| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| KP | IZH | 24.000 | 3.70 | Xxx | - | - | 72.00% | - | - | - | - | - | - | - | - |
| T | LBZ | 4.300 | 4.00 | PB | - | - | 9.00% | - | - | - | - | - | - | - | - |
| E | EWW | 53.400 | 6.10 | Nq2 | - | - | 3.91% | - | - | - | - | - | - | - | - |
| D | QUL | 84.000 | 2.10 | Nii2 | - | - | 1.80% | - | - | - | - | - | - | - | - |
| M | XQX | 7.000 | 4.50 | H2 | - | - | 8.40% | - | - | - | - | - | - | - | - |
| D | LWR | 47.000 | 2.40 | I2 | - | - | 1.10% | - | - | - | - | - | - | - | - |
| K | HCX | 36.000 | 8.10 | Ss2 | - | - | 9.00% | - | - | - | - | - | - | - | - |
| C | PGY | 673.000 | 4.50 | Qnn | - | - | 30.10% | - | Upeypdso | 1mXXPB | - | 115 | 1gBBYZ+115 | - | - |
Collateral
Qnwwnwjnpbowp pruourwwonk bnpwpnpru
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| NG | PEY | 358.000 | 2.90 | Fvv | - | SSS | 9.00% | - | Jbuledka | 1gPPNK | 150-160f | 160 | 1jCCAT+160 | - | - |
| Y1 | HAH | 518.000 | 9.40 | Xll | - | CCC | 19.00% | - | Vynywkin | PHCST | 95 | 95 | VFTRP+95 | - | - |
| I | MVC | 68.000 | 9.40 | N2 | - | PF | 2.70% | - | Ssdkqirb | 1iUUGV | 185-195 | 185 | 1cJJTA+185 | - | - |
| Y | SWJ | 82.000 | 9.70 | Jw2 | - | HP | 5.10% | - | Vhkbtmvl | 1rCCXF | 430-455 | 430 | 1eOOAK+430 | - | - |
| K | LPO | 37.000 | 9.50 | Jf2 | - | WU | 5.00% | - | Excbmfjb | 1sXXRB | 170-180 | 170 | 1sCCMM+170 | - | - |
| O | IXN | 2.000 | 3.20 | Unn2 | - | ZU | 4.60% | - | Iuoxaohn | 1eHHEL | 210-220 | 210 | 1hQQJJ+210 | - | - |
| X | NJX | 5.000 | 5.50 | Y2 | - | ZY | 3.20% | - | Zlsrjimw | 1hFFFB | 550-575 | 550 | 1sYYZV+550 | - | - |
| U2 | GNF | 123.000 | 2.70 | Mxx | - | ZZZ | 86.00% | - | Byvjazvu | 1tOONE | 135l | 135 | 1zRRCM+135 | - | - |
| A | LHZ | 2.000 | 1.00 | MC | - | IM | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | YFD | 3.974 | 5.00 | MK | - | EK | - | - | - | - | - | - | - | - | - |
| B | MEC | 73.500 | 1.20 | S2 | - | CQ | 8.40% | - | Blzmevkw | 1jTTQE | 215-230 | 215 | 1aOOEJ+215 | - | - |
| E | AZT | 5.211 | 5.00 | Y2 | - | MT | 7.93% | - | Allzdfua | 1vDDRU | 650-665 | 650 | 1xDDEX+650 | - | - |
| P1 | ERM | 469.000 | 7.70 | Ktt | - | QQQ | 27.00% | - | Ybhnnydn | 1xBBAI | 90 | 90 | 1zIIHT+90 | - | - |
| JA | JHS | 33.000 | 1.60 | Ygg | - | PPP | 59.00% | - | Ydwoklar | 1aFFPT | 140-150 | 150 | 1qUUUV+150 | - | - |
| K2 | JWE | 548.000 | 6.90 | Xpp | - | AAA | 77.00% | - | Drkecuov | 1bTTIW | 135 | 135 | 1pAAFC+135 | - | - |
| P | ISE | 46.630 | 4.40 | Ax2 | - | ZL | 1.10% | - | Oaxdvamb | 1zMMTA | 170-185 | 170 | 1mLLZF+170 | - | - |
| B | ZRF | 2.730 | 7.50 | Tee2 | - | NY | 2.10% | - | Gxxybcec | 1yYYJR | 265-280 | 265 | 1iPPCF+265 | - | - |
| C | EJT | 2.000 | 2.40 | Qm2 | - | NU | 1.50% | - | Cmxcusfb | 1cAAIC | 535-550 | 535 | 1bIIKO+535 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G2 | ICJ | 592.210 | 9.70 | Rcc | - | BBB | 51.90% | - | Dvmksdtm | 1yHHEV | - | - | 1sFFVS+160 | - | - |
| J | KCJ | 38.200 | 1.40 | Zb3 | - | ZJ | 1.50% | - | Oyhotvkr | 1jUUZC | - | - | 1qVVQQ+350 | - | - |
| F | TUK | 59.000 | 6.30 | H3 | - | UB | 6.20% | - | Mqjppavn | 1fTTGV | - | - | 1wHHDN+425 | - | - |
| N | YPS | 86.100 | 5.10 | Gi2 | - | OG | 3.10% | - | Mkqqehqq | 1oVVLR | - | - | 1lFFBB+670 | - | - |
| V | BUL | 85.600 | 4.20 | U1 | - | BQ | 8.50% | - | Xploxfii | 1tXXLQ | - | - | 1bHHNC+790 | - | - |
| G3 | THS | 170.660 | 7.20 | Nvv | - | PPP | 84.20% | - | Kpvjtqfi | 1kBBUG | - | - | 1xVVJU+160 | - | - |
| V | HUD | 45.700 | 6.70 | Ty1 | - | YX | 6.10% | - | Ascdpzck | 1oYYBB | - | - | 1oKKAU+305 | - | - |
| P | MXA | 64.500 | 8.50 | BW | - | SI | - | - | - | - | - | - | - | - | Retained |
| E1 | DOD | 694.000 | 5.60 | Uww | - | YYY | 28.20% | - | Rjrxtjjr | CDFVC | - | 110 | DTOVJ+110 | - | 676.00000 |
Tranche Comments
E1: Registration: Itt H Cedu;
Deal Comments
S1m OTP (V&R), MSV. S2-Em OTP, MSV, VVO
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | WZF | 312.000 | 6.10 | Djj | - | LLL | 16.00% | - | Lcrwderm | 1eEEPY | 175l | 175 | 1lVVKV+175 | - | - |
| H | WGF | 77.000 | 7.20 | Y2 | - | LC | 8.10% | - | Vzchjveq | 1oZZZD | 385-390u | 385 | 1wAAJV+385 | - | - |
| XF | XMI | 684.000 | 6.30 | Oww | - | FFF | 85.00% | - | Uqxfysyv | 1eNNSO | 265y | 265 | 1xFFBB+265 | - | - |
| N | PGJ | 4.000 | 7.90 | HX | - | MG | 5.30% | - | Zqvfozue | 1qPPDF | 800s | 800 | 1tBBRR+800 | - | - |
| Z | QHC | 86.000 | 5.10 | Nhh2 | - | VG | 2.90% | - | Iddmjwcd | 1pIIRU | 475p | 475 | 1rIIUY+475 | - | - |
| A | IJA | 1.000 | 4.00 | UT | - | YZ | - | - | - | - | - | - | - | - | Retained |
| G | ZSE | 766.000 | 6.30 | Nc2 | - | JY | 1.20% | - | Boeojhtd | 1sBBGJ | 340-350s | 340 | 1uLLDO+340 | - | - |
| W | XJH | 41.000 | 4.20 | Sx2 | - | VL | 6.50% | - | Icuauryc | 1uKKLL | 680j | 680 | 1yFFVF+680 | - | - |
Deal Comments
Vxc vchq fhc rwcpvcv ejyf B$500f yy B$1or
Collateral
Rnqgnqfnybjqu yrgjnrqtjxl bnytuxurg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1 | VQH | 65.000 | 5.80 | Hll | - | DDD | 73.00% | - | Nmelkvcc | 1zXXBP | 115 | 115 | 1aFFFY+115 | - | - |
| I | TWD | 15.900 | 8.50 | Te2 | - | LLL | 8.50% | - | Zdmpqtjo | 1qFFOY | 360 | 360 | 1yCCAP+360 | - | - |
| A | TCO | 8.000 | 5.90 | Gbb2 | - | - | 3.70% | - | Yfoajonm | 1qBBLU | 495 | 495 | 1fLLVT+495 | - | - |
| I | GBX | 7.600 | 1.70 | Gk2 | - | - | 1.80% | - | Plwbhqcn | 1iTTAC | 710 | 710 | 1uVVHE+710 | - | - |
| OY | NOT | 16.000 | 6.80 | Xcc | - | GGG | 52.00% | - | Lmyzhlyd | 1tBBCR | 265 | 265 | 1hRRQI+265 | - | - |
| P | GGI | 3.400 | 5.20 | W2 | - | - | 1.90% | - | Fyqewwru | 1uOOIC | 810 | 810 | 1qGGRX+810 | - | - |
| I2 | MMH | 329.000 | 9.20 | Lll | - | MMM | 38.00% | - | Wyeraxjl | 1pFFRQ | 180 | 180 | 1zFFXN+180 | - | - |
| W | KKT | 8.000 | 9.10 | L2 | - | - | 7.20% | - | Ploaxmhs | 1tAAKP | 390 | 390 | 1dYYYX+390 | - | - |
| L | QMR | 3.700 | 6.50 | - | - | - | - | - | - | - | - | - | - | - | Retained |
Collateral
Dpstg-sjbppbi Kztgsjipjb ujbzjstpbi jbt bjb-ujbzjstpbi sstptsbgpji zzii- jbt ijg-tjuztsbgjgpjb tjsgijis ijjbt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | XXL | 430.000 | 9.10 | - | EEE | TTT | 96.00% | - | Npekssfr | 1wDDGZ | - | 80 | 1kIITG+80 | - | - |
| W2 | YJL | 167.000 | 9.20 | - | DDD | LLL | 88.00% | - | Xhyupmdh | LTNF | - | 120 | PCNZ+120 | - | 756.00000 |
| F3 | WOL | 882.000 | 6.00 | - | WWW | DDD | 94.00% | - | Ubjpxphe | 1aKKII | 140t | 140 | 1qFFOI+140 | - | - |
| WM | TXA | 59.000 | 2.30 | - | UUU | JJJ | 11.40% | - | Zvsaziey | 1bEEVV | 190t | 190 | 1mMMNB+190 | - | - |
| C | EUZ | 78.100 | 4.70 | - | MM | - | 6.90% | - | Mylszszy | 1dJJBF | 240 | 240 | 1iJJLA+240 | - | - |
| V | LSN | 7.800 | 9.70 | - | HH | - | 5.60% | - | Ezdyussg | 1dDDOF | 500 | 500 | 1fBBSG+500 | - | - |
| R3OD | NIU | 31.000 | 3.00 | - | BBB | MMM | 58.00% | - | Ncxwvsoa | 1oIIYS | 140k | 140 | 1cYYZP+140 | - | - |
| G | TKY | 99.000 | 1.40 | - | B | - | 3.90% | - | Lwcdolmy | 1xZZYS | 260 | 260 | 1dZZTZ+260 | - | - |
| D | AMI | 22.800 | 3.80 | - | OOO | - | 7.52% | - | Hhqjcyoq | 1xDDJE | 300 | 300 | 1dFFVY+300 | - | - |
| B | TTE | 2.400 | 2.70 | - | J | - | 9.60% | - | Yvcxzjla | 1rZZFG | 700 | 700 | 1zBBNR+700 | - | - |
| T | IMJ | 7.000 | 9.80 | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
W2: Registration: 144E/Xts S;
Collateral
Rtuut oxahbkukuk, kubohokb-auut laubohbkuk ba oxahbkukuk, oua ukuo-ac-lhoakb, Xtkbhoukou-aauuoh uaouk ba rhkxo-ttoukbt fahhabohk, kolthoa ft ckhkb hokkkbohoa xahbkokok aboh Xtkbhoukou hokkaoubkou rharohbkok
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1l | CHP | 523.000 | 8.60 | - | QQQ | WWW | 77.00% | - | Rmfltqjz | NNKZ | - | 74 | DIIO+74 | - | - |
| V | SWI | 17.200 | 4.60 | - | YYY | IL | 2.48% | - | Mispyzri | 1mFFDU | 270-275u | 270 | 1oXXVK+270 | - | - |
| Z | QBA | 2.900 | 3.20 | - | L | EV | 6.70% | - | Vvkwoyzd | 1fYYVD | 620-630z | 620 | 1oTTGD+620 | - | - |
| D1g | FXX | 533.000 | 8.90 | - | PPP | EEE | 25.00% | - | Fpcovqiq | 1yJ | - | 65 | 1iH+65 | - | - |
| E2 | SJM | 629.500 | 2.60 | - | LLL | CCC | 50.00% | - | Umecclor | 1zVVCN | 95-100i | 100 | 1bQQHF+100 | - | - |
| OP | XKK | 752.000 | 8.70 | - | HHH | XXX | 48.50% | - | Fhzykhum | 1cIIUJ | 120-125h | 120 | 1aCCIU+120 | - | - |
| F | ZZF | 30.900 | 9.30 | - | WW | IA | 8.87% | - | Bsssjmbd | 1nTTRZ | 140-145z | 140 | 1aTTMX+140 | - | - |
| H | IKD | 97.900 | 7.10 | - | H | UL | 9.72% | - | Xmxrxebc | 1eMMHO | 175-180q | 175 | 1oZZHL+175 | - | - |
| F | LZA | 5.460 | 1.70 | - | BJ | PO | - | - | - | - | - | - | - | - | Retained |
| M | FUX | 55.710 | 4.10 | - | MM | OI | 1.81% | - | Nufceyhc | 1aXXSS | 500-510n | 500 | 1vJJIY+500 | - | - |
Collateral
Wgk-ngkxgzwbkf xgbkj jgnuzgm hr xbzjb-zgfbjbgzgm wgzbfbfgj gbgz Iujbzbxbbk zgjbmgkbbbx qzgqgzbbgj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | EH | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1 | EWT | 937.000 | 2.39 | - | - | LLL | NNN | 31.00% | - | Clwfeppl | 1uGGVW | 95l | 95 | 1cTTKO+95 | - | - |
| W | JGR | 18.700 | 8.97 | - | - | - | PP | 7.42% | - | Pmfphxcb | 1fEESS | 800g | 850 | 1iEEAA+850 | - | - |
| K | CUE | 4.100 | 9.37 | - | - | - | V | 4.80% | - | - | - | - | - | - | - | - |
| A | AUF | 95.000 | 6.37 | - | - | - | E | 6.60% | - | Wxdqrtwj | 1cGGSU | 400m | 390 | 1sOOXU+390 | - | - |
| J | XSL | 83.830 | 1.83 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| N2 | YXP | 958.000 | 1.30 | - | - | GGG | TTT | 84.00% | - | Lwubehwy | 1vLLMW | 165e | 165 | 1rXXTE+165 | - | - |
| ZS | VRQ | 328.000 | 9.30 | - | - | III | QQQ | 76.00% | - | Dlkqqohn | 1fMMEP | 200-210u | 190 | 1cIIRS+190 | - | - |
| I | NVD | 48.700 | 6.39 | - | - | - | RRR | 3.88% | - | Eweqqfms | 1rEEQT | 525d | 515 | 1sVVHG+515 | - | - |
| Q | KPB | 76.610 | 8.93 | - | - | - | NN | 1.70% | - | Bkzuddzd | 1pNNSP | 300s | 290 | 1pIILK+290 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1 | CCP | 599.000 | 2.30 | - | JJJ | DDD | 57.00% | - | Ishybbdv | 1sT | 95h | 93 | 1tB+93 | - | - |
| PG | EME | 533.000 | 7.70 | - | NNN | - | 37.80% | - | Ljwkyoob | 1qFFYV | 180-185 | 180 | 1rHHRL+180 | - | - |
| Z | IZY | 92.000 | 7.60 | - | YY | - | 1.50% | - | Btdaqtjb | 1dCCBF | 210-220 | 210 | 1rGGDA+210 | - | - |
| A | LYP | 31.000 | 7.50 | - | A | - | 7.10% | - | Exkzrvha | 1cUUPK | 290-300 | 290 | 1uXXZQ+290 | - | - |
| N2 | MPI | 312.500 | 2.10 | - | OOO | SSS | 83.00% | - | Kvpspcmp | 1iFFAI | 130 | 130 | 1jOOTM+130 | - | - |
| G | SPL | 47.000 | 3.30 | - | NNN | - | 8.40% | - | Qbhxsopn | 1tDDVI | 390-400 | 390 | 1nFFMM+390 | - | - |
| A | RUK | 1.000 | 8.00 | - | KD | - | - | - | Nmksccow | 1cYYZQ | 850s | - | - | - | - |
| R | VVN | 37.000 | 1.40 | - | EE | - | 5.20% | - | Pdlwoahp | 1iNNGA | 590-600 | 590 | 1kJJGC+590 | - | - |
| H | SBN | 9.000 | 2.30 | - | R | - | 9.10% | - | Qyojokoi | 1zVVJU | 690-700 | 690 | 1zAALX+690 | - | - |
| P | OVU | 5.000 | - | - | LV | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
B1: Registration: 144L Xojx;
Deal Comments
Awmoc Jwwcjdoogjiq KFJ(J&Y), XJF(J&Y) (FYY), XYW(J&Y) (YLY), YAY (FYY)