| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | BNH | 47.871 | 9.20 | Zzz3 | - | - | - | R- | 97.30% | - | Okceh | Q-Xdzpq | 295-305 | 305 | 5.50% | 6.650% | 77.70125 |
| S | CCF | 51.262 | 1.60 | Y3 | - | - | - | OO- | 13.70% | - | Vamko | E-Dndmt | 250-260 | 250 | 5.50% | 6.100% | 89.12771 |
| S | CIU | 90.959 | 2.80 | NO | - | - | - | FFF- | 34.44% | - | - | - | - | - | - | - | Retained |
| K-1 | RUF | 60.231 | 3.70 | VK | - | - | - | JJJ+ | 49.22% | - | Xumlg | N-Xkpcv | 425a | 425 | 6.75% | 7.850% | 42.83425 |
| R-2 | JAR | 7.602 | 6.30 | YV | - | - | - | MMM | 15.19% | - | - | - | - | - | - | - | Retained |
| K | IQG | 63.434 | 1.50 | Cy3 | - | - | - | EE | 91.80% | - | Yyqqs | Q-Ktbsh | 220-225 | 212 | 5.50% | 5.720% | 25.35470 |
| J | EYP | 82.642 | 5.60 | DV | - | - | - | GS | - | - | - | - | - | - | - | - | Retained |
| X | GOF | 946.961 | 7.70 | Iyy | - | - | - | MMM | 12.70% | - | Cbopv | Z-Jjmks | 150-155 | 140 | 4.75% | 5.000% | 93.68271 |
| G | NNV | 29.155 | 7.60 | CR | - | - | - | XX | 4.10% | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Registration: 144M/Zkb R;
K: Registration: 144U/Xqc W;
S: Registration: 144P/Ijn I;
T: Registration: 144E/Lld I;
K-1: Registration: 144V/Tdc S;
R-2: Registration: 144U/Hvl E;
S: Registration: 144J/Aqw R;
G: Registration: 144C/Huu P;
J: Registration: 144M/Tzi C;