| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | BTF | 7.000 | 3.40 | - | JJ | PQ | 1.20% | - | Wlbjabzh | ZZYM | - | 560 | 1tMMQV+560 | - | - |
| K2 | JVA | 840.000 | 8.80 | - | QQQ | III | 57.00% | - | Ddkxahxi | QQIW | - | 80 | 1nLLAW+80 | - | - |
| I1 | MOH | 867.000 | 2.60 | - | XXX | UUU | - | - | Scsybdvw | 1gV | 75-80 | 70 | 1nH+70 | - | 802.00000 |
| TK | SHJ | 29.800 | 8.90 | - | III | VE | 2.70% | - | Chyzotff | FFDH | - | 125 | 1gTTYO+125 | - | - |
| S3 | KBS | 552.000 | 5.10 | - | FFF | III | 57.00% | - | Dhkcqqpr | LLRE | - | 105 | 1lYYTR+105 | - | - |
| R | VMR | 37.000 | 1.20 | - | J | VI | 9.80% | - | Ovkpdlbb | UUUH | - | 205 | 1mMMJO+205 | - | - |
| A | SNR | 2.300 | 4.80 | - | GQ | VE | - | - | - | - | - | - | - | - | Retained |
| V | ZTZ | 1.180 | 8.20 | - | Y | BZ | 5.13% | - | Pvjpuijz | CCGB | - | 695 | 1bMMHI+695 | - | - |
| Y | JCH | 81.900 | 5.70 | - | LL | CZ | 5.00% | - | Vqkkziff | JJLB | - | 150 | 1vJJDV+150 | - | - |
| R | XUH | 80.400 | 4.90 | - | OOO | VI | 6.10% | - | Mbqhcoew | RRCP | - | 305 | 1jBBSL+305 | - | - |
Tranche Comments
I1: Registration: 144U/Cvn M;
K2: Registration: 144C/Kmn L;
S3: Registration: 144W/Vwk Y;
TK: Registration: 144G/Pxt F;
Y: Registration: 144D/Vzu Y;
R: Registration: 144T/Tej D;
R: Registration: 144M/Uns Z;
D: Registration: 144T/Cxv L;
V: Registration: 144F/Zsz O;
A: Registration: 144B/Nwz V;