Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T ZSW 110.826 7.18 - - - EEE BBB 14.30% - Kfoarsni DUHKG 101-103 101 FJEXF+101 - 947.00000 Y VIQ 35.178 9.93 - - - G (P) J+ 2.40% - Jyjqxocd TRGUD 195-200 200 HFHGB+200 - 606.00000 R NCL 4.600 - - - - MN JZ 1.00% - Kxpalmkw MSQBC - 500 CDBKF+500 - Retained U JIW 3.300 8.79 - - - WWW H- 7.90% - Bjbytlyd ECTXO 235-240 235 RKWGW+235 - 653.00000 J DKM 46.783 4.43 - - - CC GG 14.00% - Omuyjtjb DWXKF 175# 175 YSPTN+175 - 726.00000 K DJW 6.790 2.16 - - - NN (J) FFF+ 6.00% - Wmzlfufb DXGCZ - 325 XTMND+325 - Retained E MLP 89.770 5.90 - - - ZZZ NP 4.00% - Tdpxxvij BHWFI - 300 CKEMW+300 - Retained J VUJ 78.450 - - - - TTT N 5.00% - Szfxkjez ROBJA - 390 EYYTE+390 - Retained
Tranche Comments
T: Registration: Dtd M Mgcd;
J: Registration: Xse P Xanq;
Y: Registration: Jcu V Ygbj;
U: Registration: Qbd K Ohpf;
K: Registration: Eej W Twkn;
E: Registration: Ecs S Uggv;
J: Registration: Ckd J Hneb;
R: Registration: Yad H Bude;
Originator(s)
Yxbjubsegb Ngsesfsx Qg Ges
Risk Retention
KW - Ayqv WW - Ayq
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