| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | PYG | 6.833 | 6.46 | - | - | PL | - | PP- | - | - | - | - | - | - | - | - | Retained |
| Q | AGY | 333.927 | 3.72 | - | - | ZZZ | - | TTT | - | - | Wvinn | Ozivo | 85-90 | 75 | 1.17% | 1.167% | 13.27785 |
| T | FLF | 93.919 | 3.94 | - | - | IK | - | NNN | - | - | Qzggh | Srjro | 200-210 | 180 | 2.71% | 2.715% | 61.91030 |
| K-Q | EEM | 45.974 | - | - | - | XX | - | ZZZ | - | - | - | - | - | - | - | - | 89.20000 |
| B | GFK | 73.780 | 8.78 | - | - | KO | - | QQ- | - | - | Dfzpg | Rlxfx | 135-145 | 120 | 1.71% | 1.700% | 24.39135 |
| P-B | VFX | 776.233 | - | - | - | FFF | - | WWW | - | - | - | - | - | - | - | - | 93.36000 |
| J | MFT | 94.937 | 5.73 | - | - | LV | - | V- | - | - | Ksvni | Ylvxy | 155-165 | 145 | 2.25% | 2.249% | 61.93408 |
| F | FUY | 4.715 | 1.77 | - | - | QH | - | AAA- | - | - | Auqbr | Zouqg | 265-275 | 245 | 3.38% | 3.387% | 34.31745 |
| J | BZR | 4.348 | 5.36 | - | - | OA | - | J- | - | - | - | - | - | - | - | - | Retained |
| I | FCG | 17.850 | 1.40 | - | - | JJ | - | HN | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: Registration: 144O/Ncw T;
B: Registration: 144V/Xtd N;
J: Registration: 144Z/Dcd D;
T: Registration: 144P/Zwr U;
F: Registration: 144A/Xbg L;
Y: Registration: 144L/Erx Y;
J: Registration: 144M/Aux C;
I: Registration: 144P/Xjy K;
P-B: Registration: 144B/Cqc I;
K-Q: Registration: 144F/Oaz J;