| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | WAD | 60.328 | 2.56 | 9.45 | VF | - | - | VV (D) | - | 35.69% | - | - | - | - | - | - | - | Retained |
| F | BSR | 75.591 | 1.66 | 7.87 | NE | - | - | AAA (Z) | - | 62.81% | - | Dfzphvnw | CNCO | 580k | 580 | 1yNIOC+560 | - | 95.60000 |
| S | IRZ | 787.216 | 3.60 | 2.31 | Ell | - | - | QQQ | - | 59.79% | - | Pesdajet | VKZB | 270z | 270 | 1aIGLK+247 | - | 55.80000 |
| Z | NZL | 24.992 | 1.64 | 2.10 | IY | - | - | Y (L) | - | 9.79% | - | - | - | - | - | - | - | Retained |
| B | NKE | 70.578 | - | - | QR | - | - | XJ | - | 9.00% | - | - | - | - | - | - | - | Retained |
| W-Z | TQH | 27.133 | 7.78 | 1.60 | QB | - | - | XXX | - | 78.99% | - | Iylmcrrf | EUVF | 330b | 330 | 1xQAMX+311 | - | 96.60000 |
| Q | QZC | 96.747 | 5.63 | 2.39 | PX | - | - | MM (P) | - | 58.63% | - | Wfbzfrsb | IALT | 380j | 380 | 1ySYAE+361 | - | 77.40000 |
| I | LQK | 69.816 | 3.26 | 5.70 | CH | - | - | O (G) | - | 76.21% | - | Nqckropm | VDEX | 450n | 450 | 1wQQET+431 | - | 57.70000 |
| F | RGH | 48.673 | 7.43 | 5.20 | ZI | - | - | VVV | - | 58.50% | - | Mlfmwqpd | DUJF | 525a | 525 | 1xQITM+506 | - | 24.90000 |
Tranche Comments
S: Registration: 144J/Vrr U;
W-Z: Registration: 144M/Bru X;
Q: Registration: 144E/Xos M;
I: Registration: 144J/Oee K;
F: Registration: 144Z/Irs P;
F: Registration: 144B/Lpo N;
O: Registration: 144Z/Tfl F;
Z: Registration: 144W/Npm Y;
B: Registration: 144E/Niy G;
Cut-Off Balance ($mm)
744.896143