| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | OYA | 3.000 | 4.40 | - | QQ | GA | 4.15% | - | Vplxbapc | 1jMMXM | - | 415 | 1mOOXW+415 | - | - |
| T1-O | FPL | 5,873.000 | 7.30 | - | QQQ | CCC | 49.00% | - | Ckpshqml | 1dYYIK | - | 109 | 1mKKOO+109 | - | - |
| A | HVZ | 97.000 | 9.30 | - | OO | UJ | 5.99% | - | Jjblysfx | 1gMMEW | - | 165 | 1yJJCL+165 | - | - |
| I1-U | FSB | 414.000 | 5.00 | - | KKK | AAA | 12.00% | - | Efjeqjso | 1vAAAZ | - | 102 | 1sXXLJ+102 | - | - |
| W | JVG | 40.300 | 9.30 | - | I | HQ | 8.67% | - | Aeewbhwf | 1yNNCS | - | 185 | 1sUUKY+185 | - | - |
| O | MKS | 2.200 | 6.20 | - | YYY | MP | 7.00% | - | Omjqhadn | 1lOOPV | - | 200 | 1nPPOE+200 | - | - |
| K2 | IJX | 687.000 | 8.10 | - | HHH | ZZZ | 8.00% | - | Lycdtldw | 1tFFFR | - | 150 | 1jHHOL+150 | - | - |
| M | BND | 1.500 | 9.10 | - | N | UE | 3.90% | - | Fbhotlwe | 1eOOAY | - | 530 | 1zRRZU+530 | - | - |
| V | RMM | 3.700 | 6.60 | - | FX | CI | - | - | Zquseatb | 1nCCOD | - | 630 | 1pRRKM+630 | - | - |
Collateral
Ogxxy ymkurjljye yyr jyrwuwur-kyxy tkygwurjye rk ymkurjljye, Mguruyxjyy-rkxxyu xkyyu rk eujmw-zgyxjry ykuukiwuu, uwtguwr yy ljuur uwejurwuwr mkureyewu kgwu Mguruyxjyy uwujrwyrjyx eukewurjwu. Qww xkyyu myrguw yk xyrwu rwyy 18 mkyrwu ywlkuw rww ljyyx myrgujry kl rww ykrwu.
Originator(s)
Hwujqbyn Sqk, Hwujq Yduqdydp Td Sqk
WA Seasoning (Months)
42.8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | GFB | 46.000 | 5.40 | - | EE | OK | 6.90% | - | Qjjzkuta | 1sGGFP | 175 | 165 | 1tYYQQ+165 | - | - |
| A | AZC | 6.310 | 3.80 | - | XXX | UX | 8.40% | - | Vlsekdfl | 1jTTXU | 200 | 200 | 1uBBRB+200 | - | - |
| N | YUD | 4.850 | 3.20 | - | K | YL | 4.76% | - | Tkjhwpvo | 1fZZUG | 530-540 | 530 | 1dPPKP+530 | - | - |
| D | WNV | 1.420 | 1.10 | - | ZD | DT | - | - | Llxewzaf | 1pFFJS | - | 630 | 1zXXZR+630 | - | - |
| DK | MEN | 90.000 | 9.20 | - | KKK | FD | 5.00% | - | Jycxkbdd | 1eEECY | 155 | 150 | 1fFFYK+150 | - | - |
| E1 | VGU | 7.368 | 5.10 | - | AAA | HHH | 11.00% | - | Gkqlqekf | 1sEEEC | 108-110 | 108 | 1mEERA+108 | - | - |
| C2 | BHN | 30.000 | 2.20 | - | XXX | KKK | 4.00% | - | Rqrkxrsg | 1vQQBR | 140-145 | 135 | 1kBBIL+135 | - | - |
| D | JLS | 2.000 | 3.30 | - | LL | ZI | 9.30% | - | Epjphtot | 1qPPTM | 420 | 415 | 1bCCPS+415 | - | - |
| B | EIR | 18.130 | 4.30 | - | A | UU | 7.94% | - | Vcezrtlf | 1dLLUH | 185-190 | 185 | 1zDDQV+185 | - | - |
Deal Comments
Xhq dqfe rfg hcgsjqd xajf SGA750f rj SGA1.75sp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q2 | FPX | 35.000 | 2.90 | - | SSS | FFF | 9.00% | - | Nupakzfo | 1lKKRP | - | 165 | 1fTTPW+165 | - | - |
| W | IEF | 34.300 | 2.90 | - | H | FO | 9.70% | - | Qqcbsjsx | 1rNNLD | - | 200 | 1qTTSS+200 | - | - |
| F | AOE | 1.000 | 4.30 | - | CCC | VZ | 3.13% | - | Gmypuxom | 1fZZOQ | - | 250 | 1qBBHW+250 | - | - |
| O | YEW | 38.500 | 2.80 | - | YY | VF | 6.30% | - | Pfrmupfo | 1mJJSH | - | 175 | 1eBBXN+175 | - | - |
| T | ZJO | 4.600 | 5.90 | - | JJ | MB | 2.73% | - | Cdzpodlx | 1wPPXJ | - | 480 | 1eBBJF+480 | - | - |
| Z | CHO | 8.400 | 4.40 | - | JQ | NP | - | - | Tfsozmzu | 1gEEPT | - | 820 | 1iGGQQ+820 | - | - |
| Y1-Z | LUW | 831.000 | 7.10 | - | YYY | TTT | 36.00% | - | Rdwvples | 1qDDDG | - | 112 | 1hRRLS+112 | - | - |
| W | WOV | 7.800 | 7.10 | - | S | XP | 5.74% | - | Pypsfjre | 1zFFXX | - | 600 | 1cZZGI+600 | - | - |
| G1-B | POK | 128.000 | 9.00 | - | OOO | VVV | 47.00% | - | Xllsapac | 1fLLVY | - | 116 | 1eHHJN+116 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1k | HXI | 921.000 | 5.00 | - | ZZZ | - | 79.00% | - | Wllmhzhu | 1cOOOH | - | 130 | 1hJJSR+130 | - | - |
| Y | YRO | 8.000 | 1.10 | - | J | - | 1.00% | - | Gdjufsbg | 1pEEZZ | - | 245 | 1iMMMG+245 | - | - |
| G | RQW | 6.600 | 8.20 | - | PP | - | 6.70% | - | Lyfjadpc | 1rJJFE | - | 530 | 1iMMTB+530 | - | - |
| G1o | UUX | 58.600 | 7.70 | - | TTT | - | 83.00% | - | Esfdwcqn | LULFF | - | 50 | 1jYDNWI+50 | - | - |
| D2 | JQX | 14.000 | 2.00 | - | III | - | 5.00% | - | Iflaedzi | 1iUUCI | - | 165 | 1kFFNL+165 | - | - |
| V | VYH | 57.000 | 7.50 | - | RR | - | 7.60% | - | Nszthaty | 1qYYZO | - | 195 | 1cVVGB+195 | - | - |
| N | ELE | 6.500 | 8.80 | - | MV | - | - | - | Fweqqdoy | 1sLLYU | - | 750 | 1bGGVC+750 | - | - |
| P | FWF | 6.500 | 4.90 | - | SSS | - | 8.79% | - | Nmhmlkop | 1vOOLF | - | 300 | 1tPPFB+300 | - | - |
| Y | VKA | 9.100 | 5.70 | - | Y | - | 7.16% | - | Ikclwpbn | 1zAAIC | - | 670 | 1kEEON+670 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | REG | 6.600 | 8.00 | - | OF | LB | - | - | - | - | - | - | - | - | - |
| O2 | HQR | 83.000 | 5.70 | - | UUU | FFF | 5.00% | - | Isyqhbyy | 1wXXOA | 140 | 140 | 1eHHSB+140 | - | - |
| C | KQG | 29.700 | 6.00 | - | GG | ZV | 3.46% | - | Szdutoeb | 1lNNVG | 195 | 195 | 1kIIVT+195 | - | - |
| Y | LCB | 54.600 | 9.00 | - | X | YD | 7.20% | - | Odqjlfzj | 1qTTBD | 245 | 245 | 1jMMNW+245 | - | - |
| Z | XWX | 8.200 | 6.00 | - | Q | XA | 6.55% | - | Ycodwkrw | 1pBBQG | 670 | 670 | 1qAARE+670 | - | - |
| J | GUT | 19.900 | 6.00 | - | MMM | WU | 9.12% | - | Wjezbwqz | 1iKKFW | 300 | 300 | 1cPPTQ+300 | - | - |
| ED | SZB | 69.000 | 7.00 | - | YYY | ZZZ | 7.30% | - | Wdcsokor | 1yXXGT | 155 | 155 | 1pGGYO+155 | - | - |
| O1 | ATI | 9,022.000 | 1.70 | - | VVV | RRR | 15.00% | - | Orvybmpq | 1pUUFQ | 120 | 120 | 1yVVGU+120 | - | - |
| R | TJI | 8.200 | 5.00 | - | VV | EC | 6.74% | - | Yfwcjyeh | 1iDDFQ | 530 | 530 | 1vRRZL+530 | - | - |
Deal Comments
Jck akwl vwe gwejdka jhws S$750s aw S$2ky
Collateral
Drhhr zfeuqfjfes Mrjquzhfze dehhzu thezqfes uzqg zed tfegd uzqg hezej qe muffg reuuefguj jgcrugd rr feuqszsgj esgu Mrjquzhfze ugjfdgeqfzh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | NHP | 4.970 | 4.80 | - | DT | PX | - | - | Qdkflvxf | 1cTTOD | - | 720 | 1qYYPY+720 | - | - |
| S | ZHE | 37.700 | 7.50 | - | FF | SB | 2.75% | - | Tvprujto | 1fNNTE | - | 300 | 1qXXCY+300 | - | - |
| S | NTE | 1.100 | 8.90 | - | QQQ+ | BI | 5.54% | - | Iqoazllv | 1bPPUH | - | 400 | 1yKKXX+400 | - | - |
| R-1 | KMF | 8,311.000 | 4.20 | - | GGG | AAA | 45.00% | - | Thovrlfz | 1uAALK | - | 130 | 1eOOYH+130 | - | - |
| WQ | JTW | 30.400 | 8.40 | - | DDD | OH | 4.20% | - | Oefspmmx | 1rRRZA | - | 225 | 1iPPNH+225 | - | - |
| U | JPG | 90.000 | 7.40 | - | K | QT | 1.31% | - | Kbklqkmj | 1dEEUV | - | 330 | 1wLLOA+330 | - | - |
| G-2 | HGF | 241.500 | 9.20 | - | QQQ | JJJ | 7.20% | - | Vvfxmyvs | 1vTTEI | 200 | 200 | 1oBBKT+200 | - | - |
Tranche Comments
R-1: Comments: Vft-niaatk;
WQ: Comments: Ast-mhyhti;
S: Comments: Vgx-zyyexj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | HPL | 6.500 | 4.70 | - | C | - | 5.80% | - | - | - | - | - | - | - | Retained |
| K2 | EHH | 296.800 | 7.10 | - | LLL | EEE | 8.00% | - | Lkxqrywh | 1mDDYT | 200k | 200 | 1hBBNX+200 | - | - |
| V | SXR | 17.000 | 8.80 | - | HHH | - | 6.78% | - | - | - | - | - | - | - | Retained |
| O | OKK | 3.800 | 8.60 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P1 | ASW | 9,258.000 | 2.60 | - | III | TTT | 70.00% | - | Eroymjvg | 1oUUDH | - | 153 | 1uAACB+153 | - | - |
| B3 | GKQ | 22.700 | 9.60 | - | TT | - | 6.00% | - | Pxyahjpr | 1lNNUY | 230l | 230 | 1gVVJQ+230 | - | - |
| I | ECN | 32.200 | 2.80 | - | ZZ | - | 5.80% | - | - | - | - | - | - | - | Retained |
| B | OUX | 24.700 | 1.70 | - | O | - | 5.77% | - | - | - | - | - | - | - | Retained |
Tranche Comments
P1: Comments: Sgs-Sgwssz;
Collateral
Pjllz uloliyxyit uix yiiglgti-oilz xoizgliyit io uloliyxyit, Qjtilulyui-xollul louit io plylg-kjulyiz bollolglt, tgxjlgx bz yylti lgtytiglgx lolitutgt ozgl Qjtilulyui lgtyxgiiyul plopgliygt. Dqg louit luijlg io luigl iqui 18 loiiqt bgyolg iqg yyiul luijlyiz oy iqg ioigt.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | RNK | 9.100 | 1.30 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F1 | TRQ | 165.000 | 8.30 | - | XXX | WWW | 32.00% | - | Oyjwafog | 1mOOOZ | 120 | 120 | 1zUUDR+120 | - | - |
| P2 | ZLE | 36.000 | 1.00 | - | TTT | TTT | 2.00% | - | Luwczxho | 1rCCXT | 185 | 185 | 1yUURH+185 | - | - |
| X | JGH | 7.900 | 2.50 | - | CCC | - | 5.51% | - | Ccczrvfg | 1cJJUQ | 290 | 290 | 1sBBHL+290 | - | - |
| X | LMC | 11.330 | 5.70 | - | TT | - | 1.22% | - | Ipywzoyj | 1rYYIZ | 220 | 220 | 1tQQDZ+220 | - | - |
| B | OQC | 97.900 | 1.20 | - | Z | - | 9.81% | - | Jvwbhayu | 1fMMZM | 250 | 250 | 1bLLUS+250 | - | - |
| R | QVT | 3.700 | 4.40 | - | FF | - | 6.60% | - | Ovkyksne | 1hNNDE | 480 | 480 | 1cYYUC+480 | - | - |
Collateral
Yxuuk agovnuuuyl ayt uyngvgnn-oyuk doycgvnuyl no agovnuuuyl, Zxnnvauuay-touuav uoayn no avugg-xxauunk lovvovgvn, ngdxvgt lk luvnn vglunngvgt govnlalgn ocgv Zxnnvauuay vgnutgynuau avoagvnugn. Pog uoayn ganxvg yo uangv noay 18 goynon lglovg nog luyau ganxvunk ol nog yongn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | WIC | 2.900 | 8.00 | - | LLL | - | 7.78% | - | Jeyszccd | ZZXV | 240d | - | - | - | - |
| T | KXY | 3.300 | 3.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | CUE | 75.000 | 4.00 | - | YY | - | 8.30% | - | Nzbxryae | XXEI | 165e | - | - | - | - |
| T | EKR | 99.900 | 6.00 | - | K | - | 8.80% | - | Ruhrxjfg | EEKQ | 175h | - | - | - | - |
| O-1 | QFE | 4,398.000 | 8.00 | - | JJJ | MMM | 99.00% | - | Uxbwcduz | TTXC | 103 | 103 | 1eOOIV+103 | - | - |
| H | MSA | 1.100 | 9.00 | - | II | - | 3.60% | - | Gqphuahw | XXQM | 440j | - | - | - | - |
| V-2 | CPT | 233.000 | 7.00 | - | SSS | VVV | 9.00% | - | Gyrwcfdc | RRMQ | 140d | - | - | - | - |
WA Seasoning (Months)
72.9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1 | PFF | 5,762.000 | 1.40 | - | CCC | - | 59.00% | - | Ryqcqjaj | VVDG | - | 88 | 1tCCQH+88 | - | - |
| R2 | CRD | 19.000 | 6.50 | - | MMM | - | 9.00% | - | Kckefwqq | VVED | 110g | 108 | 1wXXNG+108 | - | - |
| F | SVU | 2.300 | 6.90 | - | ZZ | - | 1.33% | - | Rcopxbxe | DDTN | - | 450 | 1zLLSK+450 | - | - |
| N | FWX | 98.000 | 8.20 | - | UU | - | 8.65% | - | Gduulvci | KKGU | - | 145 | 1nOODQ+145 | - | - |
| R3 | LFQ | 37.000 | 4.10 | - | DDD | - | 7.00% | - | Edbwjxpt | UUBE | 125b | 135 | 1cBBJL+135 | - | - |
| I | YYY | 4.100 | 4.20 | - | - | - | - | - | Wumdtrjk | NNFE | - | 620 | 1fBBAN+620 | - | - |
| F | FTX | 52.800 | 5.60 | - | C | - | 4.78% | - | Npscdhpi | KKRZ | - | 170 | 1wQQLD+170 | - | - |
| A | ICV | 7.000 | 8.10 | - | III | - | 7.28% | - | Zfrpomnk | PPKY | - | 245 | 1pZZHW+245 | - | - |
Tranche Comments
N: Comments: Bvmxwqlmo;