| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | QAG | 846.210 | 9.60 | Fvv | - | - | - | JJJ | 69.50% | - | Cjpsf | T-Jznor | 150-155 | 140 | 4.75% | 5.000% | 78.15846 |
| P | VPN | 33.471 | 4.90 | Lt3 | - | - | - | CC | 21.51% | - | Yvlxp | K-Uwjzk | 220-225 | 212 | 5.50% | 5.720% | 71.57230 |
| L | BGK | 56.737 | 6.70 | AG | - | - | - | KKK- | 81.61% | - | - | - | - | - | - | - | Retained |
| K | LJA | 22.455 | 9.80 | Cxx3 | - | - | - | B- | 71.35% | - | Agsht | V-Sagtv | 295-305 | 305 | 5.50% | 6.650% | 49.25786 |
| D-1 | PVP | 78.769 | 3.10 | LH | - | - | - | HHH+ | 36.38% | - | Bgwpe | F-Bfuir | 425s | 425 | 6.75% | 7.850% | 10.48866 |
| O-2 | IRB | 2.116 | 1.60 | WW | - | - | - | SSS | 50.20% | - | - | - | - | - | - | - | Retained |
| H | WME | 51.792 | 3.60 | YW | - | - | - | JJ | 8.20% | - | - | - | - | - | - | - | Retained |
| C | OGC | 83.378 | 8.20 | LX | - | - | - | QN | - | - | - | - | - | - | - | - | Retained |
| Z | THI | 35.157 | 8.90 | W3 | - | - | - | FF- | 96.18% | - | Xhgco | D-Kxoje | 250-260 | 250 | 5.50% | 6.100% | 78.31010 |
Tranche Comments
I: Registration: 144I/Haz Y;
P: Registration: 144V/Tdp F;
Z: Registration: 144F/Mvg L;
K: Registration: 144Q/Bwc S;
D-1: Registration: 144N/Qsi H;
O-2: Registration: 144F/Vba B;
L: Registration: 144H/Kjf L;
H: Registration: 144J/Ght S;
C: Registration: 144O/Vdt Y;