| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | ZWV | 1.600 | 9.50 | U2 | - | - | 4.50% | - | Zzyswhht | 1fMMAV | 915 | 915 | 1kNNUD+915 | - | - |
| R | HTM | 64.580 | 2.40 | Id2 | - | - | 81.00% | - | Rrpchhnk | 1bBBBD | 350-355 | 355 | 1kLLNQ+355 | - | - |
| N | VIC | 7.980 | 1.40 | Ge2 | - | - | 9.10% | - | Cujzvlph | 1cHHNE | 680-685 | 685 | 1kFFKL+685 | - | - |
| X2 | RWP | 79.680 | 5.30 | Hxx | - | - | 19.20% | - | Gxrskbzk | 1oUUTT | 265l | 280 | 1aUUQY+280 | - | - |
| O | OOD | 2.200 | 6.50 | Ydd2 | - | - | 22.60% | - | Tdcevyfv | 1kDDJO | 475-480 | 480 | 1fLLEE+480 | - | - |
| W1 | XZO | 88.000 | 5.40 | Ncc | - | - | 42.00% | - | Kfypypqz | 1gGGKG | 180 | 180 | 1fLLQR+180 | - | - |
| J | GKX | 1.600 | 3.20 | I2 | - | - | 51.40% | - | Pwplyrsm | 1kIILN | 390-395 | 395 | 1zTTEX+395 | - | - |
| R | ZBH | 4.360 | 9.50 | PB | - | - | - | - | - | - | - | - | - | - | Retained |
Originator(s)
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