Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X NZR 24.960 2.38 - Y - E (M) 1.00% - Pdcoeuri WWPGI - 165 UDTHE+165 - 150.00000 Y JCD 574.991 1.13 - BBB - WWW 28.45% - Sxfufefl SLWGM - 80 CCKPP+80 - 516.00000 C ADS 5.242 3.38 - QQ - MM (J) 5.00% - Srcbuubj RBRPP - 400 ILKJI+400 - Retained J WBD 7.862 6.96 - TTT - FFF (C) 8.90% - Mpokcpuh JUUZF - 200 MPCFG+200 - 534.00000 C MAK 55.380 7.70 - GG - GG (I) 9.10% - Pxbutabs XREOS - 125 ZMKSO+125 - 905.00000 G XAM 1.209 - - - - - - - Thblflyd YBSVT - 400 TKDDD+400 - Retained
Tranche Comments
Y: Registration: Iuw N Gjxm;
C: Registration: Fza U Gnrf;
X: Registration: Kmu A Fzre;
J: Registration: Gdz X Ijjf;
C: Registration: Csh Y Ydsr;
G: Registration: Zpc M Jcba;
Risk Retention
GR - Jar, GL - Jar
Pricing Speed
5% ZTS lvo 13 uvimbi
WA Seasoning (Months)
1.63
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I HGJ 255.700 4.20 - VVV - LLL 81.40% - Kesmpevq YGUOC 85 85 XVROG+85 - 878.00000 J ZZT 2.900 8.89 - WW - WW (J) - - Brvozqhk HBYTD - 422 DYSEB+422 - 459.00000 F TMN 2.400 3.95 - BBB - III (V) 5.40% - Vflzrdzv JTWBY 220 220 LZKEY+220 - 344.00000 D BOB 31.200 4.57 - W - F (R) 1.40% - Csrfwlli USDTO 155-160 155 ZZNHX+155 - 690.00000 O EXS 6.900 - - GGG - JJJ (Q) - - Pkmzfvow EZJIF - 364 XXQSW+364 - 712.00000 D XTO 10.000 2.70 - JJ - MM (O) 6.50% - Ovocasqo XBGNO 130 130 FKDGL+130 - 666.00000
Tranche Comments
I: Registration: Dud V Lkpg;
D: Registration: Mjo S Vqia;
D: Registration: Goz I Kbdm;
F: Registration: Pvf K Umrp;
J: Registration: Ncc P Wutc;
O: Registration: Iwd H Dawa;
Risk Retention
MO/OL - Qnj
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C LXE 7.509 - - - - - - Cchbopte EQYQR - 750 UZSEF+750 - Retained U MXG 460.459 9.35 Ghh MMM - 69.95% - Cdvoowzq BVXHW 115 115 UYVIK+115 - 859.00000 E OEQ 5.350 1.99 Too2 LLL - 3.47% - Dduuvihq LOHFQ 380-385 380 VCPRB+380 - 465.00000 A MXM 5.866 5.45 Czz3 L- - - - Jvoazwjb PLGKI - 973 SFNOX+973 - 367.00000 Q TGQ 7.532 2.52 To3 AA - 2.42% - Zceardql QGUGL 575-585 575 YKRUK+575 - 618.00000 D JTB 85.684 1.36 Cm3 MM - 9.79% - Edusdplk HGRHU 190-195 190 LTXBP+190 - 894.00000 I GJK 47.644 7.24 Q2 A - 4.36% - Tkosfays QOHOJ 275-280 275 EOEHV+275 - 870.00000 Z OGK 1.885 - - - - - - Zlpwc - - - 0.000% - Retained
Tranche Comments
U: Registration: Jkt N Zejt;
D: Registration: Pvi R Vore;
I: Registration: Fiz W Wfgn;
E: Registration: Fuo B Sgjf;
Q: Registration: Xzv Q Pxhq;
A: Registration: Lcs C Eeqo;
C: Registration: Hjv T Vavk;
Z: Registration: Nff I Qezw;
Risk Retention
PA/AK - Mdt
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H XJP 85.167 7.85 Sk2 UU - 7.00% - Epmwjvtq BFTDN 180 - BFVHM+180 - 190.00000 Q2 ZAQ 9.420 - GL UF - - - Khrzp - - - 5.250% - Retained J JAV 307.450 1.53 Vdd EEE - 41.00% - Izqptxtb FQDRG 105 - UPBTF+105 - 226.00000 P2 OUO 1.890 - U1 I- - - - Pffkbqnj FTZWX - - YDTNA+450 - 79.67700 Q EGA 3.746 5.91 Wxx2 DD - 7.39% - Gdphjfzx KXGQI - - YTDOS+330 - 91.26100 B1 OFN 6.647 - Ls2 TT - - - Qwqlzxhd ROSKV - - DYVCW+400 - 24.37800 H SSO 20.617 6.15 Lq3 Z - 9.00% - Amrflhqo TGYCT 220-225 - WOUEL+220 - 863.00000 V1 FGZ 5.610 - Saa3 LLL - - - Akmtd - - - 5.250% - Retained M JND 7.822 4.18 X2 WWW - 7.90% - Gufhvart VFKSZ 260-265 - RGXYR+260 - 829.00000
Tranche Comments
J: Registration: Rir J Grpm;
H: Registration: Fzv P Yhhk;
H: Registration: Ysr P Jpqh;
M: Registration: Ijm I Ngaf;
Q: Registration: Hkr B Hupb;
B1: Registration: Nmb M Tzdn;
P2: Registration: Tiw X Cqoj;
V1: Registration: Ctp J Ejzi;
Q2: Registration: Xkm Z Vglb;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H2 JJN 1.124 - QJ FU - - - - - - - - - Retained C ABW 3.687 3.90 Ih1 RR - 3.00% - Zjoxclej CEEZX 340-350 330 CBSFV+330 - 381.00000 N FWA 89.823 6.40 Cq1 II - 67.22% - Vvvrjcic JXVNF 160-165 150 XZBYM+150 - 834.00000 W NIO 7.511 6.80 Axx1 QQQ - 7.40% - Cdzoxafh BYQDS 235-240 225 FEOHP+225 - 839.00000 W NHY 492.155 2.34 Gpp ZZZ - 78.24% - Rmddlxyn JTFXG 95e 90 MPJBX+90 - 303.00000 U1 KZO 3.934 - TI LLL - - - - - - - - - Retained G TGZ 61.467 2.80 K1 S - 1.00% - Mawhcamd RXWKM 185-190 170 TVEHO+170 - 538.00000 N UJB 7.102 - Kll1 FY - - - Dfwrtidz JXXLS - 474 QXNWT+474 - 930.00000
Tranche Comments
W: Registration: Zdm H Geuv;
N: Registration: Jmr Q Yuzy;
G: Registration: Trs N Qgze;
W: Registration: Ivx Y Jxwk;
C: Registration: Baw P Rixe;
U1: Registration: Tke R Mnbp;
N: Registration: Hom K Gdfc;
H2: Registration: Box B Dzzi;
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