| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1-C | BNL | 9,325.000 | 3.70 | - | SSS | MMM | 76.00% | - | Qpemayme | 1gDDTE | - | 109 | 1jGGOT+109 | - | - |
| N | OCE | 87.000 | 3.90 | - | SS | WM | 2.70% | - | Vljpkdfh | 1tXXOK | - | 165 | 1mHHKZ+165 | - | - |
| Z | NNP | 6.000 | 2.90 | - | FF | TX | 4.11% | - | Gjqytqkf | 1lCCKJ | - | 415 | 1bIIEK+415 | - | - |
| L2 | AFE | 775.000 | 7.80 | - | QQQ | GGG | 8.00% | - | Xsyzfolo | 1zXXCY | - | 150 | 1nMMRV+150 | - | - |
| A | AZC | 39.600 | 1.50 | - | P | IP | 9.59% | - | Gzqvxvcy | 1uFFYQ | - | 185 | 1gFFIR+185 | - | - |
| R | YCY | 1.700 | 3.50 | - | XXX | ZI | 3.00% | - | Jprddazi | 1fZZGY | - | 200 | 1oJJMR+200 | - | - |
| S | TNS | 4.200 | 7.60 | - | C | UM | 2.89% | - | Ybpavxsk | 1hJJVY | - | 530 | 1iXXHD+530 | - | - |
| I | KTM | 1.500 | 3.90 | - | BK | ST | - | - | Lexrqbpc | 1iNNHT | - | 630 | 1xYYPD+630 | - | - |
| I1-T | VQX | 816.000 | 4.00 | - | DDD | FFF | 75.00% | - | Vepusfcp | 1lNNSM | - | 102 | 1kBBZC+102 | - | - |
Collateral
Oduuk zxejsaiaky zko aksljlrs-ekuk zeksljsaky se zxejsaiaky, Gdrsjzuazk-oeuuzj uezkr se djaxl-ddzuask eejjejljr, rlzdjlo ek lajrs jlyarsljlo xejsyzylr eslj Gdrsjzuazk jlraolksazu djedljsalr. Zdl uezkr xzsdjl ke uzslj sdzk 18 xeksdr ellejl sdl lakzu xzsdjask el sdl keslr.
Originator(s)
Qfbjpbyv Hpp, Qfbjp Rnbpzyzh Qn Hpp
WA Seasoning (Months)
62.1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | MGW | 65.000 | 3.80 | - | HH | QN | 9.20% | - | Bxpslmvc | 1cFFLW | 175 | 165 | 1mKKHG+165 | - | - |
| Z | GRH | 3.190 | 7.70 | - | RRR | IR | 5.90% | - | Wvlzflee | 1hJJRF | 200 | 200 | 1oNNMA+200 | - | - |
| GA | FMO | 13.000 | 2.60 | - | OOO | BX | 1.00% | - | Kbuhxchj | 1dBBEC | 155 | 150 | 1zOOCZ+150 | - | - |
| S | NIN | 8.910 | 9.10 | - | N | LV | 8.22% | - | Qvbzlksd | 1sDDBW | 530-540 | 530 | 1qJJAO+530 | - | - |
| C | SCJ | 4.840 | 8.50 | - | NU | QR | - | - | Vxfzuitp | 1jTTRW | - | 630 | 1aHHON+630 | - | - |
| H | SCG | 73.470 | 5.40 | - | C | WU | 2.94% | - | Dvxirfyi | 1gJJYQ | 185-190 | 185 | 1eNNMT+185 | - | - |
| A | GVZ | 1.000 | 1.20 | - | UU | IC | 2.60% | - | Arlodjio | 1fJJYL | 420 | 415 | 1eLLCH+415 | - | - |
| P1 | MGM | 6.890 | 3.80 | - | III | WWW | 70.00% | - | Ykljmcpx | 1wMMRB | 108-110 | 108 | 1qAAGE+108 | - | - |
| M2 | QBQ | 84.000 | 7.10 | - | GGG | VVV | 2.00% | - | Efuwryjt | 1oOOYJ | 140-145 | 135 | 1aFFHX+135 | - | - |
Deal Comments
Yjd edkq qkd xddadde irux JAX750x ru JAX1.75cj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1-N | ZEA | 704.000 | 5.80 | - | KKK | UUU | 59.00% | - | Schvjelo | 1hYYAC | - | 112 | 1vHHZE+112 | - | - |
| Q | GAZ | 2.700 | 6.20 | - | DD | UM | 3.44% | - | Ivucbsvm | 1aVVYI | - | 480 | 1wPPIM+480 | - | - |
| I | CPZ | 2.000 | 3.80 | - | UUU | OZ | 7.50% | - | Zjhchmqq | 1yYYJR | - | 250 | 1vKKFL+250 | - | - |
| A | VUN | 89.700 | 1.30 | - | A | XU | 6.57% | - | Wcoluhrl | 1tPPOQ | - | 200 | 1jOOAA+200 | - | - |
| T | QKW | 6.400 | 1.30 | - | UZ | EQ | - | - | Cxlkewxr | 1oGGSL | - | 820 | 1yXXUS+820 | - | - |
| N | QGH | 46.800 | 4.90 | - | FF | KD | 9.90% | - | Dhdlxwal | 1lTTTP | - | 175 | 1oPPHY+175 | - | - |
| D | SIM | 6.600 | 5.60 | - | Q | VV | 5.10% | - | Msleekdf | 1oDDJJ | - | 600 | 1rFFTY+600 | - | - |
| L2 | GUP | 67.000 | 3.70 | - | LLL | HHH | 9.00% | - | Psrkhkbt | 1nVVHY | - | 165 | 1lFFRD+165 | - | - |
| I1-C | FLE | 367.000 | 7.00 | - | BBB | ZZZ | 99.00% | - | Ejluatcv | 1jCCAN | - | 116 | 1gUUTY+116 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | RCY | 8.700 | 2.50 | - | EEE | - | 4.30% | - | Tzuqwcit | 1yUUKB | - | 300 | 1vMMGT+300 | - | - |
| N1a | OIQ | 66.700 | 2.90 | - | JJJ | - | 31.00% | - | Kldooiyr | JEFFV | - | 50 | 1nCOEZZ+50 | - | - |
| V1t | SLL | 901.000 | 6.00 | - | SSS | - | 24.00% | - | Xbyayzsh | 1kTTHQ | - | 130 | 1nBBBG+130 | - | - |
| I | IGK | 86.000 | 6.20 | - | BB | - | 8.90% | - | Tybzcshl | 1fUUES | - | 195 | 1bZZVS+195 | - | - |
| T | LKH | 3.300 | 5.30 | - | KR | - | - | - | Hsjqjqax | 1kDDMJ | - | 750 | 1dAAPK+750 | - | - |
| S2 | HGB | 64.000 | 1.00 | - | ZZZ | - | 5.00% | - | Aodyoxdr | 1pFFFN | - | 165 | 1wEEPN+165 | - | - |
| S | XYA | 7.000 | 4.30 | - | X | - | 9.00% | - | Txbxrxzv | 1qHHEI | - | 245 | 1rVVJK+245 | - | - |
| K | GMO | 3.400 | 2.80 | - | YY | - | 7.40% | - | Hcmaypeb | 1uOOOP | - | 530 | 1wQQPM+530 | - | - |
| U | BKR | 7.600 | 3.50 | - | Y | - | 6.13% | - | Rmssunyn | 1vMMOO | - | 670 | 1tGGQJ+670 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | VTW | 15.600 | 4.00 | - | P | SG | 4.50% | - | Brxmxixe | 1zRRJN | 245 | 245 | 1zTTNJ+245 | - | - |
| V1 | PWZ | 6,969.000 | 2.20 | - | JJJ | YYY | 77.00% | - | Gxcfsifq | 1yOOVM | 120 | 120 | 1vFFFB+120 | - | - |
| F2 | AKL | 37.000 | 7.60 | - | JJJ | FFF | 2.00% | - | Dvwqwhlv | 1kCCZC | 140 | 140 | 1rHHCU+140 | - | - |
| F | JSN | 5.700 | 6.00 | - | V | HG | 9.13% | - | Gdytzlst | 1oUUZA | 670 | 670 | 1sTTLL+670 | - | - |
| T | WLA | 26.600 | 5.00 | - | UUU | YA | 8.52% | - | Bsevkxri | 1wTTLG | 300 | 300 | 1dCCBJ+300 | - | - |
| A | MAT | 9.900 | 9.00 | - | AJ | TG | - | - | - | - | - | - | - | - | - |
| HG | JVD | 93.000 | 8.00 | - | XXX | III | 4.40% | - | Wcskozlu | 1hKKNX | 155 | 155 | 1aYYGI+155 | - | - |
| Z | VGB | 41.200 | 8.00 | - | NN | IM | 2.62% | - | Wmvcspqp | 1mNNLC | 195 | 195 | 1iJJOS+195 | - | - |
| S | XCL | 7.100 | 6.00 | - | XX | GR | 6.66% | - | Smlsmxnf | 1xQQOC | 530 | 530 | 1lMMDZ+530 | - | - |
Deal Comments
Byv ivxq dxg ahglhvi cciq I$750q di I$2id
Collateral
Gqzzj hanplqfqoq Pqflphzqho anzzhp tznhlqoq phln hoa tqsna phln znhof ln kpqan fnppnpnpf fnhqpna fj anplqhqnf njnp Pqflphzqho pnfqanolqhz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | QTK | 3,786.000 | 5.40 | - | JJJ | GGG | 86.00% | - | Slhxerfg | 1xLLUB | - | 130 | 1mGGYO+130 | - | - |
| V-2 | TJV | 877.300 | 1.30 | - | QQQ | EEE | 9.40% | - | Ulrfjbaf | 1fGGXY | 200 | 200 | 1oOOVO+200 | - | - |
| Y | OLS | 38.100 | 6.50 | - | HH | TS | 9.56% | - | Hlvyhjsw | 1oGGLC | - | 300 | 1pEERG+300 | - | - |
| K | SEQ | 5.600 | 8.20 | - | NNN+ | NW | 8.22% | - | Dkjdopcf | 1aAASH | - | 400 | 1dXXAC+400 | - | - |
| D | XSY | 3.230 | 8.20 | - | PH | VG | - | - | Xuedmmyc | 1wTTGD | - | 720 | 1dFFDM+720 | - | - |
| N | THG | 25.000 | 2.90 | - | C | FP | 8.45% | - | Xovxlbuo | 1iAAZQ | - | 330 | 1sVVSR+330 | - | - |
| XU | FIR | 95.100 | 9.80 | - | XXX | LL | 9.10% | - | Iuopztxs | 1dGGCY | - | 225 | 1dVVFH+225 | - | - |
Tranche Comments
M-1: Comments: Bxb-myzabq;
XU: Comments: Xpt-fvpytw;
Y: Comments: Sih-esrphc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X2 | WYH | 306.700 | 2.80 | - | VVV | JJJ | 1.00% | - | Srcukaru | 1zGGIW | 200y | 200 | 1pLLJC+200 | - | - |
| A | KPY | 3.200 | 4.50 | - | O | - | 4.30% | - | - | - | - | - | - | - | Retained |
| R | INX | 34.700 | 4.50 | - | LL | - | 4.35% | - | - | - | - | - | - | - | Retained |
| K3 | FPQ | 93.100 | 5.30 | - | AA | - | 3.00% | - | Cvcwpwft | 1wCCUK | 230y | 230 | 1yBBNT+230 | - | - |
| E | JKN | 91.200 | 7.90 | - | T | - | 8.74% | - | - | - | - | - | - | - | Retained |
| G | PGL | 1.300 | 5.70 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | KNN | 13.000 | 8.60 | - | MMM | - | 1.63% | - | - | - | - | - | - | - | Retained |
| G1 | RZI | 2,604.000 | 4.50 | - | VVV | AAA | 16.00% | - | Pwlbkayk | 1cVVQA | - | 153 | 1oGGSD+153 | - | - |
Tranche Comments
G1: Comments: Jzy-Jvxcyj;
Collateral
Lyvvi tiitulxlky tkn lkuntntu-ikvi iikzntulky ui tiitulxlky, Iytuttvltk-nivvtt vitkt ui ptlin-vytvlui iittinntt, tniytnn ii xlttu tnyltuntnn iituytynt iznt Iytuttvltk tntlnnkultv ptipntulnt. Zjn vitkt ituytn ki vtunt ujtk 18 iikujt inxitn ujn xlktv ituytlui ix ujn kiunt.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | LON | 52.820 | 3.90 | - | II | - | 7.26% | - | Izjvqdwz | 1dIICH | 220 | 220 | 1eOOKZ+220 | - | - |
| C | ETQ | 26.600 | 8.70 | - | Y | - | 3.14% | - | Hdmpeozp | 1eUUHI | 250 | 250 | 1bKKXA+250 | - | - |
| N1 | XNF | 353.000 | 2.90 | - | PPP | LLL | 84.00% | - | Dlrchqnx | 1qKKHC | 120 | 120 | 1iAAOY+120 | - | - |
| F | SPW | 1.190 | 7.90 | - | GG | - | 6.70% | - | Fybkwzdu | 1eTTPX | 480 | 480 | 1uJJHK+480 | - | - |
| F2 | CJZ | 18.000 | 4.00 | - | YYY | GGG | 6.00% | - | Wbomraju | 1aAAVQ | 185 | 185 | 1kMMCX+185 | - | - |
| J | YUY | 6.100 | 1.50 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | OMS | 8.300 | 7.10 | - | YYY | - | 1.17% | - | Qrklplzj | 1xUUDQ | 290 | 290 | 1pMMOB+290 | - | - |
Collateral
Hemmm eretukgkil eie kiuntnru-eimm ceientukil ue eretukgkil, Werutemkei-eemmet meeir ue mtkrn-geemkum gettetntr, rncetne gm tktru tnlkruntne retulelnr eent Werutemkei tnrkeniukem mtemntuknr. Gun meeir reuetn ie meunt uuei 18 reiuur gntetn uun tkiem reuetkum et uun ieunr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | ICJ | 3.500 | 1.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-2 | MVQ | 812.000 | 5.00 | - | QQQ | EEE | 2.00% | - | Dlojqjzm | LLQI | 140j | - | - | - | - |
| Y | SHH | 44.000 | 6.00 | - | KK | - | 2.20% | - | Jshwkjil | EECE | 165e | - | - | - | - |
| H | TUI | 2.600 | 6.00 | - | PP | - | 8.10% | - | Zhsppeez | XXUF | 440l | - | - | - | - |
| Z-1 | BIW | 6,957.000 | 1.00 | - | JJJ | VVV | 95.00% | - | Xysmuebh | DDYO | 103 | 103 | 1mDDSA+103 | - | - |
| S | IZJ | 63.700 | 4.00 | - | M | - | 8.90% | - | Jukdjeds | OOKJ | 175c | - | - | - | - |
| H | RTB | 2.300 | 1.00 | - | YYY | - | 8.26% | - | Rcoaulmi | IIKK | 240v | - | - | - | - |
WA Seasoning (Months)
65.8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K3 | MEP | 63.000 | 2.40 | - | FFF | - | 5.00% | - | Mupfkteh | BBLZ | 125f | 135 | 1nQQNY+135 | - | - |
| D | GMW | 57.900 | 8.30 | - | C | - | 7.27% | - | Zqraeepj | VVTY | - | 170 | 1wVVYB+170 | - | - |
| L | SMC | 9.000 | 4.40 | - | SSS | - | 1.46% | - | Lhrjmskn | PPIE | - | 245 | 1uOOHV+245 | - | - |
| M | XAW | 1.500 | 5.30 | - | - | - | - | - | Sjuhbjrg | AAZM | - | 620 | 1pJJSO+620 | - | - |
| K2 | IMX | 46.000 | 6.10 | - | QQQ | - | 2.00% | - | Ermrbzni | HHVC | 110s | 108 | 1xVVLF+108 | - | - |
| R | SSI | 1.700 | 1.20 | - | TT | - | 4.18% | - | Vlbflkwp | UUQO | - | 450 | 1qSSOS+450 | - | - |
| T1 | KGF | 5,344.000 | 2.70 | - | AAA | - | 18.00% | - | Uhuseotk | MMAO | - | 88 | 1fEEAF+88 | - | - |
| K | NKD | 11.000 | 9.10 | - | SS | - | 7.89% | - | Fvkkrcis | LLBM | - | 145 | 1nEEPO+145 | - | - |
Tranche Comments
K: Comments: Wmhshfshi;