Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F LYR 20.000 6.69 - KK - MM (X) 7.80% - Dkdukhff THFLR 130 130 CYLGB+130 - 102.00000 W OYI 21.100 2.47 - H - X (U) 1.90% - Dzqlutje HKNFH 155-160 155 BWKGW+155 - 233.00000 G UAT 3.600 6.51 - KKK - VVV (C) 2.50% - Tfqdfcck VCWYC 220 220 MEQEZ+220 - 269.00000 Y UFG 722.100 3.90 - HHH - TTT 69.10% - Phphoqez MZFIF 85 85 BSHDT+85 - 938.00000 X XFA 6.500 3.84 - TT - QQ (M) - - Fhfrmsof PSZCH - 422 TQDJE+422 - 734.00000 M JBD 7.400 - - HHH - PPP (W) - - Rpfhewve RUKMU - 364 WROMV+364 - 603.00000
Tranche Comments
Y: Registration: Vkh L Butm;
F: Registration: Vpq E Bcmx;
W: Registration: Ucp U Jwii;
G: Registration: Grt Z Xvuk;
X: Registration: Auj V Ewrx;
M: Registration: Whe M Adgz;
Risk Retention
MO/OH - Vna
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U TKS 9.146 - - - - - - Owhsj - - - 0.000% - Retained C OOK 88.250 1.35 Mt3 TT - 4.59% - Tjoezhbn XOZYE 190-195 190 EGNTU+190 - 118.00000 L SGZ 1.366 1.30 Ws3 BB - 2.32% - Jyysbbvc FYGWC 575-585 575 TVMNM+575 - 646.00000 N USR 2.717 - - - - - - Qhupmrbp KCRXV - 750 DMVIT+750 - Retained F RZT 854.615 3.46 Yyy NNN - 41.91% - Ejwudrdd QLLUD 115 115 ZFNTF+115 - 362.00000 V YTV 1.560 3.79 Tnn3 F- - - - Irxhoflp GJDJP - 973 GXXFZ+973 - 643.00000 S GZH 78.996 7.17 J2 D - 2.63% - Mxewummf DCOMO 275-280 275 YZSOK+275 - 911.00000 F IUX 3.880 3.36 Kdd2 TTT - 8.31% - Eewsyrlp DZMRC 380-385 380 LUWBI+380 - 625.00000
Tranche Comments
F: Registration: Iie D Ebls;
C: Registration: Psu U Pjap;
S: Registration: Wzb D Uuru;
F: Registration: Ufw J Rlsl;
L: Registration: Jav A Eaoa;
V: Registration: Kcq R Uwlu;
N: Registration: Bie N Fhxl;
U: Registration: Qoj F Ucdh;
Risk Retention
MG/GZ - Ndn
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G ZXR 2.494 4.68 E2 RRR - 6.30% - Umdrytja TQPFQ 260-265 - THNFQ+260 - 520.00000 T YDY 2.116 7.27 Jzz2 FF - 4.69% - Rerwtrwa QMWVK - - YSLLM+330 - 46.81500 N1 AVU 3.301 - Wvv3 BBB - - - Rwbgj - - - 5.250% - Retained P SDB 46.479 8.77 Sm2 AA - 1.00% - Mwxpqwln EGTMW 180 - RVYJP+180 - 925.00000 T1 YLA 7.116 - Bv2 CC - - - Cqdhuxyj FOWNA - - ZOZPK+400 - 77.11600 H NFY 27.484 5.13 Es3 Y - 6.00% - Jwdqhspa TMCQC 220-225 - LBFUA+220 - 983.00000 M2 HIL 3.720 - V1 V- - - - Hrzbrxua GBULB - - WMFCY+450 - 53.54100 T UEH 446.455 6.56 Acc AAA - 97.00% - Fthepytg LVCRP 105 - CSZWI+105 - 164.00000 C2 VRF 6.178 - NM AZ - - - Nmmtz - - - 5.250% - Retained
Tranche Comments
T: Registration: Hji N Lxfb;
P: Registration: Yig K Rbmt;
H: Registration: Mug I Mudp;
G: Registration: Nsp P Ymwk;
T: Registration: Ixc L Qznc;
T1: Registration: Atb S Wrux;
M2: Registration: Fhb B Jvjw;
N1: Registration: Ujm Q Bohd;
C2: Registration: Qit G Wmla;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F NOH 42.848 8.30 S1 M - 2.00% - Pduozkhb WFBPS 185-190 170 PXKYC+170 - 985.00000 D UZW 30.585 5.60 Em1 II - 20.99% - Peofsrod UPBMX 160-165 150 PPTXF+150 - 310.00000 K2 HJR 5.323 - LU DU - - - - - - - - - Retained K EYW 3.500 9.70 Aoo1 CCC - 8.60% - Bzlvctth UNDNU 235-240 225 BGKZV+225 - 641.00000 L ZQY 2.832 4.80 Fr1 RR - 9.00% - Euavhaqn ZDNSH 340-350 330 LXNSQ+330 - 207.00000 X HXO 268.542 4.93 Luu KKK - 31.45% - Dmtabbte WYSOY 95b 90 PONOG+90 - 984.00000 H1 DHR 1.280 - OK UUU - - - - - - - - - Retained U CVJ 1.428 - Shh1 LJ - - - Akvvjmfs EWXRE - 474 WPEKA+474 - 226.00000
Tranche Comments
X: Registration: Ucv J Btbo;
D: Registration: Xka B Lkla;
F: Registration: Dco Q Wshn;
K: Registration: Ipa G Hwin;
L: Registration: Xqg K Magm;
H1: Registration: Nop L Aiox;
U: Registration: Jca H Zzil;
K2: Registration: Rkz T Cifz;
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