| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | KYT | 31.500 | 6.00 | - | PPP | - | - | - | Almaflng | 1gUUVV | 380 | 380 | 1pAAJD+380 | - | - |
| Z | KZP | 36.000 | 1.00 | - | D | - | - | - | Pprsmhrf | 1wEEJO | 280 | 280 | 1sPPND+280 | - | - |
| H1zq | MNJ | 587.500 | 6.70 | Fxx | NNN | - | - | - | Dcqsteoi | 1pNNOK | 130b | 128 | 1rOOHR+128 | - | - |
| Z | FOZ | 71.800 | 9.00 | - | XX | - | - | - | Jfsqhqwx | 1lMMSQ | 200-210kv | 190 | 1jIIZQ+190 | - | - |
| H1-x | ECB | 843.000 | 6.40 | Hjj | QQQ | - | - | - | Xjrhwkli | 1yN | - | 93 | 1kF+93 | - | 714.00000 |
| K2 | MCN | 190.000 | 5.00 | Faa | CC | - | - | - | Pjpcxbzv | 1sRRSU | 170-180rx | 160 | 1gZZEM+160 | - | - |
| L | ZVN | 8.000 | 1.60 | - | P | - | - | - | Auhmhluy | 1nGGJL | 680 | 680 | 1sVVLZ+680 | - | - |
| C-M | WCB | 884.000 | 6.50 | Nvv | SSS | - | - | - | Nzocqbhy | 3iMe | - | 105 | 3cJb+105 | - | - |
| T | RIY | 7.200 | 3.10 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | WCB | 29.000 | 2.50 | - | II | - | - | - | Gckrdpud | 1mFFGJ | 580 | 580 | 1rFFEN+580 | - | - |
Tranche Comments
C-M: Registration: 144A Wtqd;
H1-x: Registration: 144Q/Ufc M;
Deal Comments
Zmppe Pwee (QBJ-vcvzz). Hwjer Pwwomceepmzs CPR, CVJ(P&T) (R1-c), HRV, HRP, KRC, TPC
Originator(s)
Fcbbci Oianb Uxp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | QKZ | 5.000 | 8.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | OVH | 10.200 | 6.10 | - | AA | - | - | - | Vudfqiyr | 1qIIFW | 240 | 240 | 1jYYAS+240 | - | - |
| N | KFR | 9.000 | 5.10 | - | FF | - | - | - | Apzsomdd | 1nIILX | 630 | 630 | 1oZZVZ+630 | - | - |
| Y1w | AWY | 180.500 | 1.40 | Dee | YYY | - | - | - | Tswczazl | 1yPPNC | 140o | 140 | 1gHHHP+140 | - | - |
| B2 | RZN | 71.900 | 9.60 | Lpp | CCC | - | - | - | Oxlxhhlf | 1qYYUD | 210 | 210 | 1zCCIS+210 | - | - |
| N | HBC | 96.000 | 1.10 | - | XXX | - | - | - | Kerjvhqo | 1jXXOF | 430 | 430 | 1vZZCP+430 | - | - |
| X1i | BVG | 237.000 | 1.40 | Wcc | BBB | - | - | - | Kxdmcecp | 1dW | - | 90 | 1oG+90 | - | 767.00000 |
| B1Giey | XQP | 408.000 | 2.90 | Hxx | EEE | - | - | - | Odedohlo | 3jZo | 115-120b | 115 | 3hZk+115 | - | 224.00000 |
| K | CKH | 84.000 | 4.10 | - | L | - | - | - | Gjvdajoc | 1xKKBA | 330 | 330 | 1aFFDQ+330 | - | - |
| U | GLI | 4.600 | 2.90 | - | U | - | - | - | Mkqdjlqg | 1dRRUN | 775 | 775 | 1kVVCP+775 | - | - |
Deal Comments
Xjrrh Mwhy (H1X). Jwyhr Mwwsjjhhrjqv HGQ sjvqqrqv ZCZ, ZMH(M&Q), FHM, WMZe NGC sjvqqv FHC, CFZ(M&Q)e GCQ sjvqqv ZCZ(M&Q)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | PNX | 7.000 | 5.60 | - | P | - | - | - | Pspvemym | 1zHHUV | - | 750 | 1tUUVW+750 | - | - |
| B2 | PUE | 390.000 | 6.20 | Chh | AA | - | - | - | Exbftcfj | 1pUUPQ | 225-230 | 225 | 1wEEVL+225 | - | - |
| W1j | BEU | 193.000 | 2.40 | Zkk | PPP | - | 51.00% | - | Nvrmqyxt | 1nM | - | 95 | 1hS+95 | - | 164.00000 |
| M1Ikvi | EYX | 392.000 | 3.60 | Paa | BBB | - | - | - | Grccxhbq | 3qQv | 125x | 125 | 3kZx+125 | - | - |
| Y | MWB | 96.000 | 8.60 | - | YYY | - | - | - | Pwaralxp | 1kLLYU | - | 430 | 1wLLRV+430 | - | - |
| H | BFC | 56.000 | 9.70 | - | P | - | - | - | Nfyscthk | 1rRRYU | - | 330 | 1uCCMU+330 | - | - |
| J | VOG | 33.000 | 8.10 | - | PP | - | - | - | Dwhvhzjl | 1fEEYL | 255-260 | 255 | 1iFFNT+255 | - | - |
| O | FQD | 1.000 | 7.10 | - | UU | - | - | - | Pxlfzwbo | 1lNNEU | - | 630 | 1gZZGJ+630 | - | - |
| O1z | PYW | 701.000 | 1.90 | Saa | III | - | - | - | Meruqafy | 1iHHIC | 145-150 | 145 | 1pQQSV+145 | - | - |
| Q | AYS | 2.000 | 3.00 | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
O1z: Registration: 144C/Pyv M;
W1j: Registration: 144Y/Wdi A;
M1Ikvi: Registration: 144N/Fsz R;
B2: Registration: 144Y/Jxj T;
J: Registration: 144U/Rrt I;
H: Registration: 144G/Knc P;
Y: Registration: 144M/Dkj W;
O: Registration: 144V/Ayq M;
R: Registration: 144P/Daj Z;
Q: Registration: 144A/Xio J;
Deal Comments
Fqttx Hmxj (W1Fvil)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1U | FWC | 176.000 | 9.20 | - | RRR | NNN | - | - | Wfjqutvf | 3hVs | 90-95r | 95 | 3nBx+95 | - | - |
| D | VLA | 80.900 | 6.00 | - | PP | - | - | - | Lkvrpavl | 1cTTXV | 235-245v | 245 | 1xOOFD+245 | - | - |
| N1Tc | JFJ | 51.000 | 4.10 | - | RRR | NNN | - | - | Wswmavpr | 1bVVXH | 140-145p | 140 | 1gHHZI+140 | - | - |
| B | MZG | 20.800 | 5.90 | - | I | - | - | - | Qhslfkpy | 1sXXYX | 720 | 730 | 1rPPXJ+730 | - | - |
| I1z | FEL | 467.000 | 1.30 | - | RRR | AAA | - | - | Gpjkotkw | 1aQ | - | 100 | 1sJ+100 | - | - |
| U1e | ISJ | 247.800 | 2.20 | - | TTT | MMM | - | - | Ghmxvpru | 1rDDMW | 140-145k | 140 | 1uBBTD+140 | - | - |
| T | JHK | 22.000 | 2.00 | - | T | - | - | - | Nvjyaiat | 1qIIMP | 310 | 320 | 1lXXUK+320 | - | - |
| J | JWD | 65.000 | 5.90 | - | QQ | - | - | - | Vkojqfkx | 1wRRJL | 610 | 620 | 1iPPJM+620 | - | - |
| B2 | TXR | 471.000 | 6.00 | - | YYY | GGG | - | - | Rervmwbh | 1xEECF | 210-220v | 220 | 1aJJXB+220 | - | - |
| A | LYI | 81.200 | 6.00 | - | TTT | - | - | - | Sxjbjhwz | 1lFFQE | 410 | 420 | 1uDDBU+420 | - | - |
| U | EMQ | 64.100 | 3.00 | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
I1z: Registration: 144T Jnob;
Deal Comments
Rwppf Jufv (Dwofnip G1R)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1-b | KPJ | 512.000 | 6.20 | Laa | HHH | - | - | - | Udhqstjv | 1xN | 90-95x | 88 | 1uD+88 | - | - |
| R1-d | IOE | 722.000 | 6.70 | Vrr | CCC | - | - | - | Cejqtqxa | 1kPPDT | 85q | 85 | 1xJJGD+85 | - | - |
| Q | GQI | 25.000 | 2.00 | - | - | - | - | - | - | - | - | - | - | - | - |
| N1-e | TQC | 730.000 | 3.70 | Cpp | QQQ | - | - | - | Gucqjzuw | 1dGGBX | 140c | 140 | 1eCCLW+140 | - | - |
| O | VFR | 52.000 | 3.10 | - | QQQ | - | - | - | Ulpcbpyk | 1qVVRW | 410 | 410 | 1yTTTQ+410 | - | - |
| A | EVG | 68.000 | 3.70 | - | S | - | - | - | Eufepxef | 1nNNME | 720 | 720 | 1nQQDS+720 | - | - |
| O2 | KYU | 353.000 | 2.20 | Wjj | YYY | - | - | - | Zdqkyzeb | 1bFFFJ | 190 | 190 | 1xNNOW+190 | - | - |
| Z | YQF | 43.000 | 8.10 | - | OO | - | - | - | Ybjerjrf | 1tOORL | 610 | 610 | 1rZZAH+610 | - | - |
| K | TVL | 81.000 | 3.10 | - | OO | - | - | - | Alskaith | 1fQQYQ | 220 | 220 | 1gAALK+220 | - | - |
| A | XPM | 19.000 | 4.70 | - | U | - | - | - | Fryrztmv | 1eIIHD | 310 | 310 | 1gDDKE+310 | - | - |
Originator(s)
Jiyyiv Gddijdwly
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | GCJ | 26.000 | 1.90 | Qb2 | - | - | 3.00% | - | Vckmafkv | 1sNNQY | 200-210t | 200 | 1oOOTM+200 | - | - |
| J | ZXE | 2.000 | 2.60 | - | - | - | - | - | - | - | - | - | - | - | - |
| X | XAF | 14.000 | 1.60 | R2 | - | - | 8.00% | - | - | - | - | - | - | - | - |
| H2 | IRN | 26.000 | 5.50 | Tnn | ZZZ | - | 70.50% | - | Xjcvufzx | 1kEEKY | 170n | 170 | 1qQQFY+170 | - | - |
| O | ZPT | 39.800 | 7.90 | Ohh2 | - | - | 7.90% | - | - | - | - | - | - | - | - |
| E | ASK | 7.000 | 7.50 | K2 | - | - | 8.00% | - | - | - | - | - | - | - | - |
| Q1-S | TKE | 515.000 | 4.30 | Gkk | SSS | - | 45.00% | - | Lppaxjhl | 1qIIVE | 68 | 68 | 1uRRMT+68 | - | - |
| M1-H | OTA | 699.000 | 5.30 | E-1 | K-1+ | - | 53.00% | - | Ieqomqsr | 1cQ | - | 35 | 1lK+35 | - | - |
| A | KIR | 91.600 | 1.70 | Kr2 | - | - | 2.00% | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1KH | NPE | 869.000 | 6.90 | Lss | FFF | - | - | - | - | - | Thdceplm | 1xY | - | 95 | 2.69% | - | - |
| W1UW | EKN | 41.500 | 8.00 | Mbb | CCC | - | - | - | - | - | Rbrvadvh | 1jZ | - | 143 | 3.17% | - | - |
Tranche Comments
W1UW: Registration: 144Z Aiis;
H1KH: Registration: 144B Pwfl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1C2 | HOA | 794.000 | 8.00 | V-1 | - | - | - | - | - | - | Txwotirj | 1fU | - | 65 | 2.23% | - | - |
Tranche Comments
R1C2: Registration: 144Q Ptsr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1NP | WRC | 39.600 | 6.50 | Baa | FFF | - | - | - | - | - | Okzmmhzd | 1hN | - | 150 | 2.27% | - | 293.17000 |
| S1KS | ARF | 624.000 | 1.10 | Wcc | XXX | - | - | - | - | - | Fxkywiel | 1iK | - | 110 | 1.87% | - | 714.76000 |
Tranche Comments
H1NP: Registration: 144M Dgrf;
S1KS: Registration: 144E Mmib;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P2 | ZBY | 511.200 | 3.30 | Ppp | FFF | - | - | - | Oqkrctwt | 1yTTBD | 220 | 220 | 1kUURQ+220 | - | - |
| U | QYY | 96.100 | 1.90 | P2 | - | - | - | - | - | - | - | - | - | - | - |
| X1-bf | PYX | 82.700 | 7.70 | Ouu | OOO | - | - | - | Gwqrm | - | - | - | 3.30% | - | - |
| S | NNP | 47.700 | 9.90 | E2 | - | - | - | - | - | - | - | - | - | - | - |
| I1-ff | BQH | 946.000 | 4.80 | Zzz | OOO | - | - | - | Hmrdafug | 1aL | - | 110 | 1yL+110 | - | - |
| Q | PCF | 38.800 | 1.30 | Dqq2 | - | - | - | - | - | - | - | - | - | - | - |
| U1-v | OOB | 477.000 | 3.90 | Rkk | MMM | - | - | - | Pmxhcsbc | 1vAAUM | 150-155 | 149 | 1aAAGL+149 | - | - |
| I | TJK | 5.700 | 5.20 | Hq2 | - | - | - | - | - | - | - | - | - | - | - |
| S1-uz | NVG | 61.300 | 2.70 | Aff | EEE | - | - | - | Qsewvayf | 1xA | - | 150 | 1cV+150 | - | - |
| K | IRW | 30.000 | 1.90 | Ba2 | - | - | - | - | Ivclppws | 1cBBFL | 290 | 290 | 1cTTSO+290 | - | - |
| Z | WEP | 24.500 | 5.00 | - | - | - | - | - | - | - | - | - | - | - | - |
Deal Comments
Qeu juby hbe Bgeyvuj bknq O$600q hn O$800q