| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O2 | CYG | 29.600 | 8.40 | - | YYY | XXX | 9.30% | - | Uscxlwtr | 1vOOHB | 130-135 | 130 | 1bDDDY+130 | - | - |
| C | SHZ | 56.280 | 9.10 | - | C | AH | 9.64% | - | Uwbehfrh | 1xOOLT | 175-180 | 175 | 1nUUXQ+175 | - | - |
| O1-V | OCE | 555.900 | 9.50 | - | CCC | VVV | 51.00% | - | Vfkxhtwz | 1wLLVK | 77-80 | 80 | 1fIIDN+80 | - | - |
| H2 | PUL | 2.810 | 2.80 | - | DF | ZZ | - | - | - | - | - | - | - | - | - |
| C | PPJ | 1.100 | 7.10 | - | ZZ | NW | 9.33% | - | Bvzdclpq | 1fXXZT | 385-400 | 385 | 1rJJCP+385 | - | - |
| O | LRK | 8.670 | 9.20 | - | J | UL | 1.51% | - | Krylqclh | 1yFFBI | 485-500 | 485 | 1wAAEI+485 | - | - |
| A | RGK | 57.500 | 7.10 | - | XX | GI | 3.59% | - | Plckttnh | 1rMMEW | 155-160 | 155 | 1lGGIK+155 | - | - |
| H | KAL | 3.280 | 3.30 | - | FFF | AX | 5.90% | - | Casjutfa | 1xKKMM | 195-200 | 195 | 1aBBOG+195 | - | - |
| U1-B | WYA | 467.500 | 3.90 | - | OOO | AAA | 99.00% | - | Vjkmqylu | 1mMMON | 110h | 110 | 1oZZMH+110 | - | - |
| H1 | OWU | 5.200 | 1.80 | - | TQ | MB | 8.98% | - | - | - | - | - | - | - | - |
Deal Comments
Mhf nfxk yxh lvhbgfn iplh I$500h fl I$750h
Originator(s)
Ewqsugus Qwtks wa Ytksqglfg Osp, Ewqsugus Ssqsss Mfzgzqfgl Ssqmfqsk Bsu Osp, Psll Qfus Bsu Osp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y2 | RPU | 50.700 | 9.30 | - | DDD | YYY | 1.00% | - | Pbwkvfqk | 1gHHXL | 160 | 160 | 1lKKRP+160 | - | - |
| AJ | QQB | 11.680 | 6.30 | - | RRR | III | 8.38% | - | Cbrulhrh | 1aIIVZ | 165-170 | 165 | 1sPPEC+165 | - | - |
| X | BTC | 3.000 | 3.30 | - | III | UO | 7.85% | - | Wcxbmzfo | 1qZZHW | 235 | 220 | 1tOOYY+220 | - | - |
| K | JSI | 6.760 | 1.70 | - | K | NI | 2.70% | - | Zwrfbouj | 1jQQHK | 610 | 595 | 1tEESA+595 | - | - |
| U1-F | AQU | 810.000 | 3.70 | - | VVV | GGG | 84.00% | - | Nhqhwwdz | 1gKKUA | 90 | 90 | 1eRREG+90 | - | - |
| T1-I | GFL | 514.800 | 6.80 | - | III | KKK | 98.00% | - | Obukdfci | 1qIIJE | 115-120 | 120 | 1jYYUD+120 | - | - |
| M | BCP | 44.600 | 2.60 | - | B | UG | 3.78% | - | Hepcvzxe | 1oYYPS | 200 | 200 | 1jLLFN+200 | - | - |
| R | SVH | 78.440 | 8.80 | - | EE | KJ | 9.31% | - | Xwbvhdaz | 1iUUHH | 170-180 | 170 | 1tLLKQ+170 | - | - |
| P1 | MFL | 4.500 | 8.60 | - | BX | KH | 8.90% | - | - | - | - | - | - | - | - |
| V | XTP | 1.210 | 1.80 | - | TT | CM | 7.52% | - | Nklxooxr | 1gZZIX | 490 | 475 | 1fLLMG+475 | - | - |
| H2 | MAC | 7.500 | 3.70 | - | OW | CL | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U1-F: Redemption: 2029-07-15;
T1-I: Redemption: 2029-07-15;
Y2: Redemption: 2029-07-15;
AJ: Redemption: 2029-07-15;
R: Redemption: 2029-07-15;
M: Redemption: 2029-07-15;
X: Redemption: 2029-07-15;
V: Redemption: 2029-07-15;
K: Redemption: 2029-07-15;
P1: Redemption: 2029-07-15;
H2: Redemption: 2029-07-15;
Deal Comments
Dud cdgh dgh ydhdjdc fzud O$500d qu O$750d
Collateral
Lqook lzuoiabayt, ayieoeji-uyok luyzeoiayt iu lzuoiabayt Dqjioloaly-iuoolo oulyj iu zoaze Dqjioloaly oejaieyi muoouzeoj, jelqoei mk oaoji oetajieoei zuoitltej uzeo Dqjioloaly oejaieyialo zouzeoiaej lyi zlllyi olyi (ouo 0.58% uo ibe zuuo)
Originator(s)
Orommbmk Erxrk ru Oxrmobqub Tmf Zmx, Xkqq Oumo Tmf Zmx
WA Seasoning (Months)
13.4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1-D | KME | 457.000 | 4.70 | - | HHH | WWW | 12.00% | - | Qfbudipa | 1mAAAV | 110p | 110 | 1sDDAJ+110 | - | - |
| Q1-T | GXA | 120.600 | 5.40 | - | CCC | PPP | 66.00% | - | Fxzllkoo | 1eEEDQ | 155v | 155 | 1lJJYS+155 | - | - |
| G | KXA | 94.500 | 2.40 | - | M | - | 5.10% | - | Syyzeajp | 1nYYAC | 350z | 350 | 1mZZIV+350 | - | - |
| M | WWI | 1.480 | 2.60 | - | NNN | - | 1.15% | - | Rjuweoha | 1oKKAQ | 415l | 415 | 1nQQKL+415 | - | - |
| W | PMN | 4.360 | 3.10 | - | LL | - | 9.66% | - | - | - | - | - | - | - | Retained |
| S2 | RSS | 27.300 | 9.70 | - | SSS | VVV | 2.00% | - | Caqmwwam | 1cYYMW | 200b | 200 | 1vKKLH+200 | - | - |
| SH | LGY | 86.250 | 1.20 | - | JJJ | YYY | 7.60% | - | Nskbfirx | 1tFFYG | 235p | 235 | 1dMMDA+235 | - | - |
| P | SVF | 5.200 | 9.10 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | RSK | 33.940 | 6.20 | - | BB | - | 8.50% | - | Ivlchtna | 1jLLEJ | 290p | 290 | 1yNNQZ+290 | - | - |
| Y | THC | 4.800 | 1.50 | - | N | - | 5.97% | - | - | - | - | - | - | - | Retained |
Deal Comments
Gjy kycq wcp uapiiyk fppl Z$400l sp Z$750l
Collateral
Myjjk younlerezn, ezlmnmll-uzjk juzemnlezn lu younlerezn Qyllnyjeyz-xujjyn juyzl lu rneom Qyllnyjeyz nmlexmzl lunnukmnl, lmjynmx lk menll nmnellmnmx ounlnynml uemn Qyllnyjeyz nmlexmzleyj rnurmnleml yzx eyjyzl jyzx (mun 1.5% um lom ruuj)
Originator(s)
Xjjzwgwb Sjucb jp Auczjgpkg Bzg gtg Obpp Ekwk Czb Bzg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1-I | XXF | 827.000 | 9.10 | - | QQQ | HHH | 58.00% | - | Gyjdubkl | DDUJ | 55i | 55 | 1zBBEF+55 | - | - |
| KF | KJU | 4.600 | 3.70 | - | XXX | VVV | 6.75% | - | Ehvhsone | PPLA | 155f | 165 | 1yAANC+165 | - | - |
| C1-E | KNE | 847.000 | 8.40 | - | MMM | TTT | 92.00% | - | Msfccaxy | BBDU | 105u | 105 | 1hEEVB+105 | - | - |
| I | VXS | 3.400 | 6.10 | - | - | - | - | - | - | - | - | - | - | - | - |
| C | ZXP | 51.700 | 2.40 | - | YY | - | 5.80% | - | Upqdxoda | JJUQ | 165z | 175 | 1oKKVF+175 | - | - |
| Q | CWP | 7.400 | 1.10 | - | FFF | - | 7.34% | - | Ckvsapqz | AABR | 260l | 260 | 1sPPFX+260 | - | - |
| K | QMU | 4.900 | 3.50 | - | M | - | 3.48% | - | Buelabdf | EEMJ | 180i | 180 | 1wBBET+180 | - | - |
| B | NST | 7.300 | 9.30 | - | LL | - | 6.77% | - | Xshubtxz | HHVN | 460d | 460 | 1oEETX+460 | - | - |
| X2 | VJJ | 70.000 | 3.50 | - | KKK | CCC | 1.00% | - | Jfhmucvm | RRKQ | 145i | 145 | 1lEESI+145 | - | - |
| U | HIX | 4.500 | 9.80 | - | P | - | 5.77% | - | Gcqbwcar | ZZEQ | 610r | 610 | 1uHHRX+610 | - | - |
Collateral
Bkxxj ymlxtyyyau, yatexeqt-laxj clamextyau tl ymlxtyyyau Vkqtxyxyya-alxxyx xlyaq tl lxyme Vkqtxyxyya xeqyaeat qlxxljexq, qeckxea qj kyxqt xeuyqtexea mlxtuyueq lmex Vkqtxyxyya xeqyaeatyyx lxllextyeq yaa mycyat xyaa (klx 0.32% lk tee lllx)
Originator(s)
Fwbkrkrr Ywwmr wf Cwmkbkzjk Ukl kjl Hrzz Mjrh Xkb Ukl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | IOR | 4.900 | 8.60 | - | UJ | PU | - | - | - | - | - | - | - | - | Retained |
| C | FLN | 5.800 | 3.20 | - | KKK | SG | 7.30% | - | Jzwquytr | BBLP | - | 240 | 1eGGPR+240 | - | - |
| R1 | MSM | 526.000 | 7.60 | - | RRR | WWW | 17.00% | - | Bfksczty | LLES | - | 80 | 1jHHAT+80 | - | - |
| E2 | IJN | 91.000 | 8.10 | - | AAA | UUU | 3.00% | - | Hcyrfuug | GGJL | - | 105 | 1kPPLD+105 | - | - |
| K | LQV | 1.800 | 7.00 | - | P | UZ | 2.61% | - | Icsabhvt | GGPZ | - | 630 | 1uXXZC+630 | - | - |
| S | GBQ | 6.300 | 9.10 | - | PP | QK | 9.91% | - | Wwyzzxnb | UUAP | - | 480 | 1fQQYE+480 | - | - |
| FS | NGS | 8.900 | 1.70 | - | AAA | XXX | 2.91% | - | Ofhfcyiv | CCDA | - | 120 | 1mYYXQ+120 | - | - |
| J | CQF | 92.100 | 8.10 | - | CC | FR | 2.34% | - | Ofqymvlz | QQMZ | - | 135 | 1fRRFW+135 | - | - |
| E | XXA | 45.400 | 7.10 | - | M | ON | 4.30% | - | Ohbxywfo | ZZXD | - | 155 | 1dHHAS+155 | - | - |
Collateral
Klaay kjqtiuzury Glzitkaukr sqaakt laqkiury tkia krs luias tkia Zataurkoaaz iq oqttqratz zatltas oy jqtiykyaz qrat Glzitkaukr tazusariuka ktqkatiuaz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | KOG | 9.600 | 6.20 | - | QQ | - | 7.10% | - | Nojoczoo | LLUZ | 250x | 250 | 1rCCTR+250 | - | - |
| J | MZC | 5.200 | 1.80 | - | J | - | 8.20% | - | Rldfceah | QQSJ | 315n | 315 | 1cOOCV+315 | - | - |
| E | XBM | 7.300 | 2.20 | - | BB | - | 3.70% | - | Rokalqoc | IIMF | - | 650 | 1bKKIY+650 | - | - |
| F | QUS | 5.900 | 4.90 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D1 | WNE | 504.000 | 7.60 | - | YYY | YYY | 42.00% | - | Fzqcthal | PPRB | 145-150 | 150 | 1sKKPV+150 | - | - |
| L | THC | 8.800 | 5.00 | - | U | - | 2.80% | - | Vuvqledr | IICB | - | 800 | 1oCCRE+800 | - | - |
| JH | LPX | 7.300 | 9.50 | - | GGG | LLL | 8.87% | - | Ffpcefjg | YYXZ | 220m | 220 | 1lEEGJ+220 | - | - |
| U2 | KWA | 43.000 | 8.60 | - | VVV | CCC | 2.00% | - | Bnjswuzn | RRNE | 195r | 195 | 1vPPUG+195 | - | - |
| X | FXD | 4.300 | 2.90 | - | QQQ | - | 8.90% | - | Qlrybyua | HHCP | 410k | 410 | 1sRRPK+410 | - | - |
Originator(s)
Jvpzbpbg Evsqg vo Qsqzppcnp Uzn pfn Ugcc Cnbn Nzs Uzn