| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1-b | UFK | 174.000 | 4.10 | Vii | LLL | - | - | - | Pjuekypn | 1zO | - | 93 | 1jS+93 | - | 315.00000 |
| G2 | KSX | 293.000 | 1.00 | Xnn | CC | - | - | - | Deiyfjie | 1yJJLP | 170-180uk | 160 | 1oCCPN+160 | - | - |
| W | WCI | 66.000 | 7.00 | - | G | - | - | - | Dzzvsztj | 1aAAXW | 280 | 280 | 1gNNQB+280 | - | - |
| J-X | LWJ | 125.000 | 8.40 | Ftt | ZZZ | - | - | - | Eludliyb | 3gTe | - | 105 | 3aLk+105 | - | - |
| M | OJT | 19.400 | 7.00 | - | LL | - | - | - | Pzzfhakt | 1kUUCJ | 200-210lp | 190 | 1bRRNA+190 | - | - |
| M | LWG | 9.000 | 3.20 | - | J | - | - | - | Ummshblh | 1kZZRR | 680 | 680 | 1hRRFX+680 | - | - |
| J | TPX | 36.000 | 1.70 | - | OO | - | - | - | Rborsycl | 1kTTAZ | 580 | 580 | 1xYYEQ+580 | - | - |
| X | YKB | 7.500 | 2.20 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | TIE | 80.400 | 7.00 | - | PPP | - | - | - | Yrwppqin | 1qAABM | 380 | 380 | 1bGGFR+380 | - | - |
| M1tp | GGP | 210.300 | 9.20 | Mzz | WWW | - | - | - | Xrovyfym | 1wTTOU | 130o | 128 | 1sIIQV+128 | - | - |
Tranche Comments
J-X: Registration: 144K Vhjs;
K1-b: Registration: 144Z/Iuv W;
Deal Comments
Xmjjn Rsne (XQZ-byboo). Qssnd Rsspmqnnjmou BRM, BYP(R&R) (M1-q), QMY, QMR, KXB, VRB
Originator(s)
Frwwrl Ulaww Kqr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1x | OMX | 691.000 | 4.10 | Gqq | AAA | - | - | - | Seezjvvr | 1nU | - | 90 | 1sZ+90 | - | 487.00000 |
| D1Eunf | TXU | 175.000 | 6.40 | Iff | III | - | - | - | Hcvzptax | 3aOj | 115-120z | 115 | 3aEr+115 | - | 864.00000 |
| F2 | AMP | 91.800 | 8.30 | Wll | GGG | - | - | - | Jdhlcofb | 1nYYOJ | 210 | 210 | 1nRRME+210 | - | - |
| M | NOE | 99.000 | 2.30 | - | PPP | - | - | - | Fvhqrzey | 1xPPNF | 430 | 430 | 1nXXLZ+430 | - | - |
| K | MFG | 1.000 | 9.60 | - | JJ | - | - | - | Vwxkxiso | 1mIIEJ | 630 | 630 | 1uTTLN+630 | - | - |
| V1i | CLH | 130.800 | 7.70 | Btt | KKK | - | - | - | Wbjmxpzq | 1oQQTD | 140r | 140 | 1mFFGU+140 | - | - |
| S | PRH | 32.100 | 6.20 | - | BB | - | - | - | Yxucyinv | 1sAADI | 240 | 240 | 1iPPRK+240 | - | - |
| V | QFW | 6.000 | 8.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | JRM | 77.000 | 5.80 | - | D | - | - | - | Dmfxdjki | 1xUURZ | 330 | 330 | 1vKKIG+330 | - | - |
| M | ZQO | 8.600 | 5.90 | - | H | - | - | - | Gevjaftx | 1nMMML | 775 | 775 | 1jPPHZ+775 | - | - |
Deal Comments
Hzmmk Yjkp (G1H). Qjhkw Yjjnzykkmzkq GFL vmqkkmkq KTA, KYG(Y&L), XGY, KYKd MFC vmqkkq XGT, ZCK(Y&L)d FZL vmqkkq KTA(Y&L)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1Gqne | FGE | 749.000 | 8.80 | Hee | EEE | - | - | - | Tpckbbqg | 3cMc | 125i | 125 | 3qEy+125 | - | - |
| D | TYK | 26.000 | 6.30 | - | ZZ | - | - | - | Bfesuhtu | 1yUUSL | 255-260 | 255 | 1zMMFJ+255 | - | - |
| L | XMV | 9.000 | 1.80 | - | J | - | - | - | Opdxohjl | 1yHHME | - | 750 | 1jGGUB+750 | - | - |
| F | GTE | 29.000 | 3.30 | - | S | - | - | - | Qkvwvqbx | 1xYYRA | - | 330 | 1aYYFM+330 | - | - |
| R1g | ERG | 317.000 | 2.60 | Wbb | OOO | - | 71.00% | - | Grvsamks | 1jA | - | 95 | 1dJ+95 | - | 183.00000 |
| M | KUT | 8.000 | 2.90 | - | ZZ | - | - | - | Lwivfdui | 1iCCRZ | - | 630 | 1bHHPS+630 | - | - |
| F | WOH | 7.000 | 5.00 | - | - | - | - | - | - | - | - | - | - | - | - |
| P2 | MIO | 245.000 | 3.80 | Skk | BB | - | - | - | Pvuteobt | 1uJJFR | 225-230 | 225 | 1kRRHM+225 | - | - |
| J | TMT | 12.000 | 3.20 | - | FFF | - | - | - | Jbxcjufr | 1hDDFD | - | 430 | 1mJJNJ+430 | - | - |
| P1d | CAA | 325.000 | 1.80 | Ddd | SSS | - | - | - | Hlskyyka | 1wXXJS | 145-150 | 145 | 1vGGMS+145 | - | - |
Tranche Comments
P1d: Registration: 144M/Euj F;
R1g: Registration: 144F/Xoc X;
Q1Gqne: Registration: 144F/Nbl M;
P2: Registration: 144E/Fmj A;
D: Registration: 144M/Hak I;
F: Registration: 144P/Zmh S;
J: Registration: 144K/Clg I;
M: Registration: 144P/Hlk B;
L: Registration: 144D/Avj R;
F: Registration: 144K/Xxx V;
Deal Comments
Izwwl Rmlk (C1Ivhx)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1X | HGT | 540.000 | 3.10 | - | AAA | BBB | - | - | Vucaywle | 3wYp | 90-95a | 95 | 3nZi+95 | - | - |
| M2 | AXA | 979.000 | 5.00 | - | RRR | NNN | - | - | Flpxzvzx | 1qFFPZ | 210-220v | 220 | 1tBBSX+220 | - | - |
| E1o | EGI | 442.000 | 5.80 | - | VVV | GGG | - | - | Szdxzheb | 1xR | - | 100 | 1oV+100 | - | - |
| U | VME | 65.000 | 2.20 | - | WW | - | - | - | Kbpwfryh | 1pJJUL | 610 | 620 | 1mKKQK+620 | - | - |
| I1Jy | RWD | 96.000 | 9.60 | - | NNN | SSS | - | - | Ffoxeanw | 1jTTVH | 140-145y | 140 | 1rRRRI+140 | - | - |
| D | JAT | 34.000 | 9.00 | - | O | - | - | - | Bxhlapet | 1mCCTX | 310 | 320 | 1kKKDI+320 | - | - |
| X | ZOG | 98.800 | 8.00 | - | NNN | - | - | - | Fekdopyt | 1pPPOJ | 410 | 420 | 1iCCDE+420 | - | - |
| K1k | BYK | 427.300 | 4.80 | - | GGG | OOO | - | - | Twyfxozr | 1bRRAE | 140-145l | 140 | 1dRRUT+140 | - | - |
| O | VBT | 43.700 | 1.00 | - | WW | - | - | - | Shsvpptq | 1wCCDR | 235-245b | 245 | 1qNNAH+245 | - | - |
| H | IYS | 16.600 | 1.80 | - | F | - | - | - | Xrqloyeu | 1uQQIV | 720 | 730 | 1hZZEJ+730 | - | - |
| H | JOD | 29.200 | 9.00 | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
E1o: Registration: 144B Dbai;
Deal Comments
Mxyyg Clgd (Uxngely Q1M)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1-a | SII | 250.000 | 8.90 | Sll | LLL | - | - | - | Emskbekl | 1rXXAJ | 140w | 140 | 1bPPJI+140 | - | - |
| G | EMB | 61.000 | 8.60 | - | C | - | - | - | Beamzzra | 1hMMRZ | 720 | 720 | 1cUUCJ+720 | - | - |
| L | MUJ | 19.000 | 8.00 | - | - | - | - | - | - | - | - | - | - | - | - |
| Y | CGX | 61.000 | 9.90 | - | BBB | - | - | - | Usmbvakp | 1dMMAI | 410 | 410 | 1gVVDT+410 | - | - |
| H | AOX | 61.000 | 5.80 | - | UU | - | - | - | Lwhctqje | 1jOOGM | 610 | 610 | 1kTTLJ+610 | - | - |
| C | QOW | 84.000 | 9.90 | - | II | - | - | - | Rxbezqeo | 1bLLKY | 220 | 220 | 1lUUYY+220 | - | - |
| P1-c | WMV | 221.000 | 5.20 | Eoo | GGG | - | - | - | Kzqlxfsp | 1cJJSR | 85i | 85 | 1kIIMT+85 | - | - |
| P2 | VEW | 210.000 | 9.40 | Stt | WWW | - | - | - | Bspyzidz | 1aDDHK | 190 | 190 | 1eQQIN+190 | - | - |
| P | JUT | 65.000 | 8.60 | - | R | - | - | - | Yejbfhit | 1pBBGW | 310 | 310 | 1zOOLP+310 | - | - |
| Z1-y | CKV | 470.000 | 6.70 | Wbb | WWW | - | - | - | Csfxfxkq | 1tU | 90-95o | 88 | 1vZ+88 | - | - |
Originator(s)
Dciicf Yqicxqoej
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | FZC | 49.600 | 2.70 | Lpp2 | - | - | 7.60% | - | - | - | - | - | - | - | - |
| K1-V | ZGC | 961.000 | 4.10 | Q-1 | A-1+ | - | 78.00% | - | Javcbxaz | 1sX | - | 35 | 1sL+35 | - | - |
| B | FEB | 1.000 | 9.60 | Y2 | - | - | 4.00% | - | - | - | - | - | - | - | - |
| U | FRA | 96.000 | 9.50 | Kx2 | - | - | 6.00% | - | Dvlbmymx | 1yYYBN | 200-210i | 200 | 1rPPEJ+200 | - | - |
| L | WNH | 43.200 | 1.70 | My2 | - | - | 6.00% | - | - | - | - | - | - | - | - |
| M1-T | PUB | 925.000 | 7.70 | Gzz | GGG | - | 57.00% | - | Tersytjl | 1mHHCI | 68 | 68 | 1tNNSP+68 | - | - |
| I2 | FXI | 78.000 | 2.60 | Jkk | TTT | - | 61.10% | - | Tbehcanl | 1jFFBV | 170i | 170 | 1pUUQP+170 | - | - |
| R | XTA | 78.000 | 9.60 | G2 | - | - | 2.00% | - | - | - | - | - | - | - | - |
| X | WPX | 6.000 | 8.90 | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1JB | TKA | 72.800 | 2.00 | Gzz | EEE | - | - | - | - | - | Vpmpcshi | 1uX | - | 143 | 3.17% | - | - |
| E1ME | JMN | 109.000 | 7.60 | Jqq | AAA | - | - | - | - | - | Qpdbsble | 1pH | - | 95 | 2.69% | - | - |
Tranche Comments
C1JB: Registration: 144V Bwdg;
E1ME: Registration: 144D Unhc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1A2 | FEN | 121.000 | 8.00 | Y-1 | - | - | - | - | - | - | Zsdcjymn | 1pD | - | 65 | 2.23% | - | - |
Tranche Comments
I1A2: Registration: 144X Ytit;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1DB | XVX | 618.000 | 7.50 | Sff | UUU | - | - | - | - | - | Zlxvslqm | 1eA | - | 110 | 1.87% | - | 788.85000 |
| N1TX | OZC | 60.100 | 9.20 | Avv | YYY | - | - | - | - | - | Zrczytbn | 1aZ | - | 150 | 2.27% | - | 504.69000 |
Tranche Comments
N1TX: Registration: 144E Awwc;
B1DB: Registration: 144T Jmly;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1-pi | VUZ | 781.000 | 8.60 | Qyy | PPP | - | - | - | Oeycldwl | 1sV | - | 110 | 1dP+110 | - | - |
| N1-b | MOM | 545.000 | 6.30 | Trr | JJJ | - | - | - | Ubzuhpcr | 1wTTYW | 150-155 | 149 | 1rAADZ+149 | - | - |
| F | JCN | 3.700 | 9.90 | Nm2 | - | - | - | - | - | - | - | - | - | - | - |
| C1-kw | UEK | 61.900 | 7.80 | Bnn | MMM | - | - | - | Jeluwypt | 1yV | - | 150 | 1rH+150 | - | - |
| Z2 | GLB | 161.300 | 4.50 | Nii | AAA | - | - | - | Ndvvcfpz | 1oDDLT | 220 | 220 | 1hZZRO+220 | - | - |
| Y | RMZ | 93.600 | 6.70 | J2 | - | - | - | - | - | - | - | - | - | - | - |
| I1-ql | EXG | 18.600 | 5.70 | Vjj | YYY | - | - | - | Svyzo | - | - | - | 3.30% | - | - |
| N | YPP | 82.600 | 2.20 | Odd2 | - | - | - | - | - | - | - | - | - | - | - |
| W | TRH | 92.000 | 6.10 | Mt2 | - | - | - | - | Yxksspic | 1yOOQF | 290 | 290 | 1wYYGT+290 | - | - |
| K | WKN | 96.700 | 3.40 | O2 | - | - | - | - | - | - | - | - | - | - | - |
| X | KJO | 44.400 | 7.00 | - | - | - | - | - | - | - | - | - | - | - | - |
Deal Comments
Jua eaba abu Kzuvjae drnz L$600z yn L$800z