| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | ZNM | 7.500 | 2.40 | E2 | JI | - | 7.60% | - | Ndbcrsiw | JJGB | 190 | 190 | 1cEEMS+190 | - | - |
| Gwziup 1 | FBG | 9.390 | 8.00 | FP | GI | - | 2.70% | - | - | - | - | - | - | - | Retained |
| Sffmxe 2 | RCG | 5.170 | 7.00 | BX | BW | - | 5.00% | - | - | - | - | - | - | - | Retained |
| N | QLJ | 8.640 | 4.10 | U1 | BI | - | 9.20% | - | Gfwyeexp | AADB | 660 | 660 | 1uJJUO+660 | - | - |
| Z | OUM | 24.140 | 2.90 | Fr2 | QO | - | 9.70% | - | Grhvkbqb | KKJI | 145 | 145 | 1bZZGC+145 | - | - |
| L | NPB | 67.000 | 2.00 | Pu2 | MF | - | 8.50% | - | Fsmlmmbj | AATI | 530 | 530 | 1tHHYP+530 | - | - |
| E | LHX | 20.300 | 3.20 | Bll2 | FG | - | 4.40% | - | Ldkusjqz | KKJX | 85 | 285 | 1jMMMG+285 | - | - |
| O1 | IFL | 938.000 | 4.30 | Gxx | AAA | - | 31.00% | - | Kxexsijn | ZZUD | 80 | 80 | 1wIIMQ+80 | - | - |
| S2 | GNA | 618.520 | 2.80 | Nii | WWW | - | 50.90% | - | Jqzhlopb | OOCV | 105 | 105 | 1vUUXR+105 | - | - |
Originator(s)
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