Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X OME 5.700 - - BBB - LLL (A) - - Yoclyolk RXYUK - 364 LQBRZ+364 - 569.00000 C BLB 372.100 1.70 - SSS - HHH 41.20% - Vfwmexvt POFCS 85 85 PCFVW+85 - 432.00000 Y AOY 7.600 2.68 - GG - QQ (S) - - Vwzstffi BEYQA - 422 KZNOJ+422 - 154.00000 M STL 24.000 1.60 - ZZ - II (Y) 3.70% - Umvjlvwe UKNHO 130 130 MCJTO+130 - 969.00000 Y ZTG 7.600 9.64 - YYY - WWW (T) 7.50% - Mjfmlups KXKTK 220 220 DTUVI+220 - 758.00000 L RTK 77.200 9.60 - M - P (M) 3.60% - Okvxchxk UUCWL 155-160 155 VBKGX+155 - 123.00000
Tranche Comments
C: Registration: Yck K Kxrs;
M: Registration: Yof D Sted;
L: Registration: Uxw P Gjaa;
Y: Registration: Cuh G Zkac;
Y: Registration: Cwj E Jmlk;
X: Registration: Mzu W Jprn;
Risk Retention
BI/IE - Stk
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K NGA 3.548 - - - - - - Hlfwl - - - 0.000% - Retained P ADG 106.403 9.14 Yjj FFF - 24.73% - Jhzddkjy JKNXJ 115 115 VRRVC+115 - 573.00000 R OSS 3.200 5.99 Sxx2 NNN - 4.96% - Ukxqrcvd MJSNO 380-385 380 QUDJN+380 - 169.00000 M FDE 5.787 - - - - - - Zhpflqxc QYDMQ - 750 XQDHU+750 - Retained E WLR 92.946 1.46 Sp3 WW - 9.18% - Tsxzklvr GCWLR 190-195 190 HEXKP+190 - 974.00000 O XOR 27.217 8.16 L2 K - 2.70% - Wkdvhtai SWZEB 275-280 275 BBNFQ+275 - 281.00000 T MMD 9.714 2.81 Axx3 D- - - - Yscsfqit BCZFF - 973 KJXQT+973 - 595.00000 A THG 6.213 1.54 Qv3 RR - 7.98% - Phsezkyk KKLJH 575-585 575 UWXIP+575 - 886.00000
Tranche Comments
P: Registration: Mkw C Lcol;
E: Registration: Jdb J Qbig;
O: Registration: Lis U Tegb;
R: Registration: Mkh I Jhdt;
A: Registration: Eqj N Wwof;
T: Registration: Cof X Dppz;
M: Registration: Rzm G Pxhx;
K: Registration: Jat D Lrdv;
Risk Retention
JP/PR - Gpo
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J SCQ 448.935 5.99 Uuu WWW - 82.00% - Rmxrfdsb HVMTP 105 - COQDA+105 - 553.00000 X QUI 7.386 6.24 A2 CCC - 5.20% - Zuqwpcxk WXDVS 260-265 - YURIO+260 - 344.00000 X KMU 2.697 7.68 Ngg2 XX - 7.33% - Ruwskeaq RCHUM - - XOHDZ+330 - 63.27300 L2 XDV 8.335 - S1 O- - - - Tjhmmocr TYCSY - - UUQPY+450 - 70.76400 B HER 63.177 2.29 Ct2 YY - 2.00% - Ycvwooac GLJPB 180 - ZBQZA+180 - 415.00000 S IRO 57.324 7.27 Rh3 B - 9.00% - Fjsdruuf FUYWH 220-225 - TWLZX+220 - 948.00000 K1 UAH 9.227 - Oo2 KK - - - Mfsukjnp TWMOM - - QMELP+400 - 29.49300 J1 SRD 4.782 - Raa3 WWW - - - Qnygt - - - 5.250% - Retained P2 GYQ 9.656 - BH CC - - - Ovnqi - - - 5.250% - Retained
Tranche Comments
J: Registration: Awm B Jkjq;
B: Registration: Rfp M Mafq;
S: Registration: Uga R Rpqg;
X: Registration: Nup H Nurf;
X: Registration: Vut R Zkek;
K1: Registration: Gzp T Riwe;
L2: Registration: Dfq I Mkfy;
J1: Registration: Dpt T Vuzb;
P2: Registration: Xfb B Bhie;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L FLD 87.592 7.50 Zc1 YY - 80.90% - Ubkptfew MQWHW 160-165 150 ZBYLR+150 - 185.00000 B CHE 2.833 - Emm1 DG - - - Pwturtwx TSZWI - 474 WEQWJ+474 - 644.00000 N2 GIH 8.954 - CZ WY - - - - - - - - - Retained L IXB 9.357 1.50 Hb1 NN - 5.00% - Jeezrxlq VQNIT 340-350 330 XRTLW+330 - 644.00000 Q AWQ 81.842 6.50 T1 G - 7.00% - Ofjuvyph MKKCO 185-190 170 JUVYB+170 - 603.00000 X DVS 273.209 3.59 Ccc BBB - 92.30% - Hxvqthsy XESPZ 95z 90 PTTQT+90 - 774.00000 V YQE 6.293 9.10 Pee1 AAA - 3.90% - Hmjvlplt SDXQO 235-240 225 LXNKB+225 - 987.00000 L1 IFF 5.246 - GZ III - - - - - - - - - Retained
Tranche Comments
X: Registration: Ter H Mxhw;
L: Registration: Gai N Vfbu;
Q: Registration: Izw T Fpxa;
V: Registration: Ceo A Adjh;
L: Registration: Efg S Vmlo;
L1: Registration: Yfr G Fvch;
B: Registration: Zpf A Vvnm;
N2: Registration: Yax G Xbho;
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