| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | ZPT | 6.000 | 4.00 | - | N | - | 6.10% | - | Kxrsaufn | 1mBBMA | - | 320 | 1bBBYF+320 | - | - |
| B | INO | 9.000 | 9.00 | - | LLL | - | 3.20% | - | Tcxjdsub | 1mZZLR | - | 400 | 1xOOZY+400 | - | - |
| B-2 | ZEF | 52.000 | 5.20 | - | DDD | ZZZ | 7.00% | - | Gwubfuwx | 1kUURY | - | 180 | 1uZZYM+180 | - | - |
| G-1 | FEG | 605.000 | 3.10 | - | YYY | TTT | 43.00% | - | Aasjlzha | 1pUUFI | - | 140 | 1vHHFK+140 | - | - |
| M | WKC | 7.300 | 8.00 | - | - | - | - | - | Pecrvbkz | 1jNNTT | - | 700 | 1bAAVE+700 | - | - |
| A | MQH | 6.300 | 3.00 | - | O | - | 9.55% | - | Nwpucjeh | 1uNNNY | - | 680 | 1wGGPS+680 | - | - |
| P | XRX | 42.000 | 4.00 | - | RR | - | 2.20% | - | Zmardpah | 1vUUYI | - | 265 | 1lLLLQ+265 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | LZR | 89.000 | 8.90 | - | HHH | - | 9.00% | - | - | - | - | - | - | - | - |
| Q-1 | PXC | 832.000 | 1.60 | - | TTT | - | 73.00% | - | - | - | - | - | - | - | - |
| G | KJV | 3.220 | 8.00 | - | OX | - | - | - | - | - | - | - | - | - | - |
| C | EUA | 2.380 | 7.00 | - | OO | - | 6.42% | - | - | - | - | - | - | - | - |
| M | XEV | 83.000 | 9.00 | - | XX | - | 3.00% | - | - | - | - | - | - | - | - |
| R | CZH | 4.000 | 4.00 | - | JJJ | - | 3.40% | - | - | - | - | - | - | - | - |
| M | FLH | 65.000 | 3.00 | - | M | - | 1.00% | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | VOB | 688.000 | 7.00 | - | LLL | DDD | 89.00% | - | Isddosft | QQIJ | - | 175 | 1pNNUO+175 | - | - |
| D | HTB | 3.000 | 8.00 | - | R | YK | 3.00% | - | - | - | - | - | - | - | - |
| N | VXE | 2.000 | 7.00 | - | AAA | CH | 3.00% | - | - | - | - | - | - | - | - |
| D | SZU | 7.000 | 5.00 | - | LL | MP | 1.00% | - | - | - | - | - | - | - | - |
| F2 | BCQ | 80.000 | 8.00 | - | FFF | QQQ | 8.00% | - | - | - | - | - | - | - | - |
| I | BNC | 3.000 | 5.00 | - | II | MQ | 9.00% | - | - | - | - | - | - | - | - |
| Q | GZP | 5.000 | 5.00 | - | GY | BZ | - | - | - | - | - | - | - | - | Retained |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | JQH | 50.000 | 6.60 | - | RRR | MMM | 58.00% | - | Mbsejkux | QQIZ | - | 110 | 1wOOHH+110 | - | - |
| C | SAX | 1.400 | 7.70 | - | F+ | BC | 1.00% | - | Hmpufvdg | RRNM | 640-650g | 640 | 1yKKMA+640 | - | - |
| C | LVQ | 75.400 | 7.30 | - | M | XV | 9.60% | - | Ekroltsq | MMAF | 170-175c | 170 | 1sUUBH+170 | - | - |
| V-1 | RPG | 879.000 | 1.30 | - | CCC | UUU | 76.00% | - | Wlhvhupr | OOZB | - | 80 | 1nUUAD+80 | - | - |
| E | WER | 57.400 | 2.10 | - | CC | BE | 2.90% | - | Kuejxhka | JJHN | - | 140 | 1iJJTG+140 | - | - |
| X | JEY | 1.500 | 7.20 | - | BB | MB | 4.20% | - | Dhzqpuvz | HHAT | 490-500k | 490 | 1mHHKF+490 | - | - |
| N | VUL | 3.200 | 9.20 | - | FS | KC | - | - | - | - | - | - | - | - | Retained |
| W | ZVO | 3.100 | 8.40 | - | WWW | LV | 2.90% | - | Drvcythl | CCLJ | 255-260y | 255 | 1qHHPZ+255 | - | - |