| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y2Y | GIN | 19.000 | 4.53 | Sww | - | - | - | DDD | 11.00% | - | Jnylk | - | 2-02->2-08 uz JZ 2.0y | 2-08 bg TJ 2.0u | 2.00% | - | 557.52789 |
| V9 | ZVG | 13.792 | 5.76 | Up1 | - | - | - | MMM | 8.89% | - | Ytzzx | - | 0-20->0-24 xq mj Zunnrmvvwnnn P1/P1P | 0-24 fb jw Ruknnzgppknx W1/W1W | 2.25% | - | 74.89700 |
| A5 | GGF | 78.000 | 39.15 | Qqq | - | - | - | UUU | 27.00% | - | Uwwco | Vcadg | 95x | 95 | 2.50% | 2.645% | 45.11830 |
| P5P | EXK | 34.000 | 17.99 | Err | - | - | - | QQQ | 72.00% | - | Ocagd | Ryxxf | 90-95 | 90 | 2.00% | 2.595% | 48.48670 |
| L1L | PID | 49.750 | 8.91 | Kss | - | - | - | TTT | 28.00% | - | Aliwl | - | 1-16->1-22 tv PNCR 2.0w | 1-16 tu PMKK 2.0h | 2.00% | - | 35.54871 |
| C6 | HOJ | 6.000 | 8.80 | Jxx | - | - | - | LLL | 41.00% | - | Zvyut | Swlhl | 95-100 | 100 | 2.50% | 2.536% | 10.65540 |
| B1 | LVD | 12.730 | 7.69 | Iww | - | - | - | RRR | 43.00% | - | Phkuc | - | 1-30->2-04 ww JFML 2.5r | 1-30 qh DTBW 2.5x | 2.50% | - | 950.24860 |
| E2 | GPV | 26.000 | 2.40 | Hll | - | - | - | VVV | 19.00% | - | Armlz | - | 1-24->1-28 bt RF 2.5r | 1-24 it LP 2.5a | 2.50% | - | 529.82439 |
| E3 | FQP | 70.700 | 5.40 | Nhh | - | - | - | MMM | 88.00% | - | Lyyaw | Vcbkt | 70-75 | 70 | 2.50% | 0.938% | 284.28570 |
Tranche Comments
L1L: Registration: 144U/Xpo J;
E2: Registration: 144L/Bsp V;
Y2Y: Registration: 144H/Yww I;
E3: Registration: 144Q/Mzn L;
A5: Registration: 144N/Xuo U;
P5P: Registration: 144B/Mpk A;
C6: Registration: 144G/Qsi O;
V9: Registration: 144J/Ljp R;