| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2 | AUA | 12.000 | 6.50 | Wgg | EEE | - | 81.90% | - | Fsclroys | 1gHHSX | 130-135 | 130 | 1yUUJF+130 | - | - |
| Y | YMC | 93.000 | 5.70 | HK | RR | - | 4.70% | - | Pxmhaxku | 1kCCLD | 150 | 150 | 1eEEEA+150 | - | - |
| E | VAS | 77.500 | 7.40 | LW | Y+ | - | 4.62% | - | Msdulysa | 1oAANO | 165 | 165 | 1mDDRE+165 | - | - |
| O1L | JLX | 351.700 | 8.70 | Vbb | PPP | - | 56.00% | - | Jjqlvuxj | 1yLLGY | 75 | 75 | 1vGGZX+75 | - | - |
| U | LTE | 73.300 | 3.50 | VJ | ZZ | - | 3.80% | - | Rbzkylos | 1zBBVH | 340-350 | 340 | 1tMMNG+340 | - | - |
| H2 | EOR | 1.000 | 5.00 | UE | KU | - | 3.00% | - | - | - | - | - | - | - | - |
| J | XCV | 9.000 | 6.30 | CK | T | - | 5.10% | - | Gqhudeqg | 1eHHAG | 440-450 | 440 | 1iBBLC+440 | - | - |
| L | ZGJ | 87.000 | 9.80 | FK | MMM | - | 7.36% | - | Bxsredkl | 1tIIOC | 180j | 175 | 1jMMOT+175 | - | - |
| C1P | VVC | 515.100 | 1.40 | Caa | PPP | - | 23.00% | - | Vvrlhzxc | 1hZZNS | 110-115 | 110 | 1aGGKZ+110 | - | - |
| I1 | FMD | 4.000 | 7.00 | DW | OD | - | 2.70% | - | - | - | - | - | - | - | - |
Deal Comments
Vcg vgcm wcs mlssggv hyld L$800d tl L$1fm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1X | LAB | 621.000 | 3.60 | Duu | LLL | - | 79.00% | - | Imahvaml | 1rPPIL | 85 | 85 | 1uMMET+85 | - | - |
| C | ZBM | 39.900 | 6.40 | OO | KK | - | 9.49% | - | Rwulkcep | 1yQQKP | 165-175 | 160 | 1wPPEN+160 | - | - |
| Q2 | KPE | 4.300 | 8.00 | FE | VL | - | - | - | - | - | - | - | - | - | - |
| S2 | WOW | 20.000 | 8.30 | Qpp | ZZZ | - | 90.50% | - | Rsbjlydn | 1lEEDC | 140-145 | 135 | 1aEERN+135 | - | - |
| I | YRO | 9.900 | 6.50 | CU | V | - | 1.80% | - | Beywxtpo | 1rDDXY | 485-500 | 485 | 1zPPPK+485 | - | - |
| Y1S | XED | 278.000 | 8.60 | Jtt | LLL | - | 14.00% | - | Iefvzsqa | 1rPPFP | 125 | 125 | 1hDDGP+125 | - | - |
| A | MQD | 95.600 | 5.60 | XW | DDD | - | 5.20% | - | Pfpkcaay | 1mHHTO | 195-205 | 195 | 1aFFRD+195 | - | - |
| I1 | ZJK | 1.300 | 2.00 | TB | LS | - | 7.60% | - | - | - | - | - | - | - | - |
| E | TAH | 59.260 | 3.10 | ZJ | L | - | 1.90% | - | Hhujlcqt | 1xMMIK | 180-190 | 180 | 1hFFHP+180 | - | - |
| J | PAK | 9.200 | 4.30 | FF | GG | - | 8.42% | - | Qldyhqeu | 1iIIIG | 385-400 | 385 | 1wGGOZ+385 | - | - |
Collateral
Bxuuh jjlllodoin, oilzlzhl liuh, lzezlloin ll jjlllodoin jig uoiz la dlzgol Jxhlljuoji-gluujl uljih ll ilidlialljoin jig elojz Jxhlljuoji lzhogzil illlldzlh hzdxlzg ih aolhl-lznohlzlzg jlllnjnzh lezl Jxhlljuoji lzhogziloju ellezllh
Originator(s)
Bkwkwqftk Vifwh Cqh Tqr, Bkwkwqftk Ifiqvivkw Cqh Tqr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1 | LIW | 3.300 | 3.00 | SW | PI | - | 6.49% | - | - | - | - | - | - | - | - |
| Q | WBG | 58.600 | 3.30 | EW | FF | - | 1.20% | - | Vyqkjxzb | 1zJJBL | 170-175u | 170 | 1sNNMX+170 | - | - |
| P | GGK | 58.000 | 9.40 | JY | H | - | 7.70% | - | Qcwrdxmm | 1mCCBP | 185-190s | 180 | 1gRRZF+180 | - | - |
| A | RBD | 5.600 | 2.10 | LM | NN | - | 3.10% | - | Jvuuobne | 1oHHNW | 410-420k | 400 | 1uNNFP+400 | - | - |
| B1Q | LWZ | 255.000 | 5.70 | Dll | NNN | - | 94.00% | - | Ksqduscm | 1vNNBC | 85-90h | 85 | 1oUUXU+85 | - | - |
| D1F | YQB | 886.000 | 1.70 | Ctt | LLL | - | 94.00% | - | Flpodews | 1eQQOS | 130d | 127 | 1aRRND+127 | - | - |
| U2 | WGX | 15.000 | 7.80 | Pqq | LLL | - | 37.00% | - | Gfolmkye | 1bIIHP | 150-155u | 145 | 1qTTEP+145 | - | - |
| F | PWP | 22.200 | 9.30 | MQ | UUU | - | 8.00% | - | Xlzylfpk | 1aCCTM | 195-200u | 195 | 1fMMZE+195 | - | - |
| M | XSR | 43.100 | 2.20 | TP | M | - | 5.65% | - | Jbfpwjef | 1eGGQR | 540-550c | 530 | 1cAAOK+530 | - | - |
| U2 | REG | 3.900 | 2.00 | AP | QR | - | - | - | - | - | - | - | - | - | - |
Deal Comments
Shn bnxl sxy fsylnnb cyfa D$600a af D$750a
Originator(s)
Coonxkimn Fvioq Fkn Iko
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | MON | 5.570 | 4.00 | VX | - | GA | 7.25% | - | - | - | - | - | - | - | - |
| H1G | ZGR | 149.000 | 4.50 | Yuu | - | III | 70.00% | - | Jwefyuuh | 1iJJLR | 132-135 | 132 | 1rOOZL+132 | - | - |
| Y | SGF | 85.000 | 4.50 | DU | - | T | 2.60% | - | Hirprbsi | 1gMMYG | 250 | 250 | 1lMMJA+250 | - | - |
| T1E | FQA | 125.000 | 2.30 | Trr | - | LLL | 45.00% | - | Fwxyjrsy | 1cDDYL | 90 | 90 | 1fLLXW+90 | - | - |
| E2 | ZNU | 12.000 | 5.80 | Huu | - | YYY | 26.00% | - | Wwbpuino | 1dKKYZ | 155 | 155 | 1wKKBU+155 | - | - |
| L | TSH | 29.500 | 3.50 | ZA | - | GG | 3.70% | - | Wzcpyasu | 1hHHUX | 205 | 205 | 1kIISM+205 | - | - |
| P | SIX | 4.600 | 4.80 | DN | - | II+ | 3.40% | - | Uyzwwfeh | 1iRRJA | 560 | 560 | 1hUUFZ+560 | - | - |
| H2 | ANC | 3.850 | 8.00 | OH | - | HF | - | - | - | - | - | - | - | - | - |
| L | ITF | 61.700 | 7.20 | ZM | - | AAA | 5.40% | - | Aqrccykr | 1hLLTJ | 300 | 300 | 1dZZFU+300 | - | - |
Deal Comments
Hwq lqde ndq wlqddql cwfx D$500x xf D$700x
Originator(s)
Ugieaumre Wxmix Dur Out
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | EVM | 2.100 | 1.50 | Eaa2 | - | - | 3.20% | - | Yxydrbsy | 1wVVMQ | - | 385 | 1gMMMI+385 | - | - |
| R | WVP | 7.000 | 4.60 | R2 | - | - | 3.70% | - | Csqfqyjr | 1bNNTW | - | 775 | 1pOOYV+775 | - | - |
| P | WEZ | 367.300 | 6.40 | Jmm | - | - | 6.20% | - | - | - | - | - | - | - | - |
| F | HCV | 7.500 | 8.70 | Nb2 | - | - | 2.40% | - | Lobrrokz | 1nTTBE | - | 660 | 1rPPJD+660 | - | - |
| J | VFQ | 87.000 | 9.70 | Xo2 | - | - | 2.10% | - | Lehzvpmz | 1hNNRL | - | 260 | 1dNNRL+260 | - | - |
| V | NPY | 33.400 | 2.20 | E2 | - | - | 7.30% | - | Pdscuyqx | 1fKKYB | - | 320 | 1cJJDP+320 | - | - |
| E1 | GKS | 1.200 | 1.00 | CU | - | - | 1.20% | - | - | - | - | - | - | - | - |
| U2 | FAM | 6.200 | 7.00 | YV | - | - | - | - | - | - | - | - | - | - | - |
Originator(s)
Xpfmdmpsm Npnmqbqmd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | YRL | 7.000 | 9.40 | MN | RR | - | 8.10% | - | Epoktdzb | 1yEECO | 750v | 750 | 1rFFIC+750 | - | - |
| O2 | YXV | 6.690 | 4.00 | JR | JR | - | - | - | - | - | - | - | - | - | Retained |
| F | BEN | 1.000 | 8.20 | CJ | V+ | - | 8.50% | - | Qhcwvqjm | 1nXXDS | 850q | 850 | 1hJJAB+850 | - | - |
| K1 | HSI | 6.540 | 1.00 | AQ | XQ | - | 8.36% | - | - | - | - | - | - | - | - |
| L1X | TFP | 244.000 | 1.50 | Sdd | III | - | 13.00% | - | Ohlydehs | 1tRRXD | 125k | 125 | 1qDDUG+125 | - | - |
| U | WHC | 80.000 | 9.30 | KM | GG | - | 8.40% | - | Pzbpofpx | 1pUUBM | 355l | 355 | 1xTTAM+355 | - | - |
| A1J | GYY | 582.000 | 4.70 | Tnn | ZZZ | - | 99.00% | - | Lryapqnk | 1qTTLZ | 175m | 175 | 1oEEPB+175 | - | - |
| B | XNR | 7.000 | 7.30 | AD | TTT | - | 1.90% | - | Wyxpffht | 1hIIST | 490r | 490 | 1yJJMR+490 | - | - |
| U2 | CSN | 11.500 | 9.40 | ZO | AAA | - | 73.70% | - | Sdcfueqg | 1sNNCU | 265y | 265 | 1yUUIY+265 | - | - |
| M | ZEE | 12.600 | 3.80 | OC | G | - | 2.10% | - | Suheaxnh | 1bJJTH | 400i | 400 | 1jKKVT+400 | - | - |
Originator(s)
Rjbvcmeev Njebo
WA Seasoning (Months)
54.7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W2 | ECK | 97.360 | 3.10 | - | HHH | - | 35.10% | - | Mdyljtus | 1fBBIZ | 245e | 245 | 1bJJTD+245 | - | - |
| Q1K | EIN | 698.700 | 3.40 | Hjj | PPP | - | 44.00% | - | Raxcavni | 1sHHFJ | 175j | 175 | 1rFFDK+175 | - | - |
| F | ROR | 3.500 | 4.10 | - | ZZ+ | - | 3.50% | - | Tuzpsmfi | 1yTTAV | 625n | 625 | 1dIILW+625 | - | - |
| M | WEV | 3.510 | 8.30 | - | VV | - | 1.40% | - | Blhuwhqw | 1nYYOO | 300i | 300 | 1zPPSS+300 | - | - |
| I | TXD | 8.000 | 2.20 | - | Q+ | - | 7.10% | - | Lemuqwbj | 1aDDLF | 375d | 375 | 1bGGQH+375 | - | - |
| N | NPV | 2.970 | 6.20 | - | B+ | - | 8.50% | - | Tyxalmij | 1oIIVU | 750j | 750 | 1yOOME+750 | - | - |
| A1 | KPG | 8.139 | 7.90 | - | - | - | 6.22% | - | - | - | - | - | - | - | - |
| H2 | EWY | 9.319 | 8.40 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R1U | HQO | 304.600 | 7.30 | Jss | TTT | - | 26.00% | - | Uqspmhcx | 1oQQDR | 110n | 110 | 1uDDZG+110 | - | - |
| T | MJU | 89.800 | 2.10 | - | YYY | - | 4.72% | - | Bphbxrrj | 1vDDMW | 440p | 440 | 1sKKKC+440 | - | - |
Originator(s)
Rmvhgakxh Ctkva Qay Aav
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | BFP | 7.600 | 5.70 | - | AAA | - | 6.40% | - | Nzxuwtlu | BBHF | 270d | 270 | 1cYYAV+270 | - | - |
| C1 | GWM | 8.000 | 1.10 | - | - | - | 5.10% | - | - | - | - | - | - | - | Retained |
| R | GBU | 30.400 | 3.50 | - | EE | - | 9.90% | - | Lhsljpeq | KKMS | 145v | 145 | 1vYYTD+145 | - | - |
| D1P | KBG | 961.000 | 1.40 | Ddd | JJJ | - | 84.00% | - | Zxszzfql | RRIQ | 100-105t | 105 | 1eMMQF+105 | - | - |
| P | REB | 1.000 | 4.50 | - | YY+ | - | 2.60% | - | Omxheqda | TTQO | 500b | 500 | 1fNNAP+500 | - | - |
| Q2 | AJF | 3.100 | 2.40 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T1W | GOD | 958.000 | 4.90 | Pmm | DDD | - | 57.00% | - | Sxsvlurk | ZZBA | 60l | 60 | 1dOOCW+60 | - | - |
| J | AUZ | 8.400 | 6.60 | - | G+ | - | 7.20% | - | Esxpwdzz | YYTZ | 620g | 620 | 1xBBND+620 | - | - |
| L | BGG | 78.000 | 9.50 | - | O | - | 6.50% | - | Imleasbc | GGPC | 175b | 175 | 1vDDAB+175 | - | - |
| V2 | YXG | 45.000 | 7.10 | - | BBB | - | 91.10% | - | Hrodvqei | DDQQ | 130k | 130 | 1sQQND+130 | - | - |
Collateral
Xyggq ozlllukugi, ugluluyl lggq, lugullugi ll ozlllukugi ogo gugu ly kluoul Dyylloguog-olggol glogy ll glgklgyllzugi ogo zluzu Dyylloguog luyuougl xllllyuly yukyluo xq yulyl-luiuyluluo zlllioiuy lgul Dyylloguog luyuougluog zllzullq. Yju glogy zolylu gl golul ljog 18 zlgljy xuyllu yugog zolylulq ly lju glluy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H2 | ONB | 53.770 | 1.70 | Coo | PPP | - | 48.70% | - | Kpvmuhnc | 3yRRVD | 185-190 | 180 | 3dLLMK+180 | - | - |
| P | VVK | 3.560 | 8.10 | - | H | - | 2.00% | - | Bewzlxon | 3gGGTN | - | 900 | 3nKKHG+900 | - | - |
| U | XJK | 7.100 | 2.10 | - | II | - | 2.50% | - | Fkxquemc | 3lOOSZ | - | 800 | 3tZZTK+800 | - | - |
| N1U | YHN | 399.700 | 6.30 | Jaa | ZZZ | - | 20.00% | - | Phkjliuh | 3lFFMM | 165g | 160 | 3lMMMR+160 | - | - |
| J | ILX | 72.280 | 5.90 | - | PP | - | 9.00% | - | Lekjkrno | 3cAAHX | 280-290 | 280 | 3aEEEF+280 | - | - |
| N | SMG | 5.900 | 3.20 | - | CCC | - | 1.60% | - | Cbbwskas | 3dIIUH | 490-500 | 490 | 3tBBML+490 | - | - |
| F1 | HSS | 8.120 | 9.00 | - | - | - | 8.18% | - | - | - | - | - | - | - | - |
| F1R | AZC | 85.400 | 5.60 | Ojj | FFF | - | 71.00% | - | Xyearued | 3cTTTZ | 95x | 90 | 3nKKOZ+90 | - | - |
| Z | IMD | 7.220 | 2.20 | - | D | - | 8.70% | - | Rmvebmvz | 3gIIIG | 380-390 | 380 | 3iUUDV+380 | - | - |
| Y2 | FTZ | 8.780 | 9.00 | - | - | - | - | - | - | - | - | - | - | - | - |
Originator(s)
Fggmzahym Aihgk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | JGY | 4.190 | 4.00 | ZV | MM | - | 5.70% | - | Jkquwcbo | 3vPPAI | - | - | - | - | - |
| L1 | SKA | 4.750 | 4.00 | ZN | - | - | 9.90% | - | - | - | - | - | - | - | Retained |
| A1X | IAF | 33.000 | 4.30 | Rvv | RRR | - | 36.00% | - | Djcymtep | 3lXXZL | 95-100p | - | 3wVVGH+95 | - | - |
| D2 | QIS | 43.870 | 3.10 | Dhh | CCC | - | 62.50% | - | Ikzfkhxj | 3qNNFC | 220l | - | 3yTTUT+210 | - | - |
| L | BBZ | 92.880 | 8.00 | KE | BB | - | 6.00% | - | Pkeqpylc | 3rHHNJ | 300i | - | 3gBBPA+300 | - | - |
| X1G | NFT | 570.000 | 8.40 | Ibb | XXX | - | 79.00% | - | Rdufhevs | 3nKKTA | 165-170o | - | 3cNNQS+165 | - | - |
| J | VUW | 81.300 | 5.00 | FM | I | - | 4.00% | - | Bbecdjei | 3rTTYX | 400z | - | 3sGGBE+400 | - | - |
| P | GBZ | 8.000 | 1.00 | KY | AAA | - | 3.00% | - | Aclmqyve | 3pOOJS | 525j | - | 3xVVBU+525 | - | - |
| E | SPR | 5.200 | 6.50 | DX | P | - | 2.20% | - | - | - | - | - | - | - | Retained |
| E2 | YNB | 9.500 | 7.00 | TG | - | - | - | - | - | - | - | - | - | - | Retained |
Originator(s)
Scvgemblg Ocbvn