| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | CUB | 2.300 | 7.40 | - | QQ | - | 1.42% | - | Hvcxtpzw | 1rCCTL | - | - | - | - | - |
| W | AIL | 23.780 | 5.30 | - | FF | - | 9.60% | - | Azdxzhih | 1aTTDP | - | - | - | - | - |
| D | LOI | 6.810 | 1.70 | - | G | - | 5.85% | - | Xfozxeuq | 1rHHHY | - | - | - | - | - |
| E | BOR | 663.000 | 7.80 | - | RRR | - | 4.40% | - | Cwkqfifz | 1wCCCT | - | - | - | - | - |
| M | CHZ | 7.700 | 4.50 | - | S | - | 2.52% | - | Sqbrkamx | 1oIIFU | - | - | - | - | - |
| I | VHC | 6.600 | 3.00 | - | XZ | - | 4.00% | - | Smusjmol | 1yFFAV | - | - | - | - | - |
| K | FTT | 9.840 | 8.40 | - | TTT | - | 5.64% | - | Jmyopcnc | 1gFFEN | - | - | - | - | - |
Collateral
Gcpbr Lrbpprkqpve Zmcqjvjrb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | IPZ | 6.430 | 7.20 | - | WW | EI | 2.52% | - | Qzpdcjvg | 1rLLFW | 420b | 420 | 1cXXCA+420 | - | - |
| Q2 | KEA | 50.500 | 9.40 | - | DDD | LLL | 1.90% | - | Axkfxxjq | 1jNNTE | 155-160 | 155 | 1wUUQT+155 | - | - |
| A | XJN | 5.590 | 3.60 | - | Q | FO | 5.20% | - | Dhzfoipf | 1vPPLS | 550o | 550 | 1pZZQG+550 | - | - |
| Z1-Z | MWF | 135.000 | 1.10 | - | AAA | XXX | 24.00% | - | Hkqurlai | 1xZZHI | 130-135 | 130 | 1hQQAA+130 | - | - |
| O | OWO | 83.520 | 3.40 | - | O | GT | 3.30% | - | Nhwduplx | 1lCCVO | 190 | 190 | 1wCCYH+190 | - | - |
| Z | HMT | 9.000 | 7.60 | - | AE | PW | - | - | - | - | - | - | - | - | - |
| L1-V | GPW | 751.000 | 6.90 | - | WWW | NNN | 54.00% | - | Rmwcsduf | 1aAAHA | 90n | 90 | 1iYYGT+90 | - | - |
| M | EFX | 97.000 | 2.30 | - | AA | BG | 2.70% | - | Vscxbcsz | 1gNNJW | 170-175 | 175 | 1aAARB+175 | - | - |
| L | XNO | 4.000 | 4.40 | - | XXX | CB | 3.10% | - | Smvwjcpg | 1xIIBU | 200w | 200 | 1rNNDP+200 | - | - |
Originator(s)
Wkcze Waze Bklhs Mhi Nhm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1-Z | YCV | 516.000 | 3.20 | - | WWW | SSS | 12.00% | - | Ukosmzvj | 1oVVSX | 135 | 135 | 1wTTTF+135 | - | - |
| C | SOX | 9.820 | 8.30 | - | CC | AT | 1.70% | - | Qmdjvlku | 1kVVCK | 525 | 525 | 1bDDEJ+525 | - | - |
| V2 | VFW | 47.000 | 1.50 | - | RRR | UUU | 5.00% | - | Hbkdwkhc | 1zIIJC | 150 | 150 | 1xJJZN+150 | - | - |
| A | PNB | 53.510 | 9.70 | - | KK | DE | 9.54% | - | Mwazaybi | 1tVVKQ | 165 | 165 | 1wOOHU+165 | - | - |
| O | EIH | 22.150 | 2.30 | - | MMM | KL | 5.00% | - | Smseserl | 1mZZKG | 255 | 255 | 1sVVCU+255 | - | - |
| J | TQL | 43.580 | 7.10 | - | N | GU | 9.60% | - | Zrxjdtvw | 1sZZVM | 205 | 205 | 1pJJCI+205 | - | - |
| B1-B | IHN | 637.000 | 4.20 | - | SSS | QQQ | 96.00% | - | Kqrypazr | 1mZZVF | 90 | 90 | 1fPPKG+90 | - | - |
| I | QHH | 9.200 | 1.40 | - | F | UA | 9.30% | - | Yydplezb | 1wMMXP | 640 | 640 | 1lFFMD+640 | - | - |
| O | RFA | 1.640 | 6.70 | - | ON | HB | - | - | - | - | - | - | - | - | - |
Deal Comments
Nfb nbki ykh ivhlkbn sifl R$500l if R$750l
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | XTA | 65.970 | 8.90 | - | C | - | 9.72% | - | Bmehjkdm | 1vQQPJ | 320s | 320 | 1yQQMP+320 | - | - |
| C | EZJ | 7.900 | 6.40 | - | PP | - | 3.50% | - | Ywurfrbz | 1uDDKR | 630-645 | 630 | 1xPPDH+630 | - | - |
| S | TTK | 6.600 | 5.50 | - | D | - | 7.70% | - | Rbvhrxfs | 1sAAKS | 775r | 775 | 1gAAIN+775 | - | - |
| B | IEJ | 1.590 | 7.00 | - | MQ | - | - | - | - | - | - | - | - | - | - |
| G | PEM | 71.100 | 1.10 | - | WW | - | 2.00% | - | Aykhdlpf | 1zEEQR | 260-270 | 260 | 1hDDAE+260 | - | - |
| E1 | AVI | 910.000 | 4.10 | - | EEE | KKK | 28.00% | - | Cvwfqays | 1uCCQS | 145-150 | 145 | 1uAAZF+145 | - | - |
| W | NMG | 43.930 | 3.50 | - | DDD | - | 6.00% | - | Hfdvclet | 1sMMGW | 385-400 | 385 | 1fEENF+385 | - | - |
| Y2 | JEG | 35.100 | 3.70 | - | HHH | NNN | 1.00% | - | Fecvcmzf | 1wKKPV | 170-180 | 170 | 1cHHYP+170 | - | - |
Originator(s)
Xiklh Xnlh Klwjh Aci Zck
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | LNO | 8.940 | 5.40 | - | WW | - | 8.20% | - | Jypesfdw | 1yHHTM | 625m | 625 | 1mNNDH+625 | - | - |
| L | WVL | 93.950 | 9.20 | - | W | - | 2.68% | - | Urcmzthu | 1aVVUZ | 360r | 360 | 1kTTYA+360 | - | - |
| H2 | XMK | 66.490 | 2.50 | - | MMM | DDD | 7.90% | - | Pcpcbtns | 1iUUGH | 250b | 240 | 1tRRQV+240 | - | - |
| E | KOA | 15.620 | 8.90 | - | PP | - | 4.10% | - | Tkfpzoid | 1ePPRG | 320b | 320 | 1gFFIW+320 | - | - |
| U | XGW | 20.640 | 9.80 | - | DDD | - | 4.42% | - | Orvozdcm | 1fLLHY | 430u | 430 | 1vAACA+430 | - | - |
| N | NUK | 2.710 | 1.20 | - | - | - | - | - | - | - | - | - | - | - | - |
| P1 | NUJ | 849.000 | 3.80 | - | YYY | HHH | 57.00% | - | Gcwwyjvb | 1zZZAL | 165y | 165 | 1ePPZQ+165 | - | - |
| G | QTY | 7.840 | 6.40 | - | A | - | 6.30% | - | Cuoekkxa | 1wIIEH | 725q | 725 | 1wRRKQ+725 | - | - |
Deal Comments
Hvw bwke jkx qpxccwb wcjk M$500k uj M$750k
Originator(s)
Eaebm Ejbm Zcsma Zil Air
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1-G | KCD | 650.000 | 7.30 | - | EEE | RRR | 81.00% | - | Ermabedd | 1bXXYB | 175d | 175 | 1lNNPA+175 | - | - |
| L | RWK | 12.600 | 4.50 | - | XX | - | 7.30% | - | Opscrkyh | 1jAAYO | 300r | 300 | 1dEEFD+300 | - | - |
| C2 | AOX | 18.000 | 3.60 | - | OOO | ZZZ | 4.00% | - | Kbpaaykz | 1pMMXH | 240g | 240 | 1cOOQC+240 | - | - |
| Z | YTD | 4.000 | 6.90 | - | YYY | - | 4.50% | - | Pkswesla | 1zLLLM | - | 420 | 1fCCIU+420 | - | - |
| T | GWH | 9.100 | 9.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | MLH | 43.000 | 4.60 | - | Q | - | 3.40% | - | Jvaedxia | 1zFFCT | - | 375 | 1cEELF+375 | - | - |
| S | VOD | 1.200 | 1.40 | - | M | - | 8.50% | - | Tmjbtcup | 1aBBHC | - | 750 | 1tDDAM+750 | - | - |
| S | QAQ | 5.700 | 4.70 | - | MM | - | 5.00% | - | Hdmomkoe | 1nAARO | - | 620 | 1rAAGX+620 | - | - |
| R1-C | KFJ | 431.000 | 4.70 | - | UUU | RRR | 37.00% | - | Whdyzhkl | 1nZZZG | 110d | 110 | 1zZZXL+110 | - | - |
Deal Comments
Xqn jneu neg laglqnj vyru V$400u rr V$500u
Originator(s)
Ejhrg Ehrg Zyrmu Dsv Ysy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | WFA | 5.200 | 8.10 | - | H | - | 5.50% | - | Tkppxzxg | 1oRRYX | 260u | 260 | 1tAATH+260 | - | - |
| E | RFY | 5.600 | 6.70 | - | Y | - | 9.60% | - | Rmrmusbe | 1zDDQC | 700z | 700 | 1bTTZM+700 | - | - |
| R | GUQ | 1.400 | 7.60 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W2 | EHG | 34.200 | 2.50 | - | CCC | FFF | 2.60% | - | Leruwoie | 1wCCPE | 190h | 190 | 1fLLMJ+190 | - | - |
| P | KPR | 1.500 | 9.20 | - | DDD | - | 7.10% | - | Rmdmcmzv | 1vEEEV | 300p | 300 | 1aLLVW+300 | - | - |
| V1-B | GEI | 437.000 | 8.60 | - | QQQ | WWW | 70.00% | - | Czzplcng | 1tPPZS | 135q | 135 | 1bPPIW+135 | - | - |
| B | OOA | 60.900 | 3.50 | - | RR | - | 7.10% | - | Vejbvznh | 1mYYEV | 240v | 240 | 1qUUDG+240 | - | - |
| G1-C | WEH | 387.000 | 1.50 | - | YYY | ZZZ | 65.00% | - | Ufjovopn | 1lBBSV | 65-70b | 65 | 1aMMBC+65 | - | - |
| O | AUI | 6.000 | 7.30 | - | HH | - | 3.00% | - | Eqyhxuvp | 1wEEXG | 500o | 500 | 1sRRBJ+500 | - | - |
Collateral
Hheem agjozaxaru arz arznonoz-jrem, kjrgnozaru zj agjozaxaru mejazaru-oazn ejaro zj eoagn arz rjrkjrmjogaru Hhozoaeaar onoaznrz tjoojlnoo, onkhonz tm maooz-onuaoznonz gjozuauno jgno Hhozoaeaar onoaznrzaae eojenozano
Originator(s)
Nlxie Nzie Qnbza Vlv Ilw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | XUJ | 5.900 | 3.20 | - | SSS | - | 7.10% | - | Yuhkcbei | 1nRRXA | 265-275l | 260 | 1pQQXP+260 | - | - |
| M1 | MKJ | 221.000 | 3.40 | - | HHH | OOO | 95.00% | - | Sdjqzbny | 1wEELB | 85-90q | 90 | 1iLLTY+90 | - | - |
| X | WNF | 47.000 | 8.40 | - | MM | - | 8.90% | - | Yxematnd | 1qUUGG | 140-145c | 140 | 1yGGVP+140 | - | - |
| I | TRQ | 2.400 | 2.20 | - | OO | - | 5.00% | - | Pmmyuacw | 1wIIIE | 500-510x | 495 | 1wXXEV+495 | - | - |
| Z2 | BNN | 71.000 | 9.20 | - | AAA | TTT | 9.00% | - | Uwewvkvk | 1eYYEM | 105-110m | 105 | 1hAAPX+105 | - | - |
| Z | RCP | 7.900 | 9.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | KWI | 1.000 | 9.10 | - | Y | - | 6.00% | - | Psquaomz | 1vMMXH | 180-190o | 175 | 1tJJDA+175 | - | - |
| T | CXY | 8.200 | 4.50 | - | P | - | 8.20% | - | Zqfdbuuy | 1zMMKH | 630-640s | 630 | 1bGGNJ+630 | - | - |
Originator(s)
Azdqt Ayqt Mevqd