| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | CCX | 3,373.110 | 3.69 | 6.70 | Npp | - | - | KKK | - | 40.39% | - | Rhxestfs | 1aZ | 135o | 135 | 1qJ+135 | - | 625.00000 |
| K | WJL | 950.208 | 7.80 | 1.62 | HU | - | - | O (P) | - | 39.60% | - | Uqlpfheg | 1tC | 230k | 230 | 1yV+230 | - | 464.00000 |
| J | AIC | 641.520 | 4.48 | 3.64 | WR | - | - | KK (Z) | - | 51.23% | - | - | - | - | - | - | - | Retained |
| Z | LLE | 23.234 | 3.73 | 2.44 | DA | - | - | J (Y) | - | 6.94% | - | - | - | - | - | - | - | Retained |
| K-N | TIF | 923.593 | 5.70 | 8.52 | UP | - | - | QQQ | - | 85.71% | - | Tqmuvmae | 1iL | 170v | 170 | 1uI+170 | - | 250.00000 |
| CZ | GSZ | 743.149 | - | - | NN | - | - | TQ | - | 3.00% | - | - | - | - | - | - | - | Retained |
| G | MHK | 48.900 | 5.98 | 3.30 | VA | - | - | RRR (M) | - | 87.94% | - | Lkpqtucu | 1iS | 340f | 340 | 1eI+340 | - | 743.00000 |
| Q | HBH | 88.850 | 6.11 | 1.98 | GH | - | - | WW (I) | - | 30.36% | - | Rzjvqbxg | 1kK | 200x | 200 | 1uM+200 | - | 170.00000 |
| U | PSX | 792.406 | 5.82 | 7.55 | EM | - | - | WWW | - | 23.87% | - | Jszbbplg | 1eU | 290a | 290 | 1fE+290 | - | 636.00000 |
Tranche Comments
L: Registration: 144C/Zrn G;
K-N: Registration: 144O/Gow D;
Q: Registration: 144A/Ibb Z;
K: Registration: 144W/Anf H;
U: Registration: 144N/Nft C;
G: Registration: 144E/Bkw X;
J: Registration: 144Z/Pxc N;
Z: Registration: 144P/Lki G;
CZ: Registration: 144F/Wvg X;