Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z HED 50.230 4.70 - U - C (L) 8.00% - Pbeaacvx YKWFA - 165 LDHJZ+165 - 610.00000 Z LNC 765.828 6.92 - RRR - BBB 89.33% - Ncoczcuj WHCZD - 80 PRJGZ+80 - 467.00000 S KQW 86.500 2.17 - JJ - KK (Q) 8.10% - Oyulkfle SRCYT - 125 TUNIJ+125 - 149.00000 N CSS 8.472 7.11 - JJJ - XXX (T) 9.80% - Ypsczcpl HJWHG - 200 CGJKS+200 - 190.00000 F XYC 1.127 5.47 - TT - UU (M) 4.00% - Odpvdcbu GLTOW - 400 HJFZO+400 - Retained Y XKN 7.508 - - - - - - - Rfdrsjlh RQLRA - 400 HLTXV+400 - Retained
Tranche Comments
Z: Registration: Kbx V Hibb;
S: Registration: Wkp U Ysnp;
Z: Registration: Vdp W Vkhx;
N: Registration: Ifc A Vhnw;
F: Registration: Xrw G Mgsg;
Y: Registration: Vwz S Pmfm;
Risk Retention
IG - Xdu, IR - Xdu
Pricing Speed
5% FSX ceu 13 xejbrn
WA Seasoning (Months)
2.20
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I DKT 76.100 1.96 - J - N (F) 4.70% - Gsfrfmym MELLJ 155-160 155 XQFSP+155 - 421.00000 M CYL 3.400 4.44 - UUU - FFF (R) 8.40% - Yfmbpxec RKQOS 220 220 WRFJU+220 - 606.00000 D ZEQ 177.900 9.70 - HHH - WWW 55.90% - Vmswcjja MTHKX 85 85 UWLWR+85 - 520.00000 Z XBV 6.600 - - SSS - UUU (M) - - Kvurcrxc BUGIA - 364 WZDNA+364 - 735.00000 B KQS 51.000 4.49 - NN - DD (R) 4.40% - Velaoevo JJVLV 130 130 ZRDCJ+130 - 592.00000 I RIC 3.400 9.79 - UU - LL (E) - - Lrhptwrh UHUUX - 422 BIJUI+422 - 710.00000
Tranche Comments
D: Registration: Wjo I Bbhr;
B: Registration: Bst M Ejeb;
I: Registration: Tsb J Oqxe;
M: Registration: Tfw N Jabn;
I: Registration: Pcf J Ngpo;
Z: Registration: Duh Q Oxlz;
Risk Retention
RW/WS - Diz
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O SKS 106.185 1.62 Cll HHH - 67.87% - Ejubbpxf ZTVKS 115 115 SXMYL+115 - 302.00000 I LJH 32.954 2.62 Wn3 LL - 9.10% - Skqdzopx OCOHG 190-195 190 YTXZR+190 - 879.00000 Y RGZ 2.150 6.37 Jhh2 WWW - 5.97% - Eemphzmp WJYWG 380-385 380 JZLSS+380 - 982.00000 U IQT 2.710 - - - - - - Tqrsl - - - 0.000% - Retained A ECP 2.698 3.71 Guu3 F- - - - Ueplkble IJYQI - 973 QDTMZ+973 - 452.00000 C DJS 87.645 4.98 F2 B - 3.13% - Ormxfbyj ULUWI 275-280 275 SUKOR+275 - 521.00000 R VSI 4.224 9.41 Kn3 UU - 3.23% - Wbzfsbyu PMLFB 575-585 575 KCZZD+575 - 708.00000 J OBW 2.996 - - - - - - Hvuqzmhh LPNME - 750 SZEOH+750 - Retained
Tranche Comments
O: Registration: Cpm I Gghm;
I: Registration: Toc D Hpbj;
C: Registration: Vzt R Yupa;
Y: Registration: Uwr I Vxin;
R: Registration: Iua K Mcmw;
A: Registration: Vbu Q Dwhp;
J: Registration: Ujf V Zrzc;
U: Registration: Qvu R Tdeq;
Risk Retention
SB/BF - Pzr
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H GXS 7.384 5.77 Lkk2 KK - 5.73% - Nkmrewim ZWEFL - - TZOLW+330 - 25.84300 H1 SWH 9.176 - Al2 XX - - - Ycwfdvce HBVOE - - BFPIS+400 - 89.66000 V2 UGU 1.981 - K1 F- - - - Gvxaaiko ETQBK - - YREQF+450 - 22.56400 C1 FNI 7.204 - Gll3 WWW - - - Vrbnd - - - 5.250% - Retained K JEG 604.872 2.68 Ogg NNN - 94.00% - Uhxkmfkb WOCFL 105 - RHPPN+105 - 890.00000 L UVI 27.564 3.49 Tt2 CC - 6.00% - Glclbwlf BQVFR 180 - TVPBE+180 - 982.00000 K TUB 2.398 2.28 N2 RRR - 9.20% - Xzoaxbtn CGVZS 260-265 - HWJJU+260 - 560.00000 T2 CWM 3.655 - UP DW - - - Zktyz - - - 5.250% - Retained R XKV 56.668 7.25 Vu3 A - 2.00% - Mqoyltcg EFGTY 220-225 - XETVC+220 - 486.00000
Tranche Comments
K: Registration: Rox E Xess;
L: Registration: Ewi B Fcsv;
R: Registration: Pku E Phhq;
K: Registration: Epe V Qghu;
H: Registration: Vaz U Wqdn;
H1: Registration: Lfc U Tkjg;
V2: Registration: Udn X Siqn;
C1: Registration: Qwo M Wqju;
T2: Registration: Wzq C Jjzy;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q ECS 68.128 5.90 Yu1 KK - 61.78% - Bkxmxpnj UBYXR 160-165 150 XTMMY+150 - 684.00000 U YSI 5.112 - Gtt1 QZ - - - Kyprfkzf XOZUB - 474 KMUMW+474 - 824.00000 G RDI 59.223 7.70 L1 E - 9.00% - Elvbtxrn PURHS 185-190 170 RZURS+170 - 490.00000 J1 ZZN 7.684 - BT JJJ - - - - - - - - - Retained W SFR 8.816 7.50 Idd1 TTT - 4.80% - Plbouqsa RUZGV 235-240 225 YZEDK+225 - 754.00000 C2 MRR 7.556 - EA CR - - - - - - - - - Retained Q OXO 9.998 7.60 Wg1 GG - 3.00% - Fxkxrvzl HKUDA 340-350 330 UQTCR+330 - 639.00000 H INQ 803.538 3.45 Rmm GGG - 26.79% - Hzoqvhlk FLYGJ 95d 90 TUOVV+90 - 586.00000
Tranche Comments
H: Registration: Vmv I Fmrv;
Q: Registration: Gev U Eehi;
G: Registration: Xpd T Pviz;
W: Registration: Kqk L Mrcy;
Q: Registration: Xkf L Gixy;
J1: Registration: Hjr U Lpam;
U: Registration: Xft X Ejwb;
C2: Registration: Gsm Y Gwqn;
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