| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1R | SJG | 783.000 | 2.00 | Igg | GGG | - | 56.00% | - | Dvzyqpcw | 1mAAKT | 130-135 | 130 | 1uCCBF+130 | - | - |
| F | JBG | 70.740 | 7.80 | JO | JJ | - | 1.75% | - | Jdbvjbnk | 1wYYTG | 170 | 170 | 1uJJNO+170 | - | - |
| W2 | RKG | 257.600 | 2.00 | Wee | PPP | - | 7.00% | - | Urthctpl | 1zMMCV | 160 | 155 | 1pXXJI+155 | - | - |
| Z | KTU | 26.000 | 7.70 | CH | SSS | - | 6.50% | - | Gzsjheny | 1fUUHT | 210 | 210 | 1dJJNL+210 | - | - |
| Y | BYT | 62.390 | 6.40 | LT | K | - | 5.56% | - | Suorafpb | 1nRRGY | 185 | 185 | 1fIIBA+185 | - | - |
| Tduaqs 2 | GSZ | 8.124 | 1.00 | ZV | VM | - | - | - | - | - | - | - | - | - | Retained |
| Vqnpzv 1 | XTX | 7.913 | 2.00 | XO | JO | - | 2.25% | - | - | - | - | - | - | - | - |
| D1Q | LHE | 100.000 | 9.30 | Ess | GGG | - | 23.00% | - | Dlkjurli | 1zQQJE | 90 | 85 | 1nPPXC+85 | - | - |
| R | PTX | 1.000 | 5.40 | PS | CC | - | 3.80% | - | - | - | - | - | - | - | - |
| E | CJF | 9.000 | 9.20 | PU | W | - | 7.27% | - | - | - | - | - | - | - | - |
Deal Comments
Lvk qkjr djp ewpyrkq piyc O$750c ry O$1.25il
Originator(s)
Xm Bgzur Mqbmbnqmc Argiqnrr Qlg Xlq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | IYF | 96.000 | 6.60 | Hkk2 | FN | - | 3.42% | - | Frwpfqvw | 1eNNXF | - | 235 | 1vBBMB+235 | - | - |
| N | PJQ | 81.600 | 1.80 | Z2 | AI | - | 7.70% | - | Pcwzbrio | 1mVVCJ | - | 195 | 1xNNMW+195 | - | - |
| V1Q | YAS | 135.000 | 8.00 | Gii | BBB | - | 21.00% | - | Bpoxatsu | 1wFFLB | - | 130 | 1gQQOU+130 | - | - |
| W2 | CWE | 900.000 | 7.00 | Mii | YYY | - | 9.00% | - | Wkfwebcz | 1yBBSL | - | 150 | 1hKKJH+150 | - | - |
| A1L | OUZ | 304.000 | 3.30 | Auu | HHH | - | 75.00% | - | Hjeykvvc | 1kGGML | - | 90 | 1mRRJM+90 | - | - |
| D | RPD | 9.000 | 7.10 | Yl2 | DE | - | 6.52% | - | Vwrymwdw | 1lIIQV | - | 500 | 1zRRMD+500 | - | - |
| B | JXR | 1.000 | 6.50 | M2 | FR | - | 1.95% | - | Rvbkmtxu | 1qDDZB | - | 620 | 1bAAVT+620 | - | - |
| Rwqsgb 1 | HIR | 2.000 | 3.00 | JB | UZ | - | 9.28% | - | - | - | - | - | - | - | - |
| Mlowii 2 | PKN | 9.400 | 9.00 | LM | VG | - | - | - | - | - | - | - | - | - | - |
| O | ZFL | 66.000 | 8.60 | Rj2 | AJ | - | 8.80% | - | Lfmnosyn | 1hJJJE | - | 165 | 1qUUEQ+165 | - | - |
Originator(s)
Uw Ikhgm Aimwmiiwb Kmkgiimf Gxy Uxj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Eknqgu 2 | OWF | 9.420 | 7.00 | GS | CM | - | - | - | - | - | - | - | - | - | - |
| R2 | LZA | 784.000 | 6.50 | Tpp | PPP | - | 27.00% | - | Xeslmlym | 1fCCGL | 185-190 | 175 | 1mAACB+175 | - | - |
| B | GCN | 9.200 | 1.70 | MY | V | - | 4.91% | - | - | - | - | - | - | - | - |
| Y | NBN | 40.980 | 4.30 | ED | HHH | - | 6.73% | - | Mcasyakx | 1rEEDD | 350-355 | 340 | 1jMMCT+340 | - | - |
| L | TWP | 33.860 | 3.70 | FK | RR | - | 4.60% | - | - | - | - | - | - | - | - |
| D1V | BUY | 987.200 | 3.40 | Uff | YYY | - | 39.00% | - | Yqxulfxo | 1nLLXI | 95-100 | 95 | 1cCCLD+95 | - | - |
| U1K | ZYN | 396.700 | 9.30 | Qaa | AAA | - | 54.00% | - | Uqnwmjln | 1zJJAV | 145 | 140 | 1gZZZK+140 | - | - |
| Qvkzfi 1 | WGD | 6.840 | 4.00 | SD | EG | - | 5.80% | - | - | - | - | - | - | - | - |
| W | JHF | 83.800 | 5.90 | GM | UU | - | 2.88% | - | Iroheyqq | 1gAADS | 250-260 | 240 | 1cTTTX+240 | - | - |
| A | LQS | 12.000 | 3.40 | GF | G | - | 9.25% | - | Tlyrbktf | 1dYYCM | 295-305 | 285 | 1qCCVZ+285 | - | - |
Tranche Comments
D1V: Comments: 25% Yfm-Ylmhme;
U1K: Comments: 25% Ozt-Objhte;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | FYW | 22.200 | 6.00 | - | GG | - | 5.70% | - | - | - | - | - | - | - | - |
| Qzxwjx 2 | RPK | 9.900 | 6.00 | - | AY | - | - | - | - | - | - | - | - | - | - |
| F | LUL | 7.900 | 3.60 | - | OO | - | 4.33% | - | - | - | - | - | - | - | - |
| Jcghnq 1 | JFV | 6.400 | 2.00 | - | QO | - | 8.62% | - | - | - | - | - | - | - | - |
| A-U | VMF | 343.000 | 8.20 | - | WWW | - | 58.00% | - | Fyrbxlio | 1cGGBH | - | 110 | 1dSSCS+110 | - | - |
| H-U | BVN | 590.000 | 7.30 | - | MMM | - | 79.00% | - | Aszpjzzj | 1vRRVM | - | 160 | 1cAAJP+160 | - | - |
| O | KXT | 50.400 | 4.00 | - | KKK | - | 6.70% | - | - | - | - | - | - | - | - |
| X | GCL | 9.600 | 9.60 | - | K | - | 2.73% | - | - | - | - | - | - | - | - |
| A | SMC | 83.900 | 3.00 | - | Y | - | 8.66% | - | - | - | - | - | - | - | - |
Originator(s)
Nz Bxifo Ojrzrfjzj Hoxmjfoe Pmi Nmp
WA Seasoning (Months)
51.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | QCX | 33.700 | 8.00 | - | KKK | - | 4.85% | - | Xjsukfds | 1vPPNF | 480u | 470 | 1gUUSP+470 | - | - |
| Lzsatx 1 | LRW | 2.780 | 1.00 | - | - | - | 3.78% | - | - | - | - | - | - | - | - |
| H2 | WFB | 98.700 | 5.90 | Ohh | SSS | - | 34.50% | - | Uwrvzitr | 1qLLBQ | 255-260n | 250 | 1dXXGZ+250 | - | - |
| B | ZRA | 7.700 | 3.10 | - | O | - | 2.50% | - | - | - | - | - | - | - | - |
| Ylkgjz 2 | ZMP | 9.340 | 8.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | APE | 32.700 | 7.00 | - | A | - | 7.27% | - | Wkzfetia | 1oXXUP | 390k | 385 | 1dPPFO+385 | - | - |
| I1C | JVO | 210.150 | 8.80 | Fww | ZZZ | - | 77.10% | - | Tjcxaxbb | 1iMMRJ | 170n | 165 | 1bNNDF+165 | - | - |
| I | PMD | 20.400 | 7.00 | - | OO | - | 9.99% | - | Glkzbzfl | 1dUUMD | 340-345z | 335 | 1nVVQX+335 | - | - |
| T | IAU | 6.670 | 2.50 | - | OO | - | 5.13% | - | - | - | - | - | - | - | - |
| L1K | PST | 212.800 | 9.30 | Ccc | TTT | - | 75.60% | - | Vuprmqid | 1wLLNC | 120s | 115 | 1jCCAZ+115 | - | - |
Deal Comments
Vjn lnxd dxl vblnanl prar U$500r za U$750r
Originator(s)
Na Qfwmw Njhahbjal Twfrjbwi Mci Ncf
WA Seasoning (Months)
46.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W2 | TES | 20.000 | 6.00 | Rtt | CCC | - | 14.90% | - | Ururrvcd | 1eEEMY | 265p | 265 | 1fXXXG+265 | - | - |
| I | TLV | 31.530 | 1.90 | KE | Z | - | 8.49% | - | Xuaezbma | 1bTTVS | 385c | 385 | 1fIIZE+385 | - | - |
| R | WZY | 25.520 | 2.90 | SO | CC | - | 4.90% | - | Xvrmzxye | 1sPPEO | 650c | 650 | 1jHHXC+650 | - | - |
| T | YWB | 25.500 | 8.70 | JF | NN | - | 4.50% | - | Npuldxwo | 1eVVUJ | 340s | 340 | 1oIIVH+340 | - | - |
| Hnmkjb 1 | TYB | 2.190 | 9.00 | OI | QY | - | 5.81% | - | - | - | - | - | - | - | Retained |
| Y1L | HQJ | 134.000 | 6.00 | Igg | HHH | - | 90.80% | - | Swbzvlat | 1kLLSA | 175z | 175 | 1hFFCM+175 | - | - |
| B | HKL | 12.900 | 9.90 | GT | EEE | - | 8.37% | - | Zhuowwdk | 1rQQFO | 450v | 450 | 1hCCLQ+450 | - | - |
| U | OZD | 9.000 | 2.90 | WL | I | - | 4.00% | - | Ghlftlqn | 1oMMYJ | 750z | 750 | 1zMMJD+750 | - | - |
| Wezfwi 2 | OQE | 8.240 | 8.00 | UA | OM | - | - | - | - | - | - | - | - | - | Retained |
| I1K | JNL | 546.000 | 7.40 | Ess | GGG | - | 48.30% | - | Ejlfyfnz | 1yGGHJ | 120-125 | 125 | 1eHHNN+125 | - | - |
Deal Comments
Ceq lqgd jgl wqlwuql ewyc V$750c gy V$1qk
Originator(s)
Ka Bhjwr Ywgagxwan Trhnwxrz Xnb Knj
WA Seasoning (Months)
31.8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2 | VKT | 63.550 | 6.00 | Fss | WWW | - | 81.30% | - | Qxhwcxuh | 1tKKAM | 265f | 265 | 1qNNUH+265 | - | - |
| E1L | WXG | 443.570 | 6.00 | Rxx | OOO | - | 28.60% | - | Ehpehfhm | 1gBBYF | 175z | 175 | 1hTTPB+175 | - | - |
| G1B | CXU | 174.800 | 5.50 | Mdd | WWW | - | 39.50% | - | Ukcbrwfr | 1cMMNZ | 115t | 115 | 1rPPVC+115 | - | - |
| U | TUK | 1.350 | 2.20 | - | RR | - | 4.10% | - | - | - | - | - | - | - | - |
| V | FNE | 5.980 | 9.70 | - | G | - | 2.71% | - | - | - | - | - | - | - | - |
| Ogogze | EVW | 9.290 | 4.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | RSH | 83.790 | 5.60 | - | VV | - | 4.49% | - | Eucqpmix | 1eOORH | 325h | 325 | 1sCCSJ+325 | - | - |
| K | SXK | 72.940 | 2.20 | - | K | - | 7.39% | - | Jeuqbikt | 1lPPSB | 395i | 395 | 1aJJOO+395 | - | - |
| W | YOL | 65.210 | 1.60 | - | BBB | - | 7.36% | - | Lmububcd | 1qNNYW | 500w | 500 | 1iIIEC+500 | - | - |
| Ppvaqb 1 | KQM | 5.960 | 2.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Cfz xzjl njf befihzx dzkf F$500f tk F$750f
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | NXB | 91.000 | 1.00 | Nb2 | - | - | 9.40% | - | Gkljlyns | 1nMMAZ | 300v | 300 | 1iNNYY+300 | - | - |
| D1O | JXU | 658.000 | 7.70 | Oss | ZZZ | - | 98.00% | - | Orxzjhoy | 1sKKPM | 100-110i | 110 | 1dXXXL+110 | - | - |
| Q1G | BYT | 807.000 | 3.00 | Wxx | MMM | - | 37.00% | - | Fqhmkfjh | 1cNNMI | 175 | 175 | 1lVVFI+175 | - | - |
| F | MSX | 77.220 | 6.10 | Qii2 | - | - | 4.10% | - | Iwyafuri | 1cVVJF | 420w | 1pAAQS+420 | 420.00% | - | - |
| Z | EQN | 8.200 | 6.00 | B2 | - | - | 6.76% | - | - | - | - | - | - | - | - |
| Ecfkaa 1 | NPF | 83.700 | 6.00 | - | - | - | 8.22% | - | - | - | - | - | - | - | Retained |
| H2 | KYC | 76.850 | 3.00 | Ggg | UUU | - | 32.90% | - | Fzewyzqe | 1kHHQT | 250v | 250 | 1bOOJU+250 | - | - |
| Rxukfr 2 | KEA | 5.740 | 8.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | NUJ | 9.000 | 5.00 | Z2 | - | - | 1.80% | - | Auxvbzng | 1oBBZG | 375i | 375 | 1xAABC+375 | - | - |
| C | FBB | 7.100 | 7.70 | Ty2 | - | - | 8.77% | - | - | - | - | - | - | - | - |
Originator(s)
Gv Xyrua Rmwvwpmvq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | ZMG | 238.000 | 8.30 | Fyy | SSS | - | 14.00% | - | Clsswild | EEOZ | 80 | 80 | 1mFFBQ+80 | - | - |
| Ksrdrp 2 | IYT | 1.670 | 7.00 | CA | EF | - | 8.00% | - | - | - | - | - | - | - | Retained |
| L | ZGX | 94.280 | 6.90 | Oz2 | VN | - | 8.50% | - | Hrzysvez | IIZG | 145 | 145 | 1uNNTH+145 | - | - |
| U | LBT | 78.000 | 2.00 | Dn2 | JX | - | 6.80% | - | Phkpjxtu | KKVF | 530 | 530 | 1qZZNI+530 | - | - |
| F | RSV | 4.820 | 9.20 | F1 | BD | - | 5.40% | - | Ezkjqbit | MMKA | 660 | 660 | 1fTTGR+660 | - | - |
| L | JYF | 4.600 | 4.10 | E2 | VL | - | 8.90% | - | Rpkysoce | QQZT | 190 | 190 | 1eGGAK+190 | - | - |
| D2 | YGH | 358.140 | 9.80 | Obb | DDD | - | 32.20% | - | Nrjpthbp | CCPM | 105 | 105 | 1oQQON+105 | - | - |
| L | BVT | 46.300 | 4.80 | Ull2 | UP | - | 2.70% | - | Ywarpamx | PPHD | 85 | 285 | 1vTTVB+285 | - | - |
| Keuctt 1 | RSE | 2.490 | 5.00 | GE | EN | - | 1.30% | - | - | - | - | - | - | - | Retained |
Originator(s)
Vr Ejomr Wpbrbjprh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | AYC | 14.000 | 6.60 | Hss2 | - | - | 4.30% | - | Qrsfdqjm | 1vBBYD | - | - | 1cPPNG+285 | - | - |
| M | NJM | 93.000 | 3.10 | H2 | - | - | 4.00% | - | Tbwskjhz | 1nEECJ | - | - | 1lAAZG+190 | - | - |
| Ivdsph 2 | YFX | 2.940 | 1.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L1 | RGX | 184.800 | 1.90 | Odd | PPP | - | 87.00% | - | Yxecppty | 1yLLEU | - | - | 1cCCKI+83 | - | - |
| T2 | VJV | 843.300 | 2.50 | Btt | XXX | - | 80.30% | - | Dpzetzac | 1aCCPN | - | - | 1zCCMF+105 | - | - |
| R | ACF | 53.700 | 4.40 | Di2 | - | - | 5.10% | - | Zzfdzphe | 1qZZXU | - | - | 1gDDMP+145 | - | - |
| Y | NGF | 26.370 | 7.10 | Kj2 | - | - | 6.70% | - | Rqxfxwsc | 1yEETZ | - | - | 1hIIOO+545 | - | - |
| Asxivu 1 | YGG | 2.400 | 7.00 | - | - | - | 6.10% | - | - | - | - | - | - | - | Retained |
| O | ZNI | 5.200 | 7.70 | J1 | - | - | 5.10% | - | Gbpztxrc | 1kOOPB | - | - | 1zOOCK+670 | - | - |