| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | HOO | 85.760 | - | - | JJJ | - | 5.30% | - | Pippblxi | 1rUUUD | Kyy 300l | 310 | 1mCCAE+310 | - | - |
| I | PMC | 30.900 | - | - | WW | - | 4.00% | - | Zxozbpag | 1cXXDM | 600c | 600 | 1cOORB+600 | - | - |
| Y | GNH | 16.500 | - | - | EF | - | - | - | - | - | - | - | - | - | - |
| L | EUM | 250.000 | - | - | AAA | - | 67.00% | - | Gslpwwcm | 1fUUOJ | 170w | 170 | 1qPPNG+170 | - | - |
| P | YCB | 66.570 | - | - | GG | - | 29.80% | - | Vvfmfkfh | 1kCCMW | Wlu 200w | 210 | 1lGGPA+210 | - | - |
| X | RFQ | 23.300 | - | - | E | - | 90.10% | - | Ohhfbajg | 1jKKVN | Gxj 200t | 245 | 1dXXQJ+245 | - | - |
Deal Comments
Fvq eqhb lhh xyhjvqe udop O$300p ko O$350p
Originator(s)
rukQguxe Jeeoxubh Jbe Ubj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | LRB | 53.500 | - | - | CO | - | - | - | - | - | - | - | - | - | Retained |
| I | REJ | 1.400 | - | - | U | - | 7.50% | - | Eferwclu | 1mPPMQ | 800 | 800 | 1xAAXQ+800 | - | - |
| Q | BRA | 80.470 | - | - | KK | - | 9.30% | - | Zyfclfob | 1oXXFE | 700 | 700 | 1fJJOX+700 | - | - |
| H | WKU | 97.500 | - | - | TTT | - | 68.92% | - | Jfbuwaac | 1qFFCY | 365 | 365 | 1cJJYM+365 | - | - |
| Y | JLH | 646.000 | - | - | QQQ | - | 77.00% | - | Srbhpoix | 1iTTRU | 200 | 200 | 1zIIPJ+200 | - | - |
| B | SZT | 27.300 | - | - | F | - | 54.95% | - | Ibhltruh | 1fQQEM | 300 | 300 | 1iRRQB+300 | - | - |
| H | TQV | 63.720 | - | - | LL | - | 85.12% | - | Xelbtppq | 1uJJSM | 265 | 265 | 1iYYPM+265 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | NZK | 67.530 | - | - | PPP | - | 57.99% | - | Mbsrxflf | 1pEENA | 625-650t | 650 | 1oRRGA+650 | - | 785.00000 |
| T | VMM | 11.000 | - | - | R | - | 3.00% | - | Mdbcmjdu | 1fVVNL | 1350-1450r | 1400 | EEZR+1400 | - | 853.00000 |
| F2 | JZY | 63.750 | - | - | OOO | - | 14.39% | - | Oflmyuyl | 1jGGUP | 360-375u | 375 | 1zXXIA+375 | - | 536.00000 |
| N | WIV | 18.000 | - | - | Z | - | 52.00% | - | Bzxukmsm | 1aJJLU | 500-525n | 500 | 1iQQCZ+500 | - | 354.00000 |
| G1 | EJS | 151.000 | - | - | KKK | - | 90.00% | - | Kjbbqkzh | 1bDDFA | 250-265v | 250 | 1pHHLI+250 | - | 762.00000 |
| Y | EGS | 40.120 | - | - | GG | - | 54.00% | - | Uqhuuxul | 1yLLTE | 1100-1200e | 1200 | AAUN+1200 | - | 120.00000 |
| C | YHX | 87.000 | - | - | SQ | - | - | - | - | - | - | - | - | - | Retained |
| N | OFQ | 20.530 | - | - | OO | - | 39.00% | - | Uwrmqlpp | 1zDDMB | 400-425o | 400 | 1yQQRU+400 | - | 523.00000 |
Collateral
Exmgrzxs srxz rm snzx rx emxond srxz mxexnvxhsxg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | XWW | 69.500 | - | - | SS | - | 90.00% | - | Pvbetlki | 1lNNBZ | - | 425 | 1tDDVJ+425 | - | - |
| S | XJV | 32.000 | - | - | J | - | 18.00% | - | Ejrkcoqz | 1iVVNF | - | 525 | 1fKKAV+525 | - | - |
| N | JHX | 11.800 | - | - | UU | - | 23.00% | - | Qjmmwjuc | 1iFFDS | - | 1200 | MMRB+1200 | - | - |
| M | BNQ | 89.000 | - | - | I | - | 9.00% | - | Teffoeeg | 1jMMMH | - | 1450 | QQIZ+1450 | - | - |
| O1 | YCN | 992.000 | - | - | HHH | - | 55.00% | - | Amwpjscv | 1hKKZT | - | 265 | 1oCCZM+265 | - | - |
| X2 | EYL | 24.600 | - | - | DDD | - | 24.60% | - | Qxmvbxfk | 1oTTCO | - | 375 | 1fAAQN+375 | - | - |
| I | FRO | 39.700 | - | - | TTT | - | 82.89% | - | Szxmemkx | 1rXXLD | - | 650 | 1rUULG+650 | - | - |
| L | WXR | 22.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Originator(s)
gziBchzn Gznyzhoi Gon Bou
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | XLL | 54.000 | 4.70 | - | FF | - | 38.00% | - | Apdqzxon | 1rBBIR | 375d | 375 | 1rAAAE+375 | - | - |
| R2 | RYW | 38.000 | 1.50 | - | EEE | - | 18.00% | - | Vhuwbqwa | 1zAAEK | 315z | 315 | 1aHHIT+315 | - | - |
| A | NZM | 55.650 | 5.30 | - | RRR | - | 12.68% | - | Kjrxqbwd | 1lNNVS | 515o | 515 | 1fGGLW+515 | - | - |
| R1 | XXV | 165.000 | 6.80 | - | UUU | - | 37.00% | - | Czzzpmzg | 1pSSYS | 195m | 195 | 1cKKBX+195 | - | - |
| H | NXP | 77.000 | 2.60 | - | V | - | 8.00% | - | Cycbupbq | 1xUUXE | 1250c | 1250 | - | - | - |
| U | CRB | 58.200 | 5.20 | - | Z | - | 63.90% | - | Tyujpsum | 1gCCIM | 435p | 435 | 1yIIDY+435 | - | - |
| G | SRI | 59.890 | 8.90 | - | FF | - | 9.00% | - | Wcsabmdr | 1jIIUY | 1000t | 1000 | - | - | - |
| P | AOI | 85.000 | 3.10 | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: Comments: 1jZZBN+1000;
H: Comments: 1tTTLT+1250;
Deal Comments
Txe vejv yjw qbwqjev aaaa F$200a ta F$300a
Collateral
Ehh-qfk-gnh-gnozp geqz fw cpzweo pzczevnfgzz of cfqzhzzpz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | VCK | 63.900 | - | - | L | - | 74.00% | - | Rmaeawee | 1lLLOR | 160-170g | 150 | 1fIIRS+150 | - | - |
| P | MRA | 19.000 | - | - | WWW | - | 44.00% | - | Ziiuplid | 1zMMEV | 250-260d | 240 | 1jAABE+240 | - | - |
| B | GZC | 66.700 | - | - | II | - | 4.00% | - | Wmywsziu | 1rZZNF | 640a | 630 | 1gCCPM+630 | - | - |
| N | IOI | 105.600 | - | - | EE | - | 14.00% | - | Trxfroda | 1gNNKX | 130-140q | 120 | 1tIIZE+120 | - | - |
| Y | KCT | 16.500 | - | - | YY | - | 8.00% | - | Gpkubpzq | 1yJJHT | 450-460a | 440 | 1hBBDP+440 | - | - |
| L | ESF | 50.100 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| J | LQY | 982.900 | - | - | YYY | - | 41.00% | - | Swodoxre | 1tLLHU | - | 90 | 1bZZCO+90 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | XGS | 98.000 | 5.00 | Hhh2 | - | - | 10.30% | - | Eucwweoa | 1uDDVQ | 285-295g | 270 | 1cPPRT+270 | - | - |
| T | QCE | 71.000 | 3.00 | - | - | - | 9.00% | - | Blqhqfqj | 1aYYMO | 750u | 725 | 1rCCTW+725 | - | - |
| J2 | KWK | 55.700 | 9.00 | Gm2 | - | - | 19.10% | - | Auyfvtzr | 1cPPMV | - | 130 | 1yGGKT+130 | - | - |
| P | KOY | 17.000 | 3.00 | J2 | - | - | 94.65% | - | Lcshlkwa | 1kFFMI | 180-190z | 170 | 1xXXSS+170 | - | - |
| L | HMB | 55.000 | 3.00 | Bf2 | - | - | 95.80% | - | Hruxmrvm | 1xZZSB | 400f | 370 | 1eRRHV+370 | - | - |
| M1 | LCJ | 143.300 | 2.00 | Dg2 | - | - | 70.42% | - | Eaujsavn | 1hUUUH | - | 100 | 1fXXFM+100 | - | - |
| O | KZC | 86.900 | 9.00 | L2 | - | - | 8.50% | - | Spyssehg | 1uRRID | 600r | 570 | 1pOOOD+570 | - | - |
| F | XRS | 48.000 | 5.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | XMW | 65.000 | 6.00 | Jmm2 | - | - | 10.00% | - | Yjdhfcdp | 1dFFTS | 435j | 415 | 1aUUCG+415 | - | - |
| L1 | GBH | 600.700 | 8.00 | Qf2 | - | - | 97.70% | - | Uqcserbp | 1iEEAK | 170v | 160 | 1hOOJC+160 | - | - |
| P | MAX | 87.000 | 8.00 | X2 | - | - | 13.00% | - | Hqkbotdd | 1gTTBH | 650f | 700 | 1aOOVH+700 | - | - |
| G2 | ABZ | 58.000 | 2.00 | Zq2 | - | - | 50.20% | - | Wurshzci | 1kEEEP | 225t | 215 | 1cQQYP+215 | - | - |
| H | QZM | 20.000 | 4.00 | - | - | - | 7.00% | - | - | - | - | - | - | - | - |
| M | AOM | 48.300 | 9.00 | N2 | - | - | 54.00% | - | Dzfjlfnb | 1cDDGJ | 320h | 305 | 1uTTGW+305 | - | - |
| J | EHE | 7.000 | 9.00 | Uj2 | - | - | 93.00% | - | Cxkjbaez | 1oVVIH | 585o | 565 | 1gZZJC+565 | - | - |
| O | YXR | 97.000 | 7.00 | - | - | - | - | - | - | - | - | - | - | - | - |