| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1S | FLO | 769.000 | 8.90 | Fbb | XXX | - | 31.00% | - | Cfdhcaww | 1eYYHL | 90 | 85 | 1pOOAC+85 | - | - |
| S | XYA | 96.000 | 3.40 | WK | TTT | - | 7.91% | - | Okfadevw | 1iKKDD | 210 | 210 | 1wPPRK+210 | - | - |
| Y | GSM | 25.460 | 8.60 | FX | J | - | 2.86% | - | Rwzyqqjd | 1cEENQ | 185 | 185 | 1uMMRV+185 | - | - |
| Rdciwm 1 | XFU | 7.227 | 3.00 | IC | IG | - | 6.10% | - | - | - | - | - | - | - | - |
| Z | GTO | 61.120 | 2.60 | SP | GG | - | 4.85% | - | Nrzwuexh | 1zBBAC | 170 | 170 | 1zOOUA+170 | - | - |
| Y | KZG | 5.000 | 5.20 | DR | FF | - | 9.70% | - | - | - | - | - | - | - | - |
| G1A | XSL | 880.000 | 1.00 | Fvv | TTT | - | 11.00% | - | Wrqhvujh | 1pVVFA | 130-135 | 130 | 1wJJUT+130 | - | - |
| U2 | CCN | 241.800 | 9.00 | Xee | HHH | - | 5.00% | - | Gjebaqkk | 1pZZFK | 160 | 155 | 1qQQRP+155 | - | - |
| D | JHP | 3.000 | 3.80 | SQ | V | - | 8.47% | - | - | - | - | - | - | - | - |
| Qzcbnf 2 | BVN | 9.690 | 2.00 | YN | KH | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Fek ekcv ccs qvsizke xzjz N$750z vj N$1.25vu
Originator(s)
Up Qwkub Hjapaejpi Cbwxjebz Fhl Uhv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1L | RMQ | 674.000 | 3.00 | Mrr | AAA | - | 24.00% | - | Gfvepqxt | 1iQQGE | - | 130 | 1oUUQL+130 | - | - |
| Hrpgrg 2 | GCL | 9.800 | 9.00 | GF | LB | - | - | - | - | - | - | - | - | - | - |
| A | LCZ | 20.000 | 9.70 | Pr2 | GK | - | 3.10% | - | Nfuesqwe | 1oKKOL | - | 165 | 1oTTIH+165 | - | - |
| Lhbsrg 1 | GUF | 8.000 | 1.00 | SP | HW | - | 7.29% | - | - | - | - | - | - | - | - |
| A | VBO | 5.000 | 9.90 | Ux2 | NE | - | 8.96% | - | Mbuwasfd | 1xGGGH | - | 500 | 1sJJZS+500 | - | - |
| N | IHH | 97.600 | 6.80 | D2 | LA | - | 6.60% | - | Ckkeesui | 1pAAYR | - | 195 | 1rHHSN+195 | - | - |
| G1I | RJK | 542.000 | 5.40 | Lee | FFF | - | 39.00% | - | Jepcqfcq | 1pBBAH | - | 90 | 1hFFUF+90 | - | - |
| B | HXE | 49.000 | 4.10 | Pxx2 | NF | - | 2.84% | - | Uhdferyx | 1cHHXF | - | 235 | 1lIIAG+235 | - | - |
| V | ILF | 2.000 | 7.30 | P2 | IC | - | 1.62% | - | Bzhzptlr | 1aNNBP | - | 620 | 1nFFPS+620 | - | - |
| W2 | PZA | 124.000 | 9.00 | Bss | NNN | - | 1.00% | - | Ndjolbrp | 1aOOCS | - | 150 | 1kNNMJ+150 | - | - |
Originator(s)
Yo Dprcq Gmeoebmok Tqpombqa Ycw Yco
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1V | ASW | 435.700 | 4.70 | Szz | CCC | - | 49.00% | - | Jbjkbran | 1pAANC | 95-100 | 95 | 1mCCYX+95 | - | - |
| B2 | RVH | 599.000 | 3.40 | Vyy | SSS | - | 94.00% | - | Xehatubt | 1yAAHP | 185-190 | 175 | 1nMMCR+175 | - | - |
| O | BSZ | 65.000 | 4.70 | AJ | G | - | 6.29% | - | Rjupqvra | 1hQQTW | 295-305 | 285 | 1nUUSV+285 | - | - |
| O | IAD | 25.410 | 7.90 | CL | III | - | 1.17% | - | Yxfbzhva | 1nNNBE | 350-355 | 340 | 1sEEQH+340 | - | - |
| Wqojfn 2 | FUF | 3.220 | 5.00 | ZP | OL | - | - | - | - | - | - | - | - | - | - |
| D1Z | GGM | 166.200 | 6.20 | See | PPP | - | 79.00% | - | Zzemysmr | 1aKKOI | 145 | 140 | 1eYYRW+140 | - | - |
| L | HSE | 67.200 | 1.70 | CH | WW | - | 7.17% | - | Vxvyyzhg | 1wTTFD | 250-260 | 240 | 1nTTPE+240 | - | - |
| Sjevsl 1 | GOR | 9.360 | 8.00 | WG | KX | - | 5.37% | - | - | - | - | - | - | - | - |
| I | EAY | 3.100 | 3.10 | ET | U | - | 5.39% | - | - | - | - | - | - | - | - |
| I | POE | 66.260 | 9.80 | YK | BB | - | 1.30% | - | - | - | - | - | - | - | - |
Tranche Comments
N1V: Comments: 25% Jim-Jewimr;
D1Z: Comments: 25% Zyt-Zzjuty;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-F | BYI | 385.000 | 3.50 | - | WWW | - | 17.00% | - | Wurxcwey | 1pGGNY | - | 110 | 1vYYNT+110 | - | - |
| F | OUU | 72.800 | 8.00 | - | OO | - | 4.30% | - | - | - | - | - | - | - | - |
| O | LFJ | 4.700 | 6.30 | - | WW | - | 5.42% | - | - | - | - | - | - | - | - |
| K | HNB | 8.500 | 2.50 | - | P | - | 8.12% | - | - | - | - | - | - | - | - |
| U | ZER | 82.500 | 8.00 | - | H | - | 5.58% | - | - | - | - | - | - | - | - |
| X | ZRJ | 38.700 | 3.00 | - | III | - | 5.72% | - | - | - | - | - | - | - | - |
| Rvpxgt 1 | QKJ | 9.700 | 1.00 | - | KN | - | 2.41% | - | - | - | - | - | - | - | - |
| Yvdxdr 2 | TCK | 1.200 | 9.00 | - | ZN | - | - | - | - | - | - | - | - | - | - |
| A-F | BSF | 493.000 | 7.30 | - | NNN | - | 57.00% | - | Fjufahqx | 1hTTCD | - | 160 | 1vIIDT+160 | - | - |
Originator(s)
Fx Bnnka Ciwxwaixu Zanfiaan Fku Fkg
WA Seasoning (Months)
98.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | FWK | 3.230 | 1.20 | - | ZZ | - | 1.53% | - | - | - | - | - | - | - | - |
| D2 | JIY | 68.100 | 6.30 | Vll | XXX | - | 79.10% | - | Cljzqhyr | 1hLLKO | 255-260w | 250 | 1pJJMC+250 | - | - |
| Gvazrq 2 | WLP | 8.900 | 1.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Wrvusa 1 | PCK | 5.300 | 3.00 | - | - | - | 6.37% | - | - | - | - | - | - | - | - |
| C1Z | OOF | 611.100 | 2.30 | Vww | KKK | - | 16.30% | - | Xfxmvlug | 1gVVPF | 170u | 165 | 1iXXNE+165 | - | - |
| I | RWI | 4.900 | 9.50 | - | R | - | 5.30% | - | - | - | - | - | - | - | - |
| T | EZF | 72.660 | 6.00 | - | VV | - | 2.33% | - | Eluumiww | 1bYYVF | 340-345q | 335 | 1oAAQZ+335 | - | - |
| Y1W | FOS | 893.700 | 6.80 | Rnn | DDD | - | 47.40% | - | Wdvpykeo | 1fVVHV | 120p | 115 | 1rBBLB+115 | - | - |
| H | AMI | 20.800 | 8.00 | - | F | - | 3.33% | - | Dsexysvh | 1lAASH | 390p | 385 | 1wAAEH+385 | - | - |
| S | BHG | 92.800 | 1.00 | - | AAA | - | 9.86% | - | Bcdpywkk | 1bIIBF | 480g | 470 | 1mXXNG+470 | - | - |
Deal Comments
Mhy hywv kwv ycvkqyh qewe N$500e gw N$750e
Originator(s)
De Wpzpx Eqeeekqeo Kxpcqkxs Epg Dpm
WA Seasoning (Months)
32.1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | LIB | 62.720 | 6.80 | XP | W | - | 1.76% | - | Vsvrcpfa | 1tPPXZ | 385v | 385 | 1xPPNL+385 | - | - |
| D | NWF | 75.700 | 9.80 | NL | MMM | - | 2.21% | - | Ouessacm | 1xQQTR | 450r | 450 | 1cBBYG+450 | - | - |
| N1R | GQA | 745.000 | 4.00 | Bpp | RRR | - | 62.90% | - | Mkpfsuiu | 1xAAQR | 175w | 175 | 1kPPCA+175 | - | - |
| O | CQX | 1.000 | 6.60 | LR | A | - | 2.00% | - | Mfsdxbpg | 1aJJGD | 750b | 750 | 1mXXXY+750 | - | - |
| J1F | OQW | 329.000 | 3.60 | Snn | FFF | - | 61.60% | - | Tdacrfva | 1dBBPD | 120-125 | 125 | 1eJJSI+125 | - | - |
| H | SLU | 87.200 | 6.80 | VR | AA | - | 1.30% | - | Xzumhclb | 1bMMKX | 650t | 650 | 1hNNQR+650 | - | - |
| G2 | KNR | 22.000 | 3.00 | Ukk | OOO | - | 16.90% | - | Awhqxqsx | 1sTTZN | 265i | 265 | 1cKKOK+265 | - | - |
| R | SBE | 69.700 | 3.20 | QG | PP | - | 4.50% | - | Eqwwhscp | 1kRRBI | 340t | 340 | 1lJJSA+340 | - | - |
| Hogisw 1 | IWH | 8.500 | 6.00 | OX | QY | - | 8.97% | - | - | - | - | - | - | - | Retained |
| Yjqgwc 2 | XSS | 8.180 | 2.00 | YV | DO | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Pjc xcdy xdc aycaqcx qeht U$750t gh U$1at
Originator(s)
Ng Tpnfz Jkhghpkge Bzpnkpzb Ozu Nzl
WA Seasoning (Months)
63.3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1J | CZH | 656.580 | 5.00 | Kcc | XXX | - | 82.10% | - | Gwylxest | 1cRRCY | 175w | 175 | 1vZZVH+175 | - | - |
| Z1G | HXO | 710.800 | 9.60 | Ell | TTT | - | 86.30% | - | Kubywuxb | 1oOOEJ | 115t | 115 | 1mPPEO+115 | - | - |
| M2 | GJJ | 92.360 | 9.00 | Icc | ZZZ | - | 12.50% | - | Ntmjeelt | 1wHHGJ | 265x | 265 | 1uOORR+265 | - | - |
| Tgckab | CAK | 5.270 | 1.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Wldokw 1 | RHC | 4.830 | 3.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | ACY | 67.110 | 3.80 | - | WW | - | 2.83% | - | Hurxjzdp | 1tMMXT | 325s | 325 | 1hZZVC+325 | - | - |
| T | MNT | 33.170 | 1.30 | - | Y | - | 4.86% | - | Gsqcwcar | 1iAABN | 395b | 395 | 1lJJIQ+395 | - | - |
| S | CGA | 18.930 | 6.10 | - | OOO | - | 5.64% | - | Kzoeexnp | 1eNNNE | 500w | 500 | 1fEEBF+500 | - | - |
| L | SGJ | 2.480 | 2.90 | - | CC | - | 7.20% | - | - | - | - | - | - | - | - |
| R | LPV | 6.860 | 6.40 | - | J | - | 1.68% | - | - | - | - | - | - | - | - |
Deal Comments
Fca aagg qgs cnsnbaa enga Q$500a sg Q$750a
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | CNP | 67.300 | 4.10 | Uss2 | - | - | 4.80% | - | Mwfqkxqr | 1uNNVW | 420o | 1tPPRH+420 | 420.00% | - | - |
| A | LOQ | 9.100 | 1.10 | Fl2 | - | - | 9.29% | - | - | - | - | - | - | - | - |
| Mhgetj 1 | QEM | 98.800 | 3.00 | - | - | - | 8.67% | - | - | - | - | - | - | - | Retained |
| H | LIS | 9.500 | 5.00 | G2 | - | - | 4.75% | - | - | - | - | - | - | - | - |
| Zpzfrj 2 | VNF | 2.430 | 8.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D1I | HMI | 917.000 | 6.70 | Dhh | KKK | - | 75.00% | - | Tyezckdd | 1vHHEU | 100-110z | 110 | 1kRRAJ+110 | - | - |
| V1J | KFY | 576.000 | 4.00 | Zpp | LLL | - | 69.00% | - | Vmrlmxjg | 1fCCBU | 175 | 175 | 1sPPON+175 | - | - |
| V | OJZ | 5.000 | 9.00 | R2 | - | - | 9.20% | - | Rdjzajhy | 1nTTIG | 375s | 375 | 1pDDHD+375 | - | - |
| Q | OWM | 89.000 | 1.00 | Vu2 | - | - | 1.20% | - | Zzqdeoyj | 1zBBUW | 300e | 300 | 1dRRUC+300 | - | - |
| Y2 | LGO | 77.860 | 7.00 | Ass | EEE | - | 28.30% | - | Xbsyxikn | 1rOOAJ | 250o | 250 | 1lYYZN+250 | - | - |
Originator(s)
Jt Kqgyk Hphthvpts
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | OUS | 34.400 | 4.30 | Hss2 | QS | - | 6.60% | - | Upqermtn | HHKF | 85 | 285 | 1fAAYY+285 | - | - |
| Txnfsi 1 | WFU | 1.720 | 1.00 | JP | SC | - | 7.30% | - | - | - | - | - | - | - | Retained |
| W2 | BVE | 259.660 | 1.60 | Oii | XXX | - | 42.70% | - | Uypypsvj | CCKE | 105 | 105 | 1iAAZN+105 | - | - |
| C | HKE | 6.400 | 4.60 | R2 | IJ | - | 9.70% | - | Fqdvtbae | IIHY | 190 | 190 | 1qMMRT+190 | - | - |
| I | SFA | 38.760 | 3.50 | Kz2 | JG | - | 1.50% | - | Xrxmtvvz | FFGI | 145 | 145 | 1gIILW+145 | - | - |
| T1 | HGH | 326.000 | 9.90 | Hff | XXX | - | 58.00% | - | Evwysdlo | GGUC | 80 | 80 | 1mKKCK+80 | - | - |
| T | CLP | 37.000 | 6.00 | Sr2 | VP | - | 4.50% | - | Eveoyxro | TTUQ | 530 | 530 | 1zXXFX+530 | - | - |
| U | KGN | 5.410 | 1.70 | F1 | ZJ | - | 5.90% | - | Lyzotszf | TTER | 660 | 660 | 1cIIJV+660 | - | - |
| Fxjofh 2 | SJK | 6.390 | 7.00 | LN | EI | - | 5.00% | - | - | - | - | - | - | - | Retained |
Originator(s)
At Ltnns Xkztziktn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | EZY | 13.000 | 6.70 | Kkk2 | - | - | 4.60% | - | Gqwulafn | 1vOOLX | - | - | 1kMMGU+285 | - | - |
| Ecgwwr 1 | SAB | 4.200 | 6.00 | - | - | - | 3.80% | - | - | - | - | - | - | - | Retained |
| K | OOT | 39.690 | 2.40 | Kh2 | - | - | 3.20% | - | Fpfkxsrr | 1oOOFF | - | - | 1tJJZT+545 | - | - |
| B2 | XZN | 584.900 | 6.70 | Hxx | TTT | - | 88.60% | - | Skedjjqe | 1qLLVN | - | - | 1lKKYO+105 | - | - |
| O1 | HYX | 431.100 | 9.70 | Boo | MMM | - | 22.00% | - | Gdyqopja | 1dZZPJ | - | - | 1rQQUW+83 | - | - |
| Zphkex 2 | LNB | 8.120 | 9.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | OXT | 93.000 | 3.10 | C2 | - | - | 4.00% | - | Zbdoxzuu | 1oDDHY | - | - | 1xPPLF+190 | - | - |
| A | OEH | 6.500 | 2.30 | G1 | - | - | 1.40% | - | Lfzhyzjx | 1uOOAB | - | - | 1iYYDO+670 | - | - |
| K | GFE | 21.600 | 8.50 | Rp2 | - | - | 5.50% | - | Hroxsotg | 1rDDGU | - | - | 1nLLQN+145 | - | - |