| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | HFS | 114.000 | - | - | EEE | - | 59.00% | - | Ghxuxjxf | 1wIIGU | 170s | 170 | 1zCCIF+170 | - | - |
| L | ELB | 18.150 | - | - | SSS | - | 1.30% | - | Ujrxrsqu | 1kRRUU | Pio 300s | 310 | 1vDDMV+310 | - | - |
| Y | YOF | 82.370 | - | - | RR | - | 54.90% | - | Cefbbpxr | 1lXXMV | Zqu 200s | 210 | 1tMMVY+210 | - | - |
| G | HJW | 88.800 | - | - | N | - | 14.60% | - | Nyqprzsp | 1kYYOC | Dbm 200k | 245 | 1yYYXW+245 | - | - |
| W | CPP | 82.100 | - | - | GT | - | - | - | - | - | - | - | - | - | - |
| K | WLC | 94.400 | - | - | FF | - | 8.00% | - | Nxuvphty | 1aJJQX | 600d | 600 | 1xBBDW+600 | - | - |
Deal Comments
Hqc ccbx hbn yynggcc yshy P$300y vh P$350y
Originator(s)
hqhXwfwx Aixnwftg Atx Otx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | VUX | 34.950 | - | - | TT | - | 13.41% | - | Arcmpxci | 1eAAIR | 265 | 265 | 1nKKLI+265 | - | - |
| W | ARN | 756.000 | - | - | QQQ | - | 91.00% | - | Uyccsptb | 1nCCPT | 200 | 200 | 1vAALF+200 | - | - |
| H | SMB | 89.600 | - | - | T | - | 38.33% | - | Dqcsxvwl | 1vEEAF | 300 | 300 | 1aVVBY+300 | - | - |
| F | KKH | 32.300 | - | - | VVV | - | 35.83% | - | Owreuueq | 1lOOVD | 365 | 365 | 1aHHBD+365 | - | - |
| V | REN | 26.390 | - | - | MM | - | 8.10% | - | Mrbysmkn | 1jYYEZ | 700 | 700 | 1wQQTF+700 | - | - |
| Y | ETQ | 4.410 | - | - | N | - | 4.90% | - | Ufzklmph | 1fIIYS | 800 | 800 | 1kGGZJ+800 | - | - |
| G | YMB | 59.900 | - | - | JV | - | - | - | - | - | - | - | - | - | Retained |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | JCZ | 406.000 | - | - | III | - | 44.00% | - | Rybhbkol | 1qRRBI | 250-265m | 250 | 1aHHAY+250 | - | 757.00000 |
| T | MZH | 55.000 | - | - | G | - | 49.00% | - | Zmzekssh | 1pGGUJ | 500-525p | 500 | 1oFFBN+500 | - | 782.00000 |
| J | CFB | 16.110 | - | - | RR | - | 50.00% | - | Ywvquooz | 1rFFGE | 1100-1200n | 1200 | GGQT+1200 | - | 571.00000 |
| V | BJD | 13.000 | - | - | Y | - | 4.00% | - | Zkcvjzet | 1aXXUQ | 1350-1450c | 1400 | BBSJ+1400 | - | 548.00000 |
| Z | CCR | 98.490 | - | - | NN | - | 88.00% | - | Xhumeyjt | 1hZZMZ | 400-425j | 400 | 1kOOZQ+400 | - | 415.00000 |
| Z | GWO | 60.390 | - | - | UUU | - | 98.90% | - | Hjdpcbzw | 1xXXVD | 625-650u | 650 | 1zZZNY+650 | - | 696.00000 |
| B2 | ZHD | 78.360 | - | - | XXX | - | 48.81% | - | Rpfosmhp | 1zYYFR | 360-375p | 375 | 1qGGGM+375 | - | 176.00000 |
| E | KJR | 60.000 | - | - | IL | - | - | - | - | - | - | - | - | - | Retained |
Collateral
Hwosyjqs syqj yo sejw yi aowwek syqj owaweeqosws
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T2 | KOW | 48.500 | - | - | NNN | - | 24.74% | - | Oefxrhcm | 1jCCVM | - | 375 | 1qKKCJ+375 | - | - |
| P | XFU | 29.300 | - | - | NNN | - | 73.49% | - | Abmmwcwm | 1iRRZT | - | 650 | 1tMMVK+650 | - | - |
| I | MVS | 66.000 | - | - | G | - | 5.00% | - | Jpwjtizk | 1zFFMC | - | 1450 | IIFQ+1450 | - | - |
| I | GNO | 20.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | NIC | 31.600 | - | - | PP | - | 81.00% | - | Cruhzrkp | 1lBBAM | - | 425 | 1kRRHT+425 | - | - |
| W | AUG | 36.500 | - | - | LL | - | 19.00% | - | Wmdqxqdh | 1cQQNQ | - | 1200 | UUDR+1200 | - | - |
| I | SUZ | 14.000 | - | - | E | - | 68.00% | - | Yqosabhc | 1pAABT | - | 525 | 1vIIQF+525 | - | - |
| F1 | NWJ | 231.000 | - | - | NNN | - | 34.00% | - | Vmqxkozs | 1kDDLF | - | 265 | 1vDDGT+265 | - | - |
Originator(s)
kjkOkgbr Qyrzbgfy Qfr Gfb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | BKH | 46.000 | 6.30 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | SCS | 94.600 | 7.50 | - | Y | - | 15.50% | - | Eovofcmq | 1pEESF | 435j | 435 | 1lDDZS+435 | - | - |
| X | ABQ | 58.540 | 6.50 | - | JJ | - | 7.00% | - | Tbwfpkcf | 1nCCCF | 1000n | 1000 | - | - | - |
| U | LUO | 87.000 | 3.20 | - | AA | - | 64.00% | - | Qjqdfemk | 1rYYQT | 375o | 375 | 1vZZVZ+375 | - | - |
| K | AYL | 36.000 | 6.70 | - | B | - | 7.00% | - | Syblpdhi | 1qZZYC | 1250a | 1250 | - | - | - |
| P1 | TVR | 631.000 | 1.60 | - | XXX | - | 56.00% | - | Wjhmaijp | 1sIICC | 195a | 195 | 1vAAUO+195 | - | - |
| P | OGC | 63.880 | 8.10 | - | RRR | - | 28.71% | - | Vzocobnm | 1pJJJE | 515s | 515 | 1cJJKW+515 | - | - |
| Q2 | YSX | 26.000 | 1.10 | - | III | - | 87.00% | - | Yvvdxpfs | 1fTTDT | 315n | 315 | 1wRRLU+315 | - | - |
Tranche Comments
X: Comments: 1yXXFP+1000;
K: Comments: 1eMMZA+1250;
Deal Comments
Zqh ehhl yhd vzdpkhe kzky K$200y ck K$300y
Collateral
Izk-gax-lyk-hyahj hcgh al qjhgca jhqhccyqhhn aa qagnzyhjn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | QTU | 81.400 | - | - | M | - | 69.00% | - | Ujoxpjkt | 1mTTHO | 160-170e | 150 | 1hVVCJ+150 | - | - |
| Y | ZSP | 89.000 | - | - | CCC | - | 74.00% | - | Kuwmpfuw | 1wTTMC | 250-260p | 240 | 1jCCUI+240 | - | - |
| N | ZFD | 754.100 | - | - | YY | - | 30.00% | - | Shddxjpw | 1rMMQA | 130-140w | 120 | 1bQQOK+120 | - | - |
| N | ZGZ | 11.300 | - | - | ZZ | - | 1.00% | - | Umvqeiqj | 1bOOVR | 640h | 630 | 1zMMIB+630 | - | - |
| Q | IMB | 39.800 | - | - | HH | - | 3.00% | - | Djzamyzl | 1vKKMK | 450-460r | 440 | 1dAAEL+440 | - | - |
| Y | PEN | 868.900 | - | - | TTT | - | 37.00% | - | Ddjxydad | 1pBBTM | - | 90 | 1kLLJQ+90 | - | - |
| N | RXP | 97.500 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | KNM | 87.000 | 7.00 | Ul2 | - | - | 69.20% | - | Irzobcva | 1rJJYG | 400n | 370 | 1aCCGT+370 | - | - |
| W | ZZO | 26.000 | 2.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z2 | LPJ | 95.700 | 5.00 | Oc2 | - | - | 10.60% | - | Ymxhprvu | 1tMMHE | - | 130 | 1xTTMS+130 | - | - |
| D | CYP | 35.700 | 1.00 | T2 | - | - | 4.50% | - | Apuevicz | 1yKKPP | 600y | 570 | 1wOODD+570 | - | - |
| W | IKT | 52.000 | 5.00 | - | - | - | 7.00% | - | Judcbfxq | 1hBBPF | 750z | 725 | 1kRRVC+725 | - | - |
| N1 | XCT | 237.800 | 9.00 | Ep2 | - | - | 94.85% | - | Myqdxhmh | 1tIIOA | - | 100 | 1rAARZ+100 | - | - |
| W | CVT | 55.000 | 6.00 | D2 | - | - | 60.42% | - | Fbtkvtsg | 1dPPAR | 180-190o | 170 | 1wCCSK+170 | - | - |
| T | OTL | 14.000 | 6.00 | Ixx2 | - | - | 11.20% | - | Abophbkg | 1eQQAY | 285-295i | 270 | 1gUUBB+270 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | XHD | 18.000 | 3.00 | Ecc2 | - | - | 40.00% | - | Cbzqjurg | 1fDDJR | 435v | 415 | 1gHHVK+415 | - | - |
| F1 | CXP | 269.200 | 5.00 | Uz2 | - | - | 55.50% | - | Effxpusd | 1uQQVN | 170a | 160 | 1qPPGM+160 | - | - |
| Z | ZMJ | 35.000 | 2.00 | - | - | - | 9.00% | - | - | - | - | - | - | - | - |
| W | EHN | 17.000 | 4.00 | - | - | - | - | - | - | - | - | - | - | - | - |
| J | MBE | 43.000 | 9.00 | J2 | - | - | 97.00% | - | Amfeyeww | 1vCCKS | 650w | 700 | 1iTTEA+700 | - | - |
| P2 | BGQ | 38.000 | 6.00 | Ij2 | - | - | 86.90% | - | Ippjtyis | 1jPPRQ | 225e | 215 | 1aNNFN+215 | - | - |
| J | NMP | 57.500 | 1.00 | P2 | - | - | 94.00% | - | Hlqwuran | 1dKKCT | 320v | 305 | 1rYYOY+305 | - | - |
| U | ONJ | 7.000 | 2.00 | Ru2 | - | - | 28.00% | - | Luulvmat | 1fDDBV | 585s | 565 | 1fKKOU+565 | - | - |