| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | NIV | 66.594 | - | - | BV | - | - | - | UW | - | - | - | - | - | - | - | - | Retained |
| NA | WBF | 12.496 | 4.30 | 5.22 | FL | - | - | - | NNN | - | - | Lwdjpbuj | 1jY | 135-140 | 140 | 1zG+140 | - | 783.00000 |
| O | QRA | 62.690 | 7.96 | 4.24 | KG | - | - | - | JJ- | - | - | Jqzyscom | 1vV | 165r | 165 | 1nV+165 | - | 809.00000 |
| L | CMJ | 20.460 | 1.46 | 1.60 | JY | - | - | - | LL- | - | - | - | - | - | - | - | - | Retained |
| T | VHI | 72.230 | 9.62 | 3.51 | IJ | - | - | - | F- | - | - | - | - | - | - | - | - | Retained |
| C | RNQ | 842.387 | 8.90 | 7.60 | Oll | - | - | - | QQQ | - | - | Cbwpkxmp | 1fA | 110r | 110 | 1qB+110 | - | 958.00000 |
| K | FBU | 77.928 | 7.78 | 7.56 | FZ | - | - | - | U- | - | - | Hrplwssz | 1sL | 200-205 | 205 | 1tS+205 | - | 306.00000 |
| P | IVA | 63.212 | 9.32 | 1.11 | OZ | - | - | - | CCC- | - | - | Czoyfhaq | 1kG | 265-275 | 265 | 1oG+265 | - | 670.00000 |
Tranche Comments
C: Registration: 144M/Tap Q;
NA: Registration: 144E/Bxi J;
O: Registration: 144G/Zzv G;
K: Registration: 144P/Pnl S;
P: Registration: 144U/Hbe R;
L: Registration: 144M/Con N;
T: Registration: 144M/Qlb S;
S: Registration: 144F/Lbh C;