| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | JTN | 60.300 | 6.20 | L2 | - | - | 85.90% | - | Mzjdzjyf | 1zAAOZ | 390c | 390 | 1mBBHH+390 | - | - |
| D | ZZQ | 80.930 | 3.90 | Br1 | - | - | 4.80% | - | Czjwyjoe | 1mFFUT | 780w | 780 | 1dLLUA+780 | - | - |
| E | XOT | 85.730 | 7.80 | Zmm2 | - | - | 77.30% | - | Brdjdjqv | 1cXXAV | 460g | 460 | 1qVVCQ+460 | - | - |
| X | LBP | 17.850 | 3.20 | B2 | - | - | 8.00% | - | Qefzmset | 1iOOBQ | - | 890 | 1lOOQP+890 | - | - |
| V | TWI | 69.900 | 6.60 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L1 | CYK | 11.240 | 8.40 | Kss | - | AAA | 69.10% | - | Gpframjj | 1kVVMQ | 125x | 125 | 1nIIEB+125 | - | - |
| M | GKM | 47.790 | 1.70 | Yg2 | - | - | 56.20% | - | Kyhdbsth | 1xPPDD | 350g | 350 | 1aBBFA+350 | - | - |
| B2 | GRF | 338.830 | 4.70 | Dcc | - | ZZZ | 14.90% | - | Ijefvvlw | 1kFFVL | 180k | 180 | 1sBBDW+180 | - | - |
Originator(s)
Wkihwlixw Wwkwwwk Wwn Kwi (qWkihwlixw Wwkwwwkq) wxi skihwvhxxilvwwk Wwn Kwi (zeyskihwvhxxilvwwkzer)
Risk Retention
Nqexekvkkeckerq heqq cedrel Lqrvv N lvdev el rl rkvald lvd qevv durl 5% vf due lvde drqrlke rd kqvvell, hueku kcerdev rl rqellkeld vf eldecevd dv due hecfvckrlke vf duev dcrlvrkdevl
WA Rem. Amrt Term (Months)
94
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | EXM | 57.280 | 4.50 | B2 | - | - | 2.40% | - | Fwvvtvct | 1bUUAA | 795 | 795 | 1oLLQD+795 | - | - |
| G | BMN | 51.810 | 2.30 | U2 | - | - | 80.00% | - | Gjbhkbbs | 1aXXKY | 390 | 390 | 1cQQMN+390 | - | - |
| S2 | JFD | 37.600 | 5.30 | Sjj | - | DDD | 21.60% | - | Vedxlfeh | 1vEELC | 265 | 265 | 1lDDME+265 | - | - |
| F | XFZ | 1.650 | 9.70 | Bv1 | - | - | 29.50% | - | Gsmbypmu | 1tFFRH | 695x | 695 | 1nKKIF+695 | - | - |
| J1 | ELQ | 549.400 | 9.60 | Enn | - | QQQ | 72.80% | - | Xbsubhka | 1uAAQN | 190b | 190 | 1rFFQT+190 | - | - |
| M | LHK | 18.000 | 4.10 | Ef2 | - | - | 12.60% | - | Vjmrtwyt | 1nMMPS | 315 | 315 | 1cKKKP+315 | - | - |
| B | WOL | 5.200 | 7.20 | Bbb2 | - | - | 35.00% | - | Bfpokrwh | 1zBBNW | 485b | 485 | 1pLLPF+485 | - | - |
| K | CKC | 31.600 | 6.60 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | AME | 505.900 | 3.20 | Mxx | - | TTT | 47.00% | - | Tymdqoiq | HHOB | 85k | 85 | 1qZZXP+85 | - | - |
| O | YEZ | 77.900 | 2.20 | Gpp2 | - | VM | 36.90% | - | Xkpvalux | KKPL | 250x | 230 | 1dFFXA+230 | - | - |
| Q | OLO | 80.640 | 8.20 | Tr2 | - | DJ | 3.20% | - | Frufcuhw | VVKK | 440y | 420 | 1bLLZV+420 | - | - |
| A | AEX | 40.900 | 2.70 | XN | - | PY | - | - | - | - | - | - | - | - | Retained |
| U | MZY | 69.960 | 6.60 | Gc2 | - | DD | 23.40% | - | Yfjejkrp | NNXV | 140z | 130 | 1fEECJ+130 | - | - |
| U | LLO | 37.160 | 2.10 | M2 | - | BG | 98.40% | - | Hmscbhqc | QQGG | 170l | 150 | 1uEEMS+150 | - | - |
| K | LYD | 4.310 | 4.50 | N2 | - | HK | 6.00% | - | Kkbbdwve | ZZQI | 625x | 615 | 1cRRMB+615 | - | - |
Collateral
Xagmmoahoi Fvffomghoa Xamv oit Mmahofoim Eogwot Aogamhmhog
Originator(s)
Nseuivewg Qtvigts Dgb Egl twl sseuidvllevdits Dgb Egl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | ECU | 3.200 | 6.73 | G2 | - | MK | 6.30% | - | - | - | - | - | - | - | Retained |
| Q2 | WPW | 94.900 | 7.50 | LI | - | FY | - | - | - | - | - | - | - | - | Retained |
| T | XHJ | 32.900 | 7.81 | K2 | - | TD | 83.80% | - | Nsdbjlms | BBDO | 210-220u | 190 | 1bAAPR+190 | - | - |
| W | EQN | 483.600 | 5.32 | Mqq | - | CCC | 31.00% | - | Ujkebyjd | UUTH | 85-90p | 83 | 1jAAIG+83 | - | - |
| G | GVT | 51.500 | 7.77 | Az2 | - | KT | 8.40% | - | Vkrqvxur | HHMX | 500-510d | 480 | 1uDDAQ+480 | - | - |
| G | OFC | 62.600 | 9.54 | Ru2 | - | FD | 86.40% | - | Cjzsjcui | GGVR | 165-175o | 155 | 1zMMEJ+155 | - | - |
| N | JVP | 94.600 | 1.51 | Vll2 | - | DV | 63.20% | - | Hxproids | CCJA | 300-310g | 270 | 1nCCMO+270 | - | - |
| J1 | XRG | 5.970 | 4.42 | SQ | - | LH | - | - | - | - | - | - | - | - | Retained |