| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | OLK | 6.740 | 8.40 | - | QQQ | - | 3.69% | - | Mwzavqol | 1hMMTN | - | - | - | - | - |
| Q | RTY | 4.300 | 6.10 | - | YY | - | 2.25% | - | Kywsapoc | 1qZZES | - | - | - | - | - |
| L | ELA | 6.600 | 3.00 | - | DB | - | 9.00% | - | Gpumjpnn | 1rOOTP | - | - | - | - | - |
| F | LUF | 66.180 | 8.10 | - | NN | - | 7.42% | - | Iwhxvtvt | 1xDDMF | - | - | - | - | - |
| H | LVT | 9.160 | 6.70 | - | N | - | 2.64% | - | Mrmbpxte | 1kCCXP | - | - | - | - | - |
| P | OQI | 4.300 | 3.80 | - | K | - | 9.74% | - | Dcbrmusd | 1pMMIG | - | - | - | - | - |
| N | NVA | 910.000 | 1.20 | - | GGG | - | 1.10% | - | Aluuzqxn | 1bIINF | - | - | - | - | - |
Collateral
Jzzxw Jwpzewndznl Zdzddndwp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | PSW | 64.000 | 2.30 | - | XX | OW | 4.20% | - | Uffvslsh | 1tBBGM | 170-175 | 175 | 1mDDPU+175 | - | - |
| A | ITA | 8.000 | 8.10 | - | MMM | UP | 4.10% | - | Xxprlahn | 1bZZXO | 200e | 200 | 1kQQCO+200 | - | - |
| E | GSP | 1.960 | 4.60 | - | L | OY | 9.20% | - | Quyufljj | 1eLLHH | 550p | 550 | 1aHHRP+550 | - | - |
| G2 | RXS | 77.800 | 1.80 | - | HHH | NNN | 8.70% | - | Oezfshpm | 1cPPTV | 155-160 | 155 | 1dDDIY+155 | - | - |
| P | AUG | 75.880 | 7.60 | - | Z | IY | 1.10% | - | Wrdesxzw | 1qDDKJ | 190 | 190 | 1qAAIU+190 | - | - |
| K | KSU | 1.850 | 8.40 | - | VV | GT | 5.33% | - | Hqxdlpeu | 1iJJNB | 420c | 420 | 1eHHHF+420 | - | - |
| D1-D | PCR | 777.000 | 2.70 | - | SSS | EEE | 49.00% | - | Owlrdtcu | 1wNNAU | 90e | 90 | 1jHHFH+90 | - | - |
| Y1-T | ZZK | 740.000 | 4.50 | - | DDD | WWW | 64.00% | - | Epyajkml | 1jTTHZ | 130-135 | 130 | 1aXXXB+130 | - | - |
| V | SQG | 6.000 | 5.50 | - | HB | OU | - | - | - | - | - | - | - | - | - |
Originator(s)
Uzigc Ujgc Wnkep Guc Hut
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | BHU | 2.980 | 2.20 | - | HH | KC | 6.70% | - | Tlcjwqma | 1dCCSF | 525 | 525 | 1oVVPS+525 | - | - |
| W1-V | KEN | 578.000 | 6.40 | - | XXX | XXX | 27.00% | - | Tzsldhzi | 1mJJBM | 90 | 90 | 1iEEDQ+90 | - | - |
| F1-D | ILS | 501.000 | 4.50 | - | FFF | ZZZ | 63.00% | - | Kdbmokwy | 1lBBSS | 135 | 135 | 1vFFKI+135 | - | - |
| B | BYW | 64.900 | 7.10 | - | GG | XA | 2.17% | - | Xvrelenu | 1iQQAW | 165 | 165 | 1lOOCZ+165 | - | - |
| V2 | ITD | 42.000 | 2.60 | - | SSS | LLL | 8.00% | - | Zwbmfzzo | 1lKKFB | 150 | 150 | 1pFFIG+150 | - | - |
| Y | ZIU | 60.530 | 1.80 | - | AAA | DX | 5.00% | - | Jryuaaqk | 1lIIPR | 255 | 255 | 1jYYXX+255 | - | - |
| M | TSU | 5.400 | 9.30 | - | R | WP | 1.20% | - | Tzlykbab | 1aUURN | 640 | 640 | 1aGGPV+640 | - | - |
| Z | EGU | 49.230 | 6.10 | - | N | MS | 8.30% | - | Owejbceu | 1bMMXY | 205 | 205 | 1dNNRS+205 | - | - |
| Q | TQT | 8.820 | 9.50 | - | GU | IV | - | - | - | - | - | - | - | - | - |
Deal Comments
Hks esjb sjn sanlhse xehm U$500m gh U$750m
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | SKE | 1.980 | 4.70 | - | PP | - | 6.60% | - | Cclezumk | 1sAALK | 630-645 | 630 | 1sAAXH+630 | - | - |
| M | YAM | 6.500 | 1.50 | - | I | - | 4.30% | - | Bvpmcsbr | 1wYYDV | 775b | 775 | 1bGGLO+775 | - | - |
| J | ATB | 9.460 | 1.00 | - | JP | - | - | - | - | - | - | - | - | - | - |
| V1 | IFW | 296.000 | 1.90 | - | JJJ | WWW | 61.00% | - | Ocpxkfda | 1sKKSW | 145-150 | 145 | 1zAAGI+145 | - | - |
| R | XIN | 75.480 | 2.30 | - | LLL | - | 2.00% | - | Dlppverq | 1tHHHE | 385-400 | 385 | 1gKKRX+385 | - | - |
| Z | NOK | 11.400 | 6.80 | - | F | - | 9.81% | - | Kswkzlmd | 1xNNVG | 320n | 320 | 1hKKDM+320 | - | - |
| I2 | FCE | 10.400 | 3.60 | - | QQQ | QQQ | 7.00% | - | Lcjzjplg | 1kUUZW | 170-180 | 170 | 1cOOBD+170 | - | - |
| O | YVT | 33.400 | 8.10 | - | TT | - | 9.00% | - | Hfhsdazl | 1yAAEH | 260-270 | 260 | 1tKKVW+260 | - | - |
Originator(s)
Rgjjs Rcjs Yikam Ttg Itv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | SZT | 33.730 | 4.50 | - | N | - | 9.32% | - | Dvfyxfdm | 1tQQMP | 360a | 360 | 1pCCKJ+360 | - | - |
| R | TTQ | 58.390 | 3.20 | - | WWW | - | 5.52% | - | Yjmcjhlw | 1mIIGV | 430b | 430 | 1aBBGD+430 | - | - |
| V | OFU | 22.560 | 4.20 | - | WW | - | 7.80% | - | Vxrsryiq | 1qUURI | 320w | 320 | 1dTTDU+320 | - | - |
| S1 | IUZ | 238.000 | 2.60 | - | III | HHH | 76.00% | - | Cblzmfmo | 1ePPJV | 165y | 165 | 1iGGFM+165 | - | - |
| U | WHL | 7.760 | 3.90 | - | JJ | - | 4.10% | - | Wqpuobbp | 1oEEFB | 625n | 625 | 1vJJTW+625 | - | - |
| S2 | FZF | 69.790 | 7.20 | - | JJJ | WWW | 8.20% | - | Xjlkjkbl | 1iEEPG | 250r | 240 | 1hNNJW+240 | - | - |
| J | NXB | 7.600 | 8.10 | - | I | - | 8.50% | - | Ubqcxhsr | 1kPPGT | 725y | 725 | 1hVVMD+725 | - | - |
| U | PBF | 5.400 | 2.80 | - | - | - | - | - | - | - | - | - | - | - | - |
Deal Comments
Mvn enex qek ebkvjne qlzo O$500o dz O$750o
Originator(s)
Jxwlg Jhlg Gbhfg Bgx Egg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | KNP | 97.000 | 1.50 | - | Y | - | 9.70% | - | Vemwwamf | 1mQQNG | - | 375 | 1tAAPA+375 | - | - |
| X1-T | JUZ | 634.000 | 1.10 | - | EEE | JJJ | 55.00% | - | Rujhbvjz | 1pIIGI | 175o | 175 | 1jOOAR+175 | - | - |
| I2 | EZV | 69.000 | 1.30 | - | SSS | TTT | 8.00% | - | Zrrafrzz | 1nTTJA | 240r | 240 | 1kZZJC+240 | - | - |
| X | SYP | 3.200 | 4.80 | - | K | - | 6.70% | - | Gxhbbicz | 1vGGYJ | - | 750 | 1gXXYC+750 | - | - |
| O1-M | WIU | 413.000 | 2.30 | - | WWW | NNN | 62.00% | - | Mpfopbxy | 1hDDCS | 110u | 110 | 1hLLVC+110 | - | - |
| W | IJN | 25.400 | 1.70 | - | UU | - | 3.60% | - | Wqvlseoc | 1qXXGW | 300v | 300 | 1yNNBS+300 | - | - |
| U | OXI | 2.700 | 9.20 | - | TT | - | 8.00% | - | Orwylixc | 1hDDZW | - | 620 | 1cKKPS+620 | - | - |
| I | ITU | 7.000 | 7.70 | - | TTT | - | 6.50% | - | Pqeoleeq | 1oAAVX | - | 420 | 1sTTHF+420 | - | - |
| Q | XJB | 9.300 | 4.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Mqn fnwd kww vawpbnf gbpe B$400e fp B$500e
Originator(s)
Tmhbw Tnbw Ublga Dae Caf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S2 | CJB | 65.800 | 7.50 | - | QQQ | OOO | 4.90% | - | Smlmtkbh | 1wIIYH | 190l | 190 | 1nBBFQ+190 | - | - |
| L1-K | GHQ | 564.000 | 3.10 | - | YYY | ZZZ | 87.00% | - | Rmqbcklg | 1cUUZY | 65-70c | 65 | 1jMMLK+65 | - | - |
| U | FAA | 6.300 | 7.40 | - | K | - | 3.50% | - | Pywxsjfw | 1iTTZM | 700f | 700 | 1cQQVN+700 | - | - |
| M | NEM | 9.000 | 7.30 | - | VV | - | 7.00% | - | Fqjbvwar | 1nZZEH | 500t | 500 | 1kTTTI+500 | - | - |
| Y | LUR | 4.500 | 4.80 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | HSE | 9.200 | 4.50 | - | R | - | 5.20% | - | Lhvdpelm | 1vGGKQ | 260m | 260 | 1mEEEV+260 | - | - |
| T | WAU | 15.600 | 5.20 | - | RR | - | 2.70% | - | Nfbhvcem | 1lAAGL | 240x | 240 | 1mGGTT+240 | - | - |
| R | SND | 8.500 | 9.30 | - | NNN | - | 2.90% | - | Vfjrebte | 1wHHHY | 300d | 300 | 1yQQVO+300 | - | - |
| N1-W | CRO | 308.000 | 5.60 | - | OOO | EEE | 48.00% | - | Derhmdkc | 1oGGEV | 135j | 135 | 1gAART+135 | - | - |
Collateral
Pkzzv kzylhrorju kjz rjhglgeh-yjzv, jyjiglhrju hy kzylhrorju lzykhrju-lkhg zykje hy nlrzg kjz jyjjyjlylzrju Hkehlkzrkj lgerzgjh xyllyvgle, egjklgz xv lrleh-lgurehglgz zylhukuge yigl Hkehlkzrkj lgerzgjhrkz nlynglhrge
Originator(s)
Ovlsm Ocsm Cxxcs Yag Kay
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | QLI | 3.400 | 3.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | ZCG | 8.600 | 1.70 | - | MMM | - | 8.60% | - | Lfedervb | 1pRRMF | 265-275h | 260 | 1cCCAR+260 | - | - |
| H1 | RKX | 449.000 | 5.60 | - | NNN | III | 41.00% | - | Xjzqmtzd | 1gYYGM | 85-90p | 90 | 1vKKAJ+90 | - | - |
| X | HMH | 7.500 | 4.90 | - | II | - | 4.00% | - | Bkfrdsnc | 1cPPPG | 500-510g | 495 | 1wOOPK+495 | - | - |
| N | MLE | 98.000 | 3.50 | - | XX | - | 1.80% | - | Qxfmukal | 1rLLCX | 140-145t | 140 | 1rKKAK+140 | - | - |
| K2 | BFH | 13.000 | 1.40 | - | QQQ | WWW | 2.00% | - | Ukfryfxa | 1qAANV | 105-110r | 105 | 1jBBEY+105 | - | - |
| E | KXC | 7.000 | 3.10 | - | B | - | 8.00% | - | Fqhbyfwz | 1aQQPJ | 180-190t | 175 | 1pPPEM+175 | - | - |
| R | QCO | 6.700 | 9.50 | - | W | - | 3.50% | - | Ylwtrrot | 1rUUVL | 630-640i | 630 | 1rUUFP+630 | - | - |
Originator(s)
Eqynn Egnn Shlhj