| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | HOI | 37.510 | 7.31 | - | - | IZ | - | BBB | 19.00% | 47.3% | Homzj | Pijzp | 165-175 | 180 | 3.47% | 3.478% | 35.16762 |
| M | APR | 3.580 | 9.58 | - | - | BX | - | NNN- | 7.00% | 10.3% | Kstsn | Deura | 255-265 | 275 | 4.45% | 4.434% | 78.47930 |
| L | NNM | 7.944 | 5.59 | - | - | GX | - | ZZ | - | 17.5% | - | - | - | - | - | - | Retained |
| S | FUX | 44.278 | 6.83 | - | - | EC | - | KB | - | 36.1% | - | - | - | - | - | - | Retained |
| H | VZS | 27.953 | 3.84 | - | - | JP | - | I | 22.40% | 23.1% | Wunkh | Ukdwq | 120-130 | 140 | 2.91% | 2.912% | 24.60363 |
| S | FJT | 6.829 | 8.89 | - | - | CL | - | T | - | 40.2% | - | - | - | - | - | - | Retained |
| J-W | FJX | 22.543 | - | - | - | DK | - | SSS | - | - | - | - | - | - | - | - | 1.16300 |
| V | HMA | 27.659 | 9.80 | - | - | ME | - | SS | 43.78% | 99.7% | Eojfp | Yjyfa | 110-115 | 115 | 2.49% | 2.489% | 69.11586 |
| Z | CRD | 572.209 | 3.17 | - | - | GGG | - | MMM | 23.60% | 67.1% | Ntfva | Lkzbg | 67-70 | 67 | 1.90% | 1.891% | 13.73622 |
| M-V | HGY | 363.406 | - | - | - | XXX | - | BBB | - | - | - | - | - | - | - | - | 77.00000 |
Tranche Comments
Z: Registration: 144Y/Kby G;
V: Registration: 144G/Ckq C;
H: Registration: 144E/Whj F;
S: Registration: 144X/Ljn G;
M: Registration: 144T/Nbg N;
L: Registration: 144V/Hfy U;
S: Registration: 144E/Aer I;
S: Registration: 144W/Upi F;
M-V: Registration: 144P/Vbs B; Comments: IR;
J-W: Registration: 144X/Vik D; Comments: XU;