| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| N | OPA | 2.440 | 6.10 | - | J | US | 3.14% | - | Fbeysldv | 1jDDPB | 500 | 500 | 1cDDHH+500 | - | - |
| G | ZOY | 33.450 | 4.50 | - | Q | FY | 6.20% | - | Fmezsetb | 1bHHJZ | 190s | 190 | 1gJJQG+190 | - | - |
| I-M | XRM | 830.000 | 3.50 | - | SSS | GGG | 70.00% | - | Ywxcthdi | 1vFFZI | 90f | 90 | 1bXXXN+90 | - | - |
| K | ATY | 36.850 | 3.20 | - | AA | JV | 8.77% | - | Srfcumzp | 1jNNGD | 175o | 175 | 1gGGQJ+175 | - | - |
| X | ANC | 13.790 | 7.10 | - | RRR | VS | 5.58% | - | Cbhcjyza | 1rAAQB | 200o | 200 | 1oRROA+200 | - | - |
| K | STI | 4.550 | 1.00 | - | UN | XB | - | - | - | - | - | - | - | - | - |
| R2 | IAC | 19.930 | 1.70 | - | BBB | II | 52.90% | - | Nuhfzzfl | 1cDDPM | 155b | 155 | 1uIIJJ+155 | - | - |
| C-H | EHS | 426.000 | 4.10 | - | BBB | PPP | 28.00% | - | Jyoemfor | 1rQQAG | 130-135q | 130 | 1iDDRB+130 | - | - |
| Q | ABG | 5.500 | 8.40 | - | TT | AT | 6.98% | - | Urvsbkqy | 1vDDXA | 400i | 400 | 1kEEGF+400 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| N | PNH | 34.000 | 1.40 | - | XX | - | 6.58% | - | Pkprjrhs | 1gJJZL | - | 270 | 1gUUME+270 | - | - |
| X | SRK | 27.500 | 7.10 | - | P | - | 2.76% | - | Qkuxmwpx | 1wCCAC | - | 325 | 1vBBTQ+325 | - | - |
| K | REU | 4.700 | 2.40 | - | KK | - | 7.00% | - | Desoysoh | 1pNNJS | - | 670 | 1iUUIY+670 | - | - |
| F1 | TIF | 125.000 | 9.70 | - | YYY | - | 22.00% | - | Vckwxfdm | 1dCCUS | 155h | 155 | 1wDDJR+155 | - | - |
| D | CRD | 6.790 | 2.70 | - | XXX | - | 7.20% | - | Tjcpwizo | 1cRREN | - | 425 | 1wOOQN+425 | - | - |
| L2 | CRD | 98.330 | 2.30 | - | KKK | - | 58.91% | - | Lrwrdlyl | 1sGGPV | 180-185 | 185 | 1dGGJE+185 | - | - |
| V | TIT | 3.000 | 8.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| H-M | ZPB | 192.000 | 8.10 | - | LLL | VVV | 92.00% | - | Oyzmrozs | 1jPPQP | 145-150 | 150 | 1cFFMV+150 | - | - |
| H2 | JPD | 74.000 | 2.70 | - | KKK | CCC | 75.10% | - | Ksslwxep | 1qPPSQ | 275 | 275 | 1dVVTM+275 | - | - |
| F | STQ | 34.210 | 9.70 | - | HH | - | 5.57% | - | Jdtmctew | 1bHHOG | 370 | 370 | 1kYYRZ+370 | - | - |
| O | AYE | 59.420 | 8.10 | - | I | - | 6.43% | - | Zxrhjbqe | 1gXXLF | - | 415 | 1iKKHT+415 | - | - |
| S-A | PRC | 530.000 | 7.70 | - | QQQ | SSS | 12.00% | - | Ixqbodpr | 1pPPLG | 190-200 | 200 | 1dLLBN+200 | - | - |
| H | YUP | 4.460 | 5.30 | - | NN | - | 6.77% | - | Sjfjdlji | 1uAAGM | 725a | 725 | 1kMMLJ+725 | - | - |
| Y | QSX | 2.610 | 7.70 | - | TTT | - | 5.50% | - | Nofdoooa | 1nUULS | - | 525 | 1aUURB+525 | - | - |
| B1 | AQC | 3.450 | 3.90 | - | - | - | 2.68% | - | - | - | - | - | - | - | Retained |
| Q2 | QLI | 3.470 | 9.80 | - | - | - | 2.62% | - | - | - | - | - | - | - | Retained |