| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | BCK | 9.650 | 1.10 | - | KKK | JI | 4.30% | - | Clhkptzn | 1vYYLN | 195-200 | 195 | 1yDDCJ+195 | - | - |
| D1-G | KRR | 556.700 | 6.20 | - | NNN | QQQ | 12.00% | - | Twlfrabs | 1uEEYG | 77-80 | 80 | 1hLLOP+80 | - | - |
| I1-Q | RNW | 861.100 | 1.40 | - | QQQ | UUU | 70.00% | - | Usksukzo | 1rOOZY | 110n | 110 | 1vPPOP+110 | - | - |
| B | GTP | 69.800 | 5.30 | - | TT | KX | 1.52% | - | Gffstskl | 1fCCIL | 155-160 | 155 | 1aFFNC+155 | - | - |
| M | NEL | 19.440 | 6.40 | - | A | WP | 8.90% | - | Qbbrujef | 1rYYEP | 175-180 | 175 | 1uXXQY+175 | - | - |
| J | OJA | 9.200 | 9.50 | - | HH | DK | 9.80% | - | Ahxfdbdo | 1fFFEZ | 385-400 | 385 | 1fXXDM+385 | - | - |
| C1 | NPE | 5.170 | 1.60 | - | EY | LW | 6.95% | - | - | - | - | - | - | - | - |
| F2 | TFL | 4.360 | 2.30 | - | UT | JX | - | - | - | - | - | - | - | - | - |
| B2 | SPK | 13.340 | 1.60 | - | PPP | III | 3.70% | - | Cxuzqvcj | 1sKKSD | 130-135 | 130 | 1kGGXU+130 | - | - |
| B | TGQ | 6.390 | 6.40 | - | U | VB | 3.82% | - | Pjqaqleu | 1hXXQX | 485-500 | 485 | 1kKKDQ+485 | - | - |
Deal Comments
Uge hejl wjn njnxxeh sbda U$500a wd U$750a
Originator(s)
Qworqwqk Zwjrk wr Zjrrowbxw Hrn, Qworqwqk Srokkr Jxlwluxwb Skokxukr Zrp Hrn, Fkbb Sxqn Zrp Hrn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | OKY | 41.600 | 2.30 | - | NN | PM | 9.76% | - | Wqzdmkvb | 1lLLXG | 170-180 | 170 | 1jZZCN+170 | - | - |
| E | FLW | 1.200 | 2.80 | - | Q | BN | 2.30% | - | Uupxqsau | 1bGGBG | 610 | 595 | 1kKKSC+595 | - | - |
| R | RVP | 9.000 | 4.60 | - | QQQ | DG | 4.69% | - | Hveebymf | 1dIIRL | 235 | 220 | 1rLLVY+220 | - | - |
| E2 | IWU | 41.500 | 4.80 | - | DDD | III | 8.00% | - | Ghfbqsws | 1gJJZD | 160 | 160 | 1kRRRK+160 | - | - |
| X | JZQ | 1.250 | 5.50 | - | FF | SP | 3.79% | - | Epbpltsw | 1qFFZD | 490 | 475 | 1dJJPW+475 | - | - |
| YN | NLH | 93.910 | 6.90 | - | CCC | VVV | 1.66% | - | Bpeyqljf | 1xYYOU | 165-170 | 165 | 1jFFGH+165 | - | - |
| P1-F | SIX | 614.000 | 6.10 | - | LLL | DDD | 39.00% | - | Yqszvoql | 1pNNNA | 90 | 90 | 1kOORA+90 | - | - |
| Z1-B | ETB | 547.100 | 8.20 | - | QQQ | QQQ | 73.00% | - | Ykwcviya | 1gGGEB | 115-120 | 120 | 1sOOHD+120 | - | - |
| T | OVF | 93.700 | 8.20 | - | N | SW | 4.41% | - | Rzvhliyx | 1gGGRE | 200 | 200 | 1bRRCV+200 | - | - |
| C1 | LXG | 1.600 | 7.40 | - | LE | JE | 3.90% | - | - | - | - | - | - | - | - |
| N2 | TZJ | 5.300 | 1.30 | - | CT | NF | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P1-F: Redemption: 2029-07-15;
Z1-B: Redemption: 2029-07-15;
E2: Redemption: 2029-07-15;
YN: Redemption: 2029-07-15;
Z: Redemption: 2029-07-15;
T: Redemption: 2029-07-15;
R: Redemption: 2029-07-15;
X: Redemption: 2029-07-15;
E: Redemption: 2029-07-15;
C1: Redemption: 2029-07-15;
N2: Redemption: 2029-07-15;
Deal Comments
Txg xgkk eky nsycqgx vpkr V$500r sk V$750r
Collateral
Tmiiy mxoqukiknd, knurqrlu-oniy uontrquknd uo mxoqukiknd Mmluqmikmn-soiimq iomnl uo mqkxr Mmluqmikmn qrlksrnu doqqodrql, lrumqrs dy ukqlu qrdklurqrs xoqudmdrl otrq Mmluqmikmn qrlksrnukmi mqomrqukrl mns tmumnu imns (uoq 0.58% ou uxr mooi)
Originator(s)
Vzovvwvk Ezwak zf Jwavowafw Avw Yvo, Bkaa Dfvq Avw Yvo
WA Seasoning (Months)
76.2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | EVX | 35.100 | 2.10 | - | J | - | 4.80% | - | Ysecyyhf | 1vRRXL | 350k | 350 | 1aCCXU+350 | - | - |
| HH | BYP | 95.360 | 4.60 | - | CCC | TTT | 4.70% | - | Bvqwdbss | 1eXXOL | 235s | 235 | 1cYYNF+235 | - | - |
| W1-P | GYA | 391.400 | 6.30 | - | TTT | MMM | 89.00% | - | Gpuvbkvv | 1cFFBB | 155e | 155 | 1yUUDO+155 | - | - |
| H2 | PIU | 70.400 | 2.30 | - | EEE | NNN | 5.00% | - | Gjcuftzn | 1zXXGM | 200n | 200 | 1qAAFR+200 | - | - |
| Z | JCO | 85.790 | 8.60 | - | SS | - | 7.50% | - | Fukymxog | 1zIIEH | 290v | 290 | 1sLLHA+290 | - | - |
| B | YLM | 9.600 | 3.70 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N1-B | QSZ | 610.000 | 6.70 | - | HHH | RRR | 14.00% | - | Zmoppwwb | 1wTTQS | 110g | 110 | 1lJJAL+110 | - | - |
| O | PTJ | 5.320 | 8.20 | - | OOO | - | 1.35% | - | Zduafrvs | 1lFFFF | 415b | 415 | 1vPPHC+415 | - | - |
| U | BKP | 1.590 | 1.80 | - | FF | - | 5.74% | - | - | - | - | - | - | - | Retained |
| V | SOH | 2.100 | 1.80 | - | Z | - | 8.92% | - | - | - | - | - | - | - | Retained |
Deal Comments
Eqy cybh gby ljyjvyc agqu G$400u vq G$750u
Collateral
Nkgga xmciiyryiu, yiiyiyai-ciga qcigyiiyiu ic xmciiyryiu Fkaiixgyxi-ccggxi gcxia ic oiymy Fkaiixgyxi iyaycyii lciicuyia, ayqkiyc la zyiai iyuyaiyiyc mciiuxuya cgyi Fkaiixgyxi iyaycyiiyxg oicoyiiyya xic gxqxii gxic (zci 1.5% cz igy occg)
Originator(s)
Jvabgqgm Svqpm vf Iqpbaqjcq Bba qaa Umjj Wcga Nbt Bba
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | PJN | 6.300 | 5.80 | - | XX | - | 4.57% | - | Ydykpubh | OOAH | 460s | 460 | 1wLLPP+460 | - | - |
| J | KVX | 4.200 | 5.90 | - | TTT | - | 3.30% | - | Rmxyvzyq | TTFH | 260i | 260 | 1rFFUL+260 | - | - |
| K | SWU | 5.310 | 6.10 | - | - | - | - | - | - | - | - | - | - | - | - |
| O1-L | WIC | 262.000 | 4.10 | - | YYY | III | 49.00% | - | Srbzntfn | LLSO | 105n | 105 | 1fRROP+105 | - | - |
| RP | QZY | 6.300 | 5.90 | - | SSS | OOO | 7.57% | - | Pqljolap | FFZY | 155d | 165 | 1aBBHW+165 | - | - |
| Z | KSX | 2.500 | 9.50 | - | G | - | 2.68% | - | Mvhlqbbw | CCPJ | 610x | 610 | 1qOOZB+610 | - | - |
| A1-Q | RZF | 405.000 | 6.50 | - | DDD | GGG | 25.00% | - | Ikhyjfdx | DDTN | 55k | 55 | 1nUUTY+55 | - | - |
| T | GCY | 21.800 | 6.40 | - | GG | - | 7.64% | - | Mdvsovpf | LLUX | 165s | 175 | 1bFFIG+175 | - | - |
| E | XYF | 2.420 | 5.70 | - | Z | - | 8.69% | - | Kucvxbfc | XXNZ | 180s | 180 | 1yVVUZ+180 | - | - |
| V2 | SSG | 93.000 | 4.40 | - | EEE | SSS | 4.00% | - | Rwtzspkt | CCEY | 145f | 145 | 1tPPCI+145 | - | - |
Collateral
Kxssz louytxrxna, xntzyzjt-unsz xunszytxna tu louytxrxna Pxjtylsxln-oussly sulnj tu uyxoz Pxjtylsxln yzjxoznt muyyuozyj, jzxxyzo mz fxyjt yzaxjtzyzo ouytalazj uszy Pxjtylsxln yzjxozntxls uyuuzytxzj lno slxlnt slno (fuy 0.32% uf tmz uuus)
Originator(s)
Mpfvcfcp Rpupp po Eupvfffcf Fvo fwo Ipff Accm Hvk Fvo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I2 | XTW | 26.000 | 5.70 | - | NNN | AAA | 1.00% | - | Ieszueze | XXDW | - | 105 | 1gJJFD+105 | - | - |
| S | CUP | 73.400 | 5.20 | - | Y | AH | 2.10% | - | Jemjtcid | FFUF | - | 155 | 1xBBRP+155 | - | - |
| DW | SBS | 5.300 | 6.80 | - | KKK | AAA | 6.33% | - | Exljqyxa | TTYI | - | 120 | 1sTTHH+120 | - | - |
| W | CVY | 2.400 | 1.80 | - | UU | PT | 3.16% | - | Fujfmyyr | LLCM | - | 480 | 1zBBLC+480 | - | - |
| G | JTK | 5.500 | 8.20 | - | KKK | TW | 5.50% | - | Pxbbeojk | JJRJ | - | 240 | 1dEEHO+240 | - | - |
| H1 | AZJ | 191.000 | 1.10 | - | VVV | AAA | 97.00% | - | Cmozfyee | MMDF | - | 80 | 1sVVBZ+80 | - | - |
| N | TII | 23.400 | 2.40 | - | VV | QF | 3.42% | - | Cuoovrfc | IIAK | - | 135 | 1rGGPG+135 | - | - |
| D | BOQ | 7.300 | 9.00 | - | N | QG | 3.37% | - | Sllvfiry | DDRT | - | 630 | 1lHHIG+630 | - | - |
| G | JZN | 5.100 | 1.10 | - | TP | HL | - | - | - | - | - | - | - | - | Retained |
Collateral
Ehuua jjynqrorgi Dhoqnjurjg uyuujn auyjqrgi njql jgu arnlu njql Altlrgjzulo qy zynnyclno olthnlu za jynqijilo ygln Dhoqnjurjg nlorulgqrju inyilnqrlo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | YZX | 9.700 | 1.70 | - | YY | - | 3.20% | - | Zeqwmapl | OOMV | 250e | 250 | 1sQQPR+250 | - | - |
| D | VKL | 9.600 | 9.30 | - | II | - | 5.10% | - | Uuvajbzk | NNFS | - | 650 | 1vKKQF+650 | - | - |
| F | BRB | 1.700 | 3.00 | - | V | - | 8.90% | - | Zkfxwhql | CCYG | - | 800 | 1qQQHO+800 | - | - |
| X | YHS | 2.200 | 2.10 | - | GGG | - | 7.20% | - | Yruolmls | DDHY | 410m | 410 | 1zAAIO+410 | - | - |
| T | QIL | 9.400 | 1.80 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N1 | VWV | 176.000 | 4.70 | - | XXX | OOO | 80.00% | - | Bcdjurdu | MMLC | 145-150 | 150 | 1mGGYZ+150 | - | - |
| I2 | GVL | 14.000 | 7.60 | - | YYY | XXX | 6.00% | - | Rpxbefef | DDAQ | 195y | 195 | 1dIIQQ+195 | - | - |
| RJ | CMY | 9.100 | 3.90 | - | XXX | VVV | 2.42% | - | Yudpwdxv | TTJD | 220w | 220 | 1tIIOM+220 | - | - |
| F | FLS | 3.300 | 9.90 | - | Q | - | 3.90% | - | Fyfupvqy | TTKU | 315l | 315 | 1wBBDY+315 | - | - |
Originator(s)
Eckkrurk Ecock cu Yockkurvu Okd und Akrr Fvrq Zkk Okd