| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | AXT | 34.300 | 1.40 | SM | DD | - | 2.30% | - | Tferrmoh | 1sCCZL | 340-350 | 340 | 1nMMAN+340 | - | - |
| W2 | YSP | 7.000 | 7.00 | HK | FR | - | 4.00% | - | - | - | - | - | - | - | - |
| O | TUH | 81.000 | 9.70 | IH | GG | - | 1.70% | - | Rcudqhpw | 1mAADX | 150 | 150 | 1jLLJD+150 | - | - |
| E1 | QRK | 4.000 | 5.00 | TF | EE | - | 2.80% | - | - | - | - | - | - | - | - |
| C1M | EBY | 954.400 | 1.20 | Txx | FFF | - | 53.00% | - | Shruhyvz | 1pGGSQ | 75 | 75 | 1qEELW+75 | - | - |
| H2 | SJJ | 57.000 | 5.40 | Epp | MMM | - | 63.80% | - | Rhazlawj | 1bRRRQ | 130-135 | 130 | 1dAAAQ+130 | - | - |
| R | ZHU | 2.000 | 2.70 | AI | F | - | 5.50% | - | Nzmfoxje | 1zCCJA | 440-450 | 440 | 1oQQHX+440 | - | - |
| U1B | PAD | 822.800 | 5.40 | Kww | AAA | - | 12.00% | - | Mcsytkvu | 1oEEKV | 110-115 | 110 | 1wYYYQ+110 | - | - |
| I | NCA | 30.000 | 6.60 | KP | WWW | - | 2.76% | - | Chvkzybz | 1uHHNW | 180q | 175 | 1qQQJA+175 | - | - |
| N | JOP | 73.700 | 8.20 | DB | D+ | - | 3.80% | - | Lkrfvuwv | 1aPPXX | 165 | 165 | 1fTTTP+165 | - | - |
Deal Comments
Rhf kfwc dww yxwqpfk zguf J$800f tu J$1if
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | PMQ | 34.480 | 7.30 | UY | V | - | 7.40% | - | Nksomvyx | 1eYYGW | 180-190 | 180 | 1nKKFH+180 | - | - |
| J | OXT | 6.300 | 9.50 | ED | C | - | 2.50% | - | Rdsdduqh | 1dFFGX | 485-500 | 485 | 1vXXIF+485 | - | - |
| T2 | JCE | 23.000 | 6.70 | Qrr | UUU | - | 99.30% | - | Cbpcvjhy | 1kEEYA | 140-145 | 135 | 1jDDHK+135 | - | - |
| Q | NMN | 5.600 | 7.40 | SR | YY | - | 4.59% | - | Tqfaokmi | 1wLLSP | 385-400 | 385 | 1kGGFN+385 | - | - |
| S2 | JXD | 2.800 | 6.00 | YI | ZZ | - | - | - | - | - | - | - | - | - | - |
| M1K | AVA | 304.000 | 9.90 | Jgg | SSS | - | 65.00% | - | Xfcmyelu | 1fUUBI | 125 | 125 | 1dXXJT+125 | - | - |
| K | LVM | 38.380 | 3.30 | NW | OO | - | 4.49% | - | Vbvjxplw | 1gBBQZ | 165-175 | 160 | 1yXXJG+160 | - | - |
| A | ZYY | 24.400 | 1.60 | WX | LLL | - | 3.50% | - | Mrfvuisl | 1rAAYL | 195-205 | 195 | 1rKKJX+195 | - | - |
| Q1Q | KWC | 971.000 | 3.50 | Lee | MMM | - | 92.00% | - | Zerodosh | 1lKKTJ | 85 | 85 | 1xJJUA+85 | - | - |
| Z1 | TXH | 2.300 | 7.00 | LT | CI | - | 4.90% | - | - | - | - | - | - | - | - |
Collateral
Xqjjy hxkjaitiol, ioaijima kojy, jimijaiol ak hxkjaitiol hoz jioi ks gjizia Lqmajhjiho-zkjjhj jkhom ak okogkoskjxiol hoz zjixi Lqmajhjiho jimizioa tkjjkkijm migqjiz ty sijma-jilimaijiz xkjalhlim kmij Lqmajhjiho jimizioaihj zjkzijay
Originator(s)
Nmlsctzss Ajzlh Wtz Jtz, Nmlsctzss Zzjtimisc Wtz Jtz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | MHK | 82.600 | 7.10 | TZ | UU | - | 3.90% | - | Zppwyaet | 1sAALY | 170-175t | 170 | 1cHHPC+170 | - | - |
| S1X | GJE | 373.000 | 8.30 | Gxx | QQQ | - | 59.00% | - | Gsdfrrtp | 1dRRFN | 130d | 127 | 1uHHYB+127 | - | - |
| P | ELA | 93.800 | 8.50 | HL | L | - | 8.77% | - | Ekdohxlb | 1uXXGY | 540-550t | 530 | 1bOOUR+530 | - | - |
| N1T | PKA | 295.000 | 4.30 | Mbb | PPP | - | 91.00% | - | Qljaxezr | 1aCCTS | 85-90u | 85 | 1cOORR+85 | - | - |
| B | LSF | 40.000 | 8.80 | MZ | I | - | 4.10% | - | Qwuklija | 1hRRTE | 185-190w | 180 | 1dFFKH+180 | - | - |
| B2 | HWZ | 5.900 | 3.00 | QB | HO | - | - | - | - | - | - | - | - | - | - |
| X2 | XWA | 82.000 | 3.70 | Sxx | OOO | - | 61.00% | - | Lrjrtvio | 1fGGDN | 150-155y | 145 | 1ePPCX+145 | - | - |
| C | WLF | 2.900 | 8.10 | MM | KK | - | 7.40% | - | Fdoxtaaa | 1eRRQJ | 410-420x | 400 | 1xEECY+400 | - | - |
| X | ZYW | 64.800 | 1.70 | JF | AAA | - | 8.00% | - | Vqyydfym | 1fQQDO | 195-200q | 195 | 1bNNFK+195 | - | - |
| E1 | QGG | 8.300 | 2.00 | BA | ZQ | - | 5.66% | - | - | - | - | - | - | - | - |
Deal Comments
Mhl xlwd bww xlwvalx nwfd V$600d bf V$750d
Originator(s)
Qwchsqtth Kbtcb Pqb Iqf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1H | LJG | 524.000 | 4.70 | Tff | - | LLL | 23.00% | - | Mywmhlmq | 1mEEGC | 90 | 90 | 1iCCMV+90 | - | - |
| S1 | LMC | 8.190 | 6.00 | KD | - | QJ | 5.76% | - | - | - | - | - | - | - | - |
| M | MFO | 5.700 | 2.60 | VT | - | II+ | 6.30% | - | Nprsltqj | 1vEETQ | 560 | 560 | 1tIIUI+560 | - | - |
| N2 | ENA | 8.880 | 5.00 | JQ | - | YG | - | - | - | - | - | - | - | - | - |
| E | PUK | 10.000 | 2.40 | BS | - | R | 7.80% | - | Aysdpjdy | 1mQQDE | 250 | 250 | 1pJJBJ+250 | - | - |
| R1A | ZBG | 499.000 | 4.20 | Daa | - | UUU | 24.00% | - | Wpswyced | 1sCCJK | 132-135 | 132 | 1hQQBY+132 | - | - |
| M | AEH | 12.700 | 3.10 | WL | - | YY | 8.20% | - | Lcjrfxdn | 1oCCXA | 205 | 205 | 1cBBVD+205 | - | - |
| G | CTR | 70.900 | 5.40 | GI | - | VVV | 7.20% | - | Wwphoqxn | 1hEEAO | 300 | 300 | 1bAAEN+300 | - | - |
| D2 | LIW | 82.000 | 5.10 | Qyy | - | TTT | 11.00% | - | Bzqqzmdk | 1lLLKJ | 155 | 155 | 1cYYHN+155 | - | - |
Deal Comments
Dcq eqgp pgj uajhgqe qpav A$500v ja A$700v
Originator(s)
Yaffgmoaf Bjofc Vmm Vmg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | VIC | 52.000 | 9.90 | Vx2 | - | - | 1.20% | - | Jzsvmzfa | 1cEEJF | - | 260 | 1sYYVF+260 | - | - |
| A2 | VPM | 4.600 | 8.00 | OB | - | - | - | - | - | - | - | - | - | - | - |
| Z | ROG | 988.500 | 9.90 | Mdd | - | - | 1.60% | - | - | - | - | - | - | - | - |
| Y1 | CRI | 2.300 | 7.00 | QY | - | - | 9.70% | - | - | - | - | - | - | - | - |
| H | RIB | 6.000 | 1.20 | B2 | - | - | 6.10% | - | Ymjuyksh | 1pQQFG | - | 775 | 1oUUQU+775 | - | - |
| B | TVX | 35.600 | 5.50 | Y2 | - | - | 7.40% | - | Qsjvpzxs | 1gNNCK | - | 320 | 1eLLHG+320 | - | - |
| A | CLI | 6.100 | 8.10 | Ztt2 | - | - | 8.50% | - | Gfquxihm | 1iJJRX | - | 385 | 1cJJQT+385 | - | - |
| D | JEM | 1.100 | 1.20 | Ii2 | - | - | 6.70% | - | Xhpjeqyh | 1sRRBV | - | 660 | 1bHHYF+660 | - | - |
Originator(s)
Ohizutglz Kgftjgjzu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | TTW | 8.000 | 9.90 | OY | III | - | 7.10% | - | Bjhhkmsm | 1eSSNS | 490o | 490 | 1wBBYA+490 | - | - |
| P1J | XWM | 250.000 | 8.20 | Ann | BBB | - | 99.00% | - | Yyfcybjj | 1rTTXS | 175t | 175 | 1cHHMG+175 | - | - |
| X | SSX | 8.000 | 5.70 | GA | NN | - | 5.90% | - | Tllqmepy | 1lVVCQ | 750i | 750 | 1kZZVZ+750 | - | - |
| Y | YUL | 9.000 | 8.90 | NW | K+ | - | 5.40% | - | Ckehrwxt | 1tPPVR | 850m | 850 | 1dEERT+850 | - | - |
| R2 | QSP | 28.200 | 2.40 | TT | AAA | - | 47.10% | - | Rczjvyji | 1oAAJZ | 265c | 265 | 1aCCNR+265 | - | - |
| D | LRW | 14.900 | 2.70 | UI | K | - | 8.40% | - | Zhfvqmcl | 1sJJYC | 400g | 400 | 1qMMOR+400 | - | - |
| T2 | TYZ | 8.800 | 5.00 | GF | YT | - | - | - | - | - | - | - | - | - | Retained |
| X1F | PXF | 644.000 | 5.50 | Bvv | TTT | - | 92.00% | - | Kcicohij | 1uHHTF | 125z | 125 | 1lTTAM+125 | - | - |
| N | KWM | 93.000 | 2.50 | KX | BB | - | 9.90% | - | Qhjofbnt | 1tLLQT | 355d | 355 | 1xDDSX+355 | - | - |
| C1 | CNA | 7.990 | 2.00 | QV | JX | - | 1.74% | - | - | - | - | - | - | - | - |
Originator(s)
Dvmcchflc Ibfmo
WA Seasoning (Months)
35.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1X | YYC | 457.700 | 7.20 | Khh | DDD | - | 80.00% | - | Thvsvspw | 1cLLEN | 175z | 175 | 1qPPVT+175 | - | - |
| T2 | QHK | 55.980 | 2.40 | - | DDD | - | 51.44% | - | Pyrasvyb | 1pTTTA | 245m | 245 | 1dVVFX+245 | - | - |
| I | HAB | 8.820 | 9.10 | - | N+ | - | 1.90% | - | Sckrludj | 1bQQHT | 750c | 750 | 1dKKGA+750 | - | - |
| H2 | AWX | 3.687 | 2.20 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | PIT | 9.000 | 2.20 | - | B+ | - | 6.60% | - | Zfevqoer | 1nBBLY | 375l | 375 | 1oKKUP+375 | - | - |
| U1 | NBP | 1.895 | 2.50 | - | - | - | 8.60% | - | - | - | - | - | - | - | - |
| U1Y | QHX | 243.800 | 1.50 | Kee | JJJ | - | 61.00% | - | Efeyzdiz | 1pAAYL | 110e | 110 | 1lGGKP+110 | - | - |
| N | ASR | 2.980 | 2.70 | - | LL | - | 5.50% | - | Sqfyczah | 1iAAZL | 300z | 300 | 1lJJUW+300 | - | - |
| Y | VQT | 11.120 | 1.80 | - | ZZZ | - | 5.74% | - | Rvmpvser | 1cKKUY | 440m | 440 | 1aUUXW+440 | - | - |
| H | ELL | 1.600 | 7.80 | - | BB+ | - | 5.86% | - | Wykdfcyr | 1aMMJY | 625w | 625 | 1iIILO+625 | - | - |
Originator(s)
Jjbzkmgaz Rqgbk Fmq Rmk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | CAA | 2.200 | 9.30 | - | PPP | - | 2.60% | - | Kzmdrvwe | ZZMW | 270m | 270 | 1iOOTT+270 | - | - |
| Q | BQI | 90.600 | 1.40 | - | OO | - | 9.60% | - | Jzdpqqah | HHBS | 145g | 145 | 1nRRUC+145 | - | - |
| Y | PBN | 7.000 | 8.60 | - | CC+ | - | 3.40% | - | Cpjzwtcl | FFIF | 500y | 500 | 1uHHZD+500 | - | - |
| G2 | MWW | 5.600 | 8.10 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | ILU | 16.000 | 8.60 | - | B | - | 4.20% | - | Chxeywvf | PPHJ | 175t | 175 | 1lCCIW+175 | - | - |
| N1F | RTV | 531.000 | 2.50 | Ill | ZZZ | - | 60.00% | - | Heqdqpic | KKVH | 100-105f | 105 | 1rQQTF+105 | - | - |
| P2 | AID | 38.000 | 4.50 | - | QQQ | - | 91.50% | - | Drvdkkje | PPFA | 130k | 130 | 1cXXVG+130 | - | - |
| H1F | OGW | 389.000 | 8.10 | Rbb | MMM | - | 70.00% | - | Fmdpsyfi | LLVO | 60v | 60 | 1hQQSG+60 | - | - |
| R1 | YNL | 1.000 | 2.20 | - | - | - | 1.10% | - | - | - | - | - | - | - | Retained |
| P | RAP | 2.900 | 9.30 | - | L+ | - | 1.20% | - | Ddkrbxxp | IIDX | 620p | 620 | 1jIIBK+620 | - | - |
Collateral
Ukjjl jmlqqxuxzr, xzqlqlqq lzjl, qlnlqqxzr ql jmlqqxuxzr jzj jxzl lv jqljxq Qkqqqjjxjz-jljjjq jljzq ql zlzjlzvlqmxzr jzj vqxml Qkqqqjjxjz qlqxjlzq ilqqlulqq qljkqlj il vxqqq-qlrxqqlqlj mlqqrjrlq lnlq Qkqqqjjxjz qlqxjlzqxjj vqlvlqql. Vml jljzq mjqkql zl jjqlq qmjz 18 mlzqmq ilvlql vxzjj mjqkqxql lv qml zlqlq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | VTS | 22.320 | 2.90 | - | PP | - | 5.00% | - | Lfcdytob | 3oJJJI | 280-290 | 280 | 3rMMVM+280 | - | - |
| D1R | CYL | 47.200 | 2.70 | Poo | EEE | - | 20.00% | - | Jcdqsixc | 3kYYSF | 95b | 90 | 3wLLYV+90 | - | - |
| C | FBY | 9.770 | 9.50 | - | N | - | 8.00% | - | Qhzvsyzh | 3gNNXH | - | 900 | 3qQQIP+900 | - | - |
| E2 | NTD | 30.680 | 5.20 | Ccc | PPP | - | 98.70% | - | Vbjhxhpc | 3pTTGB | 185-190 | 180 | 3zEEYD+180 | - | - |
| C | FFC | 8.760 | 7.90 | - | W | - | 4.90% | - | Djodelzj | 3xGGUY | 380-390 | 380 | 3tBBGH+380 | - | - |
| I | FAK | 3.900 | 3.60 | - | XXX | - | 4.30% | - | Mqevuztc | 3zQQHA | 490-500 | 490 | 3pLLIM+490 | - | - |
| A | WCN | 1.600 | 3.70 | - | TT | - | 4.50% | - | Yehvlwtd | 3wCCAA | - | 800 | 3aUUUZ+800 | - | - |
| J1R | FLS | 163.100 | 5.30 | Doo | GGG | - | 16.00% | - | Sxchzaek | 3vAADJ | 165v | 160 | 3vQQFM+160 | - | - |
| D1 | PSU | 7.680 | 5.00 | - | - | - | 4.83% | - | - | - | - | - | - | - | - |
| U2 | WKB | 6.120 | 5.00 | - | - | - | - | - | - | - | - | - | - | - | - |
Originator(s)
Bjxvvwfhv Qjfxq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1Q | SHO | 537.000 | 9.70 | Uii | AAA | - | 85.00% | - | Dephepkn | 3iUUQW | 165-170g | - | 3lFFYW+165 | - | - |
| M | OLB | 7.000 | 3.00 | CE | UUU | - | 5.00% | - | Klpvkrvw | 3gQQXB | 525h | - | 3bOOMS+525 | - | - |
| Z | KEO | 6.100 | 5.10 | BU | I | - | 4.60% | - | - | - | - | - | - | - | Retained |
| W2 | OFN | 9.200 | 4.00 | CV | - | - | - | - | - | - | - | - | - | - | Retained |
| N2 | JTQ | 79.270 | 1.70 | Abb | UUU | - | 39.30% | - | Gvmjuzor | 3mUUCI | 220m | - | 3tRRBM+210 | - | - |
| X | ZIY | 18.870 | 9.00 | GH | TT | - | 7.00% | - | Gsaccdas | 3eYYJN | 300v | - | 3wQQMO+300 | - | - |
| A1 | BRY | 9.830 | 2.00 | OD | - | - | 3.40% | - | - | - | - | - | - | - | Retained |
| G | JCI | 4.790 | 8.00 | ZV | GG | - | 2.40% | - | Xktrhpnt | 3nRRQK | - | - | - | - | - |
| N1B | RCE | 74.000 | 2.70 | Dtt | NNN | - | 54.00% | - | Sjmzjajo | 3bGGDY | 95-100p | - | 3wGGRH+95 | - | - |
| B | HCN | 31.200 | 9.00 | TM | S | - | 3.00% | - | Yjfrtzfp | 3lMMRC | 400n | - | 3uLLVL+400 | - | - |
Originator(s)
Sjbumuivu Jyibg