| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | RAL | 3.945 | 8.35 | - | - | VS | - | FF | - | 90.0% | - | - | - | - | - | - | Retained |
| V-D | VMD | 765.660 | - | - | - | MMM | - | OOO | - | - | NMF | - | - | - | - | - | 86.33700 |
| N | KVV | 19.396 | 2.60 | - | - | XM | - | VV | 25.85% | 97.6% | Myttq | Pudcf | 105-110 | 105 | 2.60% | 2.599% | 88.84943 |
| P | CQC | 80.690 | 1.65 | - | - | OD | - | XC | - | 61.9% | - | - | - | - | - | - | Retained |
| H | LXV | 99.274 | 2.34 | - | - | GY | - | HHH | 80.87% | 81.5% | Hoagd | Nlain | 165-175 | 170 | 3.25% | 3.254% | 83.78130 |
| O | NGC | 22.254 | 5.85 | - | - | UF | - | V | 22.10% | 57.1% | Fljqq | Cmkwz | 130-135 | 125 | 2.80% | 2.804% | 58.81973 |
| T-V | ONI | 45.854 | - | - | - | KT | - | GGG | - | - | ZFN | - | - | - | - | - | 20.88200 |
| F | IIA | 5.859 | 3.67 | - | - | DW | - | YYY- | 2.85% | 99.1% | Ngjvk | Khexd | 230-240 | 250 | 4.05% | 4.068% | 69.67020 |
| W | YHE | 180.540 | 5.69 | - | - | QQQ | - | MMM | 21.58% | 41.8% | Lsnzh | Evtou | 70-75 | 68 | 1.57% | 1.562% | 32.46997 |
| S | IWU | 6.139 | 4.44 | - | - | ZI | - | H | - | 57.5% | - | - | - | - | - | - | Retained |
Tranche Comments
W: Registration: 144E/Ldn D;
N: Registration: 144P/Wab U;
O: Registration: 144Q/Jri A;
H: Registration: 144I/Qrb V;
F: Registration: 144A/Csf I;
A: Registration: 144Q/Mqu D;
S: Registration: 144U/Gku G;
P: Registration: 144X/Pdd B;
V-D: Registration: 144U/Yyj Q;
T-V: Registration: 144Z/Fxc N;