| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | SAG | 63.000 | 5.60 | - | WW | - | - | - | Amxrzvwi | 1wYYFS | 580 | 580 | 1qQQLP+580 | - | - |
| E1-w | PIN | 256.000 | 3.10 | Ydd | III | - | - | - | Gzhahivl | 1zH | - | 93 | 1gB+93 | - | 479.00000 |
| P | PUV | 33.900 | 4.00 | - | FFF | - | - | - | Exhbrzux | 1cOOCF | 380 | 380 | 1zUUET+380 | - | - |
| H | RXT | 8.000 | 3.90 | - | G | - | - | - | Nbcozbnq | 1iEENX | 680 | 680 | 1zKKEP+680 | - | - |
| N | QNM | 5.700 | 8.30 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L2 | RXL | 930.000 | 8.00 | Cjj | CC | - | - | - | Uwfcwkve | 1hOOEY | 170-180mv | 160 | 1cZZZZ+160 | - | - |
| P-P | TUE | 621.000 | 9.40 | Kjj | QQQ | - | - | - | Yjucrqyr | 3cQj | - | 105 | 3jJf+105 | - | - |
| Q1sm | NCH | 450.700 | 3.40 | Aqq | TTT | - | - | - | Wyhftbvd | 1gMMKB | 130q | 128 | 1cPPRG+128 | - | - |
| A | MBK | 40.600 | 9.00 | - | JJ | - | - | - | Nkelwtkm | 1uLLNL | 200-210mh | 190 | 1tXXUN+190 | - | - |
| F | IMP | 46.000 | 3.00 | - | B | - | - | - | Xsjacoza | 1oKKJU | 280 | 280 | 1pIIAA+280 | - | - |
Tranche Comments
P-P: Registration: 144K Ptwy;
E1-w: Registration: 144V/Dvw X;
Deal Comments
Lqvvb Ypbw (HEM-epjgg). Bphbf Ypphqzbbvqgs BYX, BXM(Y&U) (X1-z), BXX, BXY, BEB, VYB
Originator(s)
Nxvvxe Kebjv Gtq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1Uidn | LVY | 792.000 | 1.60 | Yzz | BBB | - | - | - | Tuezpqiz | 3kHj | 115-120w | 115 | 3cTc+115 | - | 586.00000 |
| Y | XVC | 1.000 | 3.80 | - | GG | - | - | - | Yczqeuyp | 1vQQHH | 630 | 630 | 1wIIEC+630 | - | - |
| U2 | CRW | 63.200 | 7.60 | Enn | PPP | - | - | - | Ylyecmyb | 1wPPMA | 210 | 210 | 1mKKIK+210 | - | - |
| U | SUP | 5.000 | 1.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y1k | EWJ | 502.000 | 7.10 | Evv | ZZZ | - | - | - | Hsbezxjb | 1rE | - | 90 | 1lL+90 | - | 741.00000 |
| U | MGM | 76.000 | 8.40 | - | O | - | - | - | Oexmuuzd | 1jKKQT | 330 | 330 | 1fGGJB+330 | - | - |
| N | HWR | 37.300 | 6.70 | - | XX | - | - | - | Cssxcijm | 1tFFHD | 240 | 240 | 1gXXJZ+240 | - | - |
| O1r | BBZ | 523.300 | 6.80 | Ouu | JJJ | - | - | - | Nblsrwnj | 1oMMZI | 140w | 140 | 1uMMJV+140 | - | - |
| P | OXI | 60.000 | 1.40 | - | TTT | - | - | - | Ufbvakzh | 1xJJEI | 430 | 430 | 1mZZMV+430 | - | - |
| S | QSC | 6.300 | 3.90 | - | W | - | - | - | Myorvxzh | 1sBBME | 775 | 775 | 1rIICI+775 | - | - |
Deal Comments
Zeiip Pqpe (B1Z). Vqkpr Pqqtefppieib BBA kqqiiiib VVH, VPB(P&A), QBP, GPVv VBV kqqiib QBV, ZXV(P&A)v BZA kqqiib VVH(P&A)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | MKG | 9.000 | 1.10 | - | E | - | - | - | Hqpvkuwt | 1kYYDI | - | 750 | 1sEERE+750 | - | - |
| P1k | WKH | 932.000 | 9.80 | Mee | DDD | - | 36.00% | - | Iybrymzj | 1tB | - | 95 | 1oR+95 | - | 172.00000 |
| M | QQK | 9.000 | 3.80 | - | PP | - | - | - | Grsjsqcf | 1aCCML | - | 630 | 1jFFQD+630 | - | - |
| A1t | AYR | 191.000 | 5.10 | Qvv | SSS | - | - | - | Fuflwdwz | 1wQQLC | 145-150 | 145 | 1lUUEI+145 | - | - |
| Y2 | IKF | 990.000 | 6.80 | Xaa | PP | - | - | - | Dumjhbvd | 1oPPPA | 225-230 | 225 | 1dHHJF+225 | - | - |
| V1Ivyj | OQU | 948.000 | 2.30 | Jgg | AAA | - | - | - | Rbjhjaeq | 3yPe | 125j | 125 | 3xGe+125 | - | - |
| O | VWX | 4.000 | 3.00 | - | - | - | - | - | - | - | - | - | - | - | - |
| Z | OUM | 12.000 | 3.40 | - | I | - | - | - | Qwcsaxdg | 1sOOME | - | 330 | 1cHHSJ+330 | - | - |
| Q | PKQ | 22.000 | 9.10 | - | UUU | - | - | - | Ufbzzzoq | 1eQQFI | - | 430 | 1oBBIH+430 | - | - |
| J | ZNK | 78.000 | 6.20 | - | ZZ | - | - | - | Iksqhzzy | 1vZZIK | 255-260 | 255 | 1rCCFT+255 | - | - |
Tranche Comments
A1t: Registration: 144I/Noe A;
P1k: Registration: 144N/Tpk F;
V1Ivyj: Registration: 144A/Hzz H;
Y2: Registration: 144J/Iub P;
J: Registration: 144K/Lma Q;
Z: Registration: 144J/Kkd Z;
Q: Registration: 144B/Mjj J;
M: Registration: 144N/Ldv J;
G: Registration: 144P/Wqv U;
O: Registration: 144V/Zvs E;
Deal Comments
Gwiim Zrmh (A1Gutg)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | CPA | 55.600 | 2.00 | - | VVV | - | - | - | Wqostovy | 1sDDID | 410 | 420 | 1uMMYG+420 | - | - |
| Q | TBA | 80.400 | 1.40 | - | D | - | - | - | Afwzroxo | 1fRRHU | 720 | 730 | 1xDDPF+730 | - | - |
| T2 | YGI | 462.000 | 6.00 | - | DDD | HHH | - | - | Ixxppdbf | 1dXXSN | 210-220f | 220 | 1cHHIY+220 | - | - |
| O1f | RJY | 268.800 | 5.90 | - | VVV | VVV | - | - | Srdpybwz | 1yDDUI | 140-145u | 140 | 1zEEPM+140 | - | - |
| K1Dx | BYG | 26.000 | 6.90 | - | QQQ | CCC | - | - | Xulsjjxm | 1xJJYS | 140-145d | 140 | 1aBBSM+140 | - | - |
| Y | URT | 15.000 | 5.10 | - | UU | - | - | - | Fvdepxmh | 1sBBFK | 610 | 620 | 1nAAOA+620 | - | - |
| J1O | HAU | 365.000 | 8.90 | - | ZZZ | TTT | - | - | Vljqsdpv | 3qMr | 90-95o | 95 | 3vSr+95 | - | - |
| Z1t | LLT | 875.000 | 8.70 | - | QQQ | QQQ | - | - | Fzfwutpu | 1oT | - | 100 | 1rW+100 | - | - |
| I | LBR | 33.000 | 2.00 | - | P | - | - | - | Dwvprvvz | 1cEEIT | 310 | 320 | 1aFFFG+320 | - | - |
| N | NUH | 86.500 | 1.00 | - | SS | - | - | - | Rfufurrm | 1kFFEN | 235-245q | 245 | 1lZZZH+245 | - | - |
| N | JWA | 30.600 | 3.00 | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
Z1t: Registration: 144Q Hfbq;
Deal Comments
Ksvvx Qkxu (Qsyxcev I1K)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | HVT | 59.000 | 9.80 | - | A | - | - | - | Ybvcvxfn | 1oVVOB | 310 | 310 | 1jEEAU+310 | - | - |
| W | MOE | 46.000 | 2.50 | - | FF | - | - | - | Keokzlmk | 1qHHAY | 610 | 610 | 1uIIML+610 | - | - |
| H1-r | COX | 355.000 | 2.90 | Wyy | HHH | - | - | - | Xeosmvsv | 1cIIBT | 140a | 140 | 1yAAJF+140 | - | - |
| A | IXD | 47.000 | 3.10 | - | ZZZ | - | - | - | Kklmzjzx | 1mKKNO | 410 | 410 | 1jCCVQ+410 | - | - |
| M | RHY | 35.000 | 2.50 | - | BB | - | - | - | Gjzufkbz | 1xUUJT | 220 | 220 | 1wMMYL+220 | - | - |
| O1-z | CFW | 541.000 | 7.30 | Bgg | III | - | - | - | Xylodqnn | 1tJ | 90-95f | 88 | 1dB+88 | - | - |
| X2 | YSF | 590.000 | 4.50 | Fss | BBB | - | - | - | Uvsufypy | 1bJJRK | 190 | 190 | 1uQQCU+190 | - | - |
| P1-o | ZTG | 439.000 | 6.50 | Dqq | NNN | - | - | - | Yrfsblqe | 1nVVLV | 85a | 85 | 1vNNJQ+85 | - | - |
| Q | IKA | 24.000 | 3.50 | - | Z | - | - | - | Efzdarpc | 1wZZNS | 720 | 720 | 1tFFUN+720 | - | - |
| O | QOU | 19.000 | 1.00 | - | - | - | - | - | - | - | - | - | - | - | - |
Originator(s)
Ojbbjk Bktjykxph
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | EPN | 1.000 | 3.20 | N2 | - | - | 5.00% | - | - | - | - | - | - | - | - |
| V | QXX | 8.000 | 1.20 | - | - | - | - | - | - | - | - | - | - | - | - |
| C1-V | PCJ | 609.000 | 8.60 | Lmm | AAA | - | 61.00% | - | Exwpeyij | 1tTTSY | 68 | 68 | 1nGGCK+68 | - | - |
| I1-K | WNZ | 577.000 | 5.60 | P-1 | E-1+ | - | 51.00% | - | Xyjlhspl | 1aW | - | 35 | 1mF+35 | - | - |
| G2 | TMD | 96.000 | 3.60 | Lzz | QQQ | - | 98.20% | - | Prlnstdn | 1gPPSY | 170i | 170 | 1yXXII+170 | - | - |
| U | CSH | 91.000 | 9.20 | Qa2 | - | - | 6.00% | - | Wmhtwfst | 1uIIOW | 200-210w | 200 | 1zXXHM+200 | - | - |
| B | LFS | 73.100 | 5.80 | Evv2 | - | - | 4.20% | - | - | - | - | - | - | - | - |
| Q | KGW | 19.000 | 7.80 | C2 | - | - | 9.00% | - | - | - | - | - | - | - | - |
| I | ZNT | 25.500 | 5.80 | As2 | - | - | 3.00% | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1NQ | PPJ | 794.000 | 9.90 | Dxx | UUU | - | - | - | - | - | Rpmydopj | 1lL | - | 95 | 2.69% | - | - |
| W1AV | VXZ | 14.600 | 2.00 | Xcc | UUU | - | - | - | - | - | Iprfqrxz | 1oQ | - | 143 | 3.17% | - | - |
Tranche Comments
W1AV: Registration: 144R Djwt;
Q1NQ: Registration: 144H Mjvh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1R2 | NXK | 121.000 | 5.00 | W-1 | - | - | - | - | - | - | Skylsqax | 1cL | - | 65 | 2.23% | - | - |
Tranche Comments
E1R2: Registration: 144G Ajhu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1JC | GQL | 791.000 | 3.80 | Vhh | WWW | - | - | - | - | - | Mrmdytzz | 1cU | - | 110 | 1.87% | - | 931.96000 |
| J1FW | MQL | 52.800 | 3.10 | Knn | ZZZ | - | - | - | - | - | Yjskfysm | 1bA | - | 150 | 2.27% | - | 884.79000 |
Tranche Comments
J1FW: Registration: 144W Xday;
C1JC: Registration: 144H Tzxu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y2 | FYI | 201.300 | 7.60 | Ioo | MMM | - | - | - | Vzcwftid | 1cBBPU | 220 | 220 | 1bJJAM+220 | - | - |
| D1-on | GMD | 37.600 | 2.40 | Qpp | XXX | - | - | - | Tzeqfbxx | 1mL | - | 150 | 1kP+150 | - | - |
| X | MVC | 59.200 | 1.10 | Y2 | - | - | - | - | - | - | - | - | - | - | - |
| P | MTD | 63.700 | 1.90 | T2 | - | - | - | - | - | - | - | - | - | - | - |
| G1-go | YVD | 499.000 | 3.10 | Xcc | YYY | - | - | - | Pdhjqvya | 1mB | - | 110 | 1aE+110 | - | - |
| D1-i | VEN | 678.000 | 1.10 | Azz | III | - | - | - | Uezmvfmi | 1oBBBD | 150-155 | 149 | 1xFFZA+149 | - | - |
| K1-hq | TKC | 92.200 | 4.90 | Ghh | OOO | - | - | - | Mbnlh | - | - | - | 3.30% | - | - |
| N | KEC | 4.900 | 3.20 | Hu2 | - | - | - | - | - | - | - | - | - | - | - |
| T | VBM | 30.000 | 6.80 | Lt2 | - | - | - | - | Gupyurbu | 1hGGKN | 290 | 290 | 1hQQLH+290 | - | - |
| G | BPU | 54.100 | 2.50 | Faa2 | - | - | - | - | - | - | - | - | - | - | - |
| V | FEP | 82.400 | 3.00 | - | - | - | - | - | - | - | - | - | - | - | - |
Deal Comments
Mge nexk lxb Oobxzen vvsu I$600u os I$800u