| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | CTJ | 6.610 | 6.20 | - | XXX+ | - | DDD | 8.63% | - | Fufbykhq | 3eCn | 160-165 | 160 | 3eUd+160 | - | 293.00000 |
| W | SMX | 5.552 | 5.69 | - | B- | - | IQ | 4.81% | - | Mqsarpfx | 3yZs | - | 383 | 3oNn+375 | - | 26.79600 |
| N1 | GGV | 6.175 | 9.38 | - | NF | - | HM | - | - | Gxhuhsig | 3yZi | - | 325 | 3jRm+325 | - | 809.00000 |
| J2 | GMT | 4.336 | 9.75 | - | IB | - | LM | - | - | - | - | - | - | - | - | Retained |
| C | MFR | 52.373 | 1.15 | - | JJ | - | NN (O) | 3.92% | - | Bkloertm | 3lGn | 92 | 92 | 3kUy+92 | - | 924.00000 |
| S | SQZ | 4.690 | 3.99 | - | ZZ+ | - | BB (L) | 8.59% | - | Bvsluqop | 3yZc | - | 335 | 3aHe+265 | - | 77.18600 |
| L | XOY | 308.354 | 5.57 | - | PPP | - | DDD | 66.94% | - | Jryxkptz | 3kQl | 52 | 52 | 3mNx+70 | - | 560.62500 |
| N | FIV | 18.150 | 7.67 | - | B+ | - | V (L) | 6.95% | - | Zwqqesqi | 3jMs | 115-120 | 115 | 3lZw+115 | - | 627.00000 |
| J1 | KXW | 2.320 | - | - | UM | - | FV | - | - | Xjppw | - | - | - | - | - | Retained |
| D2 | FPS | 6.203 | - | - | HI | - | NE | - | - | Bzwwb | - | - | - | - | - | Retained |
Tranche Comments
L: Registration: Ysh Q Mwkt;
C: Registration: Chs W Lnvh;
N: Registration: Mka Q Sgsl;
Q: Registration: Etm L Drkf;
S: Registration: Auh C Fdti;
W: Registration: Ucx V Sqoj;
N1: Registration: Gbu N Sbdx;
J2: Registration: Ydg X Svet;
J1: Registration: Ejm P Zbtn;
D2: Registration: Urv X Toji;