| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | YLH | 668.574 | 3.00 | 8.11 | Mxx | - | - | NNN | - | 35.00% | - | Phofmxio | PWVN | - | 225 | 1vWZNA+225 | - | 924.00000 |
| Z | UIU | 87.427 | 4.32 | 1.46 | YG | - | - | OO (X) | - | 37.43% | - | - | - | - | - | - | - | Retained |
| E-F | XLO | 68.728 | 6.69 | 2.21 | UF | - | - | DDD | - | 23.34% | - | Swqrcdqg | XDMM | - | 275 | 1zUMGW+275 | - | 721.00000 |
| Hnwe | XEZ | 80.335 | - | - | KJ | - | - | BP | - | - | - | - | - | - | - | - | - | Retained |
| I | PLO | 43.780 | 6.17 | 5.54 | CO | - | - | RR (G) | - | 69.59% | - | Nbewclrv | WPSY | - | 325 | 1dKUVM+325 | - | 144.00000 |
| V | HRP | 39.868 | 2.14 | 1.93 | GR | - | - | A (J) | - | 74.54% | - | Ttmmktlb | YZMO | - | 375 | 1mPHQY+375 | - | 680.00000 |
| O | ERM | 54.764 | 2.19 | 9.24 | CA | - | - | DDD (E) | - | 92.85% | - | Tdyspkpl | CTXG | - | 550 | 1kQMFK+550 | - | 242.00000 |
| S | WFW | 16.470 | 7.19 | 3.90 | SU | - | - | A (K) | - | 79.00% | - | - | - | - | - | - | - | Retained |
| Y | LJH | 55.203 | 8.17 | 6.92 | AY | - | - | FFF | - | 23.63% | - | Hvlysxwb | ZLOS | - | 475 | 1iLSUT+475 | - | 880.00000 |
Tranche Comments
O: Registration: 144Z/Lcc X;
E-F: Registration: 144L/Blr Z;
I: Registration: 144N/Tog N;
V: Registration: 144N/Uiw S;
Y: Registration: 144J/Hhj I;
O: Registration: 144D/Uhw H;
Z: Registration: 144M/Dzr T;
S: Registration: 144H/Daj H;
Hnwe: Registration: 144T/Vpd O;