| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-Y | COO | 77.903 | - | - | - | CI | - | MMM | - | - | - | - | - | - | - | - | 3.90060 |
| J | OHZ | 95.444 | 4.92 | - | - | AF | - | EE | 15.21% | 78.1% | Ytlmm | Pxhhz | 110-115 | 115 | 2.49% | 2.489% | 17.88726 |
| Y | MVW | 84.115 | 6.10 | - | - | HJ | - | Q | 93.90% | 72.3% | Lmhcs | Gdufp | 120-130 | 140 | 2.91% | 2.912% | 45.68003 |
| W | MMB | 42.762 | 3.46 | - | - | OU | - | TE | - | 53.5% | - | - | - | - | - | - | Retained |
| B | URS | 37.700 | 7.41 | - | - | EK | - | III | 29.00% | 21.8% | Gjzez | Loaow | 165-175 | 180 | 3.47% | 3.478% | 42.71454 |
| R | BNK | 763.643 | 1.58 | - | - | WWW | - | AAA | 65.68% | 23.1% | Snfzy | Mvtwy | 67-70 | 67 | 1.90% | 1.891% | 10.34382 |
| N | IQL | 9.450 | 7.54 | - | - | CA | - | OOO- | 1.00% | 66.8% | Tbxvh | Utzeq | 255-265 | 275 | 4.45% | 4.434% | 18.10800 |
| Y | JJX | 4.327 | 4.99 | - | - | TY | - | TT | - | 58.2% | - | - | - | - | - | - | Retained |
| W | YEU | 2.488 | 7.52 | - | - | UW | - | Y | - | 73.7% | - | - | - | - | - | - | Retained |
| V-K | YKW | 803.131 | - | - | - | FFF | - | KKK | - | - | - | - | - | - | - | - | 47.00000 |
Tranche Comments
R: Registration: 144X/Yyn H;
J: Registration: 144Z/Uia E;
Y: Registration: 144V/Cqd W;
B: Registration: 144E/Aej F;
N: Registration: 144L/Jnt Q;
Y: Registration: 144H/Qdx V;
W: Registration: 144C/Ont L;
W: Registration: 144P/Ubg E;
V-K: Registration: 144F/Lik C; Comments: KL;
A-Y: Registration: 144C/Wdq Q; Comments: TC;