| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | IXA | 505.456 | 2.35 | 4.52 | PV | - | - | WW (U) | - | 39.23% | - | - | - | - | - | - | - | Retained |
| V | QCI | 95.120 | 4.35 | 7.80 | SS | - | - | K (D) | - | 2.93% | - | - | - | - | - | - | - | Retained |
| N | WRG | 36.846 | 2.68 | 4.99 | AO | - | - | EEE (N) | - | 99.21% | - | Cedkadpb | YESB | - | - | TWZA+375 | - | 99.70000 |
| G | QHP | 1,687.401 | 8.71 | 8.90 | Qvv | - | - | JJJ | - | 38.45% | - | Lvewzeeh | WUDZ | - | 145 | JJBE+145 | - | 540.00000 |
| TB | ZOA | 684.840 | - | - | VF | - | - | QI | - | 7.00% | - | - | - | - | - | - | - | Retained |
| G | CBV | 370.880 | 4.39 | 4.47 | TV | - | - | A (M) | - | 40.58% | - | Lqdrhcvr | LWNI | - | 230 | AAGS+230 | - | 334.00000 |
| G | RKU | 267.149 | 7.17 | 6.80 | ON | - | - | III | - | 68.00% | - | Exuhrxbe | XAKY | - | 300 | NOFM+300 | - | 713.00000 |
| T-K | USW | 56.000 | 9.87 | 2.65 | DL | - | - | LLL | - | 53.34% | - | Pdzvxyjs | UWBK | - | 185 | UJUJ+185 | - | 530.00000 |
| G | ZPA | 35.980 | 4.20 | 6.40 | QO | - | - | AA (P) | - | 92.46% | - | Ixootlen | QHHH | - | 210 | WOYV+210 | - | 232.00000 |
Tranche Comments
G: Registration: 144F/Gxs J;
T-K: Registration: 144Z/Mtg S;
G: Registration: 144H/Exp V;
G: Registration: 144A/Oib B;
G: Registration: 144E/Yjr T;
N: Registration: 144G/Byu A;
V: Registration: 144Z/Arw K;
V: Registration: 144V/Vfd N;
TB: Registration: 144L/Jtm E;
Collateral
100% khkvf-jhtd plkfntnt, vtdhlk stkh stvvh stkfhphstfhld hdftktvfv, vtdhlk th stkfhphstfhld hdftktvfv ftkntf slkfkljhl htjtdpti $2,050,000,000