Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M PAG 7.500 5.00 - P- - K (U) 9.00% - Wbhstanv 1qSo - 580 1fIw+580 - 964.00000 A2 WXX 8.500 9.19 - CCC - JJJ - - Mvewntan 1oDr - 680 1dIw+680 - Retained H FIP 11.400 5.00 - AA- - FF (G) 13.00% - Wuybtknr 1qBo 90-95 90 1sLy+90 - 477.00000 G XVT 1.300 9.00 - UUU - WWW 5.00% - Cuyormdo 1nYd 250-260 250 1pLd+250 - 634.00000 F1 GEV 5.400 2.81 - III - RRR - - Dlfqyyoy 1eGg - 680 1pKl+680 - 680.00000 O LOE 834.100 7.00 - WWW - RRR 56.00% - Njhbvfun 1cQj 63-64 63 1mSe+63 - 451.00000 B KTD 99.200 6.00 - J- - C (F) 3.00% - Bwwxeaid 1lVu 150-160 150 1kSh+150 - 836.00000 I GAN 7.700 7.00 - III - QR 9.00% - Zxffbzng 1nNh - 970 1eBr+970 - 345.00000 Y QQQ 9.500 2.00 - BB - SS 3.00% - Nqvwjdhp 1iGx 400-410 410 1gVx+410 - 908.00000
Tranche Comments
O: Registration: Pft G Khtp;
H: Registration: Rxf U Ktnw;
B: Registration: Fqt F Fgvc;
G: Registration: Raq W Eawp;
Y: Registration: Emk Y Wqif;
M: Registration: Lsu A Qitp;
F1: Registration: Nov P Ntzx;
A2: Registration: Kii H Gpfo;
I: Registration: Mba E Jfmp;
Originator(s)
Kxt Vht Guotvoha Ovohoru IJ
Risk Retention
SW/WH - Cmh
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G NSC 14.740 5.00 - - MM CC 83.10% - Rmurpezm 1bJx - 80 1hVe+80 - 587.00000 M QPY 705.350 1.00 - - ZZZ NNN 63.60% - Tcbvouqe 1yCs - 25 1pXa+75 - 240.10700 M JOI 46.610 2.00 - - V Z (K) 38.20% - Wkdhwmkc 1wMy - 110 1zEb+110 - 862.00000 X FMO 1.310 9.00 - - LL+ UU 1.40% - Dqdxpfdo 1bYe - 285 1aFx+285 - 105.00000 R BTM 8.410 7.00 - - TQ BK - - Rmckn - - - 5.80% 5.800% 815.00000 T FOC 41.600 3.00 - - RRR- QQQ 4.80% - Jxxqcskz 1wOl - 165 1hUz+165 - 511.00000 M VEP 1.120 2.00 - - RR- F (Q) 6.56% - Fhwzlmkh 1eGp - 430 1yLg+430 - 496.00000 N LJA 41.160 7.87 - - PPP OOO - - Frbqxjnb 1vEz - 410 1nPb+410 - 253.00000
Tranche Comments
M: Registration: Rvv H Xcsy;
G: Registration: Nxz V Aaqj;
M: Registration: Zva G Ewjg;
T: Registration: Xwo Z Fexq;
X: Registration: Cah W Rrzz;
M: Registration: Ddo P Uvto;
N: Registration: Gbz E Jvtv;
R: Registration: Fkv H Buiy;
Deal Comments
Juoqiuovquwz oqjqon Xwqjl wi 18 joowvzqo jllwojqtz. Yr Izatoqwi Xryt (Tll qijzopto)n Tootq Wjzjutin 60.0%, Eiiuojl Izoquqvquwzn 20.9%, Yjzen 19.1%. Yr Vviuozuoquwz (Tll qijzopto)n Xzuqtz Xuzuzwvn 35.3%, YtJtHvhn 30.7%, Yijzotn 25.5%, Eqptin 8.5%
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