| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| LZZ | NCJ | 72.900 | 4.69 | - | YL | - | - | YY | - | - | 20.2% | - | - | - | - | - | - | Retained |
| I | JUN | 40.360 | 3.99 | - | Yrr | - | - | OOO | - | - | 17.6% | Tfhjf | QJBJ | 157b | 157 | 3.40% | 3.297% | 608.78764 |
| G | XVT | 68.590 | 5.93 | - | AM | - | - | DY | - | - | 70.0% | QXI | APBW | 625w | 650 | 4.87% | 8.227% | 82.50113 |
| M | FXS | 55.000 | 4.56 | - | Jq3 | - | - | MM (W) | - | - | 33.6% | UVV | BHUV | 425z | 450 | 4.87% | 6.227% | 80.78764 |
| G | HMD | 9.560 | 7.56 | - | Xx2 | - | - | II | - | - | 50.3% | Lhhcz | COIE | 192n | 192 | 3.99% | 3.647% | 698.71769 |
| U | WZF | 57.600 | 1.98 | - | G3 | - | - | D | - | - | 13.0% | Nzcey | BAIH | 252z | 252 | 4.59% | 4.247% | 329.19225 |
| H | OCQ | 48.000 | 6.51 | - | Oii3 | - | - | NNN | - | - | 26.4% | Qlzzb | DUFV | 315q | 317 | 4.85% | 4.897% | 60.61739 |
| Q | NNI | 79.800 | 3.56 | - | R3 | - | - | JE | - | - | 42.7% | RHM | LTMQ | 525y | 550 | 4.87% | 7.227% | 18.74283 |
Tranche Comments
I: Registration: 144B/Bbd A;
G: Registration: 144F/Tmd T;
U: Registration: 144N/Xkk M;
H: Registration: 144G/Yit C;
M: Registration: 144J/Omd F;
Q: Registration: 144G/Zdz T;
G: Registration: 144G/Kdv L;
LZZ: Registration: 144V/Owl I; Comments: Yvn-Ytwmnb;