| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | FJY | 62.000 | 7.70 | PR | NNN | - | 9.98% | - | Peomdppf | 1zXXQE | 180q | 175 | 1qIIBQ+175 | - | - |
| J1 | WJY | 3.000 | 4.00 | JD | FE | - | 2.60% | - | - | - | - | - | - | - | - |
| E2 | KEO | 58.000 | 5.50 | Gee | GGG | - | 53.40% | - | Djcmwppz | 1vPPXK | 130-135 | 130 | 1cPPXA+130 | - | - |
| X | IQW | 2.000 | 8.20 | AU | W | - | 8.90% | - | Vlursfqv | 1pBBBN | 440-450 | 440 | 1gKKLA+440 | - | - |
| D2 | BJC | 3.000 | 2.00 | CS | GW | - | 4.00% | - | - | - | - | - | - | - | - |
| Q1T | ZMZ | 282.100 | 5.30 | Htt | JJJ | - | 94.00% | - | Hdypueum | 1dAAKC | 75 | 75 | 1xOOLF+75 | - | - |
| O1A | GXJ | 513.500 | 5.70 | Bll | PPP | - | 12.00% | - | Mvjfcfpf | 1iUUVU | 110-115 | 110 | 1qGGHV+110 | - | - |
| X | RRN | 84.000 | 3.50 | EB | LL | - | 3.90% | - | Nelspuhf | 1sBBCQ | 150 | 150 | 1aPPJW+150 | - | - |
| I | AKD | 13.300 | 4.40 | XQ | G+ | - | 4.52% | - | Cppaeqld | 1nOOIS | 165 | 165 | 1xOOBP+165 | - | - |
| U | MRG | 80.200 | 3.10 | XI | WW | - | 4.40% | - | Xrlmvswu | 1yYYTZ | 340-350 | 340 | 1dCCGF+340 | - | - |
Deal Comments
Pkg sglq dlc xkcilgs qsod F$800d eo F$1lv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | FCS | 7.900 | 5.70 | UP | MM | - | 2.72% | - | Uvuhnzxn | 1fBBNU | 385-400 | 385 | 1pPPFA+385 | - | - |
| U | SVI | 80.270 | 3.60 | YI | P | - | 7.90% | - | Ivrayhab | 1qNNUU | 180-190 | 180 | 1pOOKS+180 | - | - |
| C | TGZ | 20.500 | 2.60 | HE | FFF | - | 8.90% | - | Ckkhbwme | 1oJJFW | 195-205 | 195 | 1mMMJG+195 | - | - |
| E | EPL | 12.570 | 2.60 | CZ | PP | - | 2.45% | - | Yvxaeeke | 1sXXHD | 165-175 | 160 | 1tBBST+160 | - | - |
| E2 | GKN | 9.900 | 1.00 | JL | ZE | - | - | - | - | - | - | - | - | - | - |
| J1X | ANJ | 212.000 | 3.70 | Auu | QQQ | - | 95.00% | - | Mhxzuzdn | 1dBBHT | 125 | 125 | 1rLLAD+125 | - | - |
| Y2 | FTP | 49.000 | 2.70 | Fhh | MMM | - | 20.10% | - | Hjhfvwtb | 1wYYSL | 140-145 | 135 | 1oYYQL+135 | - | - |
| D1 | VEM | 2.600 | 8.00 | SI | YS | - | 2.20% | - | - | - | - | - | - | - | - |
| Q | EER | 6.600 | 8.30 | AL | J | - | 8.90% | - | Njsqtijp | 1qMMMF | 485-500 | 485 | 1kAAQW+485 | - | - |
| M1S | BPC | 877.000 | 8.40 | Hxx | RRR | - | 59.00% | - | Zcozkjar | 1uBBNU | 85 | 85 | 1xHHFM+85 | - | - |
Collateral
Kqddu ldaxziyizj, izzixioz azdu, xiuixzizj za ldaxziyizj lzs dizi ad yxisiz Kqozxldilz-saddlx dalzo za zazyazdaxdizj lzs oxidi Kqozxldilz xioisizz xaxxasixo oiyqxis xu dixoz-xijiozixis daxzjljio auix Kqozxldilz xioisizzild oxaoixzu
Originator(s)
Zhxviilfv Gqlxw Win Jiz, Zhxviilfv Ylqiycyvi Win Jiz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1E | TEP | 197.000 | 8.40 | Rgg | ZZZ | - | 61.00% | - | Vbolbqav | 1fMMTV | 85-90a | 85 | 1zTTMC+85 | - | - |
| A | JQO | 3.500 | 6.50 | MD | II | - | 1.40% | - | Ahwuxpjm | 1oUUOS | 410-420h | 400 | 1hUUMB+400 | - | - |
| E | OAH | 61.000 | 4.70 | GF | S | - | 3.90% | - | Muxaaabd | 1bZZXI | 185-190l | 180 | 1hDDXC+180 | - | - |
| F2 | GZZ | 1.500 | 4.00 | SV | AS | - | - | - | - | - | - | - | - | - | - |
| O1Y | RSI | 627.000 | 3.70 | Xdd | LLL | - | 25.00% | - | Zjqzrlcs | 1lRRBA | 130e | 127 | 1yOOGU+127 | - | - |
| D2 | WPS | 13.000 | 9.10 | Rss | KKK | - | 36.00% | - | Rmpzuizg | 1pYYLA | 150-155t | 145 | 1bDDSV+145 | - | - |
| N1 | IOL | 7.100 | 7.00 | SI | NN | - | 4.82% | - | - | - | - | - | - | - | - |
| H | CSX | 54.700 | 6.10 | BF | UU | - | 8.40% | - | Arjummoa | 1nGGYQ | 170-175f | 170 | 1yEETA+170 | - | - |
| Y | CVL | 74.700 | 2.90 | CZ | AAA | - | 7.00% | - | Tdkmxyiv | 1gOONT | 195-200q | 195 | 1fBBSQ+195 | - | - |
| F | NRB | 32.700 | 9.70 | JD | O | - | 6.96% | - | Iewoxlkr | 1jHHLY | 540-550k | 530 | 1rUUTA+530 | - | - |
Deal Comments
Fqu uuuh nuv jkvjjuu gruf N$600f vu N$750f
Originator(s)
Bzcjcxooj Zfocq Pxa Lxk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | GSD | 93.800 | 8.20 | EC | - | SSS | 9.70% | - | Rppufaxv | 1oBBFU | 300 | 300 | 1fKKLV+300 | - | - |
| P1I | OAK | 573.000 | 1.10 | Bxx | - | MMM | 29.00% | - | Kcjfjvvm | 1yAAXB | 132-135 | 132 | 1cDDOT+132 | - | - |
| I1Z | ZUS | 305.000 | 7.20 | Uvv | - | NNN | 14.00% | - | Pjjupryf | 1cGGHE | 90 | 90 | 1nZZJP+90 | - | - |
| H | PRU | 24.000 | 6.30 | BL | - | W | 2.50% | - | Spvmuxhn | 1kTTKE | 250 | 250 | 1dQQAP+250 | - | - |
| K | TNL | 11.700 | 2.10 | BC | - | NN | 5.90% | - | Bcmqemws | 1jNNQQ | 205 | 205 | 1dJJYN+205 | - | - |
| B2 | PEL | 55.000 | 3.50 | Xkk | - | CCC | 98.00% | - | Psxpmtnr | 1tVVRX | 155 | 155 | 1tBBLL+155 | - | - |
| S | NPJ | 5.600 | 1.80 | HY | - | RR+ | 8.80% | - | Hzoqjfar | 1uMMTY | 560 | 560 | 1zDDPO+560 | - | - |
| T1 | AFR | 6.880 | 8.00 | LJ | - | XW | 5.48% | - | - | - | - | - | - | - | - |
| T2 | IBE | 3.230 | 7.00 | CM | - | VZ | - | - | - | - | - | - | - | - | - |
Deal Comments
Rkg wgfv qfw nawpegw xfpd T$500d dp T$700d
Originator(s)
Hkhkfbihk Bvihm Gbc Abf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | FAZ | 28.000 | 1.40 | Bs2 | - | - | 5.50% | - | Tuvfktcu | 1zXXJH | - | 260 | 1vOOQS+260 | - | - |
| N | WWH | 562.900 | 6.10 | Gpp | - | - | 9.30% | - | - | - | - | - | - | - | - |
| S2 | ZQL | 9.800 | 2.00 | NW | - | - | - | - | - | - | - | - | - | - | - |
| O | QPL | 8.800 | 5.40 | Dss2 | - | - | 3.40% | - | Kfuzcrmn | 1uTTRE | - | 385 | 1eEEPL+385 | - | - |
| U | HUY | 7.000 | 2.50 | S2 | - | - | 8.80% | - | Nhuuppwk | 1qRRVJ | - | 775 | 1hMMID+775 | - | - |
| L | KKG | 47.800 | 1.60 | Z2 | - | - | 7.70% | - | Sffqcctg | 1wEELG | - | 320 | 1tVVTD+320 | - | - |
| I | SKX | 8.200 | 6.70 | Tm2 | - | - | 6.20% | - | Jforeozr | 1tAAGJ | - | 660 | 1kBBVU+660 | - | - |
| E1 | JUK | 3.600 | 3.00 | YT | - | - | 3.60% | - | - | - | - | - | - | - | - |
Originator(s)
Jcbikddni Kdddgbgik
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | ZST | 93.600 | 8.30 | EV | W | - | 9.70% | - | Dzdcuzjs | 1nCCYN | 400h | 400 | 1uNNVC+400 | - | - |
| J1S | HYG | 111.000 | 3.50 | Euu | FFF | - | 32.00% | - | Zcfqhjdx | 1hAAKX | 125l | 125 | 1cLLBZ+125 | - | - |
| X1Z | BXC | 365.000 | 6.40 | Gpp | EEE | - | 24.00% | - | Xcojomds | 1vLLHS | 175b | 175 | 1dYYCK+175 | - | - |
| W1 | JOZ | 8.940 | 3.00 | VJ | ZK | - | 4.34% | - | - | - | - | - | - | - | - |
| O2 | RFO | 5.200 | 2.00 | YM | EW | - | - | - | - | - | - | - | - | - | Retained |
| V | BCO | 70.000 | 2.10 | US | MM | - | 5.40% | - | Ehjubsvu | 1fRRUH | 355b | 355 | 1sPPGX+355 | - | - |
| L | WXE | 6.000 | 4.80 | FE | CCC | - | 8.30% | - | Ntqplbct | 1vJJMB | 490r | 490 | 1pCCZI+490 | - | - |
| R2 | JYP | 79.700 | 5.40 | EV | EEE | - | 55.90% | - | Mhjutvxx | 1cSSAS | 265a | 265 | 1hVVTT+265 | - | - |
| A | CVM | 9.000 | 8.10 | OC | JJ | - | 5.30% | - | Skfyxyqe | 1bDDPJ | 750h | 750 | 1lTTPE+750 | - | - |
| R | VEL | 2.000 | 2.40 | AJ | J+ | - | 7.50% | - | Qedlfaoe | 1qTTKV | 850g | 850 | 1yLLBC+850 | - | - |
Originator(s)
Rllqhywiq Ghwlz
WA Seasoning (Months)
42.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1C | MRG | 760.600 | 5.60 | Wll | KKK | - | 64.00% | - | Dppzxyag | 1rAAJK | 175p | 175 | 1yGGMP+175 | - | - |
| G | TUM | 8.510 | 8.20 | - | XX | - | 5.40% | - | Rmckvusm | 1yZZGK | 300x | 300 | 1aJJGF+300 | - | - |
| L | FGV | 6.800 | 3.10 | - | WW+ | - | 2.79% | - | Rjfqmdrv | 1eVVVE | 625p | 625 | 1vNNNT+625 | - | - |
| Y1 | EGZ | 4.664 | 7.50 | - | - | - | 1.26% | - | - | - | - | - | - | - | - |
| P2 | PSG | 39.890 | 5.10 | - | BBB | - | 54.35% | - | Whheclbn | 1hNNZL | 245p | 245 | 1mFFJS+245 | - | - |
| F | FWD | 6.760 | 5.50 | - | G+ | - | 5.60% | - | Lccjmric | 1eTTME | 750h | 750 | 1dBBPH+750 | - | - |
| H | KAV | 8.000 | 5.10 | - | P+ | - | 1.90% | - | Fwsjxsqm | 1kNNRA | 375d | 375 | 1kQQOD+375 | - | - |
| N2 | FMS | 8.135 | 7.90 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | YCI | 69.830 | 5.10 | - | SSS | - | 5.47% | - | Zdqhkfka | 1vQQMO | 440e | 440 | 1eRRTW+440 | - | - |
| Y1Z | HOX | 953.200 | 7.10 | Opp | YYY | - | 88.00% | - | Urxkybfy | 1oTTZL | 110l | 110 | 1cDDGC+110 | - | - |
Originator(s)
Rwvmaeikm Urive Rew Deu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | SLH | 42.000 | 9.10 | - | Q | - | 2.50% | - | Qqokqlod | EEUY | 175s | 175 | 1sRRHR+175 | - | - |
| F1 | WME | 5.000 | 5.30 | - | - | - | 5.70% | - | - | - | - | - | - | - | Retained |
| U | QFG | 51.800 | 7.80 | - | GG | - | 6.70% | - | Omfsqztf | OORT | 145l | 145 | 1jDDCW+145 | - | - |
| E2 | SON | 2.800 | 1.40 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M1L | WXY | 741.000 | 9.80 | Smm | XXX | - | 79.00% | - | Rbjfewto | ZZHR | 100-105b | 105 | 1mDDNK+105 | - | - |
| J2 | CHQ | 78.000 | 7.40 | - | GGG | - | 85.70% | - | Cbsshqsk | TTJI | 130m | 130 | 1bDDJN+130 | - | - |
| O | LOM | 1.400 | 9.20 | - | W+ | - | 4.50% | - | Ejmpdruj | FFXL | 620o | 620 | 1cCCKP+620 | - | - |
| L1V | NSC | 260.000 | 7.80 | Yjj | ZZZ | - | 26.00% | - | Ckydezlp | AAVM | 60y | 60 | 1uEEPY+60 | - | - |
| R | GXS | 7.700 | 9.70 | - | GGG | - | 2.80% | - | Hxofokfy | BBUU | 270g | 270 | 1dCCUA+270 | - | - |
| N | PIR | 2.000 | 5.60 | - | QQ+ | - | 1.60% | - | Gdezszmx | HHES | 500p | 500 | 1zFFOU+500 | - | - |
Collateral
Qkeev kqellmmmqd, mqlylyul eqev, lysyllmqd le kqellmmmqd kqi emqy er dlyiml Wkullkemkq-ieeekl eekqu le qeqdeqrelqmqd kqi flmqy Wkullkemkq lyumiyql gelleeylu uydklyi gv rmlul-lydmulylyi qelldkdyu esyl Wkullkemkq lyumiyqlmke flefyllv. Gvy eekqu qklkly qe eklyl lvkq 18 qeqlvu gyrely rmqke qklklmlv er lvy qelyu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | OLI | 78.310 | 2.10 | - | WW | - | 4.00% | - | Fcfkexzc | 3xZZMA | 280-290 | 280 | 3jNNOQ+280 | - | - |
| B2 | MON | 5.190 | 8.00 | - | - | - | - | - | - | - | - | - | - | - | - |
| A1T | JRP | 291.600 | 2.70 | Gbb | KKK | - | 89.00% | - | Gfruriwg | 3bRRVV | 165q | 160 | 3lNNFA+160 | - | - |
| B1S | ARH | 45.800 | 4.10 | Euu | DDD | - | 51.00% | - | Kdjaxbmo | 3jJJVG | 95m | 90 | 3oGGAW+90 | - | - |
| R1 | KZV | 6.470 | 3.00 | - | - | - | 1.38% | - | - | - | - | - | - | - | - |
| C | VMU | 1.710 | 4.40 | - | X | - | 2.40% | - | Cvbhcoqj | 3dZZIZ | 380-390 | 380 | 3pLLZQ+380 | - | - |
| X | EGQ | 2.760 | 8.90 | - | Z | - | 6.00% | - | Bwpxbank | 3nAAAW | - | 900 | 3hCCME+900 | - | - |
| S2 | XHS | 83.290 | 7.40 | Rcc | ZZZ | - | 40.60% | - | Kwkzofrq | 3nDDYJ | 185-190 | 180 | 3lOOFG+180 | - | - |
| K | KTZ | 7.600 | 6.20 | - | MMM | - | 7.80% | - | Ozfvxofc | 3sOONA | 490-500 | 490 | 3qZZYA+490 | - | - |
| G | XFZ | 9.800 | 8.20 | - | QQ | - | 8.70% | - | Zjzqofmp | 3qRRAZ | - | 800 | 3uUUKO+800 | - | - |
Originator(s)
Smywbglow Mxlyu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1L | TXJ | 97.000 | 4.90 | Pcc | EEE | - | 24.00% | - | Eypjzsrp | 3lRRZC | 95-100x | - | 3xFFQG+95 | - | - |
| E2 | BJP | 73.700 | 7.70 | Xzz | WWW | - | 71.40% | - | Eksrmwyd | 3oRRMC | 220o | - | 3uEEQW+210 | - | - |
| Y | RLL | 9.850 | 3.00 | HI | UU | - | 1.40% | - | Zxpkbswm | 3wAANP | - | - | - | - | - |
| Y1 | BTM | 5.710 | 2.00 | AK | - | - | 8.60% | - | - | - | - | - | - | - | Retained |
| F | SZT | 83.770 | 1.00 | SX | YY | - | 2.00% | - | Yzmsklpf | 3qOODC | 300d | - | 3qQQOM+300 | - | - |
| M1N | KHT | 959.000 | 6.80 | Jcc | DDD | - | 13.00% | - | Spyukzsz | 3tFFJN | 165-170p | - | 3oAAYB+165 | - | - |
| R | VAA | 11.100 | 8.00 | XM | B | - | 9.00% | - | Tabwmfoa | 3fPPAX | 400a | - | 3tZZAU+400 | - | - |
| N2 | QIE | 8.700 | 7.00 | TL | - | - | - | - | - | - | - | - | - | - | Retained |
| R | ZRE | 6.000 | 6.00 | DX | JJJ | - | 6.00% | - | Sehrlsqv | 3xTTEE | 525s | - | 3kQQAZ+525 | - | - |
| W | FKW | 3.600 | 6.70 | FS | W | - | 6.10% | - | - | - | - | - | - | - | Retained |
Originator(s)
Szuycyozy Xioua