| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | ZLH | 66.130 | 8.35 | OP | - | - | AAA (G) | - | 77.90% | - | Mioio | Dwtmj | 165-170 | 160 | 2.58% | 2.569% | 26.82993 |
| I | YPF | 78.590 | 5.75 | QC | - | - | LA | - | 4.00% | - | - | - | - | - | - | - | Retained |
| Z | QUL | 99.376 | 8.12 | O3 | - | - | S (K) | - | 47.59% | - | Gavaa | Jmvjd | 100-105 | 90 | 1.88% | 1.869% | 80.85392 |
| P | ZOX | 11.444 | 1.67 | Uii3 | - | - | JJJ (T) | - | 60.10% | - | Tkles | Kqzvs | 135-140 | 130 | 2.28% | 2.269% | 39.70639 |
| Y-2 | RSL | 41.425 | 9.65 | XU | - | - | ZZ (Q) | - | 9.23% | - | Vzwiy | Hflxy | 270k | 270 | 3.67% | 3.669% | 40.59904 |
| Z-1 | IYE | 26.122 | 3.45 | AS | - | - | QQQ | - | 81.58% | - | Gupfv | Vvrwq | 150-155 | 150 | 2.48% | 2.469% | 62.30533 |
| V | UKD | 56.471 | 5.11 | Be3 | - | - | RR (W) | - | 23.95% | - | Djcyk | Mtbea | 85-90 | 80 | 1.78% | 1.769% | 41.21924 |
| Z-1 | AWL | 78.480 | 2.15 | AD | - | - | SS (D) | - | 40.24% | - | Xgfmg | Wmrec | 235-245 | 230 | 3.28% | 3.269% | 19.30182 |
| S | JCZ | 769.664 | 8.43 | Jss | - | - | EEE | - | 33.82% | - | Xrkye | Tbazr | 60-65 | 55 | 1.53% | 1.519% | 76.51152 |
Tranche Comments
S: Registration: 144P/Veb X;
V: Registration: 144G/Ikr A;
Z: Registration: 144K/Qpt N;
P: Registration: 144D/Xle X;
Z-1: Registration: 144G/Wxe F;
Y-2: Registration: 144A/Nbb T;
Z-1: Registration: 144A/Hzf H;
Y-2: Registration: 144D/Gue K;
I: Registration: 144J/Yju J;