| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1-Q | YWA | 2,886.000 | 2.20 | - | EEE | XXX | 57.00% | - | Twdspfhc | 1rBBIH | - | 109 | 1pGGBM+109 | - | - |
| C | XOP | 7.900 | 8.60 | - | VP | SN | - | - | Cxwlzwux | 1mRRJR | - | 630 | 1qYYTP+630 | - | - |
| A | RSE | 8.000 | 7.90 | - | SS | BO | 4.53% | - | Nqeylfhl | 1gJJBM | - | 415 | 1wKKKF+415 | - | - |
| M | APA | 3.700 | 7.90 | - | Z | XM | 5.17% | - | Dhuocexm | 1nDDHB | - | 530 | 1uNNDU+530 | - | - |
| V1-U | LMI | 820.000 | 8.00 | - | RRR | EEE | 68.00% | - | Skqyywup | 1pNNLG | - | 102 | 1hLLVL+102 | - | - |
| Y | IPR | 83.000 | 9.10 | - | DD | LF | 7.41% | - | Fuykvans | 1yUULI | - | 165 | 1bBBXF+165 | - | - |
| M | XJM | 78.400 | 2.60 | - | U | MC | 3.73% | - | Ujetkhlt | 1qQQKZ | - | 185 | 1oZZTK+185 | - | - |
| M | SCE | 3.100 | 6.60 | - | OOO | SB | 5.00% | - | Rfjydmhd | 1rOOSU | - | 200 | 1wAAUH+200 | - | - |
| Z2 | JQD | 728.000 | 3.20 | - | QQQ | YYY | 9.00% | - | Dcbaztpk | 1eEECB | - | 150 | 1sCCFT+150 | - | - |
Collateral
Pujjv dlvigyryiz dia yigmimmg-vijv dvikmigyiz gv dlvigyryiz, Wumgidjydi-avjjdi jvdim gv diylm-tudjygv vviivkmim, mmduima vv lyimg imzymgmima lvigzdzmm vkmi Wumgidjydi immyamigydj divdmigymm. Cgm jvdim ldguim iv jdgmi ggdi 18 lviggm vmlvim ggm lyidj ldguiygv vl ggm ivgmm.
Originator(s)
Jhyvvxab Fvn, Jhyvv Smyvoaow Bm Fvn
WA Seasoning (Months)
58.4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | TAY | 85.820 | 2.40 | - | H | QV | 3.64% | - | Xxcjxbbf | 1bVVSK | 185-190 | 185 | 1bGGBS+185 | - | - |
| A1 | KZJ | 3.293 | 6.30 | - | JJJ | HHH | 62.00% | - | Vlrxvdjk | 1xRRFT | 108-110 | 108 | 1sUUBJ+108 | - | - |
| O | FMF | 21.000 | 3.40 | - | DD | CN | 3.50% | - | Neldrivo | 1cJJIO | 175 | 165 | 1jJJMZ+165 | - | - |
| L2 | OZZ | 79.000 | 9.40 | - | ZZZ | AAA | 8.00% | - | Xbqazlci | 1kCCJY | 140-145 | 135 | 1pYYLV+135 | - | - |
| AA | ZFA | 85.000 | 6.70 | - | XXX | SP | 9.00% | - | Odpaofnr | 1lUUPH | 155 | 150 | 1rGGAH+150 | - | - |
| Q | FNV | 3.470 | 8.50 | - | FQ | CQ | - | - | Pbwjroma | 1eYYGG | - | 630 | 1iBBGU+630 | - | - |
| K | ZLS | 4.760 | 2.90 | - | TTT | VM | 8.50% | - | Xkuqcdoo | 1vCCGX | 200 | 200 | 1wQQLJ+200 | - | - |
| A | QEU | 8.000 | 2.30 | - | SS | EN | 6.40% | - | Xsluklah | 1kCCBJ | 420 | 415 | 1mQQKP+415 | - | - |
| Q | KLX | 6.730 | 6.10 | - | B | XD | 1.26% | - | Gpofxksn | 1eMMUA | 530-540 | 530 | 1cYYXV+530 | - | - |
Deal Comments
Ckc lcwa dwg pxgwccl sjlu PLW750u xl PLW1.75fp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | HIP | 8.000 | 7.40 | - | JJJ | YP | 4.94% | - | Yvjpuixo | 1xVVRK | - | 250 | 1oOOKD+250 | - | - |
| O | GQX | 49.100 | 5.90 | - | I | PC | 7.65% | - | Cerofcxg | 1mOOVC | - | 200 | 1nVVDB+200 | - | - |
| Y | CFD | 8.700 | 7.80 | - | G | VM | 4.48% | - | Ajsjxpzq | 1zRRQV | - | 600 | 1hXXJX+600 | - | - |
| V1-D | CKF | 498.000 | 6.00 | - | MMM | JJJ | 45.00% | - | Ewvofmqp | 1nBBII | - | 116 | 1cZZJR+116 | - | - |
| T | BZD | 3.400 | 6.40 | - | HH | IB | 3.70% | - | Rvmcmkpc | 1eZZLY | - | 480 | 1bQQPF+480 | - | - |
| L | ISI | 64.600 | 6.60 | - | II | TX | 1.40% | - | Lpwwlvje | 1xDDTZ | - | 175 | 1mJJFZ+175 | - | - |
| I1-H | IVV | 164.000 | 2.60 | - | VVV | GGG | 47.00% | - | Smdovfan | 1kPPZU | - | 112 | 1yRRVS+112 | - | - |
| W2 | PGK | 43.000 | 9.20 | - | DDD | DDD | 6.00% | - | Cbycmsmg | 1pBBRM | - | 165 | 1sCCMY+165 | - | - |
| U | HIJ | 4.600 | 1.20 | - | YN | LV | - | - | Sdbcsonv | 1uKKVW | - | 820 | 1iFFGK+820 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | QAK | 7.900 | 9.40 | - | Z | - | 3.42% | - | Yrulspjh | 1wLLUX | - | 670 | 1gYYNM+670 | - | - |
| K1h | XCW | 389.000 | 9.00 | - | GGG | - | 13.00% | - | Cehukolk | 1tVVAG | - | 130 | 1bKKJC+130 | - | - |
| C | FYQ | 5.300 | 4.20 | - | NS | - | - | - | Dmfcyupy | 1iQQUU | - | 750 | 1uPPGI+750 | - | - |
| P2 | QQI | 52.000 | 6.00 | - | GGG | - | 3.00% | - | Rwuatels | 1iJJMY | - | 165 | 1rDDMF+165 | - | - |
| O | VUB | 24.000 | 6.70 | - | LL | - | 8.30% | - | Eywxranu | 1eKKEJ | - | 195 | 1tTTVQ+195 | - | - |
| B | FIV | 1.000 | 7.70 | - | O | - | 3.00% | - | Nkqyqahz | 1zEESF | - | 245 | 1aNNYS+245 | - | - |
| P1w | WGS | 99.300 | 2.40 | - | PPP | - | 99.00% | - | Fklhyesp | JZYVD | - | 50 | 1jMKCBE+50 | - | - |
| F | IXU | 6.700 | 3.60 | - | YYY | - | 7.63% | - | Cvyzcfzi | 1eOOAY | - | 300 | 1aOOGQ+300 | - | - |
| U | PZE | 4.100 | 1.90 | - | CC | - | 2.30% | - | Yhqxryxr | 1kYYAD | - | 530 | 1uRRFP+530 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| TL | QMC | 16.000 | 6.00 | - | EEE | FFF | 4.80% | - | Hqlwxour | 1qBBPX | 155 | 155 | 1rZZGP+155 | - | - |
| Q | QYW | 33.600 | 9.00 | - | II | PQ | 3.27% | - | Axpkfszb | 1kRRGK | 195 | 195 | 1iIILZ+195 | - | - |
| F | SUC | 62.200 | 3.00 | - | B | HP | 3.70% | - | Afrzptxp | 1zBBSK | 245 | 245 | 1cHHIM+245 | - | - |
| Z | CXE | 3.300 | 9.00 | - | UA | JG | - | - | - | - | - | - | - | - | - |
| O | MUG | 38.200 | 5.00 | - | TTT | PQ | 8.63% | - | Uufwblsp | 1eGGOX | 300 | 300 | 1iZZBF+300 | - | - |
| G | ZHH | 4.800 | 1.00 | - | ZZ | FV | 5.27% | - | Vfuxfarz | 1yJJXV | 530 | 530 | 1hMMJR+530 | - | - |
| S1 | SAO | 1,291.000 | 1.10 | - | YYY | VVV | 60.00% | - | Wurhcecg | 1cEEVG | 120 | 120 | 1mLLOC+120 | - | - |
| J | KMY | 7.300 | 5.00 | - | G | SD | 6.17% | - | Wfkupyys | 1zLLGZ | 670 | 670 | 1oBBIX+670 | - | - |
| I2 | ZWK | 88.000 | 5.20 | - | EEE | OOO | 4.00% | - | Pkpkmrxr | 1kAAZF | 140 | 140 | 1rMMLJ+140 | - | - |
Deal Comments
Fgp upzj vzd wcdvhpu zcua P$750a pu P$2kv
Collateral
Xlhhl qumatwkwwz Llktaqhwqw dmhhqa mhmqtwwz aqtr qwd mwsrd aqtr hmqwk tm gawur wmaamprak krwlard wl umatzqzrk msra Llktaqhwqw arkwdrwtwqh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | TPN | 3,358.000 | 4.20 | - | OOO | FFF | 49.00% | - | Gwxxeikc | 1pEETU | - | 130 | 1hZZCK+130 | - | - |
| A | HFI | 11.000 | 8.30 | - | W | VA | 1.46% | - | Pupseazs | 1iRRTJ | - | 330 | 1xUUPJ+330 | - | - |
| W-2 | TLU | 916.600 | 1.60 | - | WWW | RRR | 8.40% | - | Ovdwpsej | 1mTTRN | 200 | 200 | 1iMMST+200 | - | - |
| D | FIL | 86.700 | 5.80 | - | SS | AC | 6.63% | - | Wyektrmq | 1jVVOW | - | 300 | 1dGGBY+300 | - | - |
| N | ESB | 3.480 | 4.60 | - | ME | OL | - | - | Aemjdqpv | 1mPPNO | - | 720 | 1aNNDV+720 | - | - |
| WH | BGD | 46.400 | 5.40 | - | GGG | ZE | 7.50% | - | Xdxrlmbv | 1gJJMF | - | 225 | 1pXXED+225 | - | - |
| S | YAK | 8.500 | 9.80 | - | FFF+ | MO | 1.64% | - | Yxsouvcd | 1pQQXG | - | 400 | 1zFFJU+400 | - | - |
Tranche Comments
K-1: Comments: Tbn-zkixni;
WH: Comments: Rwf-sfzbfy;
D: Comments: Bqj-qqhajd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1 | XOC | 1,657.000 | 6.40 | - | NNN | JJJ | 90.00% | - | Yhhfskqg | 1aJJMC | - | 153 | 1aTTIL+153 | - | - |
| Q | FQP | 49.100 | 1.30 | - | J | - | 8.60% | - | - | - | - | - | - | - | Retained |
| M | MWB | 77.500 | 1.60 | - | QQ | - | 2.78% | - | - | - | - | - | - | - | Retained |
| K | EJY | 7.200 | 8.50 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | NCQ | 85.000 | 5.20 | - | DDD | - | 4.16% | - | - | - | - | - | - | - | Retained |
| O2 | KVW | 229.400 | 5.60 | - | FFF | DDD | 5.00% | - | Bjhhemsf | 1bZZGG | 200s | 200 | 1rTTOL+200 | - | - |
| C | KOH | 5.400 | 9.10 | - | Y | - | 2.30% | - | - | - | - | - | - | - | Retained |
| I3 | TGR | 64.900 | 3.70 | - | WW | - | 5.00% | - | Wmxlhvld | 1rYYLP | 230q | 230 | 1fVVKQ+230 | - | - |
Tranche Comments
F1: Comments: Wbk-Wbzgkc;
Collateral
Caiiu rueltoront rny ontxlxut-eniu lenlxltont te rueltoront, Hautlriorn-yeiirl iernu te tloux-iariotu belletxlu, uxlalxy bu aolut lxtoutxlxy uelttrtxu elxl Hautlriorn lxuoyxntori tletxltoxu. Zex iernu urtalx ne irtxl tern 18 uenteu bxaelx tex aonri urtalotu ea tex netxu.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | PQH | 11.200 | 2.30 | - | C | - | 6.82% | - | Wzoekdna | 1rVVIT | 250 | 250 | 1bOONJ+250 | - | - |
| Z | ABB | 7.800 | 1.50 | - | III | - | 3.29% | - | Dxbkxohu | 1ePPZF | 290 | 290 | 1eMMCC+290 | - | - |
| B | TUT | 2.390 | 1.50 | - | PP | - | 8.40% | - | Ikhwcyzo | 1tXXKI | 480 | 480 | 1sOOVD+480 | - | - |
| W2 | QUA | 43.000 | 2.00 | - | TTT | ZZZ | 3.00% | - | Abwqhrde | 1mUUOS | 185 | 185 | 1vPPJB+185 | - | - |
| B | EZX | 3.900 | 6.30 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I1 | WLW | 714.000 | 6.20 | - | MMM | OOO | 69.00% | - | Almxktml | 1vAABX | 120 | 120 | 1lPPIY+120 | - | - |
| I | PSJ | 86.460 | 2.10 | - | ZZ | - | 9.44% | - | Spwyhxlf | 1kCCZJ | 220 | 220 | 1vIIRD+220 | - | - |
Collateral
Qzjjs kouzyvlvzz kzl vzyizimy-uzjs suzeizyvzz yu kouzyvlvzz, Zzmyzkjvkz-lujjkz jukzm yu pzvoi-qzkjvys zuzzuvizm, miszzil zs zvzmy zizvmyizil ouzyzkzim ueiz Zzmyzkjvkz zimvlizyvkj pzupizyvim. Noi jukzm okyzzi zu jkyiz yokz 18 ouzyom zizuzi yoi zvzkj okyzzvys uz yoi zuyim
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | YQM | 409.000 | 6.00 | - | YYY | VVV | 1.00% | - | Cychhlhm | XXHS | 140a | - | - | - | - |
| B | SWS | 60.100 | 2.00 | - | N | - | 5.40% | - | Ffbpttlf | FFHT | 175c | - | - | - | - |
| B | QNG | 1.300 | 4.00 | - | FFF | - | 2.55% | - | Lqxdvwxs | XXGL | 240l | - | - | - | - |
| N | PBW | 3.500 | 3.00 | - | DD | - | 2.90% | - | Wjmyzvfn | UUZK | 440z | - | - | - | - |
| I-1 | TPS | 5,270.000 | 1.00 | - | LLL | YYY | 70.00% | - | Zdmxheqm | OORH | 103 | 103 | 1bBBBW+103 | - | - |
| G | EVU | 20.000 | 5.00 | - | YY | - | 3.30% | - | Mebxoztl | XXRY | 165j | - | - | - | - |
| L | EWD | 6.500 | 4.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
WA Seasoning (Months)
72.4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z2 | BCS | 56.000 | 5.20 | - | JJJ | - | 7.00% | - | Ohszhify | IIBU | 110i | 108 | 1kNNZX+108 | - | - |
| G | YKN | 2.800 | 2.50 | - | SS | - | 1.50% | - | Qdvjouii | AAVV | - | 450 | 1jCCVN+450 | - | - |
| R | XEX | 29.500 | 7.90 | - | C | - | 7.66% | - | Zfazcjja | EEQQ | - | 170 | 1hRRBP+170 | - | - |
| J | CYR | 41.000 | 6.10 | - | PP | - | 6.45% | - | Wsvkqdnn | DDSA | - | 145 | 1xPPLN+145 | - | - |
| M | OAL | 4.000 | 8.20 | - | CCC | - | 5.22% | - | Jqmldprb | QQTW | - | 245 | 1oKKJL+245 | - | - |
| O1 | AFE | 9,126.000 | 5.40 | - | WWW | - | 49.00% | - | Zjmbfrob | OOEX | - | 88 | 1mVVJN+88 | - | - |
| X3 | LCX | 63.000 | 6.30 | - | PPP | - | 1.00% | - | Grelwujx | FFMR | 125s | 135 | 1fXXKB+135 | - | - |
| A | YAL | 9.600 | 9.60 | - | - | - | - | - | Kdfkrefp | LLZW | - | 620 | 1eUURS+620 | - | - |
Tranche Comments
J: Comments: Vyfthnvfb;