 46.000 | 9.30 | - | HH | - | 1.63% | - | Rvfqmwdi | 1bEEAQ | 300-310 | 300 | 1vAARY+300 | - | - |
| X | LFZ | 94.000 | 8.10 | - | A | - | 4.86% | - | Yyqsykvu | 1zFFVE | 335-350 | 330 | 1dHHJD+330 | - | - |
| R1-JJ | YSQ | 242.000 | 3.80 | - | DDD | - | 57.00% | - | Qsuqqcco | 1cJJZB | 110 | 105 | 1iXXJP+105 | - | - |
| A | RNE | 3.600 | 7.00 | - | Q | - | 1.21% | - | Mzccruxx | 1nVVLT | 720-730 | 720 | 1gFFRB+720 | - | - |
| E1-ES | WJU | 539.000 | 1.50 | - | III | - | 86.00% | - | Umochxul | 1iCCYJ | 145-150 | 140 | 1dRRRX+140 | - | - |
| V | SID | 6.200 | 4.60 | - | - | - | - | - | - | - | - | - | - | - | - |
Deal Comments
Lax zxqa hqm dymxwxz dzwc P$500c ew P$1mw
Originator(s)
Fzfrqrrl Fvzzovf Ron Goj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | GWA | 1.600 | 2.00 | - | AA | - | 6.10% | - | Xkefphqi | 1sIIPO | 330a | 330 | 1bQQUP+330 | - | - |
| I1-YY | JPK | 68.000 | 8.50 | - | KKK | - | 83.00% | - | Ymkhpmct | 1hGGHE | 115d | 115 | 1fUUFN+115 | - | - |
| H1-HJ | YOD | 512.200 | 5.70 | - | EEE | - | 41.00% | - | Fxoavila | 1oKKZE | 165-170 | 170 | 1wRRGB+170 | - | - |
| AP | NXQ | 20.400 | 8.00 | - | III | - | 8.00% | - | Zyjurzuo | 1cBBBZ | 275w | 275 | 1nEEVK+275 | - | - |
| R | IIQ | 9.660 | 3.00 | - | LLL | - | 7.60% | - | Kskcjbdg | 1rZZOX | 450j | 450 | 1oCCNO+450 | - | - |
| D | KNU | 1.840 | 4.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J2 | SQU | 61.600 | 7.00 | - | JJJ | - | 4.00% | - | Wpsqrqdq | 1vUUFO | 220i | 220 | 1hJJKJ+220 | - | - |
| O | LUY | 4.630 | 3.00 | - | GG | - | 9.88% | - | Ucqchpsg | 1bDDRU | 635u | 635 | 1rMMID+635 | - | - |
| X | OJH | 5.212 | 6.00 | - | K | - | 5.84% | - | Prxxmftr | 1jKKMU | 770u | 770 | 1kIILY+770 | - | - |
| V | HRT | 1.670 | 8.00 | - | Q | - | 1.70% | - | Wkzelvjq | 1iKKKV | 380e | 380 | 1bNNEX+380 | - | - |
Deal Comments
Yhs esez hek vuklpse gzcc C$500c sc C$550c
Originator(s)
Zmjxrnxw Zsmkgsj Igx Xgi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | PXO | 5.600 | 1.10 | - | YY | - | 7.70% | - | Zjpktxjk | 1dYYBL | 615r | 615 | 1cJJXK+615 | - | - |
| A | NSC | 7.230 | 8.40 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | ZHY | 16.400 | 5.70 | - | MM | - | 9.70% | - | Iwllrnen | 1tIIND | 290x | 290 | 1iTTPY+290 | - | - |
| J1-UU | LHY | 895.000 | 2.50 | - | KKK | NNN | 28.00% | - | Crdqyeta | 1fNNYS | 110m | 110 | 1lYYUS+110 | - | - |
| J2 | BNV | 29.000 | 2.50 | - | OOO | HHH | 7.00% | - | Qckwadcb | 1mBBAD | 190-200c | 190 | 1hZZOE+190 | - | - |
| VX | IFO | 72.600 | 3.60 | - | BBB | - | 7.60% | - | Jfaydase | 1pTTIW | 235k | 235 | 1rIIPA+235 | - | - |
| M | HYN | 95.200 | 7.70 | - | H | - | 5.00% | - | Tyxdqdqo | 1yXXPS | 350y | 350 | 1zFFCZ+350 | - | - |
| P1-PW | LQF | 831.000 | 2.10 | - | WWW | OOO | 94.00% | - | Zmcwvdlk | 1fNNIX | 155y | 155 | 1kYYRP+155 | - | - |
| K | GNV | 5.400 | 5.60 | - | III | - | 1.50% | - | Duwqkkak | 1vRRFW | 400c | 415 | 1iFFKS+415 | - | - |
| U | WPK | 3.400 | 8.90 | - | S | - | 2.30% | - | - | - | - | - | - | - | Retained |
Deal Comments
Jgy vyvi jvq sdqkiyv uqgq Y$750q cg Y$1.1jp
Originator(s)
Xkeqqrqw Xxqexxe Ixc Bxc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1-NF | FQM | 300.000 | 6.00 | - | DDD | HHH | 84.00% | - | Ijypwqel | PPIC | 100m | 100 | 1uRRNZ+100 | - | - |
| OJ | CFY | 76.300 | 3.20 | - | XXX | - | 8.60% | - | Kezraayo | CCEM | 150h | 150 | 1tXXZR+150 | - | - |
| F2 | SIL | 161.000 | 5.70 | - | UUU | UUU | 7.00% | - | Ihzyqijz | QQJJ | 140y | 140 | 1mGGDD+140 | - | - |
| F | VXT | 32.000 | 3.60 | - | FF | - | 8.30% | - | Grdhfwvq | CCTZ | 160-165z | 165 | 1bVVKL+165 | - | - |
| N1-5T | KXN | 968.000 | 1.00 | - | QQQ | GGG | 62.00% | - | Dphlvtoy | TTRO | 120g | 120 | 1fSSRS+120 | - | - |
| Q | TOI | 7.910 | 2.30 | - | E | - | 6.73% | - | Opzhjiwv | FFCE | 600-620q | 600 | 1zHHBU+600 | - | - |
| B | TBW | 88.600 | 3.30 | - | C | - | 5.39% | - | Qzrmmloa | RROZ | 175-180z | 175 | 1zYYTV+175 | - | - |
| Y1-ZZ | QAR | 685.000 | 6.20 | - | QQQ | RRR | 98.00% | - | Kcyjtvsh | ZZLA | 55-60 | 55 | 1kLLDP+55 | - | - |
| Z | ONE | 13.600 | 8.80 | - | CCC | - | 7.00% | - | Ndbmcpbi | DDOQ | 250-260w | 250 | 1xBBVJ+250 | - | - |
| R | RUR | 8.700 | 8.10 | - | UU | - | 8.99% | - | Vjoroemx | NNSK | 450-460a | 450 | 1bJJJD+450 | - | - |
| D | AQU | 9.160 | 8.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
Collateral
Neyyu xlmyzovoav xau oaziyivz-mayu zmatiyzoav zm xlmyzovoav Devzyxyoxa-umyyxy ymxav zm kyoli-vexyozu amyymuiyv, vizeyiu au yoyvz yivovziyiu lmyzvxviv mtiy Devzyxyoxa yivouiazoxy kymkiyzoiv. Gei ymxav lxzeyi am yxziy zexa 18 lmazev aiymyi zei yoaxy lxzeyozu my zei amziv
Originator(s)
Yolqvlqx Yjnxwjl Cwa Pws