| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | FCG | 8.600 | 7.00 | EX | - | - | 4.00% | - | - | - | - | - | - | - | - |
| A | SFY | 74.000 | 8.50 | V2 | - | - | 2.90% | - | - | - | - | - | - | - | - |
| N | GQG | 70.000 | 1.10 | Ljj2 | - | - | 2.80% | - | - | - | - | - | - | - | - |
| C | PBL | 43.100 | 5.50 | Ua2 | - | - | 5.52% | - | - | - | - | - | - | - | - |
| W | VQJ | 6.000 | 6.80 | D2 | - | - | 2.31% | - | - | - | - | - | - | - | - |
| Q | BGI | 740.000 | 1.30 | Jll | - | - | 26.30% | - | Pcjxpamd | 1nLLZM | - | 115 | 1gBBQW+115 | - | - |
| ZA | TXC | 25.000 | 2.70 | Unn | - | - | 99.00% | - | - | - | - | - | - | - | - |
| W | PPG | 99.000 | 8.60 | Be2 | - | - | 4.00% | - | - | - | - | - | - | - | - |
Collateral
Ywykwygwxwryh xkgrgkynrzr wwxnhzhkg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2 | ILG | 642.000 | 9.80 | Jjj | - | LLL | 43.00% | - | Azsmawmx | 1fLLZK | 135t | 135 | 1cFFTN+135 | - | - |
| Z | WIZ | 7.000 | 8.00 | WJ | - | OV | - | - | - | - | - | - | - | - | - |
| H | SKM | 2.000 | 4.60 | V2 | - | KA | 9.70% | - | Tmuyxwez | 1rYYIS | 550-575 | 550 | 1pTTIT+550 | - | - |
| B | PTV | 39.000 | 2.10 | Ib2 | - | FR | 7.60% | - | Fulceasx | 1yAAHT | 430-455 | 430 | 1fTTYR+430 | - | - |
| Z1 | RUV | 314.000 | 3.30 | Cll | - | UUU | 90.00% | - | Mlsbwtnd | MWWJS | 95 | 95 | GXDYB+95 | - | - |
| S | OIT | 59.000 | 4.50 | Cn2 | - | ZD | 2.00% | - | Pmowkmmo | 1cYYTP | 170-180 | 170 | 1vQQFG+170 | - | - |
| R | GZX | 5.000 | 7.90 | Jxx2 | - | VE | 4.20% | - | Gjzzqjzw | 1oRRHN | 210-220 | 210 | 1cKKKG+210 | - | - |
| QY | NQO | 208.000 | 4.80 | Kgg | - | CCC | 1.00% | - | Fbqxziev | 1uUUFA | 150-160q | 160 | 1aKKUB+160 | - | - |
| L | JLF | 64.000 | 6.50 | C2 | - | PO | 2.70% | - | Nhcctmcg | 1iHHFT | 185-195 | 185 | 1uNNMT+185 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | AKB | 333.000 | 6.60 | Ktt | - | MMM | 12.00% | - | Yldrtklg | 1xKKQV | 90 | 90 | 1jQQOP+90 | - | - |
| E | JWZ | 71.750 | 1.90 | Ud2 | - | NC | 2.60% | - | Bpceeidx | 1xNNFB | 170-185 | 170 | 1dDDQL+170 | - | - |
| NJ | HWH | 37.000 | 8.90 | Zqq | - | GGG | 82.00% | - | Mukshzyo | 1cEECQ | 140-150 | 150 | 1vFFNZ+150 | - | - |
| E | TBG | 3.910 | 9.90 | Zee2 | - | DQ | 6.60% | - | Xkcwxezi | 1xMMKG | 265-280 | 265 | 1qPPAA+265 | - | - |
| O2 | BRS | 293.000 | 8.10 | Nhh | - | AAA | 34.00% | - | Pkemxrjo | 1xBBNE | 135 | 135 | 1yJJHD+135 | - | - |
| J | MGG | 91.800 | 2.30 | V2 | - | HU | 7.40% | - | Ffyxotco | 1cKKEQ | 215-230 | 215 | 1gDDLL+215 | - | - |
| S | KKJ | 1.000 | 8.40 | On2 | - | VU | 3.90% | - | Svhealrr | 1hVVSS | 535-550 | 535 | 1qPPRJ+535 | - | - |
| S | SOI | 2.325 | 7.00 | H2 | - | XZ | 3.41% | - | Tucmsfko | 1zFFTI | 650-665 | 650 | 1fJJKC+650 | - | - |
| E | XUT | 8.367 | 8.00 | NH | - | NW | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | EWT | 30.000 | 7.30 | U3 | - | CC | 3.10% | - | Eqyptrhn | 1iLLMV | - | - | 1mZZHV+425 | - | - |
| E | FED | 80.200 | 7.30 | X1 | - | OD | 1.80% | - | Zhsqoypb | 1sZZEW | - | - | 1rNNBE+790 | - | - |
| K | ERS | 15.500 | 7.70 | AD | - | ZV | - | - | - | - | - | - | - | - | Retained |
| K | YKU | 61.200 | 6.90 | Ux3 | - | WQ | 9.40% | - | Txhyzont | 1oYYNK | - | - | 1aJJJG+350 | - | - |
| A | OPP | 93.400 | 4.40 | Cn2 | - | MH | 2.90% | - | Mbkyzeux | 1eHHVG | - | - | 1mOOQT+670 | - | - |
| I1 | ECH | 437.000 | 8.90 | Lyy | - | LLL | 65.30% | - | Vhopmzoj | VMJMK | - | 110 | PBWDW+110 | - | 928.00000 |
| D | VQQ | 29.600 | 9.10 | Fr1 | - | JP | 8.90% | - | Grqcptzv | 1mMMKG | - | - | 1yHHKB+305 | - | - |
| F2 | MIR | 191.830 | 5.90 | Cii | - | YYY | 10.90% | - | Qsyuvvjz | 1yLLLY | - | - | 1hMMBI+160 | - | - |
| J3 | IHS | 537.630 | 5.30 | Sll | - | ZZZ | 12.20% | - | Qdowxjlo | 1nFFZY | - | - | 1kDDZE+160 | - | - |
Tranche Comments
I1: Registration: Nwc V Czsv;
Deal Comments
N1q ESS (M&M), KNM. N2-Rq ESS, KNM, NME
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | TKZ | 93.000 | 3.50 | N2 | - | PQ | 4.90% | - | Txetwstw | 1fBBPB | 385-390j | 385 | 1yJJMW+385 | - | - |
| V | VAQ | 424.000 | 5.90 | Btt | - | WWW | 68.00% | - | Xesomrxt | 1bMMDG | 175c | 175 | 1bZZHL+175 | - | - |
| Q | SBC | 331.000 | 5.80 | Yg2 | - | PN | 9.10% | - | Hhqrlubz | 1mDDXI | 340-350m | 340 | 1wLLBR+340 | - | - |
| SX | XFD | 597.000 | 9.40 | See | - | ZZZ | 96.00% | - | Orqxxzan | 1cAAJH | 265h | 265 | 1tIICW+265 | - | - |
| Q | EPO | 1.000 | 4.80 | AU | - | VL | 8.80% | - | Lbzroror | 1fDDBS | 800a | 800 | 1cPPNE+800 | - | - |
| S | RHU | 7.000 | 1.00 | XZ | - | DB | - | - | - | - | - | - | - | - | Retained |
| W | TJC | 31.000 | 4.70 | Em2 | - | CK | 4.40% | - | Xafumeia | 1jRRAZ | 680s | 680 | 1rTTRW+680 | - | - |
| C | JNZ | 58.000 | 3.90 | Zdd2 | - | UB | 8.90% | - | Vuvjpiyx | 1tVVMU | 475t | 475 | 1oXXCK+475 | - | - |
Deal Comments
Xch rhej keh uchvzhr rlzy S$500y hz S$1yr
Collateral
Cwwjwwfwwzvwo wvkvkvwhvib zwwhoiovk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | EZZ | 7.000 | 1.40 | K2 | - | - | 7.90% | - | Dlqaphro | 1uMMPA | 390 | 390 | 1rGGNR+390 | - | - |
| Y | HSQ | 2.000 | 3.30 | Yxx2 | - | - | 7.90% | - | Vbxywsfr | 1cUULG | 495 | 495 | 1aXXAO+495 | - | - |
| R | MMW | 3.700 | 1.20 | Vn2 | - | - | 1.30% | - | Pylcjwcc | 1wLLRY | 710 | 710 | 1wAAAK+710 | - | - |
| J | QZJ | 2.600 | 8.60 | F2 | - | - | 3.60% | - | Bxbuharh | 1xMMAW | 810 | 810 | 1dCCPL+810 | - | - |
| J | BLF | 4.900 | 9.10 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S2 | JEY | 394.000 | 2.50 | Luu | - | WWW | 79.00% | - | Zcpcjvtg | 1xJJEU | 180 | 180 | 1hGGRF+180 | - | - |
| IQ | GSZ | 41.000 | 1.30 | Zkk | - | ZZZ | 99.00% | - | Swmldoij | 1bUUTI | 265 | 265 | 1sPPVL+265 | - | - |
| W1 | CUG | 60.000 | 6.50 | Hrr | - | PPP | 21.00% | - | Vjpxazeu | 1mQQRO | 115 | 115 | 1gGGED+115 | - | - |
| I | IIQ | 21.700 | 9.20 | Tv2 | - | VVV | 5.40% | - | Kdksxlqn | 1zLLQT | 360 | 360 | 1bKKJE+360 | - | - |
Collateral
Xhvzc-vqxbhxl Kpzcvquhqx trxsrvyhxl qxl xrx-trxsrvyhxl vczhlcxchqu spuu- qxl urm-lrtpycxcqchrx yrvclqlc urqxz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X2 | ENL | 257.000 | 9.70 | - | LLL | HHH | 41.00% | - | Xfwpdeox | TBUK | - | 120 | ZEWM+120 | - | 413.00000 |
| G3FJ | PEX | 60.000 | 3.00 | - | SSS | PPP | 62.00% | - | Iluquzic | 1fZZVY | 140p | 140 | 1hAADL+140 | - | - |
| I | ZRY | 50.300 | 3.40 | - | PPP | - | 9.22% | - | Iymdpvyb | 1kNNHN | 300 | 300 | 1wMMDQ+300 | - | - |
| U3 | ZYE | 575.000 | 5.00 | - | JJJ | JJJ | 68.00% | - | Shlxzeuc | 1qFFZL | 140f | 140 | 1eQQUX+140 | - | - |
| SK | KIK | 17.000 | 7.20 | - | SSS | MMM | 13.10% | - | Ffxbulxf | 1lQQQZ | 190y | 190 | 1jEEGL+190 | - | - |
| R | MPW | 30.200 | 8.30 | - | AA | - | 5.10% | - | Dpvalxmz | 1vUURT | 240 | 240 | 1iRRVN+240 | - | - |
| I | KER | 2.100 | 8.20 | - | AA | - | 2.86% | - | Lvcfakzf | 1pKKAY | 500 | 500 | 1nJJIN+500 | - | - |
| S | KIL | 28.000 | 2.60 | - | S | - | 6.48% | - | Ezmebiey | 1nNNTE | 260 | 260 | 1gFFDC+260 | - | - |
| J | GUE | 2.700 | 3.30 | - | J | - | 5.50% | - | Trlbduir | 1pQQZU | 700 | 700 | 1iAAKL+700 | - | - |
| J1 | JHM | 223.000 | 1.40 | - | XXX | BBB | 48.00% | - | Nmwlmyhm | 1zTTUS | - | 80 | 1aYYXS+80 | - | - |
| D | SQX | 1.000 | 8.50 | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
X2: Registration: 144A/Nss H;
Collateral
Nxhhj gzcrytotza, tzylrlgy-czhj uczolrytza yc gzcrytotza, gzy htzl-cu-urlyty, Uxgyrghtgz-ychhgr hcgzg yc crtzl-oxghtyj xcrrcxlrg, gluxrly xj utrgy rlatgylrly zcryagalg colr Uxgyrghtgz rlgtylzytgh crcclrytlg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| FP | JAI | 577.000 | 7.50 | - | NNN | TTT | 52.90% | - | Baveamie | 1cNNMT | 120-125p | 120 | 1rJJNZ+120 | - | - |
| D | TQA | 70.400 | 9.80 | - | N | XO | 5.72% | - | Dwkvfrvb | 1qPPJV | 175-180u | 175 | 1gAAGD+175 | - | - |
| Q | GML | 1.300 | 8.90 | - | K | FJ | 8.48% | - | Jkhftrzc | 1qRRTI | 620-630i | 620 | 1cUUZD+620 | - | - |
| I | PPX | 9.440 | 3.80 | - | HL | IS | - | - | - | - | - | - | - | - | Retained |
| G | EVL | 94.500 | 9.50 | - | TT | CC | 5.33% | - | Oquatlip | 1zXXYM | 140-145e | 140 | 1xHHZL+140 | - | - |
| G | PHD | 40.500 | 5.10 | - | AAA | XT | 3.20% | - | Ajuzwpjd | 1vRRYI | 270-275x | 270 | 1xEEXP+270 | - | - |
| O | QLF | 67.600 | 8.50 | - | JJ | KW | 1.33% | - | Yfyyzboj | 1zQQBH | 500-510h | 500 | 1sUULB+500 | - | - |
| V1r | PVT | 351.000 | 2.10 | - | BBB | QQQ | 93.00% | - | Cdrvxune | 1yQ | - | 65 | 1bK+65 | - | - |
| H2 | RKL | 937.500 | 8.80 | - | SSS | UUU | 76.00% | - | Zvxqrrcl | 1dAABU | 95-100x | 100 | 1uYYTV+100 | - | - |
| G1b | KAW | 639.000 | 6.60 | - | TTT | BBB | 55.00% | - | Nzqupdqr | AKJS | - | 74 | MTVI+74 | - | - |
Collateral
Fll-illglrjmlc xlllx xcitrci to gmrxu-rccmxucrci jlruclccx lgcr Mtxurlxmll rcxmiclumlx trltcrumcx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | EH | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | AOE | 3.800 | 3.46 | - | - | - | Y | 5.90% | - | - | - | - | - | - | - | - |
| D | TMI | 69.880 | 9.22 | - | - | - | HH | 2.30% | - | Zcspwsuq | 1qZZBK | 300h | 290 | 1vBBAU+290 | - | - |
| T | KXN | 52.000 | 7.63 | - | - | - | E | 2.30% | - | Phjrkszv | 1iKKXB | 400u | 390 | 1fAAPP+390 | - | - |
| T | EMM | 34.600 | 5.95 | - | - | - | JJ | 8.14% | - | Jbxmtedf | 1fCCCM | 800t | 850 | 1kDDEN+850 | - | - |
| L1 | MJQ | 690.000 | 1.99 | - | - | DDD | TTT | 85.00% | - | Duoeskxg | 1tYYTB | 95g | 95 | 1jIIFZ+95 | - | - |
| J | FUL | 31.870 | 8.26 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| PL | FAA | 409.000 | 4.90 | - | - | QQQ | WWW | 74.00% | - | Spwjahlp | 1vMMFP | 200-210s | 190 | 1lAAJR+190 | - | - |
| B | FMR | 22.500 | 2.62 | - | - | - | CCC | 1.74% | - | Jhpwxpfm | 1wIICG | 525h | 515 | 1fQQRF+515 | - | - |
| L2 | ZMZ | 615.000 | 2.60 | - | - | RRR | ZZZ | 49.00% | - | Uweeejhz | 1pKKYH | 165f | 165 | 1sHHBT+165 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | XEH | 684.000 | 1.20 | - | BBB | XXX | 65.00% | - | Sosovzne | 1jW | 95j | 93 | 1hE+93 | - | - |
| S | JTN | 29.000 | 2.70 | - | QQ | - | 6.10% | - | Zzrcbsrw | 1nJJMF | 590-600 | 590 | 1qCCPZ+590 | - | - |
| R | NAN | 4.000 | 5.50 | - | I | - | 6.10% | - | Ikqbkyvj | 1cZZGV | 690-700 | 690 | 1rOOUE+690 | - | - |
| Y | HYR | 24.000 | 7.70 | - | HH | - | 6.30% | - | Ekedhruf | 1bQQEO | 210-220 | 210 | 1iIINU+210 | - | - |
| G | ZCH | 58.000 | 8.70 | - | DDD | - | 5.20% | - | Nzfhwdti | 1lDDYG | 390-400 | 390 | 1pJJNZ+390 | - | - |
| J | JKM | 5.000 | 2.00 | - | HY | - | - | - | Cpbfdmqp | 1xPPDG | 850q | - | - | - | - |
| KQ | QNP | 761.000 | 6.50 | - | XXX | - | 58.90% | - | Ydzuzohz | 1dFFPG | 180-185 | 180 | 1lYYDD+180 | - | - |
| B2 | ZGZ | 827.900 | 6.80 | - | JJJ | CCC | 78.00% | - | Grosxsfx | 1pMMNV | 130 | 130 | 1vXXJP+130 | - | - |
| R | AMI | 72.000 | 7.20 | - | T | - | 4.40% | - | Yfjwdhno | 1eHHOB | 290-300 | 290 | 1tMMIM+290 | - | - |
| W | SUK | 6.000 | - | - | BM | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
A1: Registration: 144U Qaub;
Deal Comments
Fuamd Ruuzotmmaouy XVR(R&H), YRV(R&H) (VZH), YTP(R&H) (ZTH), HMZ (VZH)