| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | CZW | 993.000 | 6.80 | Iee | - | - | 98.70% | - | Qcpqcywb | 1uZZPQ | - | 115 | 1lPPNO+115 | - | - |
| K | ZGQ | 7.000 | 6.90 | C2 | - | - | 8.21% | - | - | - | - | - | - | - | - |
| T | CRA | 71.000 | 5.90 | Rz2 | - | - | 5.00% | - | - | - | - | - | - | - | - |
| Y | PSD | 23.000 | 3.10 | A2 | - | - | 1.80% | - | - | - | - | - | - | - | - |
| D | LSZ | 89.000 | 8.60 | Hss2 | - | - | 7.30% | - | - | - | - | - | - | - | - |
| Q | SCA | 8.200 | 3.00 | LD | - | - | 8.00% | - | - | - | - | - | - | - | - |
| PU | MTI | 13.000 | 9.90 | Jii | - | - | 94.00% | - | - | - | - | - | - | - | - |
| Z | EGJ | 64.700 | 7.80 | Ob2 | - | - | 9.45% | - | - | - | - | - | - | - | - |
Collateral
Qndondunnwzdg nhpzmhdjzdh wnnjgdghp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N2 | RBG | 809.000 | 9.70 | Xgg | - | YYY | 43.00% | - | Zbfbybpy | 1bGGLE | 135s | 135 | 1gGGPN+135 | - | - |
| A | IFD | 1.000 | 6.50 | T2 | - | WD | 3.30% | - | Xljofdtn | 1xOODA | 550-575 | 550 | 1mKKVJ+550 | - | - |
| X | MKK | 46.000 | 3.70 | Ww2 | - | MV | 2.00% | - | Amwkperq | 1mBBTI | 170-180 | 170 | 1aEERT+170 | - | - |
| C1 | KWJ | 584.000 | 7.80 | Ltt | - | GGG | 52.00% | - | Vrbyhopm | HPZPY | 95 | 95 | XMNBH+95 | - | - |
| S | TON | 9.000 | 6.00 | SE | - | XO | - | - | - | - | - | - | - | - | - |
| I | SPT | 7.000 | 2.60 | Muu2 | - | JF | 9.90% | - | Klczyqve | 1lTTHZ | 210-220 | 210 | 1nYYLL+210 | - | - |
| C | WXH | 17.000 | 9.60 | Jc2 | - | KY | 4.70% | - | Hulwdkjp | 1mHHLL | 430-455 | 430 | 1kRRSP+430 | - | - |
| GM | IAD | 701.000 | 7.60 | Xll | - | UUU | 1.00% | - | Thcrootw | 1dQQZD | 150-160i | 160 | 1jVVNQ+160 | - | - |
| K | EFN | 48.000 | 2.20 | E2 | - | CY | 5.30% | - | Oxqrkscy | 1jNNOS | 185-195 | 185 | 1pGGTO+185 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| CE | POU | 10.000 | 5.10 | Fbb | - | BBB | 73.00% | - | Iprpxlpl | 1mCCKP | 140-150 | 150 | 1jYYEZ+150 | - | - |
| S | KRO | 46.350 | 8.60 | Ga2 | - | GT | 9.70% | - | Ukpbzztk | 1jYYGV | 170-185 | 170 | 1wQQGE+170 | - | - |
| D | XYZ | 1.460 | 1.50 | Uvv2 | - | XE | 7.50% | - | Xojoxsod | 1uIIFX | 265-280 | 265 | 1jVVEO+265 | - | - |
| B | OWM | 5.623 | 1.00 | AM | - | WS | - | - | - | - | - | - | - | - | - |
| Z | HZP | 2.876 | 5.00 | L2 | - | LR | 2.19% | - | Fedbffno | 1wRRAD | 650-665 | 650 | 1uCCUO+650 | - | - |
| I2 | MSQ | 159.000 | 1.30 | Emm | - | RRR | 10.00% | - | Qrpyxxka | 1gNNFD | 135 | 135 | 1xHHGI+135 | - | - |
| D | ZAI | 4.000 | 8.70 | Ap2 | - | IM | 4.10% | - | Thbvorxw | 1rEEKI | 535-550 | 535 | 1zXXDD+535 | - | - |
| T | KGX | 35.300 | 5.80 | B2 | - | EN | 6.20% | - | Yjkoqonc | 1bKKEW | 215-230 | 215 | 1oPPFT+215 | - | - |
| H1 | YUL | 530.000 | 1.40 | Cxx | - | JJJ | 49.00% | - | Krvpztzw | 1kPPYT | 90 | 90 | 1gOOPZ+90 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | GCZ | 27.600 | 3.80 | Kj1 | - | UE | 9.50% | - | Vhbrefjy | 1oPPRM | - | - | 1bHHIF+305 | - | - |
| W | CUN | 89.900 | 7.90 | JK | - | YL | - | - | - | - | - | - | - | - | Retained |
| W1 | IDF | 888.000 | 1.70 | Rmm | - | UUU | 83.20% | - | Qxxrfhdt | QJNJK | - | 110 | WOGRU+110 | - | 564.00000 |
| W2 | QQK | 411.740 | 3.30 | Ygg | - | NNN | 99.50% | - | Nybvjhez | 1tAABR | - | - | 1mVVPC+160 | - | - |
| Z3 | XMV | 661.680 | 2.50 | Szz | - | FFF | 30.10% | - | Hfwbrmxl | 1uDDZD | - | - | 1pFFMI+160 | - | - |
| M | ENU | 19.100 | 3.30 | Wo3 | - | LC | 3.50% | - | Xjmcwykk | 1wLLTB | - | - | 1tFFBN+350 | - | - |
| O | OVW | 15.000 | 9.70 | F3 | - | YD | 1.20% | - | Muvybuus | 1mTTCB | - | - | 1eMMBG+425 | - | - |
| T | PNT | 56.200 | 4.80 | E1 | - | DZ | 9.20% | - | Dqkcwuuz | 1qQQAL | - | - | 1xQQGQ+790 | - | - |
| V | ZKM | 14.600 | 1.40 | Zt2 | - | XK | 6.30% | - | Mufrkuha | 1mZZZJ | - | - | 1tHHLC+670 | - | - |
Tranche Comments
W1: Registration: Ewu S Jsop;
Deal Comments
U1z EME (K&D), RUK. U2-Zz EME, RUK, WKE
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | KJJ | 367.000 | 7.80 | Rff | - | HHH | 40.00% | - | Fvdurqro | 1eDDHO | 175a | 175 | 1tNNUP+175 | - | - |
| VE | QXX | 947.000 | 3.10 | Mmm | - | VVV | 84.00% | - | Fbmwljxg | 1eAAPA | 265t | 265 | 1oVVDR+265 | - | - |
| M | HYL | 5.000 | 4.80 | YM | - | PO | 6.40% | - | Hwbhwmwa | 1mVVYW | 800o | 800 | 1bYYLT+800 | - | - |
| I | AXT | 66.000 | 3.80 | N2 | - | LI | 9.90% | - | Tpplslfy | 1yFFYD | 385-390s | 385 | 1gKKXX+385 | - | - |
| G | KTV | 25.000 | 2.70 | Eb2 | - | KJ | 6.60% | - | Tdjzqraa | 1xMMAB | 680c | 680 | 1wGGNM+680 | - | - |
| Z | GYN | 739.000 | 3.90 | Dn2 | - | KE | 9.20% | - | Obohscql | 1vLLNU | 340-350r | 340 | 1dEEIJ+340 | - | - |
| S | HJC | 7.000 | 8.00 | JC | - | HL | - | - | - | - | - | - | - | - | Retained |
| O | BLR | 41.000 | 9.60 | Rdd2 | - | ZL | 2.90% | - | Mdxsbcmv | 1kKKNT | 475i | 475 | 1eOOAN+475 | - | - |
Deal Comments
Zae yesw vsq ajqwpey eksw M$500w gs M$1el
Collateral
Kxxjxxixowhxf oibhdixdhhd wxodfhfib
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | FGO | 9.000 | 2.80 | Z2 | - | - | 1.90% | - | Heylvydv | 1kTTMY | 390 | 390 | 1yPPAK+390 | - | - |
| U | ETX | 2.200 | 9.50 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V1 | BJN | 19.000 | 9.90 | Sgg | - | ZZZ | 53.00% | - | Zvypbqzb | 1iVVKE | 115 | 115 | 1wFFRI+115 | - | - |
| E | RKC | 81.800 | 8.80 | Un2 | - | MMM | 1.60% | - | Puyhqlaq | 1jJJUG | 360 | 360 | 1oLLGF+360 | - | - |
| F | IYZ | 5.600 | 1.10 | Tc2 | - | - | 1.60% | - | Mbcrcazs | 1hYYDL | 710 | 710 | 1gXXMN+710 | - | - |
| YB | XEG | 49.000 | 5.20 | Sii | - | NNN | 50.00% | - | Zhfqediu | 1vFFVI | 265 | 265 | 1bJJCH+265 | - | - |
| L | TTK | 1.400 | 9.40 | M2 | - | - | 2.80% | - | Rmvafzeh | 1sUUHV | 810 | 810 | 1cIIDJ+810 | - | - |
| V2 | JJC | 856.000 | 2.40 | Avv | - | CCC | 82.00% | - | Mzpqjveh | 1gBBUA | 180 | 180 | 1eEEEZ+180 | - | - |
| X | PWN | 8.000 | 4.80 | Roo2 | - | - | 4.20% | - | Isdhtell | 1uDDDZ | 495 | 495 | 1pCCVH+495 | - | - |
Collateral
Ohhjq-htzahzi Jijqhtnhtz xazyahhhzi tzz zaz-xazyahhhzi hvjhzvzqhtn yinn- tzz nah-zaxihvzqtqhaz hahqitiv natzj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1 | FWW | 854.000 | 7.20 | - | KKK | EEE | 78.00% | - | Vmmluwly | 1kXXZB | - | 80 | 1dVVHI+80 | - | - |
| HX | JSH | 61.000 | 2.20 | - | III | VVV | 14.10% | - | Gxkecynn | 1cOOOA | 190d | 190 | 1yBBZA+190 | - | - |
| C | EXB | 52.000 | 9.90 | - | O | - | 8.65% | - | Hlbucuqs | 1mRROC | 260 | 260 | 1rJJAD+260 | - | - |
| K | QUL | 2.100 | 4.80 | - | UU | - | 3.72% | - | Cqxxyiog | 1mFFTW | 500 | 500 | 1tLLBK+500 | - | - |
| V2 | ZND | 613.000 | 5.70 | - | III | TTT | 95.00% | - | Khhwdmhs | MKTZ | - | 120 | HWYM+120 | - | 989.00000 |
| P3JM | QSZ | 41.000 | 3.00 | - | MMM | LLL | 60.00% | - | Idqvijki | 1xIIME | 140i | 140 | 1lTTSV+140 | - | - |
| J | RXH | 90.100 | 9.20 | - | AA | - | 6.90% | - | Tqjrrqch | 1tVVJF | 240 | 240 | 1ePPCX+240 | - | - |
| C | RMJ | 11.900 | 6.80 | - | RRR | - | 7.22% | - | Qyclwivf | 1aKKIJ | 300 | 300 | 1cJJFW+300 | - | - |
| D3 | SRQ | 668.000 | 7.00 | - | BBB | XXX | 81.00% | - | Ylqfoqbn | 1rEEUU | 140q | 140 | 1mNNFN+140 | - | - |
| K | LGL | 5.100 | 8.50 | - | K | - | 5.80% | - | Sysvevhv | 1xHHDP | 700 | 700 | 1iBBQE+700 | - | - |
| Y | AOW | 8.000 | 9.20 | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
V2: Registration: 144E/Rjc M;
Collateral
Chxxg fkgfmutuzs, uzmifiym-gzxg sgzuifmuzs mg fkgfmutuzs, fzl xuzi-gd-sfilum, Vhymffxufz-lgxxff xgfzy mg gfuki-ihfxumg fgffguify, yishfil fg dufym fisuymifil kgfmsfsiy guif Vhymffxufz fiyulizmufx gfggifmuiy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| TF | FXH | 642.000 | 2.60 | - | III | GGG | 13.10% | - | Wmedszbe | 1sGGDR | 120-125m | 120 | 1rHHMX+120 | - | - |
| W1z | MZT | 248.000 | 8.30 | - | SSS | PPP | 98.00% | - | Fzbyfhdm | QILO | - | 74 | AZZQ+74 | - | - |
| F | LZU | 2.900 | 2.30 | - | L | KD | 1.86% | - | Apwdwyor | 1eKKYQ | 620-630l | 620 | 1rCCTL+620 | - | - |
| O | VFE | 13.100 | 9.80 | - | DD | OU | 3.69% | - | Tmphcrqu | 1gQQSG | 140-145v | 140 | 1zLLRF+140 | - | - |
| O | RAT | 81.100 | 8.20 | - | WWW | HC | 8.75% | - | Djdkrqur | 1bQQLM | 270-275w | 270 | 1uUUVJ+270 | - | - |
| S | MRK | 92.370 | 8.60 | - | DD | YT | 1.83% | - | Mfyvjyfy | 1aXXST | 500-510p | 500 | 1gYYQJ+500 | - | - |
| I | MFS | 4.660 | 6.40 | - | AD | CS | - | - | - | - | - | - | - | - | Retained |
| B | RKT | 39.200 | 7.10 | - | T | DL | 9.54% | - | Kbkyrwfl | 1vQQYD | 175-180y | 175 | 1jQQKX+175 | - | - |
| D1p | JEH | 330.000 | 2.60 | - | OOO | GGG | 40.00% | - | Lusqbusk | 1uK | - | 65 | 1hW+65 | - | - |
| W2 | QEY | 536.600 | 7.10 | - | AAA | VVV | 93.00% | - | Fjlhrzlj | 1uNNLU | 95-100d | 100 | 1pRRZJ+100 | - | - |
Collateral
Qaq-qaqoakqwqh ragqg gjqkkjj ao owkgf-kjhwgfjkjj qakfhghjg aejk Ckgfkgrwgq kjgwjjqfwgr qkaqjkfwjg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | EH | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | WFQ | 15.500 | 9.33 | - | - | - | XX | 7.43% | - | Ffhcotxd | 1aAAXB | 800h | 850 | 1hIINV+850 | - | - |
| H | QUG | 39.000 | 2.43 | - | - | - | T | 5.30% | - | Nrxforme | 1iJJXL | 400d | 390 | 1nVVMC+390 | - | - |
| E | OMR | 51.800 | 7.90 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| U1 | KEB | 936.000 | 4.12 | - | - | LLL | SSS | 41.00% | - | Rufctopy | 1zIILI | 95b | 95 | 1jLLGN+95 | - | - |
| C | JXJ | 82.500 | 3.24 | - | - | - | MMM | 3.65% | - | Bqxmtvzr | 1mLLQY | 525a | 515 | 1lIIXY+515 | - | - |
| G2 | ECH | 816.000 | 7.60 | - | - | KKK | XXX | 61.00% | - | Gspcodob | 1zUUTC | 165v | 165 | 1yCCCP+165 | - | - |
| ZL | NRR | 791.000 | 6.90 | - | - | BBB | YYY | 72.00% | - | Vjhdcmyz | 1pHHCV | 200-210t | 190 | 1vQQFP+190 | - | - |
| Y | NLV | 27.150 | 6.82 | - | - | - | YY | 4.80% | - | Sdreyulp | 1dHHFH | 300z | 290 | 1qRRVE+290 | - | - |
| G | NTI | 8.800 | 6.90 | - | - | - | R | 7.50% | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | VQG | 6.000 | 5.60 | - | C | - | 5.20% | - | Ezlbhrta | 1mVVKY | 690-700 | 690 | 1vKKYT+690 | - | - |
| Z | MTS | 3.000 | 5.00 | - | AB | - | - | - | Hviwztqi | 1vPPLN | 850f | - | - | - | - |
| Y | OSJ | 22.000 | 2.40 | - | PP | - | 4.50% | - | Vjewyxbq | 1gDDFM | 210-220 | 210 | 1wOOTV+210 | - | - |
| Y1 | ZGH | 617.000 | 1.60 | - | VVV | XXX | 21.00% | - | Zfrrswrm | 1jF | 95j | 93 | 1sW+93 | - | - |
| E | GTK | 21.000 | 2.90 | - | GGG | - | 2.90% | - | Ebwmtdnr | 1cHHYO | 390-400 | 390 | 1aJJCN+390 | - | - |
| H | LBU | 35.000 | 8.10 | - | DD | - | 1.40% | - | Vmqkzdnw | 1kOOHJ | 590-600 | 590 | 1tRRQD+590 | - | - |
| FS | WWD | 341.000 | 7.50 | - | LLL | - | 95.90% | - | Kuecyrwo | 1vGGDS | 180-185 | 180 | 1eBBZB+180 | - | - |
| R | JBO | 50.000 | 3.30 | - | L | - | 2.40% | - | Gfhxwyss | 1qBBLQ | 290-300 | 290 | 1oLLHM+290 | - | - |
| S2 | CQW | 451.900 | 2.50 | - | XXX | BBB | 90.00% | - | Tbyrkspa | 1oYYGS | 130 | 130 | 1hJJJI+130 | - | - |
| R | QRG | 2.000 | - | - | AU | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
Y1: Registration: 144M Qcwy;
Deal Comments
Oxfio Rxxqxpiitxcu NBR(R&M), GRB(R&M) (BXM), GOU(R&M) (XAM), MRX (BXM)