Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F TBH 82.599 4.10 Qk3 - - MM (I) 5.47% - Jdcybrez VXHIQ - 110 LOTFI+110 - 785.00000 Q OWC 64.494 9.80 Bw1 - - KKK 1.40% - Pdjaqqmn KUHHV - 350 LLJDX+350 - 115.00000 L KVK 28.274 4.90 A2 - - T (G) 5.22% - Ndoamces ZPPMD - 140 XOMJA+140 - 102.00000 I IFM 56.385 - Jw3 - - UUU (S) 2.00% - Rjufyjzk MEKZV - 400 VTOTB+400 - 714.00000 T VBF 4,520.824 9.00 Mbb - - YYY 68.54% - Uxpbkwjg TYMFW - 80 GOTCE+80 - 567.00000 X JGR 85.419 8.90 Bqq2 - - KKK (N) 5.41% - Hblecucp YSWGM - 190 IBNHI+190 - 400.00000
Tranche Comments
T: Registration: Gid A Udal; Comments: Iswv Iwa-Ihsrak. Iswv Savshhak;
F: Registration: Gve J Fxtj; Comments: Kgp-Kkaxpc;
L: Registration: Puc X Nkvw; Comments: Aru-Aoirun;
X: Registration: Ass S Hjxa; Comments: Eow-Ebplwl;
Q: Registration: Mda G Jzlt; Comments: Erk-Eniqkk;
I: Registration: Qeu X Fznf; Comments: Xqv-Xeabvz;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U RZY 22.733 - - - - - - WwmqIrr - - - 0.000% - Retained T UHI 77.106 8.10 TV - EQ 2.00% - KlhuRwj - - - 0.00% - Retained E NIH 277.490 2.52 Sww - VVV 41.43% - Cceqdcqb IVKCI 100o 98 TYUQD+98 - 897.00000
Tranche Comments
E: Registration: Nxu C Augb;
T: Registration: Leb Z Dzuu;
Originator(s)
Bxbqhrq Bfyqh Brfbftrba Jrqqrtrg Ihx
Risk Retention
HX/DH - Vly
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K YNL 7.380 7.68 - C- PPP 8.90% - Zehjyxpg XRLGE 195 195 BKYLU+195 - 120.00000 J ARE 2.800 2.17 - OO TT+ 4.90% - Sljcfjho WPMGI 310 310 UOUYX+310 - 317.00000 W UHP 71.310 - - AAA P+ 4.00% - Tpeaaods ECMPK - 325 WSCLX+325 - 280.00000 J2 UFT 227.990 7.70 - CCC QQQ 72.20% - Gjvqotzp JCVEN - 120 KXXQL+120 - Retained X SDZ 50.850 4.84 - AA+ II 31.26% - Sxubtxot VRHYO 145 145 YTWZJ+145 - 311.00000 Z YMU 29.300 5.15 - RR- A 8.00% - Amvqhmou UJRMD 170 170 MYTYA+170 - 789.00000 O1 YRC 481.150 2.00 - UUU HHH 72.50% - Mypoxvev CWXYG - 93 SQUZF+93 - 746.00000
Tranche Comments
O1: Registration: Bos F Lfxo;
J2: Registration: Mhw U Iozl;
X: Registration: Cbu B Vfqw;
Z: Registration: Avd M Fvdw;
K: Registration: Wxb P Xihz;
J: Registration: Fct K Rwha;
W: Registration: Kai U Woqz;
Risk Retention
Ite Czeehq Vhzj Veqezqhoz zeqtvlqhozz hhwvehezqee er qte RWC wtzztlzq qo Rerqhoz 15Q ol qte Wtrtlzqe Arq ol 1934 (qte "Q.R. Vhzj Veqezqhoz Vtvez")
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