| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | ZIU | 80.862 | 1.21 | - | - | ZS | X (D) | - | - | - | Mqauc | Ifbtw | 190-200 | 175 | 2.40% | 2.405% | 77.72914 |
| Z | FFV | 1.389 | 8.41 | - | - | XS | QQ (F) | - | - | - | - | - | - | - | - | - | Retained |
| K | XKW | 13.821 | 4.37 | - | - | OW | XP | - | - | - | - | - | - | - | - | - | Retained |
| T | XNR | 751.962 | 5.55 | - | - | GGG | OOO | - | - | - | Nofmg | Hidxr | 110-115 | 100 | 1.36% | 1.352% | 46.64476 |
| Q | XOA | 6.340 | 2.97 | - | - | MX | FFF (X) | - | - | - | - | - | - | - | - | - | Retained |
| A | JVP | 6.300 | 4.42 | - | - | EW | C | - | - | - | - | - | - | - | - | - | Retained |
| N | KZS | 51.278 | 9.70 | - | - | KJ | DD (Y) | - | - | - | Pvtzt | Zkgpp | 165-175 | 155 | 2.20% | 2.204% | 56.49084 |
| L | WAH | 24.863 | 4.21 | - | - | UU | III | - | - | - | Sbxxx | Dwfic | 240-250 | 230 | 2.95% | 2.955% | 84.75776 |
Tranche Comments
T: Registration: 144Q/Zyz J;
N: Registration: 144Z/Thl X;
U: Registration: 144I/Exo L;
L: Registration: 144L/Fcp N;
Q: Registration: 144Y/Nqm A;
Z: Registration: 144L/Mjb F;
A: Registration: 144Q/Rql H;
K: Registration: 144J/Mar C;
Cut-Off Balance ($mm)
785.151662