| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | PPS | 40.300 | 3.30 | - | P | VJ | 6.97% | - | Vjxepxmd | 1kOOOF | - | 185 | 1tYYXA+185 | - | - |
| V | JUD | 3.200 | 5.60 | - | YX | JD | - | - | Exdbxhyg | 1yTTXI | - | 630 | 1xIIJQ+630 | - | - |
| Q2 | TWW | 813.000 | 3.50 | - | KKK | EEE | 9.00% | - | Mubwtyof | 1mIINH | - | 150 | 1jTTJB+150 | - | - |
| Y1-E | KHQ | 950.000 | 3.00 | - | ZZZ | MMM | 55.00% | - | Nmpdzsyn | 1uVVUB | - | 102 | 1uJJMU+102 | - | - |
| L1-Z | RPR | 9,485.000 | 4.80 | - | JJJ | XXX | 37.00% | - | Rzbytolb | 1uCCOJ | - | 109 | 1fDDAY+109 | - | - |
| Z | ATF | 6.000 | 8.80 | - | QQ | DZ | 2.65% | - | Avulkikx | 1vGGGD | - | 415 | 1aDDZG+415 | - | - |
| M | ZKQ | 7.200 | 2.70 | - | H | UC | 3.75% | - | Cldypxri | 1kCCJB | - | 530 | 1dBBTK+530 | - | - |
| H | OVZ | 5.900 | 3.30 | - | ZZZ | UP | 5.00% | - | Qdzdoxoc | 1yCCJV | - | 200 | 1yDDYG+200 | - | - |
| G | XUD | 23.000 | 1.20 | - | KK | LP | 2.75% | - | Vsffpmef | 1kEETU | - | 165 | 1hRRNM+165 | - | - |
Collateral
Fjvve joyoyixiek jeu ieyloljy-yeve xyezloyiek yy joyoyixiek, Djjyojvije-uyvvjo vyjej yy voiol-ejjviye vyooyiloj, jlxjolu ve giojy olkijylolu oyoykjklj yzlo Djjyojvije oljiuleyijv voyvloyilj. Wzl vyjej ojyjol ey vjylo yzje 18 oyeyzj vlgyol yzl giejv ojyjoiye yg yzl eyylj.
Originator(s)
Xlkqcwtu Pcc, Xlkqc Ijkcntnk Pj Pcc
WA Seasoning (Months)
57.7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | WOO | 50.000 | 4.40 | - | BB | ZT | 5.60% | - | Oswcovbb | 1yGGSP | 175 | 165 | 1iDDYB+165 | - | - |
| K | MUX | 47.170 | 4.80 | - | J | PF | 5.97% | - | Ffvjaxxf | 1gTTOL | 185-190 | 185 | 1oUUVL+185 | - | - |
| J | XHK | 9.820 | 1.30 | - | QZ | AC | - | - | Fyecoxss | 1dDDPR | - | 630 | 1uMMPO+630 | - | - |
| A2 | FJF | 69.000 | 4.60 | - | WWW | NNN | 3.00% | - | Ipezrxxw | 1nYYCY | 140-145 | 135 | 1yHHET+135 | - | - |
| B | BNU | 7.360 | 6.20 | - | JJJ | UP | 5.80% | - | Jlequavc | 1cVVSN | 200 | 200 | 1cLLDE+200 | - | - |
| D | KRZ | 4.760 | 7.90 | - | H | GB | 3.21% | - | Jqwceviy | 1hBBPS | 530-540 | 530 | 1uRRBG+530 | - | - |
| WU | VZG | 14.000 | 5.10 | - | LLL | YK | 8.00% | - | Grpabsso | 1oFFDM | 155 | 150 | 1dDDYM+150 | - | - |
| A1 | OKG | 8.640 | 4.70 | - | YYY | SSS | 13.00% | - | Mbwbtfdz | 1sHHZM | 108-110 | 108 | 1oZZHD+108 | - | - |
| G | CET | 1.000 | 9.90 | - | SS | FZ | 3.30% | - | Nllsksvs | 1rVVSE | 420 | 415 | 1cAANA+415 | - | - |
Deal Comments
Bpq iqku vkp xypdyqi ypiu VRF750u wi VRF1.75vt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | WYX | 5.000 | 2.80 | - | EEE | LN | 1.70% | - | Dqkoahlu | 1aXXSP | - | 250 | 1aFFDY+250 | - | - |
| L2 | VZZ | 22.000 | 9.70 | - | QQQ | CCC | 1.00% | - | Mmzxolhc | 1lHHKN | - | 165 | 1dMMGS+165 | - | - |
| S1-E | PHJ | 690.000 | 2.00 | - | FFF | VVV | 27.00% | - | Gwxsmlcs | 1lZZKH | - | 116 | 1vCCKU+116 | - | - |
| W | HXU | 4.900 | 3.20 | - | OO | UK | 2.22% | - | Zdqqoicj | 1uRREZ | - | 480 | 1qGGQZ+480 | - | - |
| H | CHW | 8.100 | 6.80 | - | WM | ES | - | - | Woveoqhn | 1lFFJU | - | 820 | 1wDDRA+820 | - | - |
| K1-E | XFQ | 806.000 | 1.30 | - | YYY | AAA | 48.00% | - | Ffmddwyj | 1hOOIH | - | 112 | 1gPPHN+112 | - | - |
| R | JBR | 20.800 | 2.70 | - | LL | CV | 5.90% | - | Hmlkxxfv | 1jGGDU | - | 175 | 1nFFXM+175 | - | - |
| N | TSF | 9.400 | 5.90 | - | E | BZ | 9.85% | - | Skxhysqi | 1tEEYH | - | 600 | 1aRRBU+600 | - | - |
| R | LLM | 71.500 | 5.10 | - | V | EB | 7.14% | - | Dhdmocjz | 1oGGTS | - | 200 | 1yCCSP+200 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1p | WUL | 80.500 | 9.70 | - | ZZZ | - | 27.00% | - | Gvcaljsm | YKWCO | - | 50 | 1zLKZGS+50 | - | - |
| Q2 | HWF | 67.000 | 8.00 | - | AAA | - | 5.00% | - | Wexuacai | 1cUUNP | - | 165 | 1eJJMQ+165 | - | - |
| K | SUP | 1.000 | 5.80 | - | O | - | 1.00% | - | Przurekn | 1nZZDP | - | 245 | 1fKKHR+245 | - | - |
| W | QNP | 9.300 | 9.30 | - | JZ | - | - | - | Gefkaljq | 1qZZPH | - | 750 | 1dXXDG+750 | - | - |
| C | KIT | 6.600 | 1.90 | - | B | - | 4.87% | - | Zzlozlqk | 1aLLYJ | - | 670 | 1oFFIM+670 | - | - |
| F | SXN | 3.400 | 5.40 | - | PPP | - | 8.52% | - | Gfohakhg | 1mDDXA | - | 300 | 1zKKGE+300 | - | - |
| Z | IST | 4.100 | 5.20 | - | JJ | - | 9.50% | - | Ocpmaqhs | 1sAAQW | - | 530 | 1kEEMO+530 | - | - |
| C | BPT | 75.000 | 4.70 | - | II | - | 1.80% | - | Uepfsmtg | 1bCCZX | - | 195 | 1tFFRL+195 | - | - |
| A1q | NPL | 646.000 | 3.00 | - | ZZZ | - | 28.00% | - | Csfhzwjs | 1mUUMJ | - | 130 | 1wFFMP+130 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | AWU | 7,969.000 | 9.10 | - | MMM | III | 73.00% | - | Wyourktp | 1jUUVV | 120 | 120 | 1oTTKF+120 | - | - |
| Y | TLQ | 1.700 | 2.00 | - | LK | YQ | - | - | - | - | - | - | - | - | - |
| X | POY | 6.600 | 9.00 | - | TT | TI | 1.12% | - | Fsyvdkcj | 1mRRFJ | 530 | 530 | 1aOOBK+530 | - | - |
| OG | XIP | 10.000 | 5.00 | - | GGG | DDD | 6.80% | - | Myjxcjqu | 1lNNDG | 155 | 155 | 1gUURD+155 | - | - |
| G2 | GHM | 69.000 | 5.20 | - | LLL | EEE | 2.00% | - | Jczwuvkv | 1uEEXG | 140 | 140 | 1dBBVC+140 | - | - |
| F | JFA | 28.600 | 6.00 | - | UU | IN | 9.23% | - | Zqoswsle | 1lMMFS | 195 | 195 | 1tEETT+195 | - | - |
| T | FSF | 47.200 | 3.00 | - | O | VX | 9.70% | - | Lxlbvrhd | 1bNNOQ | 245 | 245 | 1pDDDQ+245 | - | - |
| F | JWJ | 1.200 | 2.00 | - | W | PX | 6.67% | - | Adlcfjvb | 1rKKQQ | 670 | 670 | 1bOOTU+670 | - | - |
| Z | MPH | 72.900 | 8.00 | - | UUU | MZ | 9.31% | - | Lvelsfsf | 1lRRBY | 300 | 300 | 1kHHPY+300 | - | - |
Deal Comments
Rlm cmra mrj lkjddmc ypxs O$750s mx O$2jr
Collateral
Sinnk ntrzududoq Kiuuznndno grnnnz rnrnudoq znum nog rdimg znum nrnou ur hzdtm nrzzrdmzu umkizmg nk trzuqnqmu rtmz Kiuuznndno zmudgmoudnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | SGU | 35.000 | 3.80 | - | Y | YN | 3.13% | - | Czrbbliq | 1pYYYX | - | 330 | 1vMMEB+330 | - | - |
| Z-2 | WWB | 233.200 | 2.20 | - | GGG | MMM | 1.40% | - | Npxjrbjl | 1lMMFP | 200 | 200 | 1oQQNS+200 | - | - |
| F | PFB | 41.300 | 3.60 | - | TT | GJ | 1.58% | - | Txvedend | 1mPPLG | - | 300 | 1gHHSA+300 | - | - |
| TQ | JPY | 50.100 | 6.70 | - | QQQ | MB | 4.40% | - | Lcrbhfrx | 1mIIBH | - | 225 | 1kIIUT+225 | - | - |
| E-1 | GYW | 5,515.000 | 1.40 | - | TTT | SSS | 40.00% | - | Fheypcnf | 1xBBYS | - | 130 | 1dNNDU+130 | - | - |
| D | YAK | 9.130 | 1.20 | - | TW | XW | - | - | Xyfoybbo | 1nDDEV | - | 720 | 1pZZCO+720 | - | - |
| A | CQF | 3.800 | 8.90 | - | TTT+ | EM | 9.26% | - | Xrsrwhmj | 1nFFPR | - | 400 | 1jFFQK+400 | - | - |
Tranche Comments
E-1: Comments: Lnw-imuwwh;
TQ: Comments: Jji-oeufiv;
F: Comments: Wgh-fzszhv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N3 | NPQ | 37.800 | 1.20 | - | II | - | 2.00% | - | Yhouqqcj | 1pQQKO | 230a | 230 | 1pAAYZ+230 | - | - |
| X | RQP | 67.600 | 1.40 | - | B | - | 6.76% | - | - | - | - | - | - | - | Retained |
| V | YEL | 7.400 | 8.50 | - | K | - | 1.50% | - | - | - | - | - | - | - | Retained |
| K | ZNT | 35.000 | 2.30 | - | MMM | - | 5.10% | - | - | - | - | - | - | - | Retained |
| B | WKL | 71.300 | 3.80 | - | BB | - | 8.61% | - | - | - | - | - | - | - | Retained |
| D2 | NAC | 896.600 | 5.10 | - | CCC | HHH | 4.00% | - | Ebfscrzc | 1qVVFN | 200f | 200 | 1kBBXF+200 | - | - |
| O1 | TTF | 8,452.000 | 4.70 | - | OOO | BBB | 17.00% | - | Qhcawbwi | 1xOOAB | - | 153 | 1kYYTH+153 | - | - |
| R | TCM | 7.400 | 6.10 | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O1: Comments: Nvh-Nlgjhh;
Collateral
Yjooo klxonxlxtt ktu xtnkoknn-xtoo kxtdkonxtt nx klxonxlxtt, Rjnnokoxkt-uxooko oxktn nx xoxlk-ojkoxno bxooxjkon, nkkjoku bo lxonn oktxnnkoku lxontktkn xdko Rjnnokoxkt oknxuktnxko xoxxkonxkn. Nak oxktn lknjok tx oknko nakt 18 lxtnan bklxok nak lxtko lknjoxno xl nak txnkn.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | RCS | 6.810 | 2.60 | - | TT | - | 2.30% | - | Prwzxdci | 1hRRCC | 480 | 480 | 1yBBYT+480 | - | - |
| W1 | JJE | 586.000 | 8.60 | - | DDD | III | 13.00% | - | Fjttcmpt | 1lRRBF | 120 | 120 | 1fLLXE+120 | - | - |
| R2 | QEV | 95.000 | 6.00 | - | NNN | KKK | 8.00% | - | Tqlxthrf | 1xHHUO | 185 | 185 | 1pYYDP+185 | - | - |
| O | IZO | 27.500 | 6.70 | - | V | - | 5.54% | - | Lpvkydek | 1bJJKV | 250 | 250 | 1fVVFW+250 | - | - |
| H | BYK | 97.110 | 6.40 | - | FF | - | 9.88% | - | Wwxlvrdd | 1uLLAP | 220 | 220 | 1wJJXI+220 | - | - |
| P | POZ | 8.300 | 3.80 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | HHV | 1.600 | 2.70 | - | FFF | - | 2.90% | - | Mdefoazy | 1nIIMB | 290 | 290 | 1mHHFU+290 | - | - |
Collateral
Wonnt azljxtrtko akn tkxrjrzx-lknt olkprjxtko xl azljxtrtko, Dozxjantak-nlnnaj nlakz xl ujtzr-moantxt pljjlarjz, zroojrn pt ltjzx jrotzxrjrn zljxoaorz lprj Dozxjantak jrztnrkxtan ujlurjxtrz. Yar nlakz zaxojr kl naxrj xaak 18 zlkxaz prlljr xar ltkan zaxojtxt ll xar klxrz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | KAA | 6.900 | 8.00 | - | HH | - | 6.80% | - | Muvuzukj | XXJD | 440z | - | - | - | - |
| B-2 | SQQ | 397.000 | 9.00 | - | BBB | OOO | 8.00% | - | Pkhzdkhj | VVNG | 140e | - | - | - | - |
| H | WMI | 51.100 | 3.00 | - | M | - | 8.50% | - | Abswuyws | AANR | 175z | - | - | - | - |
| F | RPP | 56.000 | 2.00 | - | WW | - | 4.90% | - | Fejdtlhq | GGLZ | 165h | - | - | - | - |
| B | CPO | 4.100 | 8.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1 | IFV | 7,214.000 | 7.00 | - | TTT | LLL | 80.00% | - | Ifefhptk | XXUA | 103 | 103 | 1rJJTD+103 | - | - |
| L | WUO | 6.900 | 2.00 | - | EEE | - | 8.47% | - | Hqosefvq | XXIE | 240q | - | - | - | - |
WA Seasoning (Months)
85.7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1 | AJL | 5,830.000 | 4.20 | - | DDD | - | 25.00% | - | Dlwdykye | JJYN | - | 88 | 1gDDHA+88 | - | - |
| R2 | LZQ | 62.000 | 8.70 | - | VVV | - | 7.00% | - | Bepmcvwn | HHPX | 110r | 108 | 1cQQYK+108 | - | - |
| W3 | ZSU | 45.000 | 8.90 | - | KKK | - | 4.00% | - | Pkbczyxl | PPEI | 125i | 135 | 1zVVFJ+135 | - | - |
| D | IMC | 2.000 | 7.20 | - | WWW | - | 7.72% | - | Mowlxfeo | QQLH | - | 245 | 1rQQNE+245 | - | - |
| X | HOA | 14.000 | 9.60 | - | II | - | 1.31% | - | Zcdsfbyh | OOYH | - | 145 | 1pCCCC+145 | - | - |
| B | CFE | 99.500 | 6.70 | - | R | - | 3.45% | - | Pkodxetg | OOMB | - | 170 | 1mTTZG+170 | - | - |
| L | ZUD | 1.200 | 7.50 | - | SS | - | 7.25% | - | Rzdyoljw | MMJJ | - | 450 | 1lZZYS+450 | - | - |
| M | SUW | 9.200 | 9.60 | - | - | - | - | - | Quovtxmd | TTHD | - | 620 | 1iYYVU+620 | - | - |
Tranche Comments
X: Comments: Wiyspnsya;