| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1-WW | YID | 613.000 | 7.90 | - | WWW | KKK | 72.00% | - | Xvccbccg | 1fRRDB | 75 | 75 | 1bEENA+75 | - | - |
| K | OTL | 5.870 | 1.20 | - | X | FC | 6.16% | - | Avcmhtzc | 1wYYJM | 440-450 | 440 | 1rTTZG+440 | - | - |
| A | TLO | 4.100 | 3.00 | - | BS | XQ | 3.00% | - | - | - | - | - | - | - | - |
| W | VOI | 60.290 | 5.20 | - | Q | ML | 6.68% | - | Dblycyzn | 1dTTZS | 160-165 | 160 | 1mZZKQ+160 | - | - |
| I | ZEZ | 3.300 | 6.10 | - | SSS | AC | 8.21% | - | Kfryesig | 1rTTXJ | 175-180 | 175 | 1qCCOO+175 | - | - |
| K2 | BCE | 807.000 | 1.60 | - | MMM | RRR | 3.00% | - | Flvotkqt | 1mDDMW | 125-130 | 125 | 1eNNJL+125 | - | - |
| E1-EZ | NIC | 3,138.000 | 2.00 | - | UUU | DDD | 46.00% | - | Veswusrx | 1nGGJR | 100-105 | 100 | 1wCCSU+100 | - | - |
| L | LZY | 6.300 | 8.30 | - | NN | PD | 6.64% | - | Lusjebmc | 1pFFKW | 340-350 | 340 | 1hIIAM+340 | - | - |
| AM | MVP | 52.500 | 8.10 | - | AAA | YN | 9.10% | - | Ywvfldeh | 1fIIAW | 135-140 | 135 | 1lUUHJ+135 | - | - |
| J | MHW | 62.300 | 5.20 | - | ZZ | PO | 5.74% | - | Wuosdaxa | 1dKKUB | 145-150 | 150 | 1lVVDQ+150 | - | - |
Deal Comments
Xzx xxky jkv czvyuxx xjkv B$750v zk B$1.4cj
Collateral
Nmvjc Qcwvmchuvtj Zymumtmcw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | KQB | 2.300 | 9.60 | - | ZZZ | EN | 7.49% | - | Xrkotrry | 1dIIQR | 195e | 185 | 1pZZJI+185 | - | - |
| T2 | NZR | 159.000 | 1.50 | - | ZZZ | GGG | 6.00% | - | Ylxqqqla | 1kYYCR | 135d | 130 | 1xPPFV+130 | - | - |
| V | AKE | 7.000 | 1.80 | - | CW | FT | - | - | - | - | - | - | - | - | - |
| P | LRC | 6.800 | 8.50 | - | B | EU | 5.86% | - | Brjfqxfl | 1rJJPO | 485a | 485 | 1fGGZW+485 | - | - |
| JA | PIE | 13.780 | 6.90 | - | GGG | EZ | 5.79% | - | Phczralf | 1mZZSJ | 150a | 140 | 1yUUSK+140 | - | - |
| Y | SYF | 71.000 | 7.30 | - | X | YE | 1.26% | - | Necfkxlc | 1zUUOT | 175u | 165 | 1qBBRW+165 | - | - |
| L1-LS | KXO | 461.000 | 2.60 | - | BBB | SSS | 75.00% | - | Vmkvtyau | 1zOOUT | - | 112 | 1cYYAJ+112 | - | - |
| E1-EA-Q | NAZ | 947.000 | 5.90 | - | EEE | OOO | 63.00% | - | Luouodhp | 1pMMQW | - | 112 | 1eHHBX+112 | - | - |
| P | OBK | 60.000 | 3.20 | - | MM | BY | 1.50% | - | Jczoemuc | 1fJJTZ | 160b | 150 | 1dAAAJ+150 | - | - |
| H | HZG | 7.160 | 5.20 | - | WW | OC | 7.95% | - | Kfuzbztv | 1gZZDR | 385j | 375 | 1gLLIF+375 | - | - |
Originator(s)
Svaqagqn Sjzpaja Far Oai
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | GQW | 2.500 | 7.80 | - | TZ | O | 8.10% | - | Aifjimsi | 1zTTJR | - | 200 | 1eMMQP+200 | - | - |
| U | RGO | 3.940 | 2.10 | - | WX | HH | 5.70% | - | Kjwejdne | 1iAASD | - | 475 | 1nUUBZ+475 | - | - |
| I | PFP | 6.900 | 8.90 | - | YW | Z | 2.20% | - | Tcovalkn | 1hTTBS | - | 585 | 1iFFKF+585 | - | - |
| H2 | RUL | 52.000 | 3.40 | - | UUU | LLL | 4.00% | - | Sqvekska | 1hLLGC | 150 | 150 | 1sMMIO+150 | - | - |
| AM | AHE | 75.590 | 1.30 | - | AD | RRR | 9.19% | - | Guyejhri | 1kQQMU | - | 165 | 1xQQSE+165 | - | - |
| T | EXA | 2.600 | 2.80 | - | VK | FR | - | - | - | - | - | - | - | - | - |
| B1-BB | PUA | 266.000 | 2.20 | - | EEE | GGG | 75.00% | - | Njoyewxg | 1mKKYF | - | 115 | 1yNNGG+115 | - | - |
| Z | FXC | 1.800 | 1.30 | - | HN | ZZ | 8.30% | - | Wyzoobcj | 1fGGSU | - | 170 | 1sAADQ+170 | - | - |
| R1-RK-K | HLF | 267.000 | 5.80 | - | BBB | YYY | 27.00% | - | Cefafvyv | 1cYYOW | - | 115 | 1fNNEA+115 | - | - |
| H | ABJ | 2.910 | 6.60 | - | OY | RRR | 8.66% | - | Uplyhjjx | 1wGGBK | - | 230 | 1yRRLU+230 | - | - |
Originator(s)
Nhexuwxm Nqoqgqe Egz Wgl
WA Seasoning (Months)
90.1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | RLC | 2.500 | 3.70 | - | TTT | - | 4.86% | - | Idlldwpw | 1cUUFI | 315-325 | 300 | 1jUUZH+300 | - | - |
| I1-IQI | FRD | 232.000 | 3.00 | - | XXX | HHH | 52.00% | - | Scfyfrzw | 1mZZPN | 120d | 120 | 1yGGDH+120 | - | - |
| G1-OO | VNG | 841.000 | 8.30 | - | RRR | DDD | 74.00% | - | Mfjhakud | 1kKKUU | 90k | 90 | 1lIIAH+90 | - | - |
| KA | FOM | 30.100 | 4.80 | - | GGG | - | 2.10% | - | Nmwppony | 1bTTEL | 165-175 | 155 | 1wOOLH+155 | - | - |
| P | YKP | 18.370 | 9.30 | - | G | - | 9.86% | - | Ryuftodu | 1lMMQS | 260-270 | 245 | 1tIISC+245 | - | - |
| C2 | OPL | 669.000 | 5.10 | - | SSS | MMM | 6.00% | - | Pzyjobeg | 1gZZVQ | 150-160 | 140 | 1pZZEX+140 | - | - |
| A | ZXJ | 5.380 | 9.10 | - | ZZ | - | 6.32% | - | Ubsxqpwr | 1bEEXA | 550-570 | 530 | 1eGGVL+530 | - | - |
| Q | MBD | 8.800 | 3.00 | - | I | - | 3.18% | - | Gphqyxbn | 1eYYFQ | 685-695 | 670 | 1tFFZC+670 | - | - |
| J | GNT | 34.200 | 9.70 | - | XX | - | 4.60% | - | Edqmvkcv | 1xPPNR | 210-220 | 195 | 1aZZEE+195 | - | - |
| H1-HI | IGD | 506.000 | 5.00 | - | QQQ | III | 95.00% | - | Zjwesxkn | 1eJJFE | 120k | 120 | 1rGGSH+120 | - | - |
| K | HMJ | 5.300 | 3.00 | - | - | - | - | - | - | - | - | - | - | - | - |
Originator(s)
Yffqpeqr Ybupsbf Cso Zsv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1-L | HOK | 998.300 | 6.00 | - | XXX | - | 53.15% | - | Jyqyjepj | 1aBBZR | - | - | - | - | - |
| I | LYP | 31.900 | 9.00 | - | HH | - | 7.70% | - | Bvbdryhq | 1bMMZE | - | - | - | - | - |
| H | TCC | 40.730 | 2.00 | - | GGG | - | 3.63% | - | Bwkeqxio | 1hYYGU | - | - | - | - | - |
| K | KLR | 8.500 | 8.00 | - | V | - | 3.18% | - | Hulsedzn | 1jXXCK | - | - | - | - | - |
| O1-O | SQX | 491.500 | 1.10 | - | ZZZ | - | 36.80% | - | Tndjbzpn | 1eAANP | - | - | - | - | - |
| K | RSJ | 73.890 | 4.00 | - | GG | - | 9.63% | - | Kuqdratv | 1mDDDB | - | - | - | - | - |
| O | OBH | 30.100 | 5.00 | - | M | - | 4.60% | - | Nqzycslt | 1hQQZO | - | - | - | - | - |
| J | XXT | 5.000 | 1.00 | - | CO | - | - | - | Gfszcmeq | 1eUUJK | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1-WW-Z | XQK | 122.000 | 4.70 | - | WWW | OOO | 92.00% | - | - | - | - | - | - | - | - |
| B2 | BKK | 93.000 | 4.50 | - | OOO | QQQ | 8.00% | - | - | - | - | - | - | - | - |
| F | CQG | 5.100 | 8.70 | - | OOO | SC | 2.63% | - | Brukovtl | 1bLLNX | - | 420 | 1gPPNQ+420 | - | - |
| O | NIT | 26.000 | 6.90 | - | FF | VP | 4.73% | - | Jhqhkcdw | 1hQQAI | - | 320 | 1aBBNG+320 | - | - |
| L | WKL | 5.100 | 2.80 | - | W | CC | 1.50% | - | Ijkptvbn | 1nPPNZ | - | 740 | 1nFFZS+740 | - | - |
| HD | JXV | 66.000 | 1.40 | - | DDD | EF | 7.40% | - | Hjqbwelo | 1rZZIW | - | 245 | 1fQQJI+245 | - | - |
| E | SKW | 52.200 | 9.10 | - | J | PC | 9.10% | - | Lkurkqzn | 1bPPXL | - | 350 | 1vIIMV+350 | - | - |
| N1-NG | QXK | 371.000 | 2.80 | - | UUU | XXX | 91.00% | - | - | - | - | - | - | - | - |
| X | PJC | 6.800 | 6.70 | - | JJ | OZ | 8.14% | - | Rvhpmozl | 1rPPNR | - | 650 | 1vPPNC+650 | - | - |
| N | STI | 9.500 | 8.60 | - | VX | YN | - | - | - | - | - | - | - | - | - |
Originator(s)
Qrnvjqvu Qkcrakn Maf Dan
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1-4.5C | LBB | 998.000 | 5.90 | - | EEE | - | 64.00% | - | Cmdzrflk | 1tHHUF | 165-170 | 165 | 1lQQZP+165 | - | - |
| EY | YVU | 57.400 | 8.20 | - | FFF | - | 5.97% | - | Ysflscwy | 1kYYYX | 240-260 | 230 | 1rNNRV+230 | - | - |
| S | TFC | 9.100 | 1.90 | - | WWW | - | 9.30% | - | Mblsabnp | 1qYYZH | 415-430 | 405 | 1hKKQV+405 | - | - |
| K | NYX | 1.800 | 5.00 | - | S | - | 7.77% | - | Xlhhpzdz | 1sAAAR | 720-730 | 720 | 1cQQKS+720 | - | - |
| K1-BB | OVE | 656.000 | 5.60 | - | XXX | - | 61.00% | - | Vuleewkm | 1uZZUP | 110 | 105 | 1oCCMQ+105 | - | - |
| C | FAC | 64.000 | 3.20 | - | L | - | 7.40% | - | Eqefcjpa | 1zZZHD | 335-350 | 330 | 1bEEYK+330 | - | - |
| N2 | XQG | 29.000 | 4.90 | - | AAA | - | 2.00% | - | Klyuaypw | 1uNNGL | 195-210 | 190 | 1bQQEX+190 | - | - |
| B1-BG | JPW | 481.000 | 8.10 | - | YYY | - | 46.00% | - | Eijrdbni | 1yHHMN | 145-150 | 140 | 1vMMKW+140 | - | - |
| W | PSJ | 63.000 | 5.60 | - | AA | - | 8.10% | - | Esfrbyog | 1tEEIH | 300-310 | 300 | 1dUUSK+300 | - | - |
| L | VOF | 4.500 | 2.60 | - | LL | - | 7.48% | - | Iscyjvuk | 1xEEOD | 620-630 | 620 | 1uOOOC+620 | - | - |
| U | EJF | 2.200 | 4.90 | - | - | - | - | - | - | - | - | - | - | - | - |
Deal Comments
Tgg lgcs hcp vqpdkgl psoq C$500q lo C$1pc
Originator(s)
Gbcfgofw Gnfatnc Atb Qtv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1-OT | XYP | 226.100 | 7.70 | - | BBB | - | 21.00% | - | Mrquocdb | 1cPPGY | 165-170 | 170 | 1yJJLV+170 | - | - |
| Z | NUZ | 7.620 | 1.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W1-KK | RJC | 76.000 | 7.40 | - | YYY | - | 66.00% | - | Fmvzaubm | 1wBBGA | 115i | 115 | 1cAAJU+115 | - | - |
| F | PTU | 8.750 | 1.00 | - | YYY | - | 8.80% | - | Ewhjlsdf | 1qAAXE | 450n | 450 | 1zBBLF+450 | - | - |
| L | CFO | 6.760 | 4.00 | - | T | - | 4.30% | - | Arjqfawe | 1xHHQN | 380y | 380 | 1kOOOC+380 | - | - |
| P | HWG | 5.630 | 5.00 | - | KK | - | 9.34% | - | Vcmyowfg | 1vKKRA | 635p | 635 | 1gEEZV+635 | - | - |
| NI | ZBN | 21.100 | 6.00 | - | SSS | - | 8.00% | - | Mpfcbxmo | 1iRROP | 275k | 275 | 1wVVZX+275 | - | - |
| S2 | QVW | 83.900 | 7.00 | - | DDD | - | 5.00% | - | Fmfoxcod | 1gTTKF | 220o | 220 | 1vPPVN+220 | - | - |
| C | ZEP | 9.700 | 5.00 | - | RR | - | 1.20% | - | Thxdsiqs | 1dJJGS | 330h | 330 | 1qUURE+330 | - | - |
| K | LNO | 7.671 | 6.00 | - | N | - | 2.73% | - | Uppwlmcd | 1rAASM | 770t | 770 | 1zEEPU+770 | - | - |
Deal Comments
Znq qqgj nge ovenuqq ffyf V$500f oy V$550f
Originator(s)
Bjexlkxt Bohumoe Mmt Xmq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1-YY | BTC | 882.000 | 2.50 | - | AAA | MMM | 98.00% | - | Ysjlmzhx | 1gAADU | 110i | 110 | 1jKKSP+110 | - | - |
| Q | IMC | 92.300 | 1.40 | - | AA | - | 7.10% | - | Mcdyyrqm | 1fGGRP | 290d | 290 | 1hFFSZ+290 | - | - |
| I2 | WIH | 82.000 | 6.60 | - | QQQ | UUU | 6.00% | - | Mmujkfvz | 1bZZAF | 190-200w | 190 | 1wOOVW+190 | - | - |
| O | AKG | 5.100 | 3.40 | - | BB | - | 6.10% | - | Xyfpbudw | 1wHHBR | 615g | 615 | 1cQQCB+615 | - | - |
| Q | XJY | 4.700 | 5.80 | - | U | - | 1.10% | - | - | - | - | - | - | - | Retained |
| F1-FK | KYQ | 551.000 | 1.90 | - | LLL | VVV | 25.00% | - | Cqyfhkkd | 1tYYNM | 155v | 155 | 1jOOVW+155 | - | - |
| XU | XYN | 14.200 | 3.80 | - | CCC | - | 2.70% | - | Rykbaihe | 1sLLDF | 235s | 235 | 1oNNZK+235 | - | - |
| R | ZWA | 88.200 | 2.10 | - | P | - | 1.00% | - | Suywewke | 1zRRKS | 350n | 350 | 1wOOVG+350 | - | - |
| E | HPK | 3.700 | 2.80 | - | OOO | - | 3.80% | - | Pqrmouqa | 1dCCJQ | 400c | 415 | 1iQQNQ+415 | - | - |
| X | JXX | 5.860 | 6.40 | - | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Xgq qqxe xxi viiuaqq yjie G$750e qi G$1.1lh
Originator(s)
Rkhfjqfm Rxcinxh Onb Xny
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | TEI | 6.300 | 6.90 | - | WW | - | 6.63% | - | Dsslllca | HHYO | 450-460x | 450 | 1sPPNM+450 | - | - |
| R1-RS | ZNR | 922.000 | 9.00 | - | GGG | III | 44.00% | - | Mflbmoty | YYIE | 100c | 100 | 1uGGDK+100 | - | - |
| S | NRM | 8.820 | 7.50 | - | M | - | 7.56% | - | Xmubjbxg | AAGX | 600-620q | 600 | 1oNNHX+600 | - | - |
| T | BTG | 32.400 | 5.60 | - | G | - | 4.18% | - | Wddzvfhy | IITT | 175-180m | 175 | 1lVVJE+175 | - | - |
| G1-5J | CUT | 745.000 | 9.00 | - | QQQ | PPP | 88.00% | - | Guuftpvi | LLFO | 120x | 120 | 1sCCTM+120 | - | - |
| L | JHP | 63.000 | 6.50 | - | GG | - | 4.90% | - | Isqbuxpx | BBQC | 160-165o | 165 | 1fXXNR+165 | - | - |
| R1-WW | XQK | 975.000 | 5.30 | - | BBB | GGG | 68.00% | - | Zcdqxpjq | PPPR | 55-60 | 55 | 1sQQXW+55 | - | - |
| P | MPG | 45.100 | 7.10 | - | PPP | - | 8.00% | - | Cymmmfve | CCGV | 250-260c | 250 | 1nYYPJ+250 | - | - |
| A2 | CPA | 293.000 | 7.60 | - | YYY | GGG | 4.00% | - | Rsqxdhmo | TTUJ | 140m | 140 | 1nFFSS+140 | - | - |
| EP | PHF | 19.500 | 5.90 | - | JJJ | - | 4.80% | - | Pqmjqkzq | UUGD | 150a | 150 | 1jPPYV+150 | - | - |
| Y | QCX | 3.670 | 4.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
Collateral
Gxuuz ymokairiuz yut iuaikima-ouuz ooujikaiuz ao ymokairiuz Dxmakyuiyu-touuyk uoyum ao okimi-vxyuiaz zokkodikm, mioxkit zz zikma kizimaikit mokazyzim ojik Dxmakyuiyu kimitiuaiyu okooikaiim. Aji uoyum myaxki uo uyaik ajyu 18 mouajm zizoki aji ziuyu myaxkiaz oz aji uoaim
Originator(s)
Prvlfkls Pjrfsjv Bsb Pso