| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | AFW | 76.155 | 6.30 | Lh3 | - | - | - | VV | 64.65% | - | Orbsx | O-Dgkuu | 220-225 | 212 | 5.50% | 5.720% | 70.17350 |
| W | AIK | 26.858 | 1.20 | Sdd3 | - | - | - | N- | 21.62% | - | Esrxj | Y-Mmhnt | 295-305 | 305 | 5.50% | 6.650% | 14.18633 |
| W | EUC | 29.688 | 4.30 | GA | - | - | - | AK | - | - | - | - | - | - | - | - | Retained |
| V | LBZ | 16.254 | 6.80 | A3 | - | - | - | ZZ- | 67.18% | - | Yftyy | Y-Cijfi | 250-260 | 250 | 5.50% | 6.100% | 98.53667 |
| C | MAD | 27.606 | 7.70 | IG | - | - | - | CCC- | 89.90% | - | - | - | - | - | - | - | Retained |
| A | QMZ | 10.999 | 2.60 | CB | - | - | - | EE | 1.90% | - | - | - | - | - | - | - | Retained |
| Q | QJN | 786.726 | 6.40 | Cjj | - | - | - | GGG | 23.90% | - | Llsof | F-Cnoyg | 150-155 | 140 | 4.75% | 5.000% | 68.99976 |
| P-2 | URK | 4.159 | 4.60 | VU | - | - | - | AAA | 11.65% | - | - | - | - | - | - | - | Retained |
| M-1 | LZM | 31.169 | 3.20 | TW | - | - | - | LLL+ | 14.55% | - | Obnfk | U-Wsnql | 425c | 425 | 6.75% | 7.850% | 53.37484 |
Tranche Comments
Q: Registration: 144C/Oqn W;
W: Registration: 144Y/Kic A;
V: Registration: 144D/Wtv I;
W: Registration: 144U/Asw P;
M-1: Registration: 144H/Jan W;
P-2: Registration: 144U/Jjz P;
C: Registration: 144O/Ffj L;
A: Registration: 144B/Hap X;
W: Registration: 144V/Fjy S;