| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | JTU | 698.985 | 2.30 | Ovv | - | - | - | WWW | 60.80% | - | Opobb | M-Tbjlm | 150-155 | 143 | 4.50% | 5.901% | 31.69980 |
| S-1 | JQQ | 30.153 | 3.40 | PW | - | - | - | DDD+ | 24.68% | - | Urnxf | H-Iwlqd | 375-385 | 355 | 4.75% | 8.021% | 50.11760 |
| V | PQQ | 18.506 | 6.80 | W3 | - | - | - | RR- | 85.47% | - | Fsiqz | L-Douhq | 225-235 | 215 | 4.50% | 6.621% | 99.34830 |
| R | CID | 27.675 | 7.50 | Vbb3 | - | - | - | B- | 79.10% | - | Goiiy | A-Fhagi | 270-280 | 260 | 4.50% | 7.071% | 51.89712 |
| V-2 | CYB | 76.898 | 3.50 | NO | - | - | - | YF | 6.00% | - | Kjupa | A-Jzsqe | - | - | - | - | Retained |
| L | HLX | 41.460 | 4.20 | Mv3 | - | - | - | DD+ | 43.56% | - | Yqccv | O-Kfkzp | 205-210 | 195 | 4.50% | 6.421% | 59.62975 |
Tranche Comments
Z: Registration: 144K/Yuy N;
L: Registration: 144I/Mzr U;
V: Registration: 144F/Pse Q;
R: Registration: 144H/Pnp M;
S-1: Registration: 144I/Vcl G;
V-2: Registration: 144E/Bvn E;