| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | HBX | 9.381 | 2.30 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | ZOJ | 7.110 | 4.80 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | PUA | 97.475 | 5.30 | - | - | BBB- | - | - | - | - | Jmnmo | - | - | 250 | 4.83% | 4.472% | - |
| H-2 | PGE | 88.580 | 1.87 | - | - | DDD | - | - | - | - | Gqqfj | - | - | 145 | 3.47% | 3.341% | - |
| A-1 | MYF | 677.824 | 4.67 | - | - | QQQ | - | - | - | - | Lwmsi | - | - | 115 | 2.52% | 2.514% | - |
| Z | ZAR | 11.846 | 6.33 | - | - | Z- | - | - | - | - | Iqkqb | - | - | 195 | 4.27% | 3.909% | - |
| O | IMQ | 7.768 | 2.30 | - | - | - | - | - | - | - | Zgcxr | - | - | 350 | 5.68% | 5.477% | - |
| U | REK | 81.678 | 7.17 | - | - | RR- | - | - | - | - | Vjbck | - | - | 165 | 3.97% | 3.600% | - |
| X | HLI | 50.368 | 2.78 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Registration: 144T Usca;
H-2: Registration: 144Q Gfns;
U: Registration: 144M Sikx;
Z: Registration: 144N Clal;
Z: Registration: 144G Wcox;
O: Registration: 144Z Qwxe;
X: Registration: 144E Qsqg;
J: Registration: 144I Xrlv;
J: Registration: 144C Wiux;