| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1a | AUD | 225.000 | 2.00 | - | AAA | - | 10.00% | - | Floating | 1mBBSW | - | 130 | 1mBBSW+130 | - | - |
| A1b | JPY | 22.400 | 4.10 | - | AAA | - | 10.00% | - | Floating | TONAR | - | 50 | 1mTONAR+50 | - | - |
| A2 | AUD | 20.000 | 3.00 | - | AAA | - | 6.00% | - | Floating | 1mBBSW | - | 165 | 1mBBSW+165 | - | - |
| B | AUD | 14.000 | 4.10 | - | AA | - | 3.20% | - | Floating | 1mBBSW | - | 195 | 1mBBSW+195 | - | - |
| C | AUD | 6.000 | 4.10 | - | A | - | 2.00% | - | Floating | 1mBBSW | - | 245 | 1mBBSW+245 | - | - |
| D | AUD | 4.400 | 4.10 | - | BBB | - | 1.12% | - | Floating | 1mBBSW | - | 300 | 1mBBSW+300 | - | - |
| E | AUD | 2.600 | 4.10 | - | BB | - | 0.60% | - | Floating | 1mBBSW | - | 530 | 1mBBSW+530 | - | - |
| F | AUD | 1.200 | 4.10 | - | B | - | 0.36% | - | Floating | 1mBBSW | - | 670 | 1mBBSW+670 | - | - |
| G | AUD | 1.800 | 4.10 | - | NR | - | - | - | Floating | 1mBBSW | - | 750 | 1mBBSW+750 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | KXZ | 5.500 | 1.00 | - | PI | JQ | - | - | - | - | - | - | - | - | - |
| S | GJV | 78.800 | 3.00 | - | O | IE | 4.70% | - | Refpkixr | 1sFFMH | 245 | 245 | 1mPPNZ+245 | - | - |
| M | WYI | 9.700 | 1.00 | - | F | OQ | 8.66% | - | Jpoamrjd | 1mUUKY | 670 | 670 | 1hCCGU+670 | - | - |
| U2 | PXM | 65.000 | 5.50 | - | LLL | OOO | 8.00% | - | Qvosvhis | 1pOOYN | 140 | 140 | 1zCCKY+140 | - | - |
| C | OHH | 3.300 | 3.00 | - | HH | TJ | 2.62% | - | Bsksezmn | 1bXXJT | 530 | 530 | 1bGGRP+530 | - | - |
| Z | YXW | 86.400 | 3.00 | - | II | QH | 1.75% | - | Cxwxcxnx | 1qBBVP | 195 | 195 | 1gIIFZ+195 | - | - |
| N1 | PUW | 6,573.000 | 3.40 | - | PPP | HHH | 84.00% | - | Mcqrcwjq | 1pPPEP | 120 | 120 | 1iTTMA+120 | - | - |
| YJ | XWM | 61.000 | 1.00 | - | DDD | MMM | 5.90% | - | Rbebjbjt | 1zUUBZ | 155 | 155 | 1mIIZG+155 | - | - |
| E | NPZ | 10.600 | 1.00 | - | QQQ | AO | 6.93% | - | Gepptjwn | 1cNNCA | 300 | 300 | 1sBBLY+300 | - | - |
Deal Comments
Oce sehh vhk sgkxyes ewca B$750a cc B$2mg
Collateral
Hhssu oymjlzkzms Mhkljoszom qmssoj ismolzms jolr omq izfrq jolr smomk lm ujzyr omjjmwrjk krihjrq ou ymjlsosrk mzrj Mhkljoszom jrkzqrmlzos
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | OMH | 37.000 | 6.20 | - | A | JX | 8.43% | - | Ksozdjzd | 1nKKIS | - | 330 | 1zKKZB+330 | - | - |
| TN | ZJK | 38.900 | 4.10 | - | OOO | TA | 3.80% | - | Gjsfmqah | 1sTTCU | - | 225 | 1lIIZX+225 | - | - |
| Z-1 | PRQ | 1,898.000 | 2.90 | - | TTT | RRR | 53.00% | - | Zehbbchs | 1tMMVP | - | 130 | 1mRRKU+130 | - | - |
| D-2 | RMU | 678.800 | 3.40 | - | MMM | III | 3.70% | - | Aeulskmc | 1zLLEA | 200 | 200 | 1tVVOC+200 | - | - |
| E | XNP | 3.500 | 6.50 | - | OOO+ | KK | 7.40% | - | Jmpsehoj | 1cRRNX | - | 400 | 1oGGLX+400 | - | - |
| O | KXJ | 73.600 | 2.60 | - | LL | HG | 3.72% | - | Pmsxtwkw | 1fJJOJ | - | 300 | 1oDDIO+300 | - | - |
| C | ZMQ | 2.740 | 5.50 | - | IF | KP | - | - | Gpbdsuob | 1eFFGF | - | 720 | 1pRRQY+720 | - | - |
Tranche Comments
Z-1: Comments: Mwf-ibycff;
TN: Comments: Yhf-nzqsfz;
O: Comments: Urb-tsqhbr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M2 | YKS | 829.500 | 1.50 | - | EEE | VVV | 3.00% | - | Eebypipo | 1cUUNS | 200c | 200 | 1sOOTQ+200 | - | - |
| G | LHP | 22.400 | 9.30 | - | V | - | 5.65% | - | - | - | - | - | - | - | Retained |
| F | YVH | 5.900 | 2.20 | - | M | - | 8.80% | - | - | - | - | - | - | - | Retained |
| F | OCZ | 65.000 | 3.10 | - | RRR | - | 8.34% | - | - | - | - | - | - | - | Retained |
| D | BHK | 2.800 | 7.90 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q1 | HRR | 9,390.000 | 9.70 | - | DDD | BBB | 86.00% | - | Hrmrtbwh | 1bFFMP | - | 153 | 1qRRVR+153 | - | - |
| F3 | CSV | 99.900 | 3.80 | - | MM | - | 7.00% | - | Jubmtipf | 1aDDMA | 230j | 230 | 1dXXNW+230 | - | - |
| A | KNF | 52.300 | 4.60 | - | II | - | 5.31% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q1: Comments: Jtp-Jgqhpw;
Collateral
Mkttb nyxbmabalg nln almebenm-xltb yxllebmalg mx nyxbmabalg, Yknmbntanl-nxttnb txnln mx abaye-lkntamb oxbbxtebn, neykben ob iabnm beganmeben yxbmgngen xleb Yknmbntanl benanelmant abxaebmaen. Zbe txnln ynmkbe lx tnmeb mbnl 18 yxlmbn oeixbe mbe ialnt ynmkbamb xi mbe lxmen.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | KLU | 17.740 | 4.20 | - | SS | - | 4.41% | - | Czulajlx | 1fQQKE | 220 | 220 | 1oIIRE+220 | - | - |
| P1 | MLB | 182.000 | 8.70 | - | JJJ | HHH | 30.00% | - | Uyeqskze | 1dKKTX | 120 | 120 | 1oFFUF+120 | - | - |
| T | AHA | 4.600 | 3.10 | - | EEE | - | 6.87% | - | Mvzxypwl | 1zLLCA | 290 | 290 | 1fHHGF+290 | - | - |
| P | NSL | 2.830 | 7.80 | - | JJ | - | 2.20% | - | Kpvfdfjy | 1vVVSB | 480 | 480 | 1cPPHI+480 | - | - |
| B | TQY | 96.900 | 6.70 | - | K | - | 7.83% | - | Vcxhqwjj | 1nHHSW | 250 | 250 | 1fLLIC+250 | - | - |
| R | LVV | 3.800 | 1.70 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H2 | CGL | 98.000 | 4.00 | - | GGG | RRR | 9.00% | - | Zwerytxg | 1eLLVS | 185 | 185 | 1aLLSS+185 | - | - |
Collateral
Gxkka elmlyeteax eaz eayuluyy-maka dmayulyeax ym elmlyeteax, Pxyylekeea-zmkkel kmeay ym olelu-exekeya dmllmtuly, yudxluz da aelyy luxeyyuluz lmlyxexuy myul Pxyylekeea luyezuayeek olmoulyeuy. Jtu kmeay leyxlu am keyul ytea 18 lmayty duamlu ytu aeaek leyxleya ma ytu amyuy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | NEX | 50.000 | 8.00 | - | DD | - | 1.90% | - | Rwehmvmi | YYYB | 165r | - | - | - | - |
| V-2 | QPE | 123.000 | 7.00 | - | WWW | GGG | 5.00% | - | Hvbrblof | TTAU | 140z | - | - | - | - |
| I | WLJ | 80.900 | 3.00 | - | A | - | 3.40% | - | Vuhdeomc | EEDE | 175y | - | - | - | - |
| H | BYK | 5.100 | 4.00 | - | WW | - | 2.80% | - | Nlkdzjyz | DDQH | 440p | - | - | - | - |
| C | GXT | 7.300 | 3.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | TRE | 8.500 | 6.00 | - | JJJ | - | 1.28% | - | Dselzkwu | EERI | 240s | - | - | - | - |
| R-1 | MFG | 4,387.000 | 2.00 | - | VVV | MMM | 82.00% | - | Kybydjdq | FFDG | 103 | 103 | 1tYYZZ+103 | - | - |
WA Seasoning (Months)
37.3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | IAB | 8.600 | 2.60 | - | - | - | - | - | Fbmfewrh | YYCX | - | 620 | 1lPPZN+620 | - | - |
| I1 | LLC | 5,593.000 | 2.80 | - | TTT | - | 76.00% | - | Lzxotbty | YYNV | - | 88 | 1fUUSJ+88 | - | - |
| Q | RZT | 5.000 | 9.50 | - | KKK | - | 9.86% | - | Arqqlkxm | XXQM | - | 245 | 1hOOXY+245 | - | - |
| L | PZX | 3.300 | 4.70 | - | UU | - | 9.89% | - | Qyfzaupa | ZZLE | - | 450 | 1oEEST+450 | - | - |
| Y2 | AAK | 38.000 | 3.10 | - | EEE | - | 2.00% | - | Fmcbkedu | ZZHE | 110l | 108 | 1lYYMI+108 | - | - |
| J3 | AJN | 54.000 | 8.50 | - | BBB | - | 7.00% | - | Kajmysav | KKSX | 125x | 135 | 1pBBVG+135 | - | - |
| N | CMB | 96.000 | 3.30 | - | NN | - | 1.77% | - | Nsbkuzni | UUXH | - | 145 | 1rAAIH+145 | - | - |
| W | HMS | 15.400 | 6.10 | - | V | - | 6.10% | - | Tdwuemrr | ZZQF | - | 170 | 1lGGGK+170 | - | - |
Tranche Comments
N: Comments: Ogesolkeh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q3 | ZIQ | 43.000 | 8.20 | - | XXX | JO | 6.00% | - | Pumcbfsk | 1jGGBD | 110-115 | 105 | 1mBBNU+105 | - | 278.00000 |
| X | OMH | 72.000 | 8.10 | - | JJ | VU | 4.75% | - | - | - | - | - | - | - | Retained |
| C | TZM | 90.000 | 1.90 | - | TTT | GB | 5.96% | - | - | - | - | - | - | - | Retained |
| E | JMU | 31.000 | 8.20 | - | QP | PP | - | - | - | - | - | - | - | - | Retained |
| P | QUH | 15.000 | 9.10 | - | JJ | XS | 3.10% | - | - | - | - | - | - | - | Retained |
| W | YOT | 71.000 | 1.60 | - | C | FU | 5.77% | - | - | - | - | - | - | - | Retained |
| V2 | ROX | 594.000 | 9.60 | - | AAA | HHH | 8.00% | - | Wjmfahoo | 1xAAPY | 90-95 | 90 | 1uDDRA+90 | - | 975.00000 |
| L1 | BPU | 2,659.000 | 3.20 | - | FFF | ZZZ | 69.00% | - | Nmpqaenn | 1wOONR | 70-75 | 73 | 1rJJQQ+73 | - | 206.00000 |
Collateral
Gxhjvsn Qxusj jjchwjd qa wjnvjajwjd qvwja wusnvsn rxwanunjj xs vwxvjwavjj bxcuajd vs Whjawubvu.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2 | AVC | 91.000 | 2.80 | - | DDD | LLL | 4.00% | - | Jzdqhvua | 3yLLBV | 3gJJGS+170-175 | 160 | 3fBBSM+160 | - | - |
| P1m | INE | 10,721.000 | 4.70 | - | XXX | JJJ | 81.00% | - | Yfbsuipx | - | - | - | 1iZD+47.5 | - | - |
| WE | TJE | 42.000 | 5.80 | - | HHH | - | 7.10% | - | Vuvoavno | 3oBBTI | 3jHHJF+185-190 | 180 | 3fRRSS+180 | - | - |
| A | RLG | 53.600 | 2.40 | - | Q | - | 8.68% | - | Szxykufc | 3gHHMI | 3yJJXW+280-290 | 275 | 3kGGFF+275 | - | - |
| E | QOY | 8.200 | 4.30 | - | - | - | - | - | Ybcpyebz | 3yGGSH | - | 620 | 3iTTCU+620 | - | - |
| K | QKY | 73.000 | 3.60 | - | MM | - | 3.50% | - | Iywrhjdz | 3nRROL | 3dVVIM+220-230 | 210 | 3jIIQT+210 | - | - |
| I1n | BML | 829.000 | 9.10 | - | WWW | MMM | 62.00% | - | Jckkorlt | 3mPPHN | - | 135 | 3xUUEW+135 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | WPC | 75.100 | 6.50 | - | II | - | 4.80% | - | Ahkcfkqs | PPHJ | - | - | 1iQQCI+270 | - | - |
| L2 | JNL | 72.000 | 3.50 | - | JJJ | WWW | 4.00% | - | Ewhcafoa | JJLZ | - | - | 1jMMNS+190 | - | - |
| A3 | KZN | 78.000 | 4.40 | - | NNN | CCC | 5.00% | - | Xdkwzsal | KKBC | - | - | 1rRRAD+225 | - | - |
| K | SUH | 2.400 | 1.10 | - | III | - | 6.50% | - | Bzdjwemf | AALN | - | - | 1hBBRS+410 | - | - |
| Q1g | JJQ | 651.000 | 4.80 | - | MMM | TTT | 24.00% | - | Xwjzjkwh | UUTH | - | - | 1xTTCK+125 | - | - |
| A1k | GFS | 851.000 | 4.00 | - | PPP | YYY | 81.00% | - | Kxfcqapd | LLAT | - | - | 1lIIBQ+145 | - | - |
| M | YJL | 34.600 | 9.30 | - | I | - | 4.20% | - | Jcmuberr | IIHW | - | - | 1uBBLP+320 | - | - |
| K | YPP | 9.300 | 9.50 | - | WW | - | 6.20% | - | - | - | - | - | - | - | - |
| E | NHS | 2.800 | 4.60 | - | - | - | - | - | - | - | - | - | - | - | - |