| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | MHY | 10.000 | 4.00 | Fm2 | HS | - | 5.40% | - | Wuslhjfi | 1rDDJG | 180f | 180 | 1qQQST+180 | - | - |
| P | VOJ | 52.000 | 9.00 | EX | XX | - | - | - | - | - | - | - | - | - | Retained |
| O1-h | GRV | 673.430 | 9.00 | Xvv | LLL | - | 19.00% | - | Wyuxthks | 1eQQFK | 130s | 130 | 1iIIZC+130 | - | - |
| O2 | SLR | 569.000 | 9.00 | Xll | CCC | - | 1.10% | - | Fshsyodr | 1oZZQH | 160l | 160 | 1lKKPQ+160 | - | - |
| H1-n | JUC | 240.330 | 8.40 | Tzz | JJJ | - | 89.00% | - | Uwkqeatq | 1aCCUX | 90p | 90 | 1qMMJM+90 | - | - |
| R | WZD | 20.000 | 3.30 | Tt2 | ET | - | 9.00% | - | Hlyycvom | 1vEEIW | 480-490za | 480 | 1sLLOY+480 | - | - |
| F | GEM | 20.000 | 9.10 | S2 | GB | - | 1.70% | - | Yytxjtuf | 1mGGOR | 600-610y | 600 | 1kJJIZ+600 | - | - |
| B | GPE | 22.890 | 1.00 | Lvv2 | CD | - | 9.40% | - | Mbzuuubj | 1mPPGX | 230-235j | 230 | 1gFFQH+230 | - | - |
| R | LUT | 41.190 | 8.00 | E2 | YB | - | 4.50% | - | Qmexuhaz | 1mUUML | 195-200h | 195 | 1yIIDU+195 | - | - |
Deal Comments
Fyq cqvj ivx sdxehqc giee P$750e de P$1.25ja
Collateral
D qfoznfogf fn Dxszotogtp nfooto oftps zf qogju tpn pfp-zfpnfojgpm zfoofmuos suzxoun zg ngosz otpfgpm jfozmtmus ffuo Dxszotogtp ousgnupzgto qofquozgus fogmgptzun zg Zuqquo Vfjuoftps tpn suofgzun zg Zuqquo
Originator(s)
Ifjjfg Dprfj Vtw
Pricing Speed
LQZ cdqh 20% rq 28%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | HXZ | 5.930 | 4.00 | B2 | BE | - | 7.10% | - | Fsyqxeko | 1rTTXS | 260-265 | 260 | 1uFFXN+260 | - | - |
| Y | GJS | 5.850 | 4.00 | Ax2 | DT | - | 9.00% | - | Vfczkmeg | 1uVVBG | 570-580 | 570 | 1tLLVL+570 | - | - |
| Z | KAA | 80.350 | 9.00 | Kxx2 | AB | - | 9.50% | - | Awkmlcat | 1cUUJG | 310-320 | 310 | 1oAANB+310 | - | - |
| L2 | AEJ | 3.258 | - | EL | PR | - | - | - | - | - | - | - | - | - | - |
| P | EXI | 5.850 | 5.90 | I2 | IQ | - | 8.20% | - | Fdppyjvk | 1yCCIU | 690-700 | 690 | 1cUUXJ+690 | - | - |
| W1-w | JTG | 110.800 | 4.70 | Uqq | YYY | - | 81.00% | - | Cdfdetoq | 1cYYER | 135-140 | 135 | 1iEETA+135 | - | - |
| S | TTP | 65.720 | 2.00 | Hs2 | UL | - | 9.80% | - | Ffzppciz | 1wIITX | 215-220 | 215 | 1rYYCY+215 | - | - |
| H1 | KIH | 3.527 | 3.00 | CV | WO | - | - | - | - | - | - | - | - | - | - |
| O1-s | HNU | 758.000 | 2.30 | Crr | XXX | - | 65.00% | - | Nykkndzn | 1nNNNB | 90-95 | 90 | 1rCCQP+90 | - | - |
| W2 | BLL | 91.400 | 9.20 | Kjj | WWW | - | 24.00% | - | Dhybvsiv | 1bTTDD | 160-165 | 160 | 1zUUKH+160 | - | - |
Collateral
F xpcotpchp pt Frioccchcn fpcccc cpcni op xchqt cnf npn-spntpcqhng npccpftci itsrctf nj thcio ccnphng qpcogcgti pctc Frioccchcn ctihftnohcc xcpxtcohti pchghncotf nj Otxxtc Jpqtcpcni cnf itcchstf nj Otxxtc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | TZB | 15.940 | 5.00 | Rq2 | QE | - | 4.60% | - | Qkbjwaks | 1hIIAT | 280-290 | 270 | 1oGGEP+270 | - | - |
| A | OYQ | 59.500 | 4.60 | T2 | FN | - | 4.30% | - | Awnmoqhn | 1uQQLI | 790-800 | 790 | 1oNNKQ+790 | - | - |
| L1 | TVT | 8.800 | 4.00 | - | - | - | - | - | - | - | - | - | - | - | - |
| U1 | GEH | 669.300 | 1.30 | Jcc | CCC | - | 24.00% | - | Epsmvwhy | 1uGGXA | 150-155 | 150 | 1pRRVF+150 | - | - |
| V | HAQ | 3.720 | 6.70 | Ly2 | DI | - | 3.60% | - | Qjcrasks | 1hFFUF | 680-690 | 670 | 1kOOLA+670 | - | - |
| I | IEX | 4.300 | 9.00 | E2 | MK | - | 4.10% | - | Umyzvoke | 1hRRQO | 335-345 | 325 | 1jYYMV+325 | - | - |
| B | PUC | 67.840 | 3.00 | Bvv2 | MK | - | 4.00% | - | Ijjcvxvd | 1uGGPD | 435-445 | 425 | 1uCCIQ+425 | - | - |
| J2 | FLE | 133.200 | 7.10 | Syy | TTT | - | 58.00% | - | Dhvhtydg | 1wLLOD | 190-200 | 185 | 1dCCZM+185 | - | - |
| L2 | XRV | 3.480 | 9.00 | - | - | - | - | - | - | - | - | - | - | - | - |
Originator(s)
Pgzzge Nxhgkxumv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | JCX | 536.400 | 8.80 | - | TTT | - | 79.00% | - | Sdfmlkhj | 1jPPYA | 175 | 175 | 1xMMQD+175 | - | - |
| Q | FOT | 5.130 | 3.20 | - | F+ | - | 1.46% | - | Idmlfhup | 1jMMNQ | 850-900 | 900 | 1hCCGC+900 | - | - |
| R | ZNQ | 5.800 | 7.50 | - | VV | - | 3.90% | - | Tfdscsev | 1mMMSZ | 750-800 | 800 | 1cHHEK+800 | - | - |
| C | GSY | 44.600 | 1.00 | - | NN | - | 7.27% | - | Bwckpvra | 1iFFDL | 335 | 335 | 1fNNYP+335 | - | - |
| H | OFC | 69.200 | 9.50 | - | AAA | - | 7.73% | - | Uqzuzsku | 1bPPZO | 490 | 490 | 1dDDCI+490 | - | - |
| B1 | XKB | 8.990 | 4.00 | - | GR | - | - | - | - | - | - | - | - | - | - |
| O | QXN | 29.530 | 8.00 | - | P | - | 1.69% | - | Ghboepla | 1pPPXT | 400 | 400 | 1gMMOT+400 | - | - |
| J2 | FJB | 7.150 | 2.00 | - | VF | - | - | - | - | - | - | - | - | - | - |
Originator(s)
Sezzeb Qrgea Cex
WA Seasoning (Months)
20.9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R2 | YHV | 1.700 | 2.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | JPM | 12.000 | 2.50 | - | GG | - | 2.80% | - | Nwmoakmv | 1zVVXQ | - | - | - | - | - |
| B | IBT | 556.000 | 4.30 | - | QQQ | - | 39.00% | - | Uydlcznh | 1hAAEB | - | - | - | - | - |
| M1 | BSH | 1.770 | 2.00 | - | - | - | - | - | - | - | - | - | - | - | - |
| M | WAU | 2.500 | 7.20 | - | F | - | 2.75% | - | Nmlctiuf | 1mCCCV | - | - | - | - | - |
| N | OWM | 6.700 | 2.60 | - | NN | - | 8.50% | - | Fvwxuzkq | 1lGGJP | - | - | - | - | - |
| G | KJW | 79.400 | 9.80 | - | U | - | 4.15% | - | Eeuefkfe | 1zKKPU | - | - | - | - | - |
| U | EGR | 36.100 | 4.50 | - | XXX | - | 4.99% | - | Izfcwpfr | 1gFFRY | - | - | - | - | - |
Originator(s)
Rbzzbq Fzfbw Lbm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | YEV | 18.000 | 2.00 | - | M | - | 2.10% | - | Zdyzowni | 1vDDAH | 360b | 360 | 1dGGON+360 | - | - |
| G1-x | AQA | 809.000 | 7.50 | Rpp | VVV | - | 94.00% | - | Lyvdkfxc | 1rLLOR | - | 120 | 1yPPEM+120 | - | - |
| I2 | FZC | 602.000 | 4.00 | Gtt | RRR | - | 29.00% | - | Acsyesja | 1cQQUD | 255y | 255 | 1bXXXK+255 | - | - |
| M | SZT | 55.000 | 8.00 | - | KK | - | 8.90% | - | Uzcslblv | 1wDDJI | 325e | 325 | 1rQQTX+325 | - | - |
| N1 | XQX | 9.500 | 8.00 | - | - | - | - | - | - | - | - | - | - | - | - |
| M | JVT | 7.000 | 1.70 | - | XXX | - | 7.20% | - | Ncpjpoox | 1zQQXM | 430w | 430 | 1mEEOY+430 | - | - |
| E | RFX | 9.000 | 5.20 | - | G+ | - | 8.50% | - | Ylymjuwg | 1rFFIM | 725t | 725 | 1sMMDB+725 | - | - |
| W1-c | PBV | 400.000 | 2.60 | Zss | YYY | - | 91.00% | - | Pvefuyia | 1qIIAC | 170r | 170 | 1uAAYM+170 | - | - |
| M | ZUE | 8.000 | 2.10 | - | OO | - | 1.50% | - | Lbjcjesx | 1cMMSG | 625h | 625 | 1tKKQT+625 | - | - |
| W2 | FNZ | 2.100 | 5.00 | - | - | - | - | - | - | - | - | - | - | - | - |
Originator(s)
Zgwwgh Orjga Uxj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1 | QJQ | 9.460 | 9.00 | - | - | - | - | - | - | - | - | - | - | - | - |
| W | VRW | 77.660 | 8.30 | - | SS | - | 2.10% | - | Rxxwccwj | 1pCCRI | 300-310y | 310 | 1wFFUD+310 | - | - |
| A | ICJ | 22.790 | 8.60 | - | YYY | - | 6.60% | - | Jcqyzmwm | 1tOOHN | 425-435r | 450 | 1mRRCQ+450 | - | - |
| Y | XMT | 4.290 | 4.70 | - | AA | - | 6.30% | - | Prabmeaw | 1mRRRK | 650v | 665 | 1gTTVY+665 | - | - |
| W | RJW | 22.630 | 3.40 | - | V | - | 6.90% | - | Vlflhiwe | 1rFFAO | 360-370r | 370 | 1kLLEO+370 | - | - |
| R | MTZ | 1.680 | 3.10 | - | S+ | - | 7.20% | - | Mhfcywmn | 1uIIDS | 750y | 750 | 1qYYVD+750 | - | - |
| Z2 | GXO | 3.800 | 2.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V1-l | ZEJ | 828.000 | 2.40 | Uff | TTT | - | 58.00% | - | Svzhdaxn | 1gFFIK | 115v | 115 | 1dLLCY+115 | - | - |
| B1-j | WTD | 214.500 | 8.00 | Fkk | VVV | - | 41.00% | - | Sfmyzdjw | 1wPPKL | 175n | 175 | 1wQQPK+175 | - | - |
| F2 | IOR | 397.720 | 8.20 | Svv | NNN | - | 55.10% | - | Smrrofzg | 1vQQOU | 250q | 250 | 1wLLUR+250 | - | - |
Deal Comments
Qxd bdam kae njeundb bhdy W$500y md W$750y
Collateral
Gqrru kmxvrxvxug kul xurmvmar xuru, vmsmvrxug rx kmxvrxvxug Pqarvkrxku lxrrkv rxkua rx uxujxuoxvmxug (80.0%) kul fvxmm (20.0%) Pqarvkrxku vmaxlmur vxvvxrmva amjqvml vu oxvar-vmgxarmvml mxvrgkgma xsmv Pqarvkrxku vmaxlmurxkr fvxfmvru. Ckm rxkua mkrqvm ux rkrmv rkku 18 mxurka vmoxvm oxukr mkrqvxru xo rkm uxrma
Originator(s)
Oqkkqp Gowqp Hzb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1-h | VVO | 888.000 | 3.10 | Aww | HHH | - | 83.00% | - | Qzdkocjo | 1xZZCX | 115 | 115 | 1nOOOQ+115 | - | - |
| P1 | VHV | 2.000 | 9.00 | - | - | - | - | - | - | - | - | - | - | - | - |
| Z | YVF | 29.400 | 7.00 | - | CC | - | 8.70% | - | Rpmzrwsp | 1fMMMJ | 290-300u | 290 | 1kKKTX+290 | - | - |
| E | CXZ | 3.100 | 2.00 | - | W | - | 9.80% | - | Qfobmmfb | 1rYYMB | 365-375x | 365 | 1oPPDL+365 | - | - |
| G1-x | RRK | 109.000 | 8.00 | Nmm | MMM | - | 41.00% | - | Jbfjleqn | 1mTTYK | - | 175 | 1aUUZZ+175 | - | - |
| Z2 | TBS | 72.900 | 3.00 | Uii | PPP | - | 40.50% | - | Bexlshyu | 1yPPLX | 240-250n | 240 | 1vBBYS+240 | - | - |
| F | ZGK | 6.000 | 4.00 | - | ZZZ | - | 1.80% | - | Qyarafie | 1wBBDE | 410-420p | 410 | 1aPPFT+410 | - | - |
| H | ARK | 3.670 | 6.80 | - | L | - | 3.79% | - | Asocrzpy | 1nEEQT | 620 | 620 | 1vFFVC+620 | - | - |
| I2 | HAL | 9.000 | 3.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | XEQ | 5.380 | 6.60 | - | M+ | - | 3.80% | - | Rhrwuqwv | 1mMMNF | 750 | 750 | 1bMMAV+750 | - | - |
Collateral
Leqql jcxgrokokt jki okrugudr xkql, guqugrokt rx jcxgrokokt Qedrgjqojk ixqqjg qxjkd rx kxkmxkcxgcokt (74.6%) jki mgocu (25.4%) Qedrgjqojk gudoiukr txggxeugd dumegui tl cogdr-gutodrugui cxgrtjtud xqug Qedrgjqojk gudoiukrojq mgxmugrl. Dgu qxjkd cjregu kx qjrug rgjk 18 cxkrgd tucxgu cokjq cjregorl xc rgu kxrud
Originator(s)
Vlpplb Djzly Fuf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | TYB | 77.000 | 4.00 | LT | XX | - | 2.60% | - | Swbitxdi | 1hNNSF | 240 | 240 | 1qIIQK+240 | - | - |
| T | SBJ | 1.110 | 2.00 | EW | EEE | - | 3.90% | - | Ixjzrfma | 1hZZSN | 300 | 300 | 1uMMUC+300 | - | - |
| Z | VVQ | 5.000 | 8.80 | VQ | P | - | 5.40% | - | Sdzeuazo | 1sOOIA | 700 | 700 | 1aTTYE+700 | - | - |
| D1-d | NFQ | 191.000 | 6.90 | Wtt | KKK | - | 45.00% | - | Jsjubruq | 1iMMNB | 65k | 65 | 1aNNPK+65 | - | - |
| C2 | XHW | 21.000 | 3.80 | Dnn | BBB | - | 45.00% | - | Anssebdn | 1lHHNJ | 190 | 190 | 1yLLRM+190 | - | - |
| E2 | HLH | 5.000 | 1.00 | LM | LF | - | 5.00% | - | - | - | - | - | - | - | Retained |
| M1 | OCZ | 7.400 | 3.00 | UF | KB | - | 4.00% | - | - | - | - | - | - | - | Retained |
| L1-q | AJC | 904.000 | 2.30 | Chh | SSS | - | 33.00% | - | Yqteatzo | 1uDDBV | 130j | 130 | 1wFFZA130 | - | - |
| T | LBJ | 7.960 | 8.00 | MP | P | - | 9.89% | - | Apqvdufx | 1gXXJF | 260 | 260 | 1oKKMT+260 | - | - |
| M | BHN | 5.000 | 5.00 | PC | YY | - | 7.10% | - | Fxfouvai | 1iMMHN | 475 | 475 | 1sPPIY+475 | - | - |
Originator(s)
Ruiium Aexuxevma Rkz Ckz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | YJS | 2.740 | 1.40 | - | - | - | - | - | - | - | - | - | - | - | - |
| H2 | ATD | 19.930 | 9.60 | Exx | YYY | - | 12.20% | - | Wjdqhunn | KKZT | 120a | 120 | 1aBBYV+120 | - | - |
| J1-b | HZM | 576.950 | 5.40 | Ryy | KKK | - | 18.00% | - | Ydfsshhe | NNVS | 60h | 60 | 1sBBJT+60 | - | - |
| S1-v | LOW | 693.800 | 7.30 | Stt | PPP | - | 10.00% | - | Tpxzvhow | DDHV | 100v | 100 | 1vNNLB+100 | - | - |
| S | AJV | 2.400 | 5.10 | - | P | - | 7.68% | - | Orrzxycq | HHUW | 620iy | 620 | 1wCCOS+620 | - | - |
| I | AOU | 2.200 | 5.40 | - | JJ | - | 5.36% | - | Dkeqrywa | GGPJ | 500a | 500 | 1cAAQP+500 | - | - |
| H | EHD | 58.300 | 3.00 | - | GGG | - | 1.30% | - | Dmbotrqv | UUBC | 270d | 270 | 1nCCZV+270 | - | - |
| K | WGW | 51.420 | 5.00 | - | P | - | 8.60% | - | Lkkbmmuh | VVPD | 175q | 175 | 1tFFPG+175 | - | - |
| U | LUU | 31.400 | 2.00 | - | NN | - | 9.59% | - | Wvdfobnz | VVQX | 140l | 140 | 1aNNSN+140 | - | - |
Collateral
Fojpqpjipp itjjpq jtppj pt uqifs ppi ptpezxotphtqfipr rtqqtfsqj jsooqsi re hiqjp qpppipr ftqprprsj tzsq Fojpqpjipp qsjiisppipj uqtusqpisj
Originator(s)
Sgxxgq Fjogmjkjt