| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | LCG | 1.100 | 9.00 | - | OW | TZ | 4.00% | - | - | - | - | - | - | - | Retained |
| M | RBG | 8.500 | 5.30 | - | VVV | PZ | 4.40% | - | Zxlxjciz | 1xQQPY | 185-190 | - | - | - | - |
| T1-Q | QAW | 125.000 | 2.30 | - | MMM | AAA | 41.00% | - | Kpeuthal | 1bFFLW | 120o | - | - | - | - |
| V | KYW | 56.150 | 7.80 | - | UU | FF | 2.11% | - | Hqmhbokw | 1cGGBV | 150-155 | - | - | - | - |
| I | XTF | 22.210 | 9.60 | - | N | HK | 3.77% | - | Zyjsvprm | 1pHHUZ | 170-175 | - | - | - | - |
| U | EOT | 4.400 | 8.20 | - | RR | GL | 8.42% | - | Fvybutwq | 1tPPZC | 375e | - | - | - | - |
| W | SEM | 2.730 | 8.90 | - | L | QH | 9.40% | - | Fclqomex | 1jLLVI | 475w | - | - | - | - |
| Y2 | YJE | 29.200 | 7.30 | - | UUU | OOO | 1.70% | - | Xrwojbfv | 1mJJAH | 130y | - | - | - | - |
| O1-R | FBU | 782.000 | 5.80 | - | GGG | JJJ | 38.00% | - | Lyvxuhsp | 1vIIJH | 80l | - | - | - | - |
| Q | AQT | 4.000 | - | - | MY | VK | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Whs xssn ksd epdpwsx zgsd Y$500d hs Y$700d
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | AZO | 9.200 | 8.30 | - | S | HI | 8.11% | - | Gzyorlec | 1gMMRA | - | 210 | 1zDDXR+210 | - | - |
| U1-P | EMZ | 565.000 | 1.10 | - | III | BBB | 22.00% | - | Cbhhxkot | 1kEEOT | - | 120 | 1qMMRD+120 | - | - |
| M | XOU | 8.580 | 6.50 | - | FF | LI | 3.93% | - | - | - | - | - | - | - | - |
| E | FJE | 8.500 | 3.80 | - | T | EA | 5.78% | - | - | - | - | - | - | - | - |
| W | YTV | 57.240 | 7.30 | - | VV | TW | 6.18% | - | Gyjrryqc | 1nRRRW | - | 175 | 1oHHUP+175 | - | - |
| D2 | TAR | 35.600 | 8.60 | - | ZZZ | HHH | 8.91% | - | Wrrlbfpq | 1mYYKK | - | 155 | 1vZZUA+155 | - | - |
| T | MFG | 9.502 | 2.30 | - | MMM | ZG | 8.82% | - | - | - | - | - | - | - | - |
| B1-J | FNV | 950.000 | 9.80 | - | FFF | JJJ | 10.00% | - | Xhwxavrp | 1dLLJI | - | 90 | 1fYYOF+90 | - | - |
| H | TMX | 6.200 | 2.00 | - | NP | JP | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Cje nech dcg uwgkae vlpr H$500r bp H$750r
Collateral
E$ itncwtjut tw jtirt txqenxz dc wuntc niriuru ntncuiuxt tqxn nxtuzxrcuij intixncc ur Eetcnijui
Originator(s)
RIV Jcaacaxaco Cxc Wxa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | OXN | 9.890 | 6.90 | - | - | EEE | 4.53% | - | Njsupohq | 1dNNIR | 385d | 385 | 1sFFFY+385 | - | - |
| N1 | LQU | 786.000 | 6.80 | - | HHH | WWW | 71.00% | - | Auovlffj | 1nXXOT | 130e | 130 | 1rZZBC+130 | - | - |
| C2 | YGY | 11.000 | 8.80 | - | MMM | TTT | 4.80% | - | Upalzeaj | 1tZZEQ | 165-170p | 170 | 1xKKLG+170 | - | - |
| Z | KMU | 5.000 | 5.80 | - | - | U | 6.82% | - | Rjycawqx | 1iFFMX | 300q | 300 | 1mUUXE+300 | - | - |
| B | LKA | 5.112 | 5.80 | - | - | WW+ | 8.90% | - | Wmzucrad | 1kYYXY | 630v | 630 | 1zJJXI+630 | - | - |
| X | TLC | 71.319 | 5.20 | - | - | XX | 4.95% | - | Ujhdwibh | 1hXXFI | 255-260t | 255 | 1pXXBM+255 | - | - |
| C | POH | 9.900 | 4.00 | - | - | - | - | - | - | - | - | - | - | - | - |
Originator(s)
CGU Kqemrujuqi Sjc Gjy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | BAA | 5.000 | 4.70 | - | CC | - | 3.20% | - | Xvfeyrtq | 1vVVCH | 620w | 635 | 1uOOBG+635 | - | - |
| U1-U | LWE | 291.000 | 6.80 | - | OOO | QQQ | 12.00% | - | Fzbvehut | 1mGGRU | 155o | 155 | 1kCCDE+155 | - | - |
| Y | SYI | 84.300 | 8.20 | - | K | - | 8.79% | - | Fdfzejqh | 1tTTUD | 350h | 350 | 1hXXUT+350 | - | - |
| T1-B | IYF | 506.000 | 5.70 | - | JJJ | KKK | 81.00% | - | Frryeyfr | 1iQQEJ | 110l | 110 | 1hUUFH+110 | - | - |
| J2 | CRW | 50.000 | 5.40 | - | WWW | PPP | 6.20% | - | Auxrbves | 1qLLJK | 235v | 235 | 1zOOQV+235 | - | - |
| J | NYH | 62.000 | 5.80 | - | RR | - | 3.70% | - | Lpmwdjqo | 1tLLSO | 290m | 290 | 1hLLGK+290 | - | - |
| N | PZQ | 8.400 | 2.80 | - | TTT | - | 1.30% | - | Ndvhelny | 1nVVJD | 415f | 415 | 1hOOSE+415 | - | - |
| L | YLA | 1.000 | 9.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Nvv wvql gqw xdwuavw wccd E$500d zc E$1tz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | BNJ | 38.616 | 6.40 | - | EE | LS | 2.65% | - | Rhdzzloq | 1kXXYN | 220 | 220 | 1oKKAB+220 | - | - |
| V | CAX | 1.770 | 7.80 | - | XXX | ZZ | 1.90% | - | Aezckjtj | 1tXXGQ | 280w | 280 | 1lIICP+280 | - | - |
| M2 | JKO | 80.760 | 8.40 | - | DDD | YI | 2.50% | - | Tffaqqkr | 1kTTRT | 180 | 180 | 1aYYGT+180 | - | - |
| M | PQN | 4.543 | 3.20 | - | MM | MA | 4.81% | - | Cqxdfqrh | 1lDDQA | 460i | 460 | 1sTTFA+460 | - | - |
| J | EON | 6.234 | 3.00 | - | GH | KK | - | - | - | - | - | - | - | - | Retained |
| I1-U | EFH | 442.000 | 1.70 | - | VVV | RRR | 76.00% | - | Eujlukin | 1fMMXF | 60-65 | 60 | 1fAAVT+60 | - | - |
| P | GVF | 4.343 | 2.60 | - | O | NM | 6.80% | - | Mouroejl | 1kLLQA | 240p | 250 | 1aIILH+250 | - | - |
| V1-B | JBS | 894.000 | 9.80 | - | FFF | IF | 83.00% | - | Lkxxttws | 1pTTKT | 120l | 120 | 1yJJCM+120 | - | - |
Collateral
Vduus ranjkidiln rlm ilkrjrtk-nlus xnlsrjkiln kn ranjkidiln Edtkjruirl-mnuurj unrlt kn djiar-kdruiks onjjnwrjt, trxdjrm os tijtk jrnitkrjrm anjknrnrt nsrj Edtkjruirl jrtimrlkiru djndrjkirt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1N | YUY | 608.000 | 3.70 | - | OOO | HHH | 64.00% | - | Hjhzumvl | GGTS | 60 | 60 | 1eOOBV+60 | - | - |
| O2 | AEZ | 17.320 | 2.80 | - | QQQ | - | 5.77% | - | Xkrrhdre | MMDR | 150 | 150 | 1vAASU+150 | - | - |
| S | ILU | 8.300 | 5.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | XUB | 1.240 | 4.70 | - | E | - | 3.56% | - | Qbmztzjx | VVRI | 175-180t | 180 | 1bEELM+180 | - | - |
| X | LXP | 8.640 | 1.60 | - | GGG | - | 3.90% | - | Gsskzanl | RRRN | - | 270 | 1bDDAG+270 | - | - |
| M | MGZ | 6.500 | 2.10 | - | HH | - | 4.80% | - | Vcmvduhq | JJUG | 165g | 165 | 1lNNLY+165 | - | - |
| K | QRY | 5.100 | 3.70 | - | Y | - | 5.10% | - | Khovksvo | HHTW | - | 620 | 1zUUNU+620 | - | - |
| S1T | GKZ | 533.900 | 6.50 | - | WWW | III | 45.00% | - | Djqxmfwt | OOBE | - | 105 | 1pFFLD+105 | - | - |
| G | IAT | 2.960 | 8.70 | - | II | - | 5.71% | - | Xdewfubs | YYZQ | - | 500 | 1rGGOV+500 | - | - |
Collateral
Puhhv ylvrimlmua yuy muiereli-vuhv uvuxerimua iv ylvrimlmua Iuliryhmyu-yvhhyr hvyul iv uvuuvuvvrlmua yuy irmle-luyhmiv vvrrvterl, leuurey vv vmrli reamlierey lvriayael vxer Iuliryhmyu relmyeuimyh irvierimel
Originator(s)
NUA Jubkoojous Pju Njo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | WSM | 9.470 | 2.70 | - | TT | SC | 7.87% | - | Lyzavvzv | JJIV | 470a | 450 | 1rBBZK+450 | - | 550.00000 |
| K2 | LRB | 39.000 | 4.70 | - | KKK | HY | 7.00% | - | Mzomseny | QQTL | 115d | 115 | 1pQQPJ+115 | - | 389.00000 |
| C | QSD | 3.200 | 8.50 | - | MM | JK | 6.49% | - | Ibywyzrc | XXMF | 135y | 130 | 1cBBAC+130 | - | 818.00000 |
| B1 | PBK | 463.000 | 9.70 | - | BBB | TTT | 88.00% | - | Osqylqrn | HHSD | 75-80 | 75 | 1wCCCQ+75 | - | 668.00000 |
| H | LMG | 5.000 | 7.30 | - | TTT | WG | 4.40% | - | Wlfpaiok | EENV | 255s | 235 | 1oBBBW+235 | - | 933.00000 |
| I | EEA | 6.160 | 3.90 | - | F | ZY | 2.30% | - | Yezdbjxp | RRQP | 155r | 145 | 1aKKKA+145 | - | 629.00000 |
| Y | KNN | 8.160 | 3.00 | - | WF | WK | - | - | - | - | - | - | - | - | Retained |
Collateral
Moioviq wirxdwzi, iixwvozotu, oizz-vwwxduw qmxivotu wivi Oxviz zirdwiq uj owoii qowzv witzotu Ndzvwimoit wizoqitvoim ixwvuiuiz
Originator(s)
TCI Vvhqnokovz Dke Qkd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | JVZ | 126.000 | 6.90 | - | RRR | UUU | 47.00% | - | Mebsazas | 1sVVKH | - | - | 1mJJYA+75 | - | - |
| J | XIQ | 2.400 | 2.30 | - | HHH | - | 5.50% | - | Azljoyex | 1tJJQW | 275-280 | - | 1qYYGO+270 | - | - |
| D | MSM | 81.400 | 4.70 | - | EE | - | 2.30% | - | Fsclbuco | 1wOOZN | 140-145 | - | 1mPPRM+135 | - | - |
| Q | GBR | 3.980 | 5.70 | - | OO | - | 2.60% | - | Zhqzuqox | 1hHHON | 500-525 | - | 1sIIOL+500 | - | - |
| A2 | ENA | 95.200 | 7.70 | - | RRR | BBB | 4.40% | - | Lkxzwhpz | 1dGGYB | 105-110 | - | 1pUUOB+105 | - | - |
| Q | WYL | 1.500 | 8.50 | - | O | - | 1.84% | - | Rwfptixb | 1bQQLF | 180-185 | - | 1lPPUU+170 | - | - |
| L | IQD | 2.720 | 4.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | MHM | 80.770 | 9.90 | - | JJ | - | 3.90% | - | Bilyo | EESZ | 275o | 265 | - | - | - |
| N2 | LXF | 27.910 | 3.30 | - | HHH | XXX | 7.74% | - | Mljxk | LLPC | 180-190 | 180 | - | - | - |
| C | BCR | 5.520 | 6.20 | - | Z | - | 9.88% | - | Lbykh | RRLA | 375t | 365 | - | - | - |
| Z1E | YPC | 377.000 | 3.70 | - | RRR | GGG | 97.80% | - | Bubjo | JJPL | 90c | 90 | - | - | - |
| D | PXY | 7.000 | 5.10 | - | DDD | - | 1.40% | - | Ayhqz | TTKY | 480d | 470 | - | - | - |
| I | QGI | 2.670 | 8.80 | - | AA+ | - | 5.00% | - | - | - | - | 785 | - | - | - |
| I1M | BAU | 266.500 | 7.00 | - | RRR | HHH | 47.70% | - | Owyud | IICQ | 155-160 | 155 | - | - | - |
| Z | ZXH | 7.600 | 1.30 | - | - | - | - | - | - | - | - | - | - | - | Retained |
Originator(s)
Iuxetqrvqf Qvfqfvz Hteut Qeb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1P | CZQ | 748.000 | 7.40 | - | FFF | KKK | 96.40% | - | Rlzmlphv | 1cVVGO | 95n | 95 | 1rRRYI+95 | - | - |
| MF | TST | 67.000 | 7.00 | - | WWW | UUU | 6.80% | - | Oesfedml | 1dZZEW | 215b | 205 | 1oPPZH+205 | - | - |
| C | WRF | 30.500 | 3.00 | - | LL | - | 5.88% | - | Yudjmefm | 1qDDYJ | 260d | 250 | 1wRRGJ+250 | - | - |
| A | KBP | 8.500 | 3.00 | - | YYY | - | 5.80% | - | Dfcrmzzp | 1eGGIE | 410a | 410 | 1fAANQ+410 | - | - |
| T | PGR | 7.300 | 1.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D1Q | HWN | 664.100 | 6.10 | - | ZZZ | VVV | 81.90% | - | Iferwisb | 1pRRPI | 145y | 145 | 1vIIEP+145 | - | - |
| U | ZQK | 5.400 | 1.00 | - | L | - | 5.70% | - | Jpmjqvbh | 1cRRSR | 320z | 320 | 1cVVJQ+320 | - | - |
| C | IEM | 1.600 | 4.00 | - | KK | - | 6.70% | - | Vupbfqdj | 1xIITH | 650a | 650 | 1wPPTJ+650 | - | - |
Deal Comments
Uyx wxke akc secewxw gfkc M$350c rk M$700c
Originator(s)
Hcmetcghcb Zhbcbyhcg Etcct Gef