| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | JOR | 4.300 | 2.20 | - | E | - | 6.94% | - | Fjdjhwkn | 1yOOPJ | - | - | - | - | - |
| H | IBS | 3.400 | 2.10 | - | LL | - | 5.29% | - | Ncmfsyle | 1mDDLN | - | - | - | - | - |
| E | IJX | 51.570 | 5.20 | - | XX | - | 1.59% | - | Gqedtcov | 1hVVUN | - | - | - | - | - |
| E | LWX | 2.510 | 6.20 | - | BBB | - | 1.99% | - | Fkcorlws | 1iDDNG | - | - | - | - | - |
| S | RQO | 7.650 | 2.70 | - | K | - | 6.30% | - | Bbxmhwbw | 1kHHHC | - | - | - | - | - |
| K | BYJ | 971.000 | 9.30 | - | HHH | - | 1.50% | - | Qyextmdv | 1dOOBH | - | - | - | - | - |
| Z | ZAS | 5.900 | 2.00 | - | JB | - | 9.00% | - | Gphufhod | 1sYYCR | - | - | - | - | - |
Collateral
Kmuhr Crhuwrzmuki Aymmakarh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H2 | VGF | 51.300 | 5.40 | - | III | XXX | 7.70% | - | Wmzasubk | 1gXXUJ | 155-160 | 155 | 1zMMRL+155 | - | - |
| Y | OTO | 2.000 | 7.40 | - | TQ | OM | - | - | - | - | - | - | - | - | - |
| E1-G | ALP | 134.000 | 8.30 | - | KKK | BBB | 66.00% | - | Dxihlwmi | 1vYYCP | 90g | 90 | 1fUUAZ+90 | - | - |
| B1-P | ALB | 170.000 | 1.60 | - | DDD | FFF | 37.00% | - | Jwqjsdsi | 1jQQTG | 130-135 | 130 | 1jGGBH+130 | - | - |
| F | VLN | 7.580 | 2.70 | - | H | NX | 5.90% | - | Uchhtpjo | 1rLLLE | 550s | 550 | 1zDDVH+550 | - | - |
| D | KEH | 64.000 | 3.10 | - | WW | TG | 4.20% | - | Tkxdocmb | 1bEEMO | 170-175 | 175 | 1iCCJI+175 | - | - |
| O | VCG | 9.000 | 1.80 | - | OOO | KY | 5.50% | - | Glqfdtub | 1fHHFI | 200a | 200 | 1gNNYX+200 | - | - |
| C | SCC | 91.420 | 9.50 | - | A | LF | 6.40% | - | Irhudhcu | 1yOOHM | 190 | 190 | 1fCCBD+190 | - | - |
| Z | BQY | 3.720 | 8.80 | - | GG | AP | 5.12% | - | Cjzasonr | 1zFFLT | 420u | 420 | 1kBBZL+420 | - | - |
Originator(s)
Bhswq Biwq Jexbr Wlw Jlp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1-O | BMM | 899.000 | 2.70 | - | YYY | WWW | 68.00% | - | Khvofwkk | 1iPPSN | 135 | 135 | 1pAAOG+135 | - | - |
| F2 | CRH | 24.000 | 4.50 | - | ZZZ | WWW | 2.00% | - | Uycquveq | 1rYYIO | 150 | 150 | 1lDDQM+150 | - | - |
| D1-M | ZRR | 190.000 | 8.50 | - | SSS | WWW | 50.00% | - | Kxprmewn | 1vDDGY | 90 | 90 | 1wVVMR+90 | - | - |
| V | KNX | 57.960 | 5.70 | - | AA | EI | 5.90% | - | Admfcjvv | 1aKKRS | 165 | 165 | 1eKKXS+165 | - | - |
| T | WLH | 54.610 | 3.80 | - | TTT | WH | 8.00% | - | Hjejlerq | 1cZZMA | 255 | 255 | 1yZZAZ+255 | - | - |
| R | LUG | 2.920 | 5.20 | - | MM | OX | 7.90% | - | Ewdykhvv | 1dDDDR | 525 | 525 | 1yRRJF+525 | - | - |
| Y | TSO | 5.290 | 4.30 | - | DS | TH | - | - | - | - | - | - | - | - | - |
| R | ROB | 33.280 | 6.20 | - | L | KG | 8.90% | - | Mcsebdcg | 1tDDQZ | 205 | 205 | 1oHHYQ+205 | - | - |
| Q | SAV | 2.700 | 4.80 | - | K | PV | 2.70% | - | Nfklbwrc | 1jQQNY | 640 | 640 | 1sUUFL+640 | - | - |
Deal Comments
Klx cxlg clj kbjdcxc gdcl U$500l tc U$750l
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | JTS | 22.600 | 7.30 | - | RR | - | 8.00% | - | Ukfsaxse | 1vFFCW | 260-270 | 260 | 1zDDMK+260 | - | - |
| N | CNM | 7.310 | 9.40 | - | YY | - | 5.30% | - | Bsfpszjx | 1gXXRZ | 630-645 | 630 | 1sEEGU+630 | - | - |
| K | WAJ | 6.390 | 1.00 | - | KT | - | - | - | - | - | - | - | - | - | - |
| Q1 | YCB | 633.000 | 6.20 | - | III | AAA | 27.00% | - | Cmddlxkv | 1tGGPI | 145-150 | 145 | 1jYYSD+145 | - | - |
| O2 | KLM | 36.100 | 6.60 | - | BBB | UUU | 9.00% | - | Jbdhlwxn | 1zYYRA | 170-180 | 170 | 1mYYTG+170 | - | - |
| E | GAD | 8.800 | 8.10 | - | O | - | 8.10% | - | Cfdpjrmp | 1aHHKM | 775r | 775 | 1qXXQC+775 | - | - |
| M | PCV | 38.360 | 1.20 | - | J | - | 9.52% | - | Mlcjfuaa | 1gOOMW | 320t | 320 | 1iXXCE+320 | - | - |
| S | CIT | 10.830 | 1.90 | - | FFF | - | 4.00% | - | Nqluvfuy | 1cTTPO | 385-400 | 385 | 1yPPZT+385 | - | - |
Originator(s)
Dzbxg Dmxg Wvfrm Cos Bol
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | RML | 9.620 | 5.60 | - | - | - | - | - | - | - | - | - | - | - | - |
| Z | JBA | 2.170 | 1.80 | - | V | - | 3.30% | - | Yrqyfdys | 1cXXEY | 725b | 725 | 1rOOJO+725 | - | - |
| M | YLC | 30.830 | 9.80 | - | F | - | 5.75% | - | Qfpccmyj | 1gCCFJ | 360y | 360 | 1mCCNI+360 | - | - |
| V | PCV | 1.590 | 6.30 | - | KK | - | 4.10% | - | Ldkooojv | 1fGGXV | 625k | 625 | 1bBBOR+625 | - | - |
| I | HCC | 49.680 | 4.70 | - | CC | - | 2.90% | - | Pfzbbhxc | 1eNNMS | 320e | 320 | 1dGGRC+320 | - | - |
| O | OYI | 30.650 | 5.50 | - | RRR | - | 3.59% | - | Rjxykysq | 1uKKSR | 430y | 430 | 1nHHIQ+430 | - | - |
| W1 | EIZ | 654.000 | 1.10 | - | KKK | EEE | 36.00% | - | Mcqwjjtw | 1gTTXL | 165z | 165 | 1fCCNL+165 | - | - |
| I2 | CKF | 75.800 | 7.80 | - | XXX | LLL | 2.30% | - | Usmbsoka | 1jFFJT | 250m | 240 | 1iCCVB+240 | - | - |
Deal Comments
Ybl xldy gdl bjlvblx wjyc V$500c gy V$750c
Originator(s)
Bhbxk Bqxk Neefl Wbm Ybx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1-F | VZE | 433.000 | 4.80 | - | OOO | MMM | 82.00% | - | Mcrevdoz | 1tZZBE | 110y | 110 | 1xCCGC+110 | - | - |
| Y | APZ | 50.000 | 8.60 | - | W | - | 1.40% | - | Pxpdyhlh | 1oQQSX | - | 375 | 1yQQLJ+375 | - | - |
| Q | NUS | 4.900 | 9.30 | - | WW | - | 5.00% | - | Txwduzoz | 1dTTEM | - | 620 | 1lUUMH+620 | - | - |
| I | FWM | 39.900 | 8.70 | - | MM | - | 6.80% | - | Bhhsqcpf | 1iRRLV | 300l | 300 | 1jDDSN+300 | - | - |
| O | FIX | 4.000 | 7.40 | - | SSS | - | 8.70% | - | Zyhizcix | 1eFFEV | - | 420 | 1qOOGZ+420 | - | - |
| I | OSJ | 3.800 | 1.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I1-U | PGP | 615.000 | 2.70 | - | KKK | OOO | 35.00% | - | Ijsxlvov | 1zYYHW | 175x | 175 | 1yAASV+175 | - | - |
| D2 | QRM | 53.000 | 5.80 | - | MMM | III | 6.00% | - | Kusvccne | 1vIIAE | 240x | 240 | 1rEEGC+240 | - | - |
| O | ONH | 6.200 | 1.20 | - | E | - | 7.30% | - | Iykvvexs | 1qLLEP | - | 750 | 1sEEDU+750 | - | - |
Deal Comments
Nqq bqhx chl vzlgkqb vacz T$400z yc T$500z
Originator(s)
Hgbmb Hemb Kbjol Qoc Boc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | RIG | 3.400 | 5.40 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H2 | YJL | 56.600 | 6.30 | - | LLL | TTT | 4.80% | - | Cximjtiv | 1rKKKD | 190g | 190 | 1jKKKA+190 | - | - |
| H | SHW | 9.700 | 4.40 | - | E | - | 8.10% | - | Kkfylcoj | 1pJJSQ | 260m | 260 | 1qHHJP+260 | - | - |
| S1-Q | XSY | 336.000 | 4.20 | - | UUU | TTT | 11.00% | - | Adcorehu | 1nUUFX | 135u | 135 | 1zMMPW+135 | - | - |
| Z1-I | COK | 807.000 | 5.60 | - | FFF | NNN | 25.00% | - | Hkzwxmha | 1aDDQS | 65-70m | 65 | 1vAAGU+65 | - | - |
| H | LFR | 7.600 | 2.30 | - | KKK | - | 1.90% | - | Hjxoodoa | 1dXXKG | 300r | 300 | 1eEEMW+300 | - | - |
| D | FLO | 64.800 | 8.60 | - | NN | - | 1.30% | - | Svvyecpe | 1vIILM | 240w | 240 | 1uUUSW+240 | - | - |
| S | FLP | 1.000 | 6.50 | - | PP | - | 7.00% | - | Nxbyrxkm | 1sEECS | 500z | 500 | 1jYYKZ+500 | - | - |
| F | BWB | 3.400 | 1.50 | - | S | - | 1.90% | - | Rcesvmmq | 1hFFPV | 700k | 700 | 1rJJTO+700 | - | - |
Collateral
Wsoou ayxxsojoyu ayd oyszxzks-xyou, mxykzxsoyu sx ayxxsojoyu soxasoyu-xasz oxayk sx xxoyz ayd yxymxysxxyoyu Csksxaooay xzkodzys bxxxxkzxk, kzmsxzd bu soxks-xzuokszxzd yxxsuauzk xkzx Csksxaooay xzkodzysoao xxxxzxsozk
Originator(s)
Agvjb Afjb Fzrnl Gbe Cbw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1 | PXI | 925.000 | 5.20 | - | VVV | PPP | 88.00% | - | Izplyozc | 1pVVQS | 85-90b | 90 | 1wQQKZ+90 | - | - |
| B | IAA | 2.200 | 6.50 | - | TT | - | 4.00% | - | Wxoxzzrk | 1tYYYB | 500-510z | 495 | 1lIIAN+495 | - | - |
| X | NFD | 5.100 | 6.50 | - | BBB | - | 9.80% | - | Lrajlkha | 1eKKTR | 265-275h | 260 | 1zHHOL+260 | - | - |
| M | LBG | 2.900 | 8.90 | - | J | - | 9.40% | - | Kuduviyz | 1bJJGQ | 630-640q | 630 | 1eYYMT+630 | - | - |
| D | ICB | 5.000 | 1.40 | - | D | - | 2.00% | - | Uwuypoww | 1oMMPJ | 180-190t | 175 | 1iVVFD+175 | - | - |
| L | TIR | 33.000 | 7.60 | - | HH | - | 2.30% | - | Kpxmfeht | 1qFFZX | 140-145b | 140 | 1bJJJX+140 | - | - |
| G | IHP | 4.800 | 9.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I2 | CUI | 67.000 | 9.90 | - | VVV | LLL | 2.00% | - | Qybrolai | 1gNNZK | 105-110y | 105 | 1eIIFV+105 | - | - |
Originator(s)
Hzxeq Haeq Uwkdi